Statistical Learning With Time-Varying Parameters
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Cited by:
- Berardi, Michele & Galimberti, Jaqueson K., 2013.
"A note on exact correspondences between adaptive learning algorithms and the Kalman filter,"
Economics Letters, Elsevier, vol. 118(1), pages 139-142.
- Michele Berardi & Jaqueson K. Galimberti, 2012. "A note on exact correspondences between adaptive learning algorithms and the Kalman filter," Centre for Growth and Business Cycle Research Discussion Paper Series 170, Economics, The University of Manchester.
- Gaballo, Gaetano, 2013.
"Good luck or good policy? An expectational theory of macro volatility switches,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2755-2770.
- Gaballo, G., 2012. "Good Luck or Good Policy? An Expectational Theory of Macro-Volatility Switches," Working papers 402, Banque de France.
- In-Koo Cho & Kenneth Kasa, 2017.
"Gresham's Law of Model Averaging,"
American Economic Review, American Economic Association, vol. 107(11), pages 3589-3616, November.
- In-Koo Cho, 2015. "Gresham's Law of Model Averaging," 2015 Meeting Papers 906, Society for Economic Dynamics.
- In-Koo Cho & Kenneth Kasa, 2016. "Gresham’S Law Of Model Averaging," Discussion Papers dp16-06, Department of Economics, Simon Fraser University.
- Georges Prat & Remzi Uctum, 2016.
"Do markets learn to rationally expect US interest rates? Evidence from survey data,"
Post-Print
hal-01411824, HAL.
- Georges Prat & Remzi Uctum, 2016. "Do markets learn to rationally expect US interest rates? Evidence from survey data," Post-Print hal-01638220, HAL.
- Georges Prat & Remzi Uctum, 2017. "Do markets learn to rationally expect US interest rates? Evidence from survey data," Post-Print hal-01589223, HAL.
- Georges Prat & Remzi Uctum, 2016. "Do markets learn to rationally expect US interest rates? evidence from survey data," EconomiX Working Papers 2016-19, University of Paris Nanterre, EconomiX.
- Berardi, Michele & Galimberti, Jaqueson K., 2017.
"Empirical calibration of adaptive learning,"
Journal of Economic Behavior & Organization, Elsevier, vol. 144(C), pages 219-237.
- Michele Berardi & Jaqueson K. Galimberti, 2015. "Empirical Calibration of Adaptive Learning," KOF Working papers 15-392, KOF Swiss Economic Institute, ETH Zurich.
- In-Koo Cho & Kenneth Kasa, 2015.
"Learning and Model Validation,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(1), pages 45-82.
- In-Koo Cho & Kenneth Kasa, 2006. "Learning and Model Validation," 2006 Meeting Papers 178, Society for Economic Dynamics.
- Kenneth Kasa & In-Koo Cho, 2011. "Learning and Model Validation," 2011 Meeting Papers 1086, Society for Economic Dynamics.
- Kenneth Kasa, 2007. "Learning and Model Validation," 2007 Meeting Papers 548, Society for Economic Dynamics.
- Mitra, Kaushik & Evans, George W. & Honkapohja, Seppo, 2012.
"Baysian Model Averaging, Learning and Model Selection,"
SIRE Discussion Papers
2012-11, Scottish Institute for Research in Economics (SIRE).
- Honkapohja, Seppo & Sargent, Thomas & Evans, George W. & Williams, Noah, 2012. "Bayesian Model Averaging, Learning and Model Selection," CEPR Discussion Papers 8917, C.E.P.R. Discussion Papers.
- Mathew B. Chylinski & John H. Roberts & Bruce G. S. Hardie, 2012. "Consumer Learning of New Binary Attribute Importance Accounting for Priors, Bias, and Order Effects," Marketing Science, INFORMS, vol. 31(4), pages 549-566, July.
- Georges Prat & Remzi Uctum, 2016. "Do markets learn to rationally expect US interest rates? Evidence from survey data," Working Papers hal-04141591, HAL.
- Berardi, Michele & Galimberti, Jaqueson K., 2019.
"Smoothing-Based Initialization For Learning-To-Forecast Algorithms,"
Macroeconomic Dynamics, Cambridge University Press, vol. 23(3), pages 1008-1023, April.
- Michele Berardi & Jaqueson K Galimberti, 2017. "Smoothing-based Initialization for Learning-to-Forecast Algorithms," KOF Working papers 17-425, KOF Swiss Economic Institute, ETH Zurich.
- Eric Gaus, 2013. "Time-Varying Parameters and Endogenous Learning Algorithms," Working Papers 13-02, Ursinus College, Department of Economics.
- Orlando Gomes, .
"Volatility, Heterogeneous Agents and Chaos,"
The Electronic Journal of Evolutionary Modeling and Economic Dynamics, IFReDE - Université Montesquieu Bordeaux IV.
- Orlando Gomes, 2004. "Volatility, Heterogeneous Agents and Chaos," GE, Growth, Math methods 0409010, University Library of Munich, Germany.
- Evans, David & Evans, George W. & McGough, Bruce, 2022. "The RPEs of RBCs and other DSGEs," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
- Bullard, James & Suda, Jacek, 2016.
"The stability of macroeconomic systems with Bayesian learners,"
Journal of Economic Dynamics and Control, Elsevier, vol. 62(C), pages 1-16.
- James B. Bullard & Jacek Suda, 2008. "The stability of macroeconomic systems with Bayesian learners," Working Papers 2008-043, Federal Reserve Bank of St. Louis.
- James Bullard & Jacek Suda, 2015. "The stability of macroeconomic systems with Bayesian learners," NBP Working Papers 228, Narodowy Bank Polski.
- Bullard, J.B. & Suda, J., 2011. "The Stability of Macroeconomic Systems with Bayesian Learners," Working papers 332, Banque de France.
- Carravetta, Francesco & Sorge, Marco M., 2011. "On the Solution of Markov-switching Rational Expectations Models," Bonn Econ Discussion Papers 05/2011, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Carravetta, Francesco & Sorge, Marco M., 2013. "Model reference adaptive expectations in Markov-switching economies," Economic Modelling, Elsevier, vol. 32(C), pages 551-559.
- J. Huston McCulloch, 2005. "The Kalman Foundations of Adaptive Least Squares: Applications to Unemployment and Inflation," Computing in Economics and Finance 2005 239, Society for Computational Economics.
- In-Koo Cho & Ken Kasa, 2012. "Model Validation and Learning," Discussion Papers dp12-07, Department of Economics, Simon Fraser University.
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