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Consistent expectations equilibria and learning in a stock market

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  • Sogner, Leopold
  • Mitlohner, Hans
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    Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

    Volume (Year): 26 (2002)
    Issue (Month): 2 (February)
    Pages: 171-185

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    Handle: RePEc:eee:dyncon:v:26:y:2002:i:2:p:171-185
    Contact details of provider: Web page: http://www.elsevier.com/locate/jedc

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    1. Brock, William A. & Hommes, Cars H., 1998. "Heterogeneous beliefs and routes to chaos in a simple asset pricing model," Journal of Economic Dynamics and Control, Elsevier, vol. 22(8-9), pages 1235-1274, August.
    2. Blume, L. E. & Bray, M. M. & Easley, D., 1982. "Introduction to the stability of rational expectations equilibrium," Journal of Economic Theory, Elsevier, vol. 26(2), pages 313-317, April.
    3. Marcet, Albert & Sargent, Thomas J., 1989. "Convergence of least squares learning mechanisms in self-referential linear stochastic models," Journal of Economic Theory, Elsevier, vol. 48(2), pages 337-368, August.
    4. Gerald P. Dwyer, Jr. & Arlington W. Williams & Raymond Battalio & Timothy Mason, 1989. "Tests of rational expectations in a stark setting," Working Papers 1989-001, Federal Reserve Bank of St. Louis.
    5. repec:att:wimass:9530 is not listed on IDEAS
    6. Bray, Margaret, 1982. "Learning, estimation, and the stability of rational expectations," Journal of Economic Theory, Elsevier, vol. 26(2), pages 318-339, April.
    7. Blume, Lawrence E. & Easley, David, 1982. "Learning to be rational," Journal of Economic Theory, Elsevier, vol. 26(2), pages 340-351, April.
    8. Hommes, Cars & Sorger, Gerhard, 1998. "Consistent Expectations Equilibria," Macroeconomic Dynamics, Cambridge University Press, vol. 2(03), pages 287-321, September.
    9. Brock, W.A. & Hommes, C.H., 1996. "A Rational Route to Randomness," Working papers 9530r, Wisconsin Madison - Social Systems.
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    Cited by:

    1. Gregoir, Stephane & Weill, Pierre-Olivier, 2007. "Restricted perception equilibria and rational expectation equilibrium," Journal of Economic Dynamics and Control, Elsevier, vol. 31(1), pages 81-109, January.
    2. repec:dgr:uvatin:2013014 is not listed on IDEAS
    3. Hommes, Cars & Zhu, Mei, 2014. "Behavioral learning equilibria," Journal of Economic Theory, Elsevier, vol. 150(C), pages 778-814.
    4. Potzelberger, Klaus & Sogner, Leopold, 2003. "Stochastic equilibrium: learning by exponential smoothing," Journal of Economic Dynamics and Control, Elsevier, vol. 27(10), pages 1743-1770, August.
    5. repec:dgr:uvatin:20130014 is not listed on IDEAS

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