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Model consistent learning and regime switching in the London Business School model

  • Hall, S. G.
  • Garratt, A.

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File URL: http://www.sciencedirect.com/science/article/B6VB1-3XWS03V-J/2/5996736f70e7120196898647ae5b4ff9
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Article provided by Elsevier in its journal Economic Modelling.

Volume (Year): 12 (1995)
Issue (Month): 2 (April)
Pages: 87-95

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Handle: RePEc:eee:ecmode:v:12:y:1995:i:2:p:87-95
Contact details of provider: Web page: http://www.elsevier.com/locate/inca/30411

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  1. Townsend, Robert M, 1978. "Market Anticipations, Rational Expectations, and Bayesian Analysis," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 19(2), pages 481-94, June.
  2. Bray, Margaret M & Savin, Nathan E, 1986. "Rational Expectations Equilibria, Learning, and Model Specification," Econometrica, Econometric Society, vol. 54(5), pages 1129-60, September.
  3. McCallum, Bennett T, 1976. "Rational Expectations and the Natural Rate Hypothesis: Some Consistent Estimates," Econometrica, Econometric Society, vol. 44(1), pages 43-52, January.
  4. Hall, S G, 1987. "A Forward Looking Model of the Exchange Rate," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 2(1), pages 47-60, January.
  5. Feige, Edgar L & Pearce, Douglas K, 1976. "Economically Rational Expectations: Are Innovations in the Rate of Inflation Independent of Innovations in Measures of Monetary and Fiscal Policy?," Journal of Political Economy, University of Chicago Press, vol. 84(3), pages 499-522, June.
  6. Frydman, Roman, 1982. "Towards an Understanding of Market Processes: Individual Expectations, Learning, and Convergence to Rational Expectations Equilibrium," American Economic Review, American Economic Association, vol. 72(4), pages 652-68, September.
  7. Woodford, Michael, 1990. "Learning to Believe in Sunspots," Econometrica, Econometric Society, vol. 58(2), pages 277-307, March.
  8. Evans, George W., 1986. "Selection criteria for models with non-uniqueness," Journal of Monetary Economics, Elsevier, vol. 18(2), pages 147-157, September.
  9. Wickens, Michael R, 1982. "The Efficient Estimation of Econometric Models with Rational Expectations," Review of Economic Studies, Wiley Blackwell, vol. 49(1), pages 55-67, January.
  10. Fisher, P G, et al, 1990. "Econometric Evaluation of the Exchange Rate in Models of the UK Economy," Economic Journal, Royal Economic Society, vol. 100(403), pages 1230-44, December.
  11. Marcet, Albert & Sargent, Thomas J, 1988. "The Fate of Systems with "Adaptive" Expectations," American Economic Review, American Economic Association, vol. 78(2), pages 168-72, May.
  12. Townsend, Robert M, 1983. "Forecasting the Forecasts of Others," Journal of Political Economy, University of Chicago Press, vol. 91(4), pages 546-88, August.
  13. DeCanio, Stephen J, 1979. "Rational Expectations and Learning from Experience," The Quarterly Journal of Economics, MIT Press, vol. 93(1), pages 47-57, February.
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