A note on the representative adaptive learning algorithm
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DOI: 10.1016/j.econlet.2014.04.028
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- Michele Bernardi & Jaqueson K. Galimberti, 2014. "A Note on the Representative Adaptive Learning Algorithm," KOF Working papers 14-356, KOF Swiss Economic Institute, ETH Zurich.
References listed on IDEAS
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Citations
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Cited by:
- Christina Strobach & Carin van der Cruijsen, 2015. "The formation of European inflation expectations: One learning rule does not fit all," DNB Working Papers 472, Netherlands Central Bank, Research Department.
- 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.
- Jaqueson K. Galimberti, 2020.
"Information weighting under least squares learning,"
CAMA Working Papers
2020-46, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jaqueson Galimberti, 2021. "Initial Beliefs Uncertainty and Information Weighting in the Estimation of Models with Adaptive Learning," Working Papers 2021-01, Auckland University of Technology, Department of Economics.
- Jaqueson K. Galimberti, 2021. "Initial beliefs uncertainty," CAMA Working Papers 2021-68, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jaqueson K. Galimberti, 2020. "Information weighting under least squares adaptive learning," Working Papers 2020-04, Auckland University of Technology, Department of Economics.
- Damjanovic, Tatiana & Girdėnas, Šarūnas & Liu, Keqing, 2015.
"Stationarity of econometric learning with bounded memory and a predicted state variable,"
Economics Letters, Elsevier, vol. 130(C), pages 93-96.
- Tatiana Damjanovic & Sarunas Girdenas & Keqing Liu, 2015. "Stationarity of Econometric Learning with Bounded Memory and a Predicted State Variable," Discussion Papers 1502, University of Exeter, Department of Economics.
- Panovska, Irina & Ramamurthy, Srikanth, 2022. "Decomposing the output gap with inflation learning," Journal of Economic Dynamics and Control, Elsevier, vol. 136(C).
- Galimberti, Jaqueson K., 2019.
"An approximation of the distribution of learning estimates in macroeconomic models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 102(C), pages 29-43.
- Jaqueson Kingeski Galimberti, 2019. "An approximation of the distribution of learning estimates in macroeconomic models," KOF Working papers 19-453, KOF Swiss Economic Institute, ETH Zurich.
- Damjanovic, Tatiana & Girdėnas, Šarūnas & Liu, Keqing, 2015.
"Stationarity of econometric learning with bounded memory and a predicted state variable,"
Economics Letters, Elsevier, vol. 130(C), pages 93-96.
- Tatiana Damjanovic & Sarunas Girdenas & Keqing Liu, 2015. "Stationarity of Econometric Learning with Bounded Memory and a Predicted State Variable," Discussion Papers 1502, University of Exeter, Department of Economics.
- Tatiana Damjanovic & Sarunas Girdenas & Keqing Liu, 2015. "Stationarity of Econometric Learning with Bounded Memory and a Predicted State Variable," CDMA Working Paper Series 201501, Centre for Dynamic Macroeconomic Analysis.
- Berardi, Michele & Galimberti, Jaqueson K., 2017.
"On the initialization of adaptive learning in macroeconomic models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 78(C), pages 26-53.
- Michele Berardi & Jaqueson K Galimberti, 2016. "On the Initialization of Adaptive Learning in Macroeconomic Models," KOF Working papers 16-422, KOF Swiss Economic Institute, ETH Zurich.
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More about this item
Keywords
Expectations; Learning algorithms; Forecasting; Learning-to-forecast; Least squares; Stochastic gradient;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search; Learning; Information and Knowledge; Communication; Belief; Unawareness
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
Statistics
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