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Bounded memory, overparameterized forecast rules, and instability

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  • Georges, Christophre

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  • Georges, Christophre, 2008. "Bounded memory, overparameterized forecast rules, and instability," Economics Letters, Elsevier, vol. 98(2), pages 129-135, February.
  • Handle: RePEc:eee:ecolet:v:98:y:2008:i:2:p:129-135
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    References listed on IDEAS

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    1. Honkapohja, Seppo & Mitra, Kaushik, 2003. "Learning with bounded memory in stochastic models," Journal of Economic Dynamics and Control, Elsevier, pages 1437-1457.
    2. In-Koo Cho & Kenneth Kasa, 2015. "Learning and Model Validation," Review of Economic Studies, Oxford University Press, pages 45-82.
    3. McCallum, Bennett T., 1983. "On non-uniqueness in rational expectations models : An attempt at perspective," Journal of Monetary Economics, Elsevier, vol. 11(2), pages 139-168.
    4. Jean-Michel Grandmont, 1998. "Expectations Formation and Stability of Large Socioeconomic Systems," Econometrica, Econometric Society, pages 741-782.
    5. Georges, Christophre, 2006. "Learning with misspecification in an artificial currency market," Journal of Economic Behavior & Organization, Elsevier, vol. 60(1), pages 70-84, May.
    6. James B. Bullard & George W. Evans & Seppo Honkapohja, 2004. "Near-rational exuberance," Working Papers 2004-025, Federal Reserve Bank of St. Louis.
    7. William A. Brock & Cars H. Hommes, 1997. "A Rational Route to Randomness," Econometrica, Econometric Society, vol. 65(5), pages 1059-1096, September.
    8. James B. Bullard & George W. Evans & Seppo Honkapohja, 2004. "Near-rational exuberance," Working Papers 2004-025, Federal Reserve Bank of St. Louis.
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    Cited by:

    1. Georges, Christophre, 2015. "Risk preference and stability under learning," Economics Letters, Elsevier, vol. 132(C), pages 105-108.
    2. Georges, Christophre, 2008. "Staggered updating in an artificial financial market," Journal of Economic Dynamics and Control, Elsevier, vol. 32(9), pages 2809-2825, September.
    3. Georges, Christophre & Wallace, John C., 2009. "Learning Dynamics And Nonlinear Misspecification In An Artificial Financial Market," Macroeconomic Dynamics, Cambridge University Press, vol. 13(05), pages 625-655, November.

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