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Stability of Functional Rational Expectations Equilibria

  • Kelly, David L.
  • Shorish, Jamsheed

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File URL: http://www.sciencedirect.com/science/article/B6WJ3-45FCBJJ-4/2/c0db5b746a5078d6aef92149de9d3a71
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Article provided by Elsevier in its journal Journal of Economic Theory.

Volume (Year): 95 (2000)
Issue (Month): 2 (December)
Pages: 215-250

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Handle: RePEc:eee:jetheo:v:95:y:2000:i:2:p:215-250
Contact details of provider: Web page: http://www.elsevier.com/locate/inca/622869

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  1. Feldman, Mark, 1987. "Bayesian learning and convergence to rational expectations," Journal of Mathematical Economics, Elsevier, vol. 16(3), pages 297-313, June.
  2. Grandmont, Jean-Michel, 1993. "Temporary general equilibrium theory," Handbook of Mathematical Economics, in: K. J. Arrow & M.D. Intriligator (ed.), Handbook of Mathematical Economics, edition 4, volume 2, chapter 19, pages 879-922 Elsevier.
  3. Easley, David & Kiefer, Nicholas M, 1989. "Optimal Learning with Endogenous Data," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 30(4), pages 963-78, November.
  4. Grandmont Jean-michel, 1983. "On endogenous competitive business cycles," CEPREMAP Working Papers (Couverture Orange) 8316, CEPREMAP.
  5. Albert, Max, 1999. "Bayesian learning when chaos looms large," Economics Letters, Elsevier, vol. 65(1), pages 1-7, October.
  6. Lucas, Robert E, Jr, 1986. "Adaptive Behavior and Economic Theory," The Journal of Business, University of Chicago Press, vol. 59(4), pages S401-26, October.
  7. Bray, Margaret, 1982. "Learning, estimation, and the stability of rational expectations," Journal of Economic Theory, Elsevier, vol. 26(2), pages 318-339, April.
  8. Spear, Stephen E, 1989. "Learning Rational Expectations under Computability Constraints," Econometrica, Econometric Society, vol. 57(4), pages 889-910, July.
  9. Timothy Kehoe, 1982. "Regularity in Overlapping Generations Exchange Economies," UCLA Economics Working Papers 258, UCLA Department of Economics.
  10. Yaw Nyarko, 1998. "Bayesian learning and convergence to Nash equilibria without common priors," Economic Theory, Springer, vol. 11(3), pages 643-655.
  11. Bray, Margaret M & Savin, Nathan E, 1986. "Rational Expectations Equilibria, Learning, and Model Specification," Econometrica, Econometric Society, vol. 54(5), pages 1129-60, September.
  12. Manuelli, Rodolfo, 1990. "Existence and optimality of currency equilibrium in stochastic overlapping generations models: The pure endowment case," Journal of Economic Theory, Elsevier, vol. 51(2), pages 268-294, August.
  13. Evans, George W & Ramey, Garey, 1992. "Expectation Calculation and Macroeconomic Dynamics," American Economic Review, American Economic Association, vol. 82(1), pages 207-24, March.
  14. Azariadis, Costas, 1981. "Self-fulfilling prophecies," Journal of Economic Theory, Elsevier, vol. 25(3), pages 380-396, December.
  15. Grandmont, Jean-Michel, 1994. "Expectations formation and stability of large socioeconomic systems," CEPREMAP Working Papers (Couverture Orange) 9424, CEPREMAP.
  16. Spear, Stephen E., 1988. "Existence and local uniqueness of functional rational expectations equilibria in dynamic economic models," Journal of Economic Theory, Elsevier, vol. 44(1), pages 124-155, February.
  17. Townsend, Robert M, 1983. "Forecasting the Forecasts of Others," Journal of Political Economy, University of Chicago Press, vol. 91(4), pages 546-88, August.
  18. Cyert, Richard M & DeGroot, Morris H, 1974. "Rational Expectations and Bayesian Analysis," Journal of Political Economy, University of Chicago Press, vol. 82(3), pages 521-36, May/June.
  19. DeCanio, Stephen J, 1979. "Rational Expectations and Learning from Experience," The Quarterly Journal of Economics, MIT Press, vol. 93(1), pages 47-57, February.
  20. Brock, William A., 1972. "On models of expectations that arise from maximizing behavior of economic agents over time," Journal of Economic Theory, Elsevier, vol. 5(3), pages 348-376, December.
  21. Margaret Bray, 2010. "Learning, Estimation, and the Stability of Rational Expectations," Levine's Working Paper Archive 205, David K. Levine.
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