When are adaptive expectations rational? A generalization
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- Shepherd, Ben, 2012. "When are adaptive expectations rational? A generalization," Economics Letters, Elsevier, vol. 115(1), pages 4-6.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Sorge, Marco M., 2013. "Generalized adaptive expectations revisited," Economics Letters, Elsevier, vol. 120(2), pages 203-205.
- Homburg, Stefan, 2017. "A Study in Monetary Macroeconomics," OUP Catalogue, Oxford University Press, number 9780198807537.
- Šimpach Ondřej & Langhamrová Jitka, 2013. "Forecasting Future Salaries in the Czech Republic Using Stochastic Modelling," Business Systems Research, De Gruyter Open, vol. 4(2), pages 4-16, December.
- Findley, T. Scott, 2015.
"Hyperbolic memory discounting and the political business cycle,"
European Journal of Political Economy,
Elsevier, vol. 40(PB), pages 345-359.
- T. Scott Findley, 2015. "Hyperbolic Memory Discounting and the Political Business Cycle," CESifo Working Paper Series 5556, CESifo Group Munich.
More about this item
KeywordsAdaptive Expectations; Rational Expectations; Kalman Filter;
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-11-21 (All new papers)
- NEP-CBA-2011-11-21 (Central Banking)
- NEP-EVO-2011-11-21 (Evolutionary Economics)
- NEP-FOR-2011-11-21 (Forecasting)
- NEP-ORE-2011-11-21 (Operations Research)
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