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Citations for "Introduction to the stability of rational expectations equilibrium"

by Blume, L. E. & Bray, M. M. & Easley, D.

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  1. Ehud Kalai & Ehud Lehrer, 1990. "Rational Learning Leads to Nash Equilibrium," Discussion Papers 925, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  2. Emanuela Sciubba, 2005. "Asymmetric information and survival in financial markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 25(2), pages 353-379, 02.
  3. Nakov, Anton & Nuño, Galo, 2011. "Learning from experience in the stock market," Working Paper Series 1396, European Central Bank.
  4. Manzano, Carolina & Vives, Xavier, 2010. "Public and private learning from prices, strategic substitutability and complementarity, and equilibrium multiplicity," IESE Research Papers D/874, IESE Business School.
  5. Harrison Hong & Jeremy C. Stein & Jialin Yu, 2007. "Simple Forecasts and Paradigm Shifts," Journal of Finance, American Finance Association, vol. 62(3), pages 1207-1242, 06.
  6. Ramon Marimon & Shyam Sunder, 1993. "Indeterminacy of equilibria in a hyperinflationary world: Experimental evidence," Economics Working Papers 25, Department of Economics and Business, Universitat Pompeu Fabra.
  7. David Kopanyi, 2015. "The Coexistence of Stable Equilibria under Least Squares Learning," Discussion Papers 2015-10, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
  8. Potzelberger, Klaus & Sogner, Leopold, 2004. "Sample autocorrelation learning in a capital market model," Journal of Economic Behavior & Organization, Elsevier, vol. 53(2), pages 215-236, February.
  9. James Dow & Gary Gorton, 2006. "Noise Traders," NBER Working Papers 12256, National Bureau of Economic Research, Inc.
  10. Margaret Bray, 2010. "Learning, Estimation, and the Stability of Rational Expectations," Levine's Working Paper Archive 205, David K. Levine.
  11. Massimo Guidolin & Allan Timmerman, 2005. "Properties of equilibrium asset prices under alternative learning schemes," Working Papers 2005-009, Federal Reserve Bank of St. Louis.
  12. James Jordan, 2010. "Learning Rational Expectations: The Finite State Case," Levine's Working Paper Archive 234, David K. Levine.
  13. Boyd Iii, J.H. & Dotsey, M., 1990. "Interest Rate Rules And Nominal Determinacy," RCER Working Papers 222, University of Rochester - Center for Economic Research (RCER).
  14. Holden, Tom, 2008. "Rational macroeconomic learning in linear expectational models," MPRA Paper 10872, University Library of Munich, Germany.
  15. Silva Lopes, Artur, 1994. "A "hipótese das expectativas racionais": teoria e realidade (uma visita guiada à literatura até 1992)
    [The "rational expectations hypothesis": theory and reality (a guided tour
    ," MPRA Paper 9699, University Library of Munich, Germany, revised 23 Jul 2008.
  16. Rajiv Sethi, 1992. "Dynamics of learning and the financial instability hypothesis," Journal of Economics, Springer, vol. 56(1), pages 39-70, February.
  17. Zijp, R. van, 1990. "New classical monetary business cycle theory," Serie Research Memoranda 0058, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  18. Lennox, Clive & Li, Bing, 2014. "Accounting misstatements following lawsuits against auditors," Journal of Accounting and Economics, Elsevier, vol. 57(1), pages 58-75.
  19. Huberto M. Ennis & Todd Keister, 2003. "Government Policy and the Probability of Coordination Failures," Working Papers 0301, Centro de Investigacion Economica, ITAM.
  20. Ricardo Grinspun, 1995. "Learning rational expectations in an asset market," Journal of Economics, Springer, vol. 61(3), pages 215-243, October.
  21. Sogner, Leopold & Mitlohner, Hans, 2002. "Consistent expectations equilibria and learning in a stock market," Journal of Economic Dynamics and Control, Elsevier, vol. 26(2), pages 171-185, February.
  22. Larry Blume & David Easley, 2001. "If You're So Smart, Why Aren't You Rich? Belief Selection in Complete and Incomplete Markets," Cowles Foundation Discussion Papers 1319, Cowles Foundation for Research in Economics, Yale University.
  23. Linn, Scott C. & Stanhouse, Bryan E., 1997. "The economic advantage of least squares learning in a risky asset market," Journal of Economics and Business, Elsevier, vol. 49(4), pages 303-319.
  24. Christophe Bisière & Charles Lai Tong & Anne Peguin-Feissolle, 1990. "Prévision bayésienne et structure par terme des taux d'intérêt," Revue Économique, Programme National Persée, vol. 41(5), pages 817-838.
  25. Weder, Mark, 2004. "Near-rational expectations in animal spirits models of aggregate fluctuations," Economic Modelling, Elsevier, vol. 21(2), pages 249-265, March.
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