Introduction to the stability of rational expectations equilibrium

Citations

Cited by:

1. Jordan, J. S., 1985. "Learning rational expectations: The finite state case," Journal of Economic Theory, Elsevier, vol. 36(2), pages 257-276, August.
   • James Jordan, 2010. "Learning Rational Expectations: The Finite State Case," Levine's Working Paper Archive 234, David K. Levine.
2. Ricardo Grinspun, 1995. "Learning rational expectations in an asset market," Journal of Economics, Springer, vol. 61(3), pages 215-243, October.
3. Barry A. Goss & S. Gulay Avsar & Siang‐Choo Chan, 1992. "Rational Expectations and Price Determination in the US Oats Market," The Economic Record, The Economic Society of Australia, vol. 68(S1), pages 16-26, December.
4. Michelson, Hope & Fairbairn, Anna & Ellison, Brenna & Maertens, Annemie & Manyong, Victor, 2021. "Misperceived quality: Fertilizer in Tanzania," Journal of Development Economics, Elsevier, vol. 148(C).
   • Michelson, Hope & Ellison, Brenna & Fairbairn, Anna & Maertens, Annemie & Manyong, Victor, 2018. "Misperceived Quality: Fertilizer in Tanzania," MPRA Paper 90798, University Library of Munich, Germany.
5. Kopányi, Dávid, 2017. "The coexistence of stable equilibria under least squares learning," Journal of Economic Behavior & Organization, Elsevier, vol. 141(C), pages 277-300.
   • 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.
6. Nakov, Anton & Nuño, Galo, 2015. "Learning from experience in the stock market," Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages 224-239.
   • Anton Nakov & Galo Nuño, 2011. "Learning from experience in the stock market," Working Papers 1132, Banco de España.
   • Anton Nakov, 2012. "Learning from experience in the stock market," Finance and Economics Discussion Series 2012-41, Board of Governors of the Federal Reserve System (U.S.).
   • Nakov, Anton & Nuño, Galo, 2011. "Learning from experience in the stock market," Working Paper Series 1396, European Central Bank.
   • Nakov, Anton & Nuño, Galo, 2014. "Learning from Experience in the Stock Market," CEPR Discussion Papers 9845, Centre for Economic Policy Research.
7. Lennox, Clive & Li, Bing, 2014. "Accounting misstatements following lawsuits against auditors," Journal of Accounting and Economics, Elsevier, vol. 57(1), pages 58-75.
8. Zijp, R. van, 1990. "New classical monetary business cycle theory," Serie Research Memoranda 0058, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
9. Guidolin, Massimo & Timmermann, Allan, 2007. "Properties of equilibrium asset prices under alternative learning schemes," Journal of Economic Dynamics and Control, Elsevier, vol. 31(1), pages 161-217, January.
   • Massimo Guidolin & Allan Timmerman, 2005. "Properties of equilibrium asset prices under alternative learning schemes," Working Papers 2005-009, Federal Reserve Bank of St. Louis.
10. Kalai, Ehud & Lehrer, Ehud, 1993. "Rational Learning Leads to Nash Equilibrium," Econometrica, Econometric Society, vol. 61(5), pages 1019-1045, September.
    • Ehud Kalai & Ehud Lehrer, 1990. "Rational Learning Leads to Nash Equilibrium," Discussion Papers 895, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    • Kalai, Ehud & Lehrer, Ehud, 1991. "Rational Learning Leads to Nash Equilibrium," Working Papers 91-18, C.V. Starr Center for Applied Economics, New York University.
    • E. Kalai & E. Lehrer, 2010. "Rational Learning Leads to Nash Equilibrium," Levine's Working Paper Archive 529, David K. Levine.
    • 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.
11. Lawrence Blume & David Easley, 2006. "If You're so Smart, why Aren't You Rich? Belief Selection in Complete and Incomplete Markets," Econometrica, Econometric Society, vol. 74(4), pages 929-966, July.
    • Lawrence Blume & David Easley, 2001. "If You're So Smart, Why Aren't You Rich? Belief Selection in Complete and Incomplete Markets," Working Papers 01-06-031, Santa Fe Institute.
    • 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.
12. James Dow & Gary Gorton, 2006. "Noise Traders," NBER Working Papers 12256, National Bureau of Economic Research, Inc.
13. 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, February.
    • Sciubba, E., 1999. "Asymmetric Information and Survival in Financial Markets," Cambridge Working Papers in Economics 9908, Faculty of Economics, University of Cambridge.
14. J. Runde & C. Torr*, 1985. "Divergent Expectations and Rational Expectations," South African Journal of Economics, Economic Society of South Africa, vol. 53(3), pages 142-147, September.
15. Marimon, Ramon & Sunder, Shyam, 1993. "Indeterminacy of Equilibria in a Hyperinflationary World: Experimental Evidence," Econometrica, Econometric Society, vol. 61(5), pages 1073-1107, September.
    • 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.
16. Chatterji, Shurojit & Kajii, Atsushi, 2023. "Decentralizability of efficient allocations with heterogeneous forecasts," Journal of Economic Theory, Elsevier, vol. 207(C).
17. 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, June.
    • Harrison Hong & Jeremy C. Stein, 2003. "Simple Forecasts and Paradigm Shifts," Harvard Institute of Economic Research Working Papers 2007, Harvard - Institute of Economic Research.
    • Harrison Hong & Jeremy C. Stein, 2003. "Simple Forecasts and Paradigm Shifts," NBER Working Papers 10013, National Bureau of Economic Research, Inc.
18. 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.
    • Christophe Bisière & Charles Lai Tong & Anne Peguin-Feissolle, 1990. "Prévision bayésienne et structure par terme des taux d'intérêt," Post-Print hal-00390216, HAL.
19. 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).
    • John H. Boyd & Michael Dotsey, 1990. "Interest rate rules and nominal determinacy," Working Paper 90-01, Federal Reserve Bank of Richmond.
20. 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.
21. Holden, Tom, 2008. "Rational macroeconomic learning in linear expectational models," MPRA Paper 10872, University Library of Munich, Germany.
22. Ennis, Huberto M. & Keister, Todd, 2005. "Government policy and the probability of coordination failures," European Economic Review, Elsevier, vol. 49(4), pages 939-973, May.
    • Huberto M. Ennis & Todd Keister, 2003. "Government Policy and the Probability of Coordination Failures," Working Papers 0301, Centro de Investigacion Economica, ITAM.
23. Laura Doval & Alex Smolin, 2025. "Calibrated Mechanism Design," Papers 2512.17858, arXiv.org, revised Feb 2026.
    • Doval, Laura & Smolin, Alex, 2026. "Calibrated Mechanism Design," CEPR Discussion Papers 20994, Centre for Economic Policy Research.
    • Laura Doval & Alex Smolin, 2026. "Calibrated Mechanism Design," Working Papers hal-05520485, HAL.
    • Doval, Laura & Smolin, Alex, 2026. "Calibrated Mechanism Design," TSE Working Papers 26-1718, Toulouse School of Economics (TSE).
24. Margaret Bray, 2010. "Learning, Estimation, and the Stability of Rational Expectations," Levine's Working Paper Archive 205, David K. Levine.
25. Weder, Mark, 2004. "Near-rational expectations in animal spirits models of aggregate fluctuations," Economic Modelling, Elsevier, vol. 21(2), pages 249-265, March.
26. Manzano, Carolina & Vives, Xavier, 2011. "Public and private learning from prices, strategic substitutability and complementarity, and equilibrium multiplicity," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 346-369.
    • Vives, Xavier & Manzano, Carolina, 2010. "Public and Private Learning from Prices, Strategic Substitutability and Complementarity, and Equilibrium Multiplicity," CEPR Discussion Papers 7949, Centre for Economic Policy Research.
    • Manzano, Carolina & Vives, Xavier, 2010. "Public and private learning from prices, strategic substitutability and complementarity, and equilibrium multiplicity," Working Papers 2072/151544, Universitat Rovira i Virgili, Department of Economics.
    • Carolina Manzano & Xavier Vives, 2010. "Public and Private Learning from Prices, Strategic Substitutability and Complementarity, and Equilibrium Multiplicity," CESifo Working Paper Series 3137, CESifo.
    • 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.
27. 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.
28. 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 to the literature published until 1992)]," MPRA Paper 9699, University Library of Munich, Germany, revised 23 Jul 2008.
29. Rajiv Sethi, 1992. "Dynamics of learning and the financial instability hypothesis," Journal of Economics, Springer, vol. 56(1), pages 39-70, February.
30. 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.
31. Carvajal, A. & Zhou, H., 2025. "Learning to bet (rationally) with logs," Journal of Economic Dynamics and Control, Elsevier, vol. 180(C).