Inference in models with adaptive learning

Citations

Cited by:

1. Stefano Eusepi & Bruce Preston, 2011. "Expectations, Learning, and Business Cycle Fluctuations," American Economic Review, American Economic Association, vol. 101(6), pages 2844-2872, October.
   • Stefano Eusepi & Bruce Preston, 2008. "Expectations, Learning and Business Cycle Fluctuations," NBER Working Papers 14181, National Bureau of Economic Research, Inc.
   • Stefano Eusepi & Bruce Preston, 2008. "Expectations, Learning And Business Cycle Fluctuations," CAMA Working Papers 2008-20, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
2. Sophocles N. Brissimis & Petros M. Migiakis, 2016. "Inflation persistence, learning dynamics and the rationality of inflation expectations," Empirical Economics, Springer, vol. 51(3), pages 963-979, November.
   • Brissimis, Sophocles & Migiakis, Petros, 2010. "Inflation persistence and the rationality of inflation expectations," MPRA Paper 29052, University Library of Munich, Germany.
   • Sophocles N. Brissimis & Petros M. Migiakis, 2013. "Inflation persistence and the rationality of inflation expectations," Working Papers 151, Bank of Greece.
3. Giovanni Angelini & Luca Fanelli, 2016. "Misspecification and Expectations Correction in New Keynesian DSGE Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(5), pages 623-649, October.
   • Giovanni Angelini & Luca Fanelli Fanelli, 2015. "Misspecification and Expectations Correction in New Keynesian DSGE Models," Quaderni di Dipartimento 1, Department of Statistics, University of Bologna.
4. Kapetanios, George & Mitchell, James & Shin, Yongcheol, 2014. "A nonlinear panel data model of cross-sectional dependence," Journal of Econometrics, Elsevier, vol. 179(2), pages 134-157.
   • Dr. James Mitchell, 2010. "A Nonlinear Panel Data Model of Cross-sectional Dependence," National Institute of Economic and Social Research (NIESR) Discussion Papers 370, National Institute of Economic and Social Research.
   • James Mitchell & George Kapetanios & Yongcheol Shin, 2012. "A Nonlinear Panel Data Model of Cross-Sectional Dependence," Discussion Papers in Economics 12/01, Division of Economics, School of Business, University of Leicester.
   • Kapetanios, George & James Mitchell & Yongcheol Shin, 2013. "A Nonlinear Panel Data Model of Cross-Sectional Dependence," EMF Research Papers 03, Economic Modelling and Forecasting Group.
5. Galimberti Jaqueson K., 2024. "Initial Beliefs Uncertainty," The B.E. Journal of Macroeconomics, De Gruyter, vol. 24(1), pages 45-96, January.
   • Jaqueson K. Galimberti, 2020. "Information weighting under least squares learning," CAMA Working Papers 2020-46, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
   • Jaqueson K. Galimberti, 2021. "Initial beliefs uncertainty," CAMA Working Papers 2021-68, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
   • Jaqueson Galimberti, 2021. "Initial Beliefs Uncertainty and Information Weighting in the Estimation of Models with Adaptive Learning," Working Papers 2021-01, Auckland University of Technology, Department of Economics.
   • Jaqueson K. Galimberti, 2020. "Information weighting under least squares adaptive learning," Working Papers 2020-04, Auckland University of Technology, Department of Economics.
6. Berardi, Michele & Galimberti, Jaqueson K., 2017. "Empirical calibration of adaptive learning," Journal of Economic Behavior & Organization, Elsevier, vol. 144(C), pages 219-237.
   • Michele Berardi & Jaqueson K. Galimberti, 2015. "Empirical Calibration of Adaptive Learning," KOF Working papers 15-392, KOF Swiss Economic Institute, ETH Zurich.
7. Berardi, Michele & Galimberti, Jaqueson K., 2019. "Smoothing-Based Initialization For Learning-To-Forecast Algorithms," Macroeconomic Dynamics, Cambridge University Press, vol. 23(3), pages 1008-1023, April.
   • Michele Berardi & Jaqueson K Galimberti, 2017. "Smoothing-based Initialization for Learning-to-Forecast Algorithms," KOF Working papers 17-425, KOF Swiss Economic Institute, ETH Zurich.
8. Norbert Christopeit & Michael Massmann, 2017. "Strong consistency of the least squares estimator in regression models with adaptive learning," WHU Working Paper Series - Economics Group 17-07, WHU - Otto Beisheim School of Management.
9. Norbert Christopeit & Michael Massmann, 2013. "A Note on an Estimation Problem in Models with Adaptive Learning," Tinbergen Institute Discussion Papers 13-151/III, Tinbergen Institute.
10. Norbert Christopeit & Michael Massmann, 2013. "Estimating Structural Parameters in Regression Models with Adaptive Learning," Tinbergen Institute Discussion Papers 13-111/III, Tinbergen Institute.
    • Norbert Christopeit & Michael Massmann, 2015. "Estimating Structural Parameters in Regression Models with Adaptive Learning," Tinbergen Institute Discussion Papers 15-106/III, Tinbergen Institute.
11. Alexander Mayer, 2022. "Two-step estimation in linear regressions with adaptive learning," Papers 2204.05298, arXiv.org, revised Nov 2022.
12. Norbert Christopeit & Michael Massmann, 2012. "Strong Consistency of the Least-Squares Estimator in Simple Regression Models with Stochastic Regressors," Tinbergen Institute Discussion Papers 12-109/III, Tinbergen Institute.
13. Evans, George W & McGough, Bruce, 2018. "Equilibrium selection, observability and backward-stable solutions," Journal of Monetary Economics, Elsevier, vol. 98(C), pages 1-10.
14. Koursaros, Demetris, 2019. "Learning expectations using multi-period forecasts," Journal of Economics and Business, Elsevier, vol. 102(C), pages 1-25.
15. Galimberti, Jaqueson K., 2019. "An approximation of the distribution of learning estimates in macroeconomic models," Journal of Economic Dynamics and Control, Elsevier, vol. 102(C), pages 29-43.
    • Jaqueson Kingeski Galimberti, 2019. "An approximation of the distribution of learning estimates in macroeconomic models," KOF Working papers 19-453, KOF Swiss Economic Institute, ETH Zurich.
16. Chevillon, Guillaume & Mavroeidis, Sophocles, 2011. "Learning generates Long Memory," ESSEC Working Papers WP1113, ESSEC Research Center, ESSEC Business School.
    • Guillaume Chevillon & Sophocles Mavroeidis, 2013. "Learning generates Long Memory," Post-Print hal-00661012, HAL.
17. Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2013. "Identification-robust analysis of DSGE and structural macroeconomic models," Journal of Monetary Economics, Elsevier, vol. 60(3), pages 340-350.
18. Eric Gaus & Srikanth Ramamurthy, 2012. "Estimation of Constant Gain Learning Models," Working Papers 12-01, Ursinus College, Department of Economics, revised 01 Apr 2014.
19. Berardi, Michele & Galimberti, Jaqueson K., 2017. "On the initialization of adaptive learning in macroeconomic models," Journal of Economic Dynamics and Control, Elsevier, vol. 78(C), pages 26-53.
    • Michele Berardi & Jaqueson K Galimberti, 2016. "On the Initialization of Adaptive Learning in Macroeconomic Models," KOF Working papers 16-422, KOF Swiss Economic Institute, ETH Zurich.
20. Norbert Christopeit & Michael Massmann, 2010. "Consistent Estimation of Structural Parameters in Regression Models with Adaptive Learning," Tinbergen Institute Discussion Papers 10-077/4, Tinbergen Institute.
21. Eva A. Arnold, 2013. "The Role of Data Revisions and Disagreement in Professional Forecasts," Macroeconomics and Finance Series 201303, University of Hamburg, Department of Socioeconomics.
22. William Branch & Bruce McGough, 2011. "Business cycle amplification with heterogeneous expectations," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 395-421, June.
23. Chevillon, Guillaume & Mavroeidis, Sophocles, 2018. "Perpetual learning and apparent long memory," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 343-365.
24. Norbert Christopeit & Michael Massmann, 2018. "Strong consistency of the least squares estimator in regression models with adaptive learning," Tinbergen Institute Discussion Papers 18-045/III, Tinbergen Institute.
25. Agnieszka Markiewicz, 2012. "Model Uncertainty And Exchange Rate Volatility," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(3), pages 815-844, August.
26. Alexander Mayer, 2022. "Estimation and inference in adaptive learning models with slowly decreasing gains," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(5), pages 720-749, September.