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Citations for "Learning with Bounded Memory in Stochastic Models"

by Seppo Honkapohja & Kaushik Mitra

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  1. Eva Carceles Poveda & Chryssi Giannitsarou, 2006. "Asset pricing with adaptive learning," Computing in Economics and Finance 2006 25, Society for Computational Economics.
  2. Arturo Ormeño, 2011. "Using Survey Data on Inflation Expectations in the Estimation of Learning and Rational Expectations Models," CESifo Working Paper Series 3552, CESifo Group Munich.
  3. Kaushik Mitra & Seppo Honkapohja, 2004. "Learning Stability in Economies with Heterogenous Agents," Royal Holloway, University of London: Discussion Papers in Economics 04/17, Department of Economics, Royal Holloway University of London, revised Jul 2004.
  4. P.A. Tinsley & Sharon Kozicki, 2004. "Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information," Computing in Economics and Finance 2004 146, Society for Computational Economics.
  5. Mitra, Kaushik, 2005. "Is more data better?," Journal of Economic Behavior & Organization, Elsevier, vol. 56(2), pages 263-272, February.
  6. Beechey, Meredith, 2004. "Excess Sensitivity and Volatility of Long Interest Rates: The Role of Limited Information in Bond Markets," Working Paper Series 173, Sveriges Riksbank (Central Bank of Sweden).
  7. Evans, George W. & Honkapohja, Seppo, 2007. "Expectations, learning and monetary policy : an overview of recent research," Research Discussion Papers 32/2007, Bank of Finland.
  8. Orlando Gomes, 2008. "Stability under Learning: the Endogenous Growth Problem," Working Papers Series 1 ercwp1708, ISCTE-IUL, Business Research Unit (BRU-IUL).
  9. Tatiana Damjanovic & Sarunas Girdenas & Keqing Liu, 2015. "Stationarity of Econometric Learning with Bounded Memory and a Predicted State Variable," Discussion Papers 1502, Exeter University, Department of Economics.
  10. Eva Carceles-Poveda & Chryssi Giannitsarou, 2007. "Online Appendix to Asset Pricing with Adaptive Learning," Technical Appendices carceles08, Review of Economic Dynamics.
  11. Hommes, C.H. & Kiseleva, T. & Kuznetsov, Y. & Verbic, M., 2009. "Is more memory in evolutionary selection (de)stabilizing?," CeNDEF Working Papers 09-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  12. Joel Carton & Eran A. Guse, 2010. "Replicator Dynamic Learning in Muth's Model of Price Movements," Working Papers 10-18, Department of Economics, West Virginia University.
  13. Jess Diamond & Kota Watanabe & Tsutomu Watanabe, 2016. "The Formation of Consumer Inflation Expectations:Evidence From Japan's Deflation Experience," UTokyo Price Project Working Paper Series 067, University of Tokyo, Graduate School of Economics.
  14. Verbic, Miroslav, 2006. "Memory and Asset Pricing Models with Heterogeneous Beliefs," MPRA Paper 1261, University Library of Munich, Germany.
  15. Eran Guse & Sunny M.C. Wong, 2011. "Adaptive Learning and Information Diffusion," Working Papers 11-04, Department of Economics, West Virginia University.
  16. Georges, Christophre, 2006. "Learning with misspecification in an artificial currency market," Journal of Economic Behavior & Organization, Elsevier, vol. 60(1), pages 70-84, May.
  17. Diks, Cees & Hommes, Cars & Zeppini, Paolo, 2013. "More memory under evolutionary learning may lead to chaos," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(4), pages 808-812.
  18. repec:ipf:finteo:v:32:y:2008:i:2:p:195-229 is not listed on IDEAS
  19. Georges, Christophre, 2015. "Risk preference and stability under learning," Economics Letters, Elsevier, vol. 132(C), pages 105-108.
  20. Bask, Mikael & Selander, Carina, 2007. "Robust Taylor rules in an open economy with heterogeneous expectations and least squares learnig," Research Discussion Papers 6/2007, Bank of Finland.
  21. Dziubiński, Marcin & Roy, Jaideep, 2012. "Popularity of reinforcement-based and belief-based learning models: An evolutionary approach," Journal of Economic Dynamics and Control, Elsevier, vol. 36(3), pages 433-454.
  22. Chiarella, Carl & He, Xue-Zhong, 2003. "Heterogeneous Beliefs, Risk, And Learning In A Simple Asset-Pricing Model With A Market Maker," Macroeconomic Dynamics, Cambridge University Press, vol. 7(04), pages 503-536, September.
  23. Waters, George A., 2009. "Learning, Commitment, And Monetary Policy," Macroeconomic Dynamics, Cambridge University Press, vol. 13(04), pages 421-449, September.
  24. Georges, Christophre, 2008. "Staggered updating in an artificial financial market," Journal of Economic Dynamics and Control, Elsevier, vol. 32(9), pages 2809-2825, September.
  25. Georges, Christophre, 2008. "Bounded memory, overparameterized forecast rules, and instability," Economics Letters, Elsevier, vol. 98(2), pages 129-135, February.
  26. Jess Diamond & Kota Watanabe & Tsutomu Watanabe, 2016. "The Formation of Consumer Inflation Expectations: Evidence From Japan's Deflation Experience," CARF F-Series CARF-F-388, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  27. Georges, Christophre & Wallace, John C., 2009. "Learning Dynamics And Nonlinear Misspecification In An Artificial Financial Market," Macroeconomic Dynamics, Cambridge University Press, vol. 13(05), pages 625-655, November.
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