A framework for the analysis of self-confirming policies-Reference-Cited by-同舟云学术

A framework for the analysis of self-confirming policies

Published:2022-02-10 Issue:3-4 Volume:92 Page:455-512
ISSN:0040-5833
Container-title:Theory and Decision
language:en
Short-container-title:Theory Decis

Author:

Battigalli P.,Cerreia-Vioglio S.,Maccheroni F.^ORCID,Marinacci M.,Sargent T.

Abstract

AbstractThis paper provides a general framework for analyzing self-confirming policies. We study self-confirming equilibria in recurrent decision problems with incomplete information about the true stochastic model. We characterize stationary monetary policies in a linear-quadratic setting.

Funder

European Research Council

Publisher

Springer Science and Business Media LLC

Subject

Computer Science Applications,General Economics, Econometrics and Finance,General Social Sciences,Applied Psychology,Arts and Humanities (miscellaneous),Developmental and Educational Psychology,General Decision Sciences

Link

https://link.springer.com/content/pdf/10.1007/s11238-021-09862-9.pdf

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