On the initialization of adaptive learning in macroeconomic models

Author:

Berardi Michele,Galimberti Jaqueson K.ORCID

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference39 articles.

1. Least mean squares learning in self-referential linear stochastic models;Barucci;Econ. Lett.,1997

2. A note on exact correspondences between adaptive learning algorithms and the kalman filter;Berardi;Econ. Lett.,2013

3. A note on the representative adaptive learning algorithm;Berardi;Econ. Lett.,2014

4. On the Initialization of Adaptive Learning in Macroeconomic Models;Berardi,2016

5. Smoothing-based initialization for learning-to-forecast algorithms;Berardi;Macroecon. Dyn.,2017

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