Time-varying parameters and nonconvergence to rational expectations under least squares learning-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Time-varying parameters and nonconvergence to rational expectations under least squares learning

Published:1992-10 Issue:2 Volume:40 Page:159-166
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Bullard James

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference14 articles.

1. Introduction to the stability of rational expectations equilibrium;Blume;Journal of Economic Theory,1982

2. Learning rational expectations using the Kalman filter;Duffy,1991

3. Towards an understanding of market processes: Individual expectations, learning, and convergence to rational expectations;Frydman;American Economic Review,1982

4. On endogenous competitive business cycles;Grandmont;Econometrica,1985

5. Estimation of regression models with time-varying parameters;Harvey,1982

Cited by 18 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The Science of Monetary Policy: An Imperfect Knowledge Perspective;Journal of Economic Literature;2018-03-01

2. Gresham's Law of Model Averaging;American Economic Review;2017-11-01

3. The stability of macroeconomic systems with Bayesian learners;Journal of Economic Dynamics and Control;2016-01

4. Learning, hypothesis testing, and rational-expectations equilibrium;Games and Economic Behavior;2015-03

5. Empirical Calibration of Adaptive Learning;SSRN Electronic Journal;2015

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP