Recursive preferences, learning and large deviations

Author:

Dave Chetan,Tsang Kwok Ping

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference9 articles.

1. A note on regime switching, monetary policy and multiple equilibria;Benhabib,2013

2. The distribution of wealth and fiscal policy in economies with finitely-lived agents;Benhabib;Econometrica,2011

3. Learning, large deviations and rare events;Benhabib;Rev. Econ. Dynam.,2014

4. Power-law distributions in empirical data;Clauset;SIAM Rev.,2009

5. Substitution, risk aversion, and the temporal behavior of consumption and asset returns: a theoretical framework;Epstein;Econometrica,1989

Cited by 4 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. Fat‐tailed DSGE models: A survey and new results;Journal of Economic Surveys;2024-01-11

2. Equilibrium indeterminacy and sunspot tales;European Economic Review;2021-11

3. Sunspot-driven fat tails: A note;Economics Letters;2020-08

4. A probabilistic interpretation of the constant gain learning algorithm;Bulletin of Economic Research;2020-07-09

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