Adaptive learning in practice

DOI10.1016/J.JEDC.2006.09.004zbMath1163.91472OpenAlexW3123448583MaRDI QIDQ1027387

Chryssi Giannitsarou, Eva Cárceles-Poveda

Publication date: 1 July 2009

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2006.09.004

zbMATH Keywords

adaptive learningcomputational methodsinitial conditionsshort-run dynamics

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Economic growth models (91B62) Memory and learning in psychology (91E40)

Related Items (9)

Learning from experience in the stock market ⋮ Are the representative agent's beliefs based on efficient econometric models? ⋮ On the initialization of adaptive learning in macroeconomic models ⋮ Asset pricing with expectation shocks ⋮ Government debt, learning and the term structure ⋮ Is forecasting with large models informative? Assessing the role of judgement in macroeconomic forecasts ⋮ Monetary policy rules in a non-rational world: a macroeconomic experiment ⋮ Exchange rates and fundamentals under adaptive learning ⋮ Adaptive learning in practice

Uses Software

• Uhlig Toolkit

Cites Work

• Learning, monetary policy rules, and macroeconomic stability
• Escapist policy rules
• The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations
• E-stability vis-a-vis determinacy results for a broad class of linear rational expectations models
• Adaptive learning in practice
• Convergence of least squares learning mechanisms in self-referential linear stochastic models
• Convergence of learning algorithms without a projection facility
• Escaping Nash Inflation

This page was built for publication: Adaptive learning in practice