The effect of the time-structure of information on the expectational-stability of rational expectations

DOI10.1016/S0165-1765(97)00213-9zbMath0896.90001MaRDI QIDQ1389416

Mark A. Roberts

Publication date: 30 June 1998

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

informationE-stabilitybounded-rationality learningREE

Mathematics Subject Classification ID

Decision theory (91B06) Memory and learning in psychology (91E40)

Cites Work

• Convergence of least squares learning mechanisms in self-referential linear stochastic models
• Rational expectations equilibrium with conditioning on past prices: A mean-variance example
• Market Anticipations, Rational Expectations, and Bayesian Analysis
• Expectational Stability and the Multiple Equilibria Problem in Linear Rational Expectations Models
• On the Robustness of Bubbles in Linear RE Models
• Analysis of recursive stochastic algorithms
• Unnamed Item

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