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Exponentially fading memory learning in forward-looking economic models.

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Publication:1978601
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DOI10.1016/S0165-1889(99)00035-4zbMath1136.91573MaRDI QIDQ1978601

Emilio Basrucci

Publication date: 4 June 2000

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



Mathematics Subject Classification ID

Mathematical economics (91B99)


Related Items

Fundamentalists, chartists and asset pricing anomalies, Ways of learning in a simple economic setting: A comparison, Error learning behaviour and stability revisited, Properties of equilibrium asset prices under alternative learning schemes, Mann iteration with power means



Cites Work

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  • Expectationally driven market volatility: An experimental study
  • Theoretical tests of the rational expectations hypothesis in economic dynamical models
  • Adaptive learning and roads to chaos. The case of the cobweb
  • Learning, estimation, and the stability of rational expectations
  • Fixed point iterations for real functions
  • Stability of competitive equilibrium with respect to recursive and learning processes
  • Comparative Statics and Perfect Foresight in Infinite Horizon Economies
  • On Endogenous Competitive Business Cycles
  • Economic Dynamics with Learning: New Stability Results
  • MEMORY EFFECTS IN DISCRETE DYNAMICAL SYSTEMS
  • A Theorem on Mean-Value Iterations
  • Mean Value Methods in Iteration
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