Biased Bayesian learning with an application to the risk-free rate puzzle

DOI10.1016/j.jedc.2013.11.007zbMath1402.91111OpenAlexW2039360366MaRDI QIDQ1994372

Alexander Zimper, Alexander Ludwig

Publication date: 1 November 2018

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2013.11.007

zbMATH Keywords

Bayesian learningambiguitytruncated normal distributionrisk-free rate puzzlenon-additive probability measures

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Decision theory (91B06) Utility theory (91B16)

Related Items (3)

Piecewise linear rank-dependent utility ⋮ Piecewise additivity for non-expected utility ⋮ On attitude polarization under Bayesian learning with non-additive beliefs

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