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Exchange rates and fundamentals under adaptive learning

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Publication:2271674
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DOI10.1016/j.jedc.2008.10.002zbMath1170.91475OpenAlexW2157128024MaRDI QIDQ2271674

Youngse Kim

Publication date: 7 August 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.2008.10.002

zbMATH Keywords

learningexpectationsexchange ratesstructural break


Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Control/observation systems with incomplete information (93C41) Adaptive control/observation systems (93C40) Macroeconomic theory (monetary models, models of taxation) (91B64)




Cites Work

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  • Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
  • Escapist policy rules
  • The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations
  • Behavioral heterogeneity in stock prices
  • Adaptive learning in practice
  • A simple recursive forecasting model
  • A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
  • Escaping Nash Inflation
  • Excess Volatility and Predictability of Stock Prices in Autoregressive Dividend Models with Learning
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