Forecast combination, non-linear dynamics, and the macroeconomy
From MaRDI portal
Publication:2358789
DOI10.1007/s00199-016-0951-xzbMath1405.91441OpenAlexW3121816036MaRDI QIDQ2358789
Publication date: 16 June 2017
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: http://research.economics.unsw.edu.au/RePEc/papers/2015-05.pdf
Learning and adaptive systems in artificial intelligence (68T05) Macroeconomic theory (monetary models, models of taxation) (91B64)
Related Items (2)
Sparse restricted perceptions equilibrium ⋮ Combining Interval Time Series Forecasts. A First Step in a Long Way (Research Agenda)
Cites Work
- Unnamed Item
- Unnamed Item
- Monetary policy and heterogeneous expectations
- Animal spirits and monetary policy
- The diversity of forecasts from macroeconomic models of the US economy
- The heterogeneous expectations hypothesis: Some evidence from the lab
- Interest rate rules, inflation and the Taylor principle: an analytical exploration
- Learning in a misspecified multivariate self-referential linear stochastic model
- The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations
- Dynamic predictor selection in a New Keynesian model with heterogeneous expectations
- Monetary policy and multiple equilibria with constrained investment and externalities
- More hedging instruments may destabilize markets
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- A simple recursive forecasting model
- Intrinsic heterogeneity in expectation formation
- Pooling of forecasts
- A Rational Route to Randomness
- HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER
- Escaping Nash Inflation
- COMBINING FORECASTING PROCEDURES: SOME THEORETICAL RESULTS
This page was built for publication: Forecast combination, non-linear dynamics, and the macroeconomy
