An approximation of the distribution of learning estimates in macroeconomic models

DOI10.1016/j.jedc.2019.03.003zbMath1412.91154OpenAlexW2923264285MaRDI QIDQ2416791

Jaqueson K. Galimberti

Publication date: 24 May 2019

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

Full work available at URL: http://hdl.handle.net/10419/204790

zbMATH Keywords

expectationsadaptive learningpolicy stabilityconstant-gain

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Cites Work

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• Learning and time-varying macroeconomic volatility
• A note on exact correspondences between adaptive learning algorithms and the Kalman filter
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• Escaping Nash Inflation