Learning in economic systems with expectations feedback

DOI10.1007/978-3-540-38050-4zbMath1124.91051OpenAlexW4300557993MaRDI QIDQ2503442

Jan Wenzelburger

Publication date: 21 September 2006

Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-38050-4

zbMATH Keywords

stochastic approximationforecasting rules

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84) Stochastic models in economics (91B70) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Rationality and learning in game theory (91A26)

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The impact of multiperiod planning horizons on portfolios and asset prices in a dynamic CAPM ⋮ Learning in linear models with expectational leads ⋮ Asset pricing and productivity growth: The role of consumption scenarios ⋮ Learning to predict rationally when beliefs are heterogeneous ⋮ LEARNING TO PLAY BEST RESPONSE IN DUOPOLY GAMES

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