LEARNING AND EXCESS VOLATILITY

DOI10.1017/S1365100501019071zbMath0980.91031OpenAlexW3022961351MaRDI QIDQ2741053

John Duffy, James Bullard

Publication date: 9 September 2001

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s1365100501019071

zbMATH Keywords

learningcapital marketsexcess volatilityleast-squares learninglearning equilibria

Mathematics Subject Classification ID

Special types of economic equilibria (91B52)

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Market liquidity and excess volatility: theory and experiment, Behavioral learning equilibria, Adaptive learning and distributional dynamics in an incomplete markets model, Properties of equilibrium asset prices under alternative learning schemes, Approximating and simulating the stochastic growth model: Parameterized expectations, neural networks, and the genetic algorithm