When are adaptive expectations rational? A generalization

DOI10.1016/J.ECONLET.2011.11.017zbMath1242.91145OpenAlexW1984603565MaRDI QIDQ433699

Ben L. Shepherd

Publication date: 6 July 2012

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://mpra.ub.uni-muenchen.de/34644/1/MPRA_paper_34644.pdf

zbMATH Keywords

rational expectationsKalman filteradaptive expectations

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)

Related Items (2)

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Cites Work

• Optimal Properties of Exponentially Weighted Forecasts
• Unnamed Item

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