Consistent expectations equilibria and learning in a stock market

DOI10.1016/S0165-1889(00)00050-6zbMath0990.91020MaRDI QIDQ5958700

H. Mitlöhner, Leopold Sögner

Publication date: 3 March 2002

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

zbMATH Keywords

equilibriumstock marketcapital marketexpectations models

Mathematics Subject Classification ID

Related Items (3)

Behavioral learning equilibria ⋮ Stochastic equilibrium: Learning by exponential smoothing ⋮ Restricted perception equilibria and rational expectation equilibrium

Cites Work

• Convergence of least squares learning mechanisms in self-referential linear stochastic models
• Introduction to the stability of rational expectations equilibrium
• Learning, estimation, and the stability of rational expectations
• Learning to be rational
• Heterogeneous beliefs and routes to chaos in a simple asset pricing model
• A Rational Route to Randomness
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