Learning in a misspecified multivariate self-referential linear stochastic model

DOI10.1016/J.JEDC.2007.06.005zbMath1181.91195OpenAlexW2167805053MaRDI QIDQ844663

Eran A. Guse

Publication date: 19 January 2010

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

Full work available at URL: http://repec.org/mmf2006/up.19073.1145374289.pdf

zbMATH Keywords

adaptive learningseemingly unrelated regressionexpectational stabilitymonetary policy rulesrestricted perceptions equilibria

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Rationality and learning in game theory (91A26) Heterogeneous agent models (91B69)

Related Items (2)

Forecast combination, non-linear dynamics, and the macroeconomy ⋮ Learnability of an equilibrium with private information

Cites Work

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• Performance of monetary policy with internal central bank forecasting
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• Are hyperinflation paths learnable?
• Restricted perception equilibria and rational expectation equilibrium
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• Monetary policy and stable indeterminacy with inertia
• The Solution of Linear Difference Models under Rational Expectations
• Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
• Inflation Persistence
• LEARNING TO FORECAST AND CYCLICAL BEHAVIOR OF OUTPUT AND INFLATION
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

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