Adaptive learning with a unit root: an application to the current account

DOI10.1016/J.JEDC.2009.08.004zbMath1182.91116OpenAlexW2090835844MaRDI QIDQ846510

Paul Shea, Ronald B. Davies

Publication date: 9 February 2010

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2009.08.004

zbMATH Keywords

expectationsadaptive learningcurrent accountinternational debt movements

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Multisectoral models in economics (91B66) Statistical methods; economic indices and measures (91B82) Economic dynamics (91B55) Heterogeneous agent models (91B69)

Cites Work

• Least mean squares learning in self-referential linear stochastic models
• Stochastic gradient learning in the cobweb model
• LEARNING DYNAMICS AND ENDOGENOUS CURRENCY CRISES
• The Solution of Linear Difference Models under Rational Expectations

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