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Volumn 29, Issue 4 SPEC. ISS., 2005, Pages 659-676

Consistent expectations and misspecification in stochastic non-linear economies

Author keywords

Adaptive learning; Misspecification; Non linear dynamics; Rational expectations

Indexed keywords


EID: 14844363934     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2003.08.007     Document Type: Article
Times cited : (19)

References (11)
  • 1
    • 14844360217 scopus 로고    scopus 로고
    • Intrinsic heterogeneity in expectation formation
    • Mimeo
    • Branch, W.A., Evans, G.W., 2004. Intrinsic heterogeneity in expectation formation. Mimeo.
    • (2004)
    • Branch, W.A.1    Evans, G.W.2
  • 4
    • 38248999672 scopus 로고
    • On the preservation of deterministic cycles when some agents perceive them to be random fluctuations
    • G.W. Evans S. Honkapohja T.J. Sargent On the preservation of deterministic cycles when some agents perceive them to be random fluctuations Journal of Economic Dynamics and Control 17 1993 705-721
    • (1993) Journal of Economic Dynamics and Control , vol.17 , pp. 705-721
    • Evans, G.W.1    Honkapohja, S.2    Sargent, T.J.3
  • 5
    • 0000675003 scopus 로고
    • On endogenous competitive business cycles
    • J.-M. Grandmont On endogenous competitive business cycles Econometrica 53 1985 995-1045
    • (1985) Econometrica , vol.53 , pp. 995-1045
    • Grandmont, J.-M.1
  • 6
    • 0000392319 scopus 로고
    • Stability of cycles with adaptive learning rules
    • W. Barnett B. Cornet C. d'Aspremont J. Gabszewicz A. Mas-Colell (Eds.) Cambridge University Press Cambridge
    • R. Guesnerie M. Woodford Stability of cycles with adaptive learning rules In: W. Barnett B. Cornet C. d'Aspremont J. Gabszewicz A. Mas-Colell (Eds.) Equilibrium Theory and Applications 1991 Cambridge University Press Cambridge
    • (1991) Equilibrium Theory and Applications
    • Guesnerie, R.1    Woodford, M.2
  • 8
    • 14844356246 scopus 로고    scopus 로고
    • Learning to believe in linearity in an unknown nonlinear stochastic economy
    • Mimeo
    • Hommes, C., Sorger, G., Wagener, F., 2002. Learning to believe in linearity in an unknown nonlinear stochastic economy. Mimeo.
    • (2002)
    • Hommes, C.1    Sorger, G.2    Wagener, F.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.