Properties of equilibrium asset prices under alternative learning schemes

Journal of Economic Dynamics and Control

Volumn 31, Issue 1, 2007, Pages 161-217

  Guidolin, Massimo ^a   Timmermann, Allan ^b  

^a FEDERAL RESERVE BANK OF ST LOUIS   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Adaptive learning; Asset prices; Bayesian updating; Lattice models; Rational learning

Indexed keywords

EID: 33751110275     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2005.10.006     Document Type: Article

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