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Volumn 115, Issue 1, 2012, Pages 4-6

When are adaptive expectations rational? A generalization

Author keywords

Adaptive expectations; Kalman filter; Rational expectations

Indexed keywords


EID: 83455177926     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2011.11.017     Document Type: Article
Times cited : (4)

References (8)
  • 1
    • 84981380744 scopus 로고
    • Expectations, learning, and the Kalman filter
    • Cuthbertson K. Expectations, learning, and the Kalman filter. The Manchester School 1988, 56(3):223-246.
    • (1988) The Manchester School , vol.56 , Issue.3 , pp. 223-246
    • Cuthbertson, K.1
  • 5
    • 84947407492 scopus 로고
    • Optimal properties of exponentially weighted forecasts
    • Muth J.F. Optimal properties of exponentially weighted forecasts. Journal of the American Statistical Association 1960, 55(290):299-305.
    • (1960) Journal of the American Statistical Association , vol.55 , Issue.290 , pp. 299-305
    • Muth, J.F.1
  • 6
    • 84895256798 scopus 로고
    • Estimates of the elasticity of supply of selected agricultural commodities
    • Nerlove M. Estimates of the elasticity of supply of selected agricultural commodities. Journal of Farm Economics 1956, 38:492-509.
    • (1956) Journal of Farm Economics , vol.38 , pp. 492-509
    • Nerlove, M.1
  • 7
    • 0040136477 scopus 로고
    • On the optimality of adaptive forecasting
    • Nerlove M., Wage S. On the optimality of adaptive forecasting. Management Science 1964, 10(2):207-224.
    • (1964) Management Science , vol.10 , Issue.2 , pp. 207-224
    • Nerlove, M.1    Wage, S.2
  • 8
    • 0343174013 scopus 로고
    • Some observations on adaptive forecasting
    • Theil H., Wage S. Some observations on adaptive forecasting. Management Science 1964, 10(2):198-206.
    • (1964) Management Science , vol.10 , Issue.2 , pp. 198-206
    • Theil, H.1    Wage, S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.