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On the Robustness of Bubbles in Linear RE Models
11 references·6 citing·41 second hop
On the Robustness of Bubbles in Linear RE Models (1992)On the Robustness of Bubbles in Linear RE…Convergence of Least-Squares Learning in Environments with Hidden State Variables and Private Information (1989)Convergence of Least-Squares …Convergence of least squares learning mechanisms in self-referential linear stochastic models (1989)Convergence of least squares …The Fate of Systems With Adaptive Expectations (1988)The Fate of Systems With Adap…Rational Expectations Equilibria, Learning, and Model Specification (1986)Rational Expectations Equilib…Learning Procedures and Convergence to Rationality (1986)Learning Procedures and Conve…Expectational Stability and the Multiple Equilibria Problem in Linear Rational Expectations Models (1985)Expectational Stability and t…Learning, estimation, and the stability of rational expectations (1982)Learning, estimation, and the…On Non-Uniqueness in Rational Expectations Models: An Attempt at Perspective (1981)On Non-Uniqueness in Rational…An Economic Theory of Monetary Reform (1980)An Economic Theory of Monetar…Rational Expectations and Learning from Experience (1979)Rational Expectations and Lea…Conditions for Unique Solutions in Stochastic Macroeconomic Models with Rational Expectations (1977)Conditions for Unique Solutio…Identifying price bubble periods in the energy sector (2017)Identifying price bubble peri…PPP Rules, Macroeconomic (In)stability and Learning (2004)PPP Rules, Macroeconomic (In)…Multiple-Solution Indeterminacies in Monetary Policy Analysis (2003)Multiple-Solution Indetermina…Government policy and the probability of coordination failures (2003)Government policy and the pro…International Finance and Financial Crises (1999)International Finance and Fin…Learning, convergence, and stability with multiple rational expectations equilibria (1994)Learning, convergence, and st…Theory of the Consumption Function (1957)Rational Expectations and the Theory of Price Movements (1961)The Solution of Linear Difference Models under Rational Expectations (1980)A linear algebraic procedure for solving linear perfect foresight models (1985)BUBBLES AND FADS IN ASSET PRICES (1989)Chapter 6 Indeterminacy and sunspots in macroeconomics (1999)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)An Equilibrium Model of the Business Cycle (1975)The fragility of sunspots and bubbles (1989)Backward and Forward Solutions for Economies with Rational Expectations (2007)The monetary dynamics of hyperinflation (1956)Stochastic Approximation and Nonlinear Regression. (1969)Anchoring Economic Predictions in Common Knowledge (2002)Learning stability in economies with heterogeneous agents (2006)A Stochastic Approximation Method (1951)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Strategic Trading When Agents Forecast the Forecasts of Others (1996)On economic applications of evolutionary game theory (1998)Robust Permanent Income and Pricing (1999)Econometric Implications of the Rational Expectations Hypothesis (1980)Money as a medium of exchange in an economy with artificially intelligent agents (1990)Price stability and volatility in markets with positive and negative expectations feedback: An experimental investigation (2009)MONEY, INCOME, AND CAUSALITY (1972)Statistical Analysis of Econometric Models (1979)Capital controls and balance of payments crises (1986)House Price Dynamics: A Survey of Theoretical and Empirical Issues (2001)Econometric policy evaluation: A critique (1976)Time Series Analysis: Forecasting and Control (1977)An Exploration of the Eductive Justifications of the Rational-Expectations Hypothesis (1992)Formulating and estimating dynamic linear rational expectations models (1980)Role of the Minimal State Variable Criterion in Rational Expectations Models (1999)E-stability vis-a-vis determinacy results for a broad class of linear rational expectations models (2006)Stochastic Approximation Methods for Constrained and Unconstrained Systems (1978)Strategic Trading with Asymmetrically Informed Traders and Long-Lived Information (1994)Expectations, Learning, and Business Cycle Fluctuations (2011)Information and Competitive Price Systems (1976)On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Informationally Efficient Markets (1980)Forecasting the Forecasts of Others (1983)Learning to Believe in Sunspots (1990)Chapter 24 Agent-based Computational Finance (2006)
this work references cited by second hop

References

  • 1989Convergence of least squares learning mechanisms in self-referential linear stochastic models871 cited
  • 1982Learning, estimation, and the stability of rational expectations497 cited
  • 1981On Non-Uniqueness in Rational Expectations Models: An Attempt at Perspective483 cited
  • 1986Rational Expectations Equilibria, Learning, and Model Specification373 cited
  • 1989Convergence of Least-Squares Learning in Environments with Hidden State Variables and Private Information360 cited
  • 1979Rational Expectations and Learning from Experience226 cited
  • 1977Conditions for Unique Solutions in Stochastic Macroeconomic Models with Rational Expectations222 cited
  • 1985Expectational Stability and the Multiple Equilibria Problem in Linear Rational Expectations Models204 cited
  • 1980An Economic Theory of Monetary Reform124 cited
  • 1986Learning Procedures and Convergence to Rationality122 cited
  • 1988The Fate of Systems With Adaptive Expectations91 cited

Cited by

  • 2017Identifying price bubble periods in the energy sector71 cited
  • 1994Learning, convergence, and stability with multiple rational expectations equilibria65 cited
  • 2003Government policy and the probability of coordination failures34 cited

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1999
International Finance and Financial Crises
25 cited
  • 2003Multiple-Solution Indeterminacies in Monetary Policy Analysis13 cited
  • 2004PPP Rules, Macroeconomic (In)stability and Learning12 cited