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Equilibrium with signal extraction from endogenous variables
11 references·7 citing·48 second hop
Equilibrium with signal extraction from endogenous variables (1991)Equilibrium with signal extraction from e…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 …New Approaches to Monetary Economics (1987)New Approaches to Monetary Ec…Asset prices in a time-series model with disparately informed, competitive traders (1987)Asset prices in a time-series…The law of large numbers with a continuum of IID random variables (1985)The law of large numbers with…An expository note on individual risk without aggregate uncertainty (1985)An expository note on individ…Individual Forecasting and Aggregate Outcomes: `Rational Expectations' Examined. (1984)Individual Forecasting and Ag…Forecasting the Forecasts of Others (1983)Forecasting the Forecasts of …Time to Build and Aggregate Fluctuations (1982)Time to Build and Aggregate F…An Equilibrium Model of the Business Cycle (1975)An Equilibrium Model of the B…Optimal Properties of Exponentially Weighted Forecasts (1960)Optimal Properties of Exponen…Behavioral learning equilibria in New Keynesian models (2023)Behavioral learning equilibri…Managing Beliefs about Monetary Policy under Discretion (2016)Managing Beliefs about Moneta…Behavioral learning equilibria (2013)Behavioral learning equilibriaEndogenous Information, Menu Costs and Inflation Persistence (2008)Endogenous Information, Menu …Fuzzy inductive reasoning, expectation formation and the behavior of security prices (2001)Fuzzy inductive reasoning, ex…Forecasting the Forecasts of Others in the Frequency Domain (2000)Forecasting the Forecasts of …Chapter 7 Learning dynamics (1999)Chapter 7 Learning dynamicsFirm Turnover in Imperfectly Competitive Markets -super-1Equilibrium search and unemployment (1974)Core and Equilibria of a Large Economy. (1975)Bank Runs, Deposit Insurance, and Liquidity (1983)The Efficiency Effects of Categorical Discrimination in the Insurance Industry (1986)Introduction: Symposium on evolutionary game theory (1992)A Stochastic Approximation Method (1951)The monetary dynamics of hyperinflation (1956)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)Forecasting Sales by Exponentially Weighted Moving Averages (1960)Planning Production, Inventories, and Work Force. (1962)Econometric policy evaluation: A critique (1976)Trends and random walks in macroeconmic time series (1982)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Fiscal Foresight and Information Flows (2013)Sentiments (2013)Rational Expectations and the Theory of Price Movements (1961)Staggered prices in a utility-maximizing framework (1983)The Econometrics of Financial Markets (2012)Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations (2016)Valuation of travel time reliability: Considering the traveler's adaptive expectation with an indifference band on daily trip duration (2020)Money and Economic Growth (1965)Some International Evidence on Output-Inflation Tradeoffs. (1973)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Monopolistic Price Adjustment and Aggregate Output (1982)The origin of predictable behavior (1983)The Contributions of the Economics of Information to Twentieth Century Economics (2000)Stochastic Approximation Methods for Constrained and Unconstrained Systems (1978)Learning, estimation, and the stability of rational expectations (1982)Money as a medium of exchange in an economy with artificially intelligent agents (1990)Strategic Trading with Asymmetrically Informed Traders and Long-Lived Information (1994)Expectations, Learning, and Business Cycle Fluctuations (2011)Aggregate Dynamics and Staggered Contracts (1980)Macroeconomics and Reality (1980)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)The equity premium: A puzzle (1985)Production, growth and business cycles (1988)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Contractual Arrangements for Intertemporal Trade (1987)Optimal Capital Income Taxation with Incomplete Markets, Borrowing Constraints, and Constant Discounting (1995)Equality of opportunity and luck: Definitions and testable conditions, with an application to income in France (2009)Optimal fiscal policy in a stochastic growth model (1992)Social Security in an Overlapping Generations Economy with Land (1999)A simpler theory of optimal capital taxation (2017)
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References

  • 1982Time to Build and Aggregate Fluctuations5,933 cited
  • 1975An Equilibrium Model of the Business Cycle1,036 cited
  • 1960Optimal Properties of Exponentially Weighted Forecasts985 cited
  • 1989Convergence of least squares learning mechanisms in self-referential linear stochastic models871 cited
  • 1985The law of large numbers with a continuum of IID random variables494 cited
  • 1983Forecasting the Forecasts of Others463 cited
  • 1989Convergence of Least-Squares Learning in Environments with Hidden State Variables and Private Information360 cited
  • 1985An expository note on individual risk without aggregate uncertainty282 cited
  • 1987New Approaches to Monetary Economics235 cited
  • 1984Individual Forecasting and Aggregate Outcomes: `Rational Expectations' Examined.100 cited
  • 1987Asset prices in a time-series model with disparately informed, competitive traders89 cited

Cited by

  • 2013Behavioral learning equilibria106 cited
  • 1999Chapter 7 Learning dynamics91 cited
  • 2000Forecasting the Forecasts of Others in the Frequency Domain87 cited
  • 2001Fuzzy inductive reasoning, expectation formation and the behavior of security prices

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81 cited
  • 2008Endogenous Information, Menu Costs and Inflation Persistence36 cited
  • 2023Behavioral learning equilibria in New Keynesian models23 cited
  • 2016Managing Beliefs about Monetary Policy under Discretion18 cited