Adaptive learning in an expectational difference equation with several lags: selecting among learnable REE
Year of publication: |
2006
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Authors: | Bask, Mikael |
Publisher: |
Helsinki : Bank of Finland |
Subject: | asset pricing | heterogenous agents | least squares learnability | rational expectations equilibria and technical trading |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 952-462-272-6 |
Other identifiers: | 51348390X [GVK] hdl:10419/212032 [Handle] RePEc:zbw:bofrdp:rdp2006_007 [RePEc] |
Classification: | C62 - Existence and Stability Conditions of Equilibrium ; F31 - Foreign Exchange ; G12 - Asset Pricing |
Source: |
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Bask, Mikael, (2006)
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Announcement effects on exchange rate movements: continuity as a selection criterion among the REE
Bask, Mikael, (2006)
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Announcement effects on exchange rate movements: continuity as a selection criterion among the REE
Bask, Mikael, (2006)
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