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A numerical analysis of the evolutionary stability of learning rules

Josephson, Jens (contributor) - 2001 - [Elektronische Ressource]

; Evolutionary game theory ; Evolutionary Stability ; Learning in games ; Belief learning ; Reinforcement learning … class contains perturbed versions of reinforcement and belief learning as special cases. A large population of individuals …, whereas reinforcement learning is unstable in almost all cases. I also find that in certain games, the stability of …

Persistent link: https://www.econbiz.de/10001622441

Stochastic adaption in finite games played by heterogeneous populations

Josephson, Jens (contributor) - 2001 - [Elektronische Ressource]

size. -- Bounded rationality ; Evolutionary game theory ; Imitation ; Better replies ; Markov chain ; Stochastic stability …

Persistent link: https://www.econbiz.de/10001622442

New techniques to extract market expectations from financial instruments

Söderlind, Paul; Svensson, Lars E. O. - 1996

Persistent link: https://www.econbiz.de/10000955625

Monetary policy and the fisher effect

Söderlind, Paul - 1997

Persistent link: https://www.econbiz.de/10000958081

Evaluating portfolio performance with stochastic discount factors

Dahlquist, Magnus; Söderlind, Paul - 1997

Persistent link: https://www.econbiz.de/10000962236

Solution and estimation of RE macromodels with optimal policy

Söderlind, Paul - 1998

Persistent link: https://www.econbiz.de/10000993261

Evolution and learning in games

Josephson, Jens - 2001

Persistent link: https://www.econbiz.de/10001628157

Stochastic better-supply dynamics in games

Josephson, Jens (contributor) - 2000 - [Elektronische Ressource]

In Young (1993, 1998) agents are recurrently matched to play a finite game and almost always play a myopic best reply to a frequency distribution based on a sample from the recent history of play. He proves that in a generic class of finite n-player games, as the mutation rate tends to zero,...

Persistent link: https://www.econbiz.de/10001600008

Monetary policy and bond option pricing in an analytical RBC model

Söderlind, Paul (contributor) - 2001 - [Elektronische Ressource], Rev. January 3, 2003

This paper analyzes how bond option prices are affected by different types of monetary policy. Analytical results from a general equilibrium model with sticky wages show that employment or output targeting typically give lower bond option prices than inflation targeting. -- inflation targeting ;...

Persistent link: https://www.econbiz.de/10001600072

Solution of macromodels with Hansen-Sargent robust policies : summary and some extensions

Giordani, Paolo (contributor); Söderlind, Paul (contributor) - 2002 - [Elektronische Ressource], Rev. May 15, 2003

We summarize some methods useful in formulating and solving Hansen-Sargent robust control problems, and suggest extensions to discretion and simple rules. Matlab, Octave, and Gauss software is provided. We illustrate these extensions with applications to the term structure of interest rates, the...

Persistent link: https://www.econbiz.de/10001664234