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Perpetual learning and apparent long memory
Chevillon, Guillaume; Mavroeidis, Sophocles - In: Journal of economic dynamics & control 90 (2018), pp. 343-365
Persistent link: https://www.econbiz.de/10011974089
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Estimating and testing rational expectations models when the trend specification is uncertain
Cogley, Timothy - In: Journal of economic dynamics & control 25 (2001) 10, pp. 1485-1525
Persistent link: https://www.econbiz.de/10001603784
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Testing the canonical model of exchange rates with unobservable fundamentals
Gardeazabal, Javier - In: International economic review 38 (1997) 2, pp. 389-404
Persistent link: https://www.econbiz.de/10001218245
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Learning, large deviations, and recurrent currency crises
Kasa, Kenneth - In: International economic review 45 (2004) 1, pp. 141-174
Persistent link: https://www.econbiz.de/10001919349
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A new approach for estimating and testing the linear quadratic adjustment cost model under rational expextations and I(1) variables
Fanelli, Luca - In: Journal of economic dynamics & control 26 (2002) 1, pp. 117-139
Persistent link: https://www.econbiz.de/10001617129
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The puzzling evolution of the home bias, information processing and financial openness
Mondria, Jordi; Wu, Thomas Yen Hon - In: Journal of economic dynamics & control 34 (2010) 5, pp. 875-896
Persistent link: https://www.econbiz.de/10003972973
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Disciplining expectations and the forward guidance puzzle
Müller, Tobias; Christoffel, Kai; Mazelis, Falk; … - In: Journal of economic dynamics & control 137 (2022), pp. 1-39
Persistent link: https://www.econbiz.de/10013464694
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On rationalizing expectations using rank-one updates of the Kalman filter
Rustem, Berç - In: Journal of economic dynamics & control 10 (1986) 1, pp. 119-124
Persistent link: https://www.econbiz.de/10001027236
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Adaptive expectations and commodity risk premiums
Bianchi, Daniele - In: Journal of economic dynamics & control 124 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10012666934
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Decision making in the presence of heterogeneous information and social interactions
Binder, Michael - In: International economic review 39 (1998) 4, pp. 1027-1052
Persistent link: https://www.econbiz.de/10001338801