Doshchyn, Artur; Giommetti, Nicola - Volkswirtschaftliche Fakultät, … - 2013
Cycle models. To our knowledge this thesis is the first attempt to formally introduce adaptive learning and expectation … various econometric adaptive learning tools: Auto ARIMA, VAR and AR(2) models. In all simulations, output and other economic … obtained in simulations with Auto ARIMA models, while the VAR learning tool leads to diverging fluctuations in the majority of …