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Learning dynamics and endogenous currency crises

Cho, In-Koo; Kasa, Kenneth - In: Macroeconomic dynamics 12 (2008) 2, pp. 257-285

Persistent link: https://www.econbiz.de/10003686104

Learning and model validation : an example

Cho, In-Koo; Kasa, Kenneth - In: Macroeconomics at the service of public policy, (pp. 80-98). 2013

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An escape time interpretation of robust control

Cho, In-Koo; Kasa, Kenneth - In: Journal of economic dynamics & control 42 (2014), pp. 1-12

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Learning and model validation

Cho, In-Koo; Kasa, Kenneth - In: The review of economic studies 82 (2015) 1, pp. 45-82

Persistent link: https://www.econbiz.de/10011719942

Gresham's law of model averaging

Cho, In-Koo; Kasa, Kenneth - In: The American economic review 107 (2017) 11, pp. 3589-3616

Persistent link: https://www.econbiz.de/10011761231

Learning and Model Validation

Cho, In-Koo; Kasa, Kenneth - Society for Economic Dynamics - SED - 2006

This paper studies the following problem. An agent takes actions based on a possibly misspecified model. The agent is 'large', in the sense that his actions influence the model he is trying to learn about. The agent is aware of potential model misspecification and tries to detect it, in...

Persistent link: https://www.econbiz.de/10005069271