Narrow search
Showing 1 - 10 of 12,300
Cover Image
The rational inattention filter
Maćkowiak, Bartosz; Matějka, Filip; Wiederholt, Mirko - 2017
Dynamic rational inattention problems used to be difficult to solve. This paper provides simple, analytical results for dynamic rational inattention problems. We start from the benchmark rational inattention problem. An agent tracks a variable of interest that follows a Gaussian process. The...
Persistent link: https://www.econbiz.de/10011636897
Cover Image
Bounded rationality, very young financial markets and the EU enlargement
Agapie, Adriana - In: East European transition and EU enlargement : a …, (pp. 1-17). 2002
Persistent link: https://www.econbiz.de/10001686464
Cover Image
Modelling adaptive complex behaviour with an application to the stock market dynamics : (El Farol problem revisited)
Aparicio Acosta, Felipe M. - 1998
Persistent link: https://www.econbiz.de/10001398372
Cover Image
Long memory in financial markets : a heterogeneous agent model perspective
Zheng, Min; Liu, Ruipeng; Li, Youwei - In: International review of financial analysis 58 (2018), pp. 38-51
Persistent link: https://www.econbiz.de/10012006389
Cover Image
A Monte Carlo study of some tests of model adequacy in time series analysis
Hall, Anthony D.; McAleer, Michael - 1987 - Rev.
Persistent link: https://www.econbiz.de/10000724797
Cover Image
GARP violation, economic enironment distortions and shadow prices : evidence from household expenditure panel data
Diaye, Marc-Arthur; Gardes, Françoise; Starzec, Krzysztof - In: Annales d'économie et de statistique 90 (2008), pp. 3-33
Persistent link: https://www.econbiz.de/10003910503
Cover Image
The world according to GARP : non-parametric tests of demand theory and rational behavior
Diaye, Marc-Arthur; Gardes, François; Starzec, Krzysztof - 2001
Persistent link: https://www.econbiz.de/10001620425
Cover Image
Assessor Rationality Across Differing Forecast Series
Vonnegut, Andrew - 2015
Extensive empirical studies on the rationality of expectations as defined by Muth have revolved around tests on a … single series of forecast data, with results differing widely across studies. Rationality as an assessor characteristic has … long been of interest in economic theory and practice. However, as non-replicated events, single series tests do not …
Persistent link: https://www.econbiz.de/10014138043
Cover Image
Rational inattention in the frequency domain
Jurado, Kyle - In: Journal of economic theory 208 (2023), pp. 1-23
Persistent link: https://www.econbiz.de/10014390487
Cover Image
Cointegration and aggregation
Körösi, Gábor - 1991
Persistent link: https://www.econbiz.de/10013392833