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Genetic learning as an explanation of stylized facts of foreign exchange markets
Lux, Thomas; Schornstein, Sascha - 2002
Hauptinteresse geht dahin, herauszufinden, ob die Gleichgewichtsdynamik, die aus diesem Lernprozess resultiert, dabei helfen kann …
Persistent link: https://www.econbiz.de/10011431839
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Genetic learning as an explanation of stylized facts of foreign exchange markets
Lux, Thomas; Schornstein, Sascha - 2002
This paper revisits the Kareken-Wallace model of exchange rate formation in a two-country overlapping generations world. Following the seminal paper by Arifovic (Journal of Political Economy, 104, 1996, 510 - 541) we investigate a dynamic version of the model in which agents' decision rules are...
Persistent link: https://www.econbiz.de/10001739289
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Genetic learning as an explanation of stylized facts of foreign exchange markets
Lux, Thomas (contributor); Schornstein, Sascha (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001781205
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Genetic learning as an explanation of stylized facts of foreign exchange markets
Lux, Thomas; Schornstein, Sascha - In: Journal of mathematical economics 41 (2005) 1/2, pp. 169-196
Persistent link: https://www.econbiz.de/10002643241
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Genetic Learning as an Explanation of Stylized Facts of Foreign Exchange Markets
Lux, Thomas - 2016
Persistent link: https://www.econbiz.de/10012991383
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A constant gain learning explanation of U.S. post war inflation and unemployment
Mangapuram, Venkata Raamasrinivas - In: Journal of quantitative economics 20 (2022) 3, pp. 701-721
Persistent link: https://www.econbiz.de/10013441697
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Complex eigenvalues and trend-reverting fluctuations
Azariadēs, Kōstas; Bullard, James Brian; Ohanian, Lee E. - 1998
Persistent link: https://www.econbiz.de/10000996965
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Birth, death, and consumption : overlapping generations and the random walk hypothesis
Smith, William T. - In: International economic journal 12 (1998) 4, pp. 105-116
Persistent link: https://www.econbiz.de/10001253133
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Trend-reverting fluctuations in the life-cycle model
Azariadēs, Kōstas; Bullard, James Brian; Ohanian, Lee E. - In: Journal of economic theory 119 (2004) 2, pp. 334-356
Persistent link: https://www.econbiz.de/10002505879
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Three essays on dynamic economics
Hashimzade, Nigar - 2003
Persistent link: https://www.econbiz.de/10003385291