Research Catalog

Learning and expectations in macroeconomics

Title
  1. Learning and expectations in macroeconomics / George W. Evans and Seppo Honkapohja.
Published by
  1. Princeton : Princeton University Press, ©2001.
Author
  1. Evans, George W., 1949-

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Details

Additional authors
  1. Honkapohja, Seppo, 1951-
Description
  1. xviii, 421 pages : illustrations; 24 cm.
Series statement
  1. Frontiers of economic research
Uniform title
  1. Frontiers of economic research
Subject
  1. Rational expectations (Economic theory)
  2. Economics > Methodology
  3. Economics > Statistical methods
  4. Mathematisches Modell
  5. Lernen
  6. Rationale Erwartung
  7. Makroökonomie
  8. Rationele verwachtingstheorie
Contents
  1. 1. Expectations and the Learning Approach -- 2. Introduction to the Techniques -- 3. Variations on a Theme -- 4. Applications -- 5. The Mathematical Background -- 6. Tools: Stochastic Approximation -- 7. Further Topics in Stochastic Approximation -- 8. Univariate Linear Models -- 9. Further Topics in Linear Models -- 10. Multivariate Linear Models -- 11. Nonlinear Models: Steady States -- 12. Cycles and Sunspot Equilibria -- 13. Misspecification and Learning -- 14. Persistent Learning Dynamics -- 15. Extensions and Other Approaches -- 16. Conclusions.
Bibliography (note)
  1. Includes bibliographical references (p. 389-405) and indexes.