A TIME-VARYING MODEL OF RATIONAL LEARNING

被引：2
|
作者：
MARGARITIS, D
机构：
[1] University of Waikato, Hamilton
来源：
ECONOMICS LETTERS | 1990年 / 33卷 / 04期
关键词：
D O I：
10.1016/0165-1765(90)90078-F
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This paper presents an analysis of the stability of the rational expectations equilibrium for a version of the cobweb model under time-varying learning. It is shown that for appropriate values of a stability parameter the agents can learn how to form rational expectations forecasts using Kalman filtering estimation techniques. © 1990.
引用
收藏
页码：309 / 314
页数：6
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