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Learning and model validation : an example

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

Persistent link: https://www.econbiz.de/10009723592

An escape time interpretation of robust control

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

Persistent link: https://www.econbiz.de/10010426626

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

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

Model Averaging and Persistent Disagreement

Cho, In-Koo - 2019

The authors consider the following scenario: Two agents construct models of an endogenous price process. One agent thinks the data are stationary, the other thinks the data are nonstationary. A policymaker combines forecasts from the two models using a recursive Bayesian model averaging...

Persistent link: https://www.econbiz.de/10012901590