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Indeterminacy, sunspots, and development traps

Slobodyan, Sergey - In: Journal of economic dynamics & control 29 (2005) 1/2, pp. 159-185

Persistent link: https://www.econbiz.de/10002590191

Learnability of e-stable equilibria

Christev, Atanas; Slobodyan, Sergey - In: Macroeconomic dynamics 18 (2014) 5, pp. 959-984

Persistent link: https://www.econbiz.de/10010467406

Stochastic gradient versus recursive least squares learning

Slobodyan, Sergey; Bogomolova, Anna; Kolyuzhnov, Dmitri - 2006

Persistent link: https://www.econbiz.de/10003401378

Stochastic gradient learning and instability : an expample

Slobodyan, Sergey; Bogomolova, Anna; Kolyuzhnov, Dmitri - In: Macroeconomic dynamics 20 (2016) 3, pp. 777-790

Persistent link: https://www.econbiz.de/10011579763

Stochastic Gradient Versus Recursive Least Squares Learning

Slobodyan, Sergey - 2008

In this paper, we perform an in - depth investigation of relative merits of two adaptive learning algorithms with constant gain, Recursive Least Squares (RLS) and Stochastic Gradient (SG), using the Phelps model of monetary policy as a testing ground. The behavior of the two learning algorithms...

Persistent link: https://www.econbiz.de/10012724434