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Impacts of priors on convergence and escapes from nash inflation

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Robustness and pricing with uncertain growth

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Discussion of "Robustness and pricing with uncertain growth"

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Escaping nash inflation

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Bayesian model averaging, learning, and model selection

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Bayesian model averaging learning and model selection

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Bayesian model averaging, learning and model selection

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Robust control and model misspecification

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Impacts of priors on convergence and escapes from Nash inflation

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Impacts of Priors on Convergence and Escapes from Nash Inflation

Sargent, Thomas J. - 2015

Recent papers have analyzed how adaptive agents may converge to and escape from self-confirming equilibria. All of these papers have imputed to agents a particular prior about drifting coefficients. In the context of a model of monetary policy, this paper analyzes dynamics that govern both...

Persistent link: https://www.econbiz.de/10013032846