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Monetary shock and currency fluctuations : evidence from high frequency dataset

Maitra, Biswajit; Mukhopadhyay, C. K. - In: Journal of international economic review 8 (2015) 2, pp. 115-132

Persistent link: https://www.econbiz.de/10011584552

Genetic learning as an explanation of stylized facts of foreign exchange markets

Lux, Thomas; Schornstein, Sascha - 2002

equilibrium dynamics resulting from this learning process helps to explain the main stylized facts of free-floating exchange rates … the number of agents (not more than about 1000). With a larger population, this collective learning dynamics looses its … Hauptinteresse geht dahin, herauszufinden, ob die Gleichgewichtsdynamik, die aus diesem Lernprozess resultiert, dabei helfen kann …

Persistent link: https://www.econbiz.de/10011431839

A volatility model based on adaptive expectations : an improvement on the rational expectations model

Yao, Yuan; Zhao, Yang; Li, Yan - In: International review of financial analysis 82 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013431245

The consistent specification of adaptive expectations in continuous time models : information lags and finite forecast horizons

Gray, Malcolm R.; Turnovsky, Stephen J. - In: Journal of economic dynamics & control 2 (1980) 4, pp. 303-328

Persistent link: https://www.econbiz.de/10002529971

Genetic learning as an explanation of stylized facts of foreign exchange markets

Lux, Thomas (contributor); Schornstein, Sascha (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001781205

Genetic learning as an explanation of stylized facts of foreign exchange markets

Lux, Thomas; Schornstein, Sascha - 2002

equilibrium dynamics resulting from this learning process helps to explain the main stylized facts of free-floating exchange rates …) and the number of agents (not more than about 1000). With a larger population, this collective learning dynamics looses …

Persistent link: https://www.econbiz.de/10001739289

Genetic learning as an explanation of stylized facts of foreign exchange markets

Lux, Thomas; Schornstein, Sascha - In: Journal of mathematical economics 41 (2005) 1/2, pp. 169-196

Persistent link: https://www.econbiz.de/10002643241

Genetic Learning as an Explanation of Stylized Facts of Foreign Exchange Markets

Lux, Thomas - 2016

Persistent link: https://www.econbiz.de/10012991383

Rational expectations in a VAR with Markov switching

Blix, Mårten - 1997

Persistent link: https://www.econbiz.de/10000629701

Interpreting the evidence for New Keynesian models of inflation dynamics

Nymoen, Ragnar; Swensen, Anders Rygh; Tveter, Eivind - 2011 - Publisert 21. sep. 2011 17:28 - Sist endret 21. sep. 2011 17:29

We present a framework for interpretation of the empirical results of New Keynesian models of inflation dynamics. Both the rational expectations solution of the structural New Keynesian Phillips curve, NKPC, and the reduced form VAR analysis of the multivariate time series properties give...

Persistent link: https://www.econbiz.de/10009301212