Narrow search
Showing 1 - 6 of 6
Cover Image
On the initialization of adaptive learning in macroeconomic models
Berardi, Michele; Galimberti, Jaqueson K. - 2016
We review and evaluate methods previously adopted in the applied literature of adaptive learning in order to initialize agents' beliefs. Previous methods are classified into three broad classes: equilibrium-related, training sample-based, and estimation-based. We conduct several simulations...
Persistent link: https://www.econbiz.de/10011582421
Cover Image
On the initialization of adaptive learning algorithms : a review of methods and a new smoothing-based routine
Berardi, Michele; Galimberti, Jaqueson K. - 2012
Persistent link: https://www.econbiz.de/10009663564
Cover Image
Herding through learning in an asset pricing model
Berardi, Michele - 2016
Persistent link: https://www.econbiz.de/10011539229
Cover Image
Expectations formation under adaptive learning and evolutionary dynamics
Berardi, Michele - 2015
Persistent link: https://www.econbiz.de/10011311183
Cover Image
Information aggregation and learning in a dynamic asset pricing model
Berardi, Michele - 2018
Persistent link: https://www.econbiz.de/10011897726
Cover Image
On the initialization of adaptive learning in macroeconomic models
Berardi, Michele; Galimberti, Jaqueson K. - 2016
We review and evaluate methods previously adopted in the applied literature of adaptive learning in order to initialize agents' beliefs. Previous methods are classified into three broad classes: equilibrium-related, training sample-based, and estimation-based. We conduct several simulations...
Persistent link: https://www.econbiz.de/10011573204