Adaptive learning in an expectational difference equation with several lags: Selecting among learnable REE

Mikael Bask

Research output: Contribution to journalArticleScientificpeer-review

6 Citations (Scopus)
Original languageEnglish
Peer-reviewed scientific journalEuropean Financial Management
Volume14
Pages (from-to)99-117
Number of pages19
ISSN1354-7798
DOIs
Publication statusPublished - 2008
MoE publication typeA1 Journal article - refereed

Keywords

  • asset pricing
  • exchange rates
  • heterogeneous agents
  • least squares learnability
  • rational expectations equilibria
  • technical trading
  • FOREIGN-EXCHANGE MARKET

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