Adaptively evolving expectations in models of monetary dynamics: The fundamentalists forward looking

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dc.contributor.author Chiarella, Carl en_US
dc.contributor.author Khomin, P en_US
dc.contributor.editor en_US
dc.date.accessioned 2011-02-07T06:18:03Z
dc.date.available 2011-02-07T06:18:03Z
dc.date.issued 1999 en_US
dc.identifier 2006014879 en_US
dc.identifier.citation Chiarella Carl and Khomin P 1999, 'Adaptively evolving expectations in models of monetary dynamics: The fundamentalists forward looking', Baltzer Sci Publ Bv, vol. 89, pp. 21-34. en_US
dc.identifier.issn 0254-5330 en_US
dc.identifier.other C1UNSUBMIT en_US
dc.identifier.uri http://hdl.handle.net/10453/13017
dc.description.abstract In the basic Cagan model of monetary dynamics, we allow inflationary expectations to be formed as a weighted average of fundamentalist and chartists expectations. We allow the weights to evolve adaptively according to the mechanism of Brock and Hommes [3] and study the resulting dynamic behaviour. en_US
dc.language en_US
dc.publisher Baltzer Sci Publ Bv en_US
dc.relation.isbasedon http://dx.doi.org/10.1023/A:1018975607106 en_US
dc.title Adaptively evolving expectations in models of monetary dynamics: The fundamentalists forward looking en_US
dc.parent Annals Of Operations Research en_US
dc.journal.volume 89 en_US
dc.journal.number en_US
dc.publocation Bussum en_US
dc.identifier.startpage 21 en_US
dc.identifier.endpage 34 en_US
dc.cauo.name BUS.School of Finance and Economics en_US
dc.conference Verified OK en_US
dc.for 010200 en_US
dc.personcode 716350 en_US
dc.personcode 0000035513 en_US
dc.percentage 100 en_US
dc.classification.name Applied Mathematics en_US
dc.classification.type FOR-08 en_US
dc.edition en_US
dc.custom en_US
dc.date.activity en_US
dc.location.activity ISI:000081261500003 en_US
dc.description.keywords en_US
dc.staffid en_US


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