Adaptively evolving expectations in models of monetary dynamics: The fundamentalists forward looking
UTSePress Research/Manakin Repository
JavaScript is disabled for your browser. Some features of this site may not work without it.
- UTSePress Research Home
- >
- 01 Mathematical Sciences
- >
- Journal Articles
- >
- Closed
- >
- View Item
| 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 | 02545330 | en_US |
| dc.identifier.other | C1 | 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;0000035513 | en_US |
| dc.percentage | 000100 | 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 |
