Tom's May 8 edits of new lecture

Author: thomassargent30

lectures/_static/quant-econ.bib

@@ -3859,3 +3859,134 @@ @article{grossman1976
   pages   = {573--585},
   year    = {1976}
 }
+
+@incollection{BrayKreps1987,
+  author    = {Bray, Margaret M. and Kreps, David M.},
+  title     = {Rational Learning and Rational Expectations},
+  booktitle = {Arrow and the Ascent of Modern Economic Theory},
+  editor    = {Feiwel, George R.},
+  publisher = {New York University Press},
+  address   = {New York},
+  year      = {1987},
+  pages     = {597--625}
+}
+
+@article{Bray1982,
+  author  = {Bray, Margaret M.},
+  title   = {Learning, Estimation, and the Stability of Rational Expectations},
+  journal = {Journal of Economic Theory},
+  year    = {1982},
+  volume  = {26},
+  number  = {2},
+  pages   = {318--339}
+}
+
+@article{BraySavin1984,
+  author  = {Bray, Margaret M. and Savin, N. E.},
+  title   = {Rational Expectations Equilibria, Learning and Model Specification},
+  journal = {Econometrica},
+  year    = {1986},
+  volume  = {54},
+  number  = {5},
+  pages   = {1129--1160}
+}
+
+@article{Radner1979,
+  author  = {Radner, Roy},
+  title   = {Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices},
+  journal = {Econometrica},
+  year    = {1979},
+  volume  = {47},
+  number  = {3},
+  pages   = {655--678}
+}
+
+@article{Jordan1982,
+  author  = {Jordan, James S.},
+  title   = {The Generic Existence of Rational Expectations Equilibrium in the Higher Dimensional Case},
+  journal = {Journal of Economic Theory},
+  year    = {1982},
+  volume  = {26},
+  number  = {2},
+  pages   = {224--243}
+}
+
+@article{Jordan1982b,
+  author  = {Jordan, James S.},
+  title   = {Admissible Market Data Structures: A Complete Characterization},
+  journal = {Journal of Economic Theory},
+  year    = {1982},
+  volume  = {28},
+  number  = {1},
+  pages   = {19--31}
+}
+
+@article{Admati1985,
+  author  = {Admati, Anat R.},
+  title   = {A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets},
+  journal = {Econometrica},
+  year    = {1985},
+  volume  = {53},
+  number  = {3},
+  pages   = {629--658}
+}
+
+@article{GrossmanStiglitz1980,
+  author  = {Grossman, Sanford J. and Stiglitz, Joseph E.},
+  title   = {On the Impossibility of Informationally Efficient Markets},
+  journal = {American Economic Review},
+  year    = {1980},
+  volume  = {70},
+  number  = {3},
+  pages   = {393--408}
+}
+
+@article{BlumeEasley1982,
+  author  = {Blume, Lawrence E. and Easley, David},
+  title   = {Learning to be Rational},
+  journal = {Journal of Economic Theory},
+  year    = {1982},
+  volume  = {26},
+  number  = {2},
+  pages   = {340--351}
+}
+
+@article{Frydman1982,
+  author  = {Frydman, Roman},
+  title   = {Towards an Understanding of Market Processes: Individual Expectations, Learning, and Convergence to Rational Expectations Equilibrium},
+  journal = {American Economic Review},
+  year    = {1982},
+  volume  = {72},
+  number  = {4},
+  pages   = {652--668}
+}
+
+@article{Lewis1981,
+  author  = {Lewis, Karen K.},
+  title   = {An Introduction to the Theory of Rational Expectations under Asymmetric Information},
+  journal = {Review of Economic Studies},
+  year    = {1981},
+  volume  = {48},
+  number  = {4},
+  pages   = {541--560}
+}
+
+@article{Townsend1983b,
+  author  = {Townsend, Robert M.},
+  title   = {Forecasting the Forecasts of Others},
+  journal = {Journal of Political Economy},
+  year    = {1983},
+  volume  = {91},
+  number  = {4},
+  pages   = {546--588}
+}
+
+@article{Kobayashi1977,
+  author  = {Kobayashi, Tetsuya},
+  title   = {A Note on Fulfilled Expectations Equilibria},
+  journal = {Journal of Economic Theory},
+  year    = {1977},
+  volume  = {14},
+  number  = {1},
+  pages   = {32--43}
+}

lectures/_toc.yml

@@ -141,6 +141,7 @@ parts:
   - file: ge_arrow
   - file: harrison_kreps
   - file: morris_learn
+  - file: rational_learning_re
   - file: affine_risk_prices
   - file: ross_recovery
   - file: misspecified_recovery

lectures/rational_learning_re.bib

@@ -0,0 +1,160 @@
+% BibTeX references for rational_learning_re.md
+% References NOT already in quant-econ.bib
+
+@incollection{BrayKreps1987,
+  author    = {Bray, Margaret M. and Kreps, David M.},
+  title     = {Rational Learning and Rational Expectations},
+  booktitle = {Arrow and the Ascent of Modern Economic Theory},
+  editor    = {Feiwel, George R.},
+  publisher = {New York University Press},
+  address   = {New York},
+  year      = {1987},
+  pages     = {597--625},
+  note      = {Chapter 19}
+}
+
+@article{Bray1982,
+  author  = {Bray, Margaret M.},
+  title   = {Learning, Estimation, and the Stability of Rational Expectations},
+  journal = {Journal of Economic Theory},
+  year    = {1982},
+  volume  = {26},
+  number  = {2},
+  pages   = {318--339},
+  doi     = {10.1016/0022-0531(82)90028-X}
+}
+
+@article{BraySavin1984,
+  author  = {Bray, Margaret M. and Savin, N. E.},
+  title   = {Rational Expectations Equilibria, Learning and Model Specification},
+  journal = {Econometrica},
+  year    = {1986},
+  volume  = {54},
+  number  = {5},
+  pages   = {1129--1160},
+  doi     = {10.2307/1912325}
+}
+
+@article{Radner1979,
+  author  = {Radner, Roy},
+  title   = {Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices},
+  journal = {Econometrica},
+  year    = {1979},
+  volume  = {47},
+  number  = {3},
+  pages   = {655--678},
+  doi     = {10.2307/1910414}
+}
+
+@article{Jordan1982,
+  author  = {Jordan, James S.},
+  title   = {The Generic Existence of Rational Expectations Equilibrium in the Higher Dimensional Case},
+  journal = {Journal of Economic Theory},
+  year    = {1982},
+  volume  = {26},
+  number  = {2},
+  pages   = {224--243},
+  doi     = {10.1016/0022-0531(82)90021-7}
+}
+
+@article{Jordan1982b,
+  author  = {Jordan, James S.},
+  title   = {Admissible Market Data Structures: A Complete Characterization},
+  journal = {Journal of Economic Theory},
+  year    = {1982},
+  volume  = {28},
+  number  = {1},
+  pages   = {19--31},
+  doi     = {10.1016/0022-0531(82)90089-8}
+}
+
+@article{Admati1985,
+  author  = {Admati, Anat R.},
+  title   = {A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets},
+  journal = {Econometrica},
+  year    = {1985},
+  volume  = {53},
+  number  = {3},
+  pages   = {629--658},
+  doi     = {10.2307/1911659}
+}
+
+@article{GrossmanStiglitz1980,
+  author  = {Grossman, Sanford J. and Stiglitz, Joseph E.},
+  title   = {On the Impossibility of Informationally Efficient Markets},
+  journal = {American Economic Review},
+  year    = {1980},
+  volume  = {70},
+  number  = {3},
+  pages   = {393--408}
+}
+
+@article{GrossmanSonnenschein1982,
+  author  = {Grossman, Sanford J. and Sonnenschein, Hugo},
+  title   = {Notes on Expectations Equilibria in Bayesian Settings},
+  journal = {Working Paper},
+  year    = {1982}
+}
+
+@article{BlumeEasley1982,
+  author  = {Blume, Lawrence E. and Easley, David},
+  title   = {Learning to be Rational},
+  journal = {Journal of Economic Theory},
+  year    = {1982},
+  volume  = {26},
+  number  = {2},
+  pages   = {340--351},
+  doi     = {10.1016/0022-0531(82)90022-9}
+}
+
+@article{Frydman1982,
+  author  = {Frydman, Roman},
+  title   = {Towards an Understanding of Market Processes: Individual Expectations, Learning, and Convergence to Rational Expectations Equilibrium},
+  journal = {American Economic Review},
+  year    = {1982},
+  volume  = {72},
+  number  = {4},
+  pages   = {652--668}
+}
+
+@article{Lewis1981,
+  author  = {Lewis, Karen K.},
+  title   = {An Introduction to the Theory of Rational Expectations under Asymmetric Information},
+  journal = {Review of Economic Studies},
+  year    = {1981},
+  volume  = {48},
+  number  = {4},
+  pages   = {541--560},
+  doi     = {10.2307/2297169}
+}
+
+@article{Townsend1983,
+  author  = {Townsend, Robert M.},
+  title   = {Forecasting the Forecasts of Others},
+  journal = {Journal of Political Economy},
+  year    = {1983},
+  volume  = {91},
+  number  = {4},
+  pages   = {546--588},
+  doi     = {10.1086/261170}
+}
+
+@article{ArrowGreen1973,
+  author  = {Arrow, Kenneth J. and Green, Jerry R.},
+  title   = {Notes on Expectations Equilibria in Bayesian Settings},
+  journal = {Working Paper in Economics},
+  year    = {1973},
+  number  = {33},
+  institution = {Institute for Mathematical Studies in the Social Sciences, Stanford University}
+}
+
+@article{Kobayashi1977,
+  author  = {Kobayashi, Tetsuya},
+  title   = {A Note on Fulfilled Expectations Equilibria},
+  journal = {Journal of Economic Theory},
+  year    = {1977},
+  volume  = {14},
+  number  = {1},
+  pages   = {32--43},
+  doi     = {10.1016/0022-0531(77)90098-0}
+}