Now showing items 1-2 of 2

  • Sequential action and beliefs under partially observable DSGE environments 

    Kim, Seong-Hoon (2012) - Journal article
    This paper introduces a classification of DSGEs from a Markovian perspective, and positions the class of POMDP (Partially Observable Markov Decision Process) to the center of a generalization of linear rational expectations ...
  • Sequential action and beliefs under partially observable DSGE environments 

    Kim, Seong-Hoon (CDMA - CENTRE FOR DYNAMIC MACROECONOMIC ANALYSIS, 2011-12) - Working or discussion paper
    This paper introduces a classification of DSGEs from a Markovian perspective, and positions the class of POMDP (Partially Observable Markov Decision Process) to the center of a generalization of linear rational expectations ...