Escaping Nash Inflation

S-Tier
Journal: Review of Economic Studies
Year: 2002
Volume: 69
Issue: 1
Pages: 1-40

Score contribution per author:

2.681 = (α=2.01 / 3 authors) × 4.0x S-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

An ordinary differential equation (ODE) gives the mean dynamics that govern the convergence to self-confirming equilibria of self-referential systems under discounted least squares learning. Another ODE governs escape dynamics that recurrently propel away from a selfconfirming equilibrium. In a model with a unique self-confirming equilibrium, the escape dynamics make the government discover too strong a version of the natural rate hypothesis. The escape route dynamics cause recurrent outcomes close to the Ramsey (commitment) inflation rate in a model with an adaptive government.“If an unlikely event occurs, it is very likely to occur in the most likly way.”Michael Harrison Copyright 2002, Wiley-Blackwell.

Technical Details

RePEc Handle
repec:oup:restud:v:69:y:2002:i:1:p:1-40
Journal Field
General
Author Count
3
Added to Database
2026-01-25