学习型预期与适应性学习算法研究

Adaptive Learning Expectation and the Research of Adaptive Learning Algorithm

辽宁石油化工大学经济管理学院,辽宁抚顺113001

School of Economics ＆ Management，Liaoning Shihua University，Fushun Liaoning 113001，China

关键词: 学习型预期, 适应性学习算法, 可变遗忘因子最小二乘算法

As an alternative to rational expectations, adaptive learning was widely used to build macroeconomic models. Adaptive learning could be assumed that economic agents like econometricians could use statistical or econometric models to form their own expectations. However, the accuracy of expectation was closely related to the adaptive learning algorithm. The adaptive learning literature was referred and disentangled, and based on least squares algorithm of a derived variable forgetting factor, the theoretical derivation of two common adaptive learning algorithms was proposed, in order to provide some reference for the future research.

辽宁省社会科学规划基金项目(L14BJY028)。

10.3969/j.issn.1672-6952.2016.05.016