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Learning can generate Long Memory

Our paper with Sophocles Mavroeidis just got published in the Journal of Econometrics, vol 198(1), 1-9. It is our second article on the dynamic properties of economic models where agents form expectations using learning. The first one was published in the Journal of Monetary Economics and we also have a third paper, still as a working paper which we recently submitted. All papers are available from my Research page. In the Journal of Econometrics article, we study learning dynamics in a prototypical representative-agent forward-looking model in which agents’ beliefs are updated using linear learning algorithms. We show that learning in this model can generate long memory endogenously, witho

25th annual symposium of the SNDE

The 25th annual symposium of the Society for Nonlinear Dynamics and Econometrics took place in Paris. Fredj Jawadi (University of Evry) and I co-chaired the program committee and organized it. The link to the conference website is here:

Stop à l'anarchie sur les réseaux sociaux ?

Le quotidien La Libre Belgique a fait paraître un dossier sur la révolution numérique dans lequel ils reproduisent -- entre autres -- un entretien que j'ai eu avec leurs journalistes, THIERRY BOUTTE & ERPICUM BAPTISTE. Le lien est sur :