Adaptive Learning in Macroeconomics

Adaptive learning computing toolbox

Toolbox accompanying the paper “Adaptive Learning in Practice”

The structure of the toolbox (as well as all the codes) is explained in detail in a manual accompanying the toolbox. While the main set of codes is written in a general way so that it can be used for any model satisfying standard reduced form models, we provide model specific codes for analysing all the examples presented in the paper titled "Adaptive Learning in Practice", by E. Carceles-Poveda and C. Giannitsarou. Full use of the toolbox requires Mathematica and Matlab (version 6.5 and above).

Learning Toolbox (.zip file) This version, September 2006  - check readme file for fixes and improvements

Manual for Learning Toolbox (.pdf file)

Toolbox extensions and generalisations

The following versions of the adaptive learning toolbox have been developed and are being maintained by D. Pfajfar (dp316@cam.ac.uk). The first extends the existing toolbox for univariate models to allow for an intercept in the reduced form models. The second works for some multivariate versions of the forward looking reduced form models that appeared originally in the paper. Both zip files contain their corresponding manuals in pdf format. The second zip file also contains a file describing the two multivariate examples.

Learning Toolbox Univariate (.zip file) This version, March 2007  

Learning Toolbox Multivariate (.zip file) This version, October 2007

When using the toolboxes, please quote the paper "Adaptive Learning in Practice", by E. Carceles-Poveda and C. Giannitsarou. Please report bugs and problems with the toolbox to E. Carceles-Poveda (ecarcelespov@notes.cc.sunysb.edu), or C. Giannitsarou (cg349@cam.ac.uk) or D. Pfajfar (dp316@cam.ac.uk).

Check this page regularly for fixes, patches and updates.