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Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance CeNDEF Working Papers Contact information of
Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance: http://www.fee.uva.nl/cendef/ More information through EDIRC
For technical questions regarding this series, please contact
(Cees C.G. Diks) Series handle: repec:ams:ndfwpp
2008 08-13 Managing the environment and the economy in the presence of hysteresis and irreversibility by Heijnen, P. & Wagener, F.O.O. [Downloadable!]
08-12 Optimal Diversity in Investments with Recombinant Innovation by Zeppini Rossi, P. & Bergh, J.C.J.M. van der [Downloadable!]
08-11 The Hartwick rule as a conservation law by Heijnen, P. [Downloadable!]
08-10 Out-of-sample comparison of copula specifications in multivariate density forecasts by Diks, C.G.H. & Dijk, D. van & Panchenko, V. [Downloadable!]
08-09 Markov-perfect Nash equilibria in models with a single capital stock (Revised version, August 2008) by Dockner, E.J. & Wagener, F.O.O. [Downloadable!]
08-08 Interest Rate Rules with Heterogeneous Expectations by Anufriev, M. & Assenza, T. & Hommes, C.H. & Massaro, D. [Downloadable!]
08-06 On the Leitmann equivalent problem approach by Wagener, F.O.O. [Downloadable!]
08-05 Complex evolutionary systems in behavioral finance by Hommes, C.H. & Wagener, F.O.O. [Downloadable!]
08-04 More hedging instruments may destabilize markets (Revised version, April 2008) by Brock, W.A. & Hommes, C.H. & Wagener, F.O.O. [Downloadable!]
08-03 Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails by Dijk, D. van & Diks, C.G.H. & Panchenko, V. [Downloadable!]
08-02 Sound taxation? On the use of self-declared value by Haan, M. A. & Heijnen, P. & Schoonbeek, L. & Toolsema, L. A. [Downloadable!]
08-01 Bifurcations of optimal vector fields in the shallow lake system by Kiseleva, T. & Wagener, F.O.O. [Downloadable!]
2007 07-16 Coalition Formation and Value Distribution in TU Games by Ramer, R.
07-15 Timing in Canonical Models of Duopoly by Ramer, R.
07-14 Asset Prices, Traders' Behavior, and Market Design by Anufriev, M. & Panchenko, V. [Downloadable!]
07-13 Heterogeneity and Aggregation in a Financial Accelerator Model by Assenza, T. & Delli Gatti, D. & Gallegati, M. [Downloadable!]
07-12 Anything goes with heterogeneous, but not with homogeneous oligopoly by Furth, D. [Downloadable!]
07-11 The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality by Bekiros, S. & Diks, C.G.H. [Downloadable!]
07-10 Wealth Selection in a Financial Market with Heterogeneous Agents by Anufriev, M. & Dindo, P.D.E. [Downloadable!]
07-09 The diffusion of differentiated waste disposal taxes in the Netherlands by Heijnen, P. [Downloadable!]
07-08 The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing by Bekiros, S. & Diks, C.G.H. [Downloadable!]
07-07 Complexity, Evolution and Learning: a simple story of heterogeneous expectations and some empirical and experimental validation by Hommes, C.H. [Downloadable!]
07-06 Evolution of Market Heuristics by Anufriev, M. & Hommes, C.H. [Downloadable!]
07-05 Borrowing Constraints, Multiple Equilibria and Monetary Policy by Assenza, T. [Downloadable!]
07-04 "Credit Cycle" in an OLG Economy with Money and Bequest by Agliari, A. & Assenza, T. & Delli Gatti, D. & Santoro, E. [Downloadable!]
07-03 On the probability of breakdown in participation games by Heijnen, P. [Downloadable!]
07-02 Informative advertising by an environmental group by Heijnen, P. [Downloadable!]
07-01 Bounded Rationality and Learning in Complex Markets by Hommes, C.H. [Downloadable!]
2006 06-17 Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models by Bekiros, S. & Georgoutsos, D. [Downloadable!]
06-16 Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network by Bekiros, S. & Georgoutsos, D. [Downloadable!]
06-15 E&F Chaos: a user friendly software package for nonlinear economic dynamics by Diks, C.G.H. & Hommes, C.H. & Panchenko, V. & Weide, R. van der [Downloadable!]
06-14 Rank-based entropy tests for serial independence by Diks, C.G.H. & Panchenko, V. [Downloadable!]
06-13 Wake me up before you GO-GARCH by Boswijk, H.P. & Weide, R. van der [Downloadable!]
06-12 More hedging instruments may destabilize markets by Brock, W.A. & Hommes, C.H. & Wagener, F.O.O. [Downloadable!]
06-11 Informational differences and learning in an asset market with boundedly rational agents by Diks, C.G.H. & Dindo, P.D.E. [Downloadable!]
06-10 A Behavioral Model for Participation Games with Negative Feedback by Dindo, P.D.E. & Tuinstra, J. [Downloadable!]
06-09 Quantifying the Scope for Efficiency Defense in Merger Control: The Werden-Froeb-Index by Goppelsroeder, M. & Schinkel, M.P. & Tuinstra, J. [Downloadable!]
06-08 Taxation on Agglomeration by Commendatore, P. & Kubin, I. [Downloadable!]
06-07 Markov-Perfect Nash Equilibria in Models With a Single Capital Stock by Dockner, E.J. & Wagener, F.O.O. [Downloadable!]
06-06 Semi-global analysis of periodic and quasi-periodic k:1 and k:2 resonances by Wagener, F.O.O. [Downloadable!]
06-05 Price Stability and Volatility in Markets with Positive and Negative Expectations Feedback: An Experimental Investigation by Heemeijer, P. & Hommes, C.H. & Sonnemans, J. & Tuinstra, J. [Downloadable!]
06-04 A weak bifurcation theory for discrete time stochastic dynamical systems by Diks, C.G.H. & Wagener, F.O.O. [Downloadable!]
06-03 Equilibrium Return and Agents' Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model by Anufriev, M. & Dindo, P.D.E. [Downloadable!]
06-02 Price and Wealth Dynamics in a Speculative Market with Generic Procedurally Rational Traders by Anufriev, M. & Bottazzi, G. [Downloadable!]
06-01 Interacting agents in finance, entry written for the New Palgrave Dictionary of Economics, Second Edition, edited by L. Blume and S. Durlauf, Palgrave Macmillan, forthcoming 2006 by Hommes, C.H. [Downloadable!]
2005 05-17 Wealth-Driven Competition in a Speculative Financial Market: Examples With Maximizing Agents by Anufriev, M. [Downloadable!]
05-16 A spatial separation model of a credit economy with optimistic and pessimistic quantity expectations by Hoog S. van der [Downloadable!]
05-15 Adaptive Rational Equilibrium with Forward Looking Agents, fortcoming in International Journal of Economic Theory (IJET) 2006, special issue in honor of Jean-Michel Grandmont by Brock, W.A. & Dindo, P.D.E. & Hommes, C.H. [Downloadable!]
05-14 Testing for Nonlinear Structure and Chaos in Economic Time Series: A Comment by Hommes, C.H. & Manzan, S. [Downloadable!]
05-13 Nonparametric Tests for Serial Independence Based on Quadratic Forms by Diks, C.G.H. & Panchenko, V. [Downloadable!]
05-12 Behavioral Heterogeneity in Stock Prices by Boswijk, H.P. & Hommes C.H. & Manzan, S. [Downloadable!]
05-11 Illinois Walls in alternative market structures by Schinkel, M.P. & Tuinstra, J. [Downloadable!]
05-10 Illinois Walls: How barring indirect purchaser suits facilitates collusion by Rüggeberg, J. & Schinkel, M.P. & Tuinstra, J. [Downloadable!]
05-09 Equivalence and bifurcations of finite order stochastic processes by Diks C.G.H. & Wagener, F.O.O. [Downloadable!]
05-08 On the size of the winning set in the presence of interest groups by Sadiraj, V. & Tuinstra, J. & Winden, F. van [Downloadable!]
05-07 Cost Sharing, Differential Games, and the Moulin-Shenker Rule by Koster, M. [Downloadable!]
05-06 Sharing Variable Returns of Cooperation by Koster, M. [Downloadable!]
05-05 A Multi-Step Forecast Density by Manzan, S. & Zerom, D. [Downloadable!]
05-04 On the Micro-Dynamics of a Cash-in-Advance Economy (revised version of WP 04-12) by Hoog S. van der [Downloadable!]
05-03 Heterogeneous Agent Models in Economics and Finance, In: Handbook of Computational Economics II: Agent-Based Computational Economics, edited by Leigh Tesfatsion and Ken Judd , Elsevier, Amsterdam 2006, pp.1109-1186 by Hommes, C.H., [Downloadable!]
05-02 A nonlinear structural model for volatility clustering by Gaunersdorfer, A. & Hommes, C.H., [Downloadable!]
05-01 Heterogeneous Agents Models: two simple examples, forthcoming In: Lines, M. (ed.) Nonlinear Dynamical Systems in Economics, CISM Courses and Lectures, Springer, 2005, pp.131-164 by Hommes, C.H., [Downloadable!]
2004 04-17 A tractable evolutionary model for the Minority Game with asymmetric payoffs by Dindo, P.D.E. [Downloadable!]
04-16 Goodness-of-fit test for copulas by Panchenko, V. [Downloadable!]
04-15 Forming price expectations in positive and negative feedback systems by Heemeijer, P. & Hommes, C.H. & Sonnemans, J. & Tuinstra, J. [Downloadable!]
04-14 A Dynamic Analysis of Moving Average Rules by Chiarella, C. & He, X.-Z. & Hommes, C.H. [Downloadable!]
04-13 Economic Dynamics, Contribution to the Encyclopedia of Nonlinear Science, Alwyn Scott (ed.), Routledge, 2004 by Hommes, C.H. [Downloadable!]
04-12 On the Micro-Dynamics of a Cash-in-Advance Economy (first version, see revised version WP 05-04) by Hoog, S. van der [Downloadable!]
04-11 A new statistic and practical guidelines for nonparametric Granger causality testing by Diks, C.G.H. & Panchenko, V. [Downloadable!]
04-10 A note on the Hiemstra-Jones test for Granger non-causality by Diks, C.G.H. & Panchenko, V. [Downloadable!]
04-09 Skiba points for small discount rates by Wagener, F.O.O. [Downloadable!]
04-08 A Computational Electoral Competition Model with Social Clustering and Endogenous Interest Groups as Information Brokers by Sadiraj, V. & Tuinstra, J. & Winden, F. van [Downloadable!]
04-07 Imperfect Competition Law Enforcement by Schinkel, M.P. & Tuinstra, J. [Downloadable!]
04-06 Interest Group Size Dynamics and Policymaking (extensive revised version of WP 01-03) by Sadiraj, V. & Tuinstra, J. & Winden, F. van [Downloadable!]
04-05 Introduction to the Journal of Economic Dynamics and Control special issue on Bounded Rationality, Heterogeneity and Market Dynamics by Kirman, A. & Tuinstra, J. [Downloadable!]
04-04 Forced Freebies: A Note on Partial Deregulation with Pro Bono Supply Requirements by Schinkel, M.P. & Tuinstra, J. [Downloadable!]
04-03 Illinois Walls by Schinkel, M.P. & Tuinstra, J. & Rueggeberg, J. [Downloadable!]
04-02 Coordination of Expectations in Asset Pricing Experiments (Version March 2004) by Hommes, C.H. & Sonnemans, J. & Tuinstra, J. & Velden, H. van de [Downloadable!]
2003 03-11 The dynamics of price dispersion, or Edgeworth variations by Cason, T. & Friedman, D. & Wagener, F.O.O. [Downloadable!]
03-10 Nonlocal onset of instability in an asset pricing model with heterogeneous agents by Gaunersdorfer, A. & Hommes, C.H. & Wagener, F.O.O. [Downloadable!]
03-09 Quasi-periodic response solutions at normal-internal resonances by Broer, H.W. & Hanssmann, H. & Jorba, A. & Villanueva, J. & Wagener, F.O.O.
03-08 Structural analysis of optimal investment for firms with non-concave production by Wagener, F.O.O. [Downloadable!]
03-07 On Learning Equilibria (Revised June 2003) by Tuinstra, J. & Wagener, F.O.O. [Downloadable!]
03-06 Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS by Diks, C.G.H. & Weide, R. van der [Downloadable!]
03-05 Heterogeneity as a natural source of randomness by Diks, C.G.H. & Weide, R. van der [Downloadable!]
03-04 Does eductive stability imply evolutionary stability? by Hommes, C.H. & Wagener, F.O.O. [Downloadable!]
03-03 Bifurcation Routes to Volatility Clustering under Evolutionary Learning by Gaunersdorfer, A. & Hommes, C.H. & Wagener, F.O.O. [Downloadable!]
03-02 Nonlinear Mean Reversion in Stock Prices by Manzan, S. [Downloadable!]
2002 02-14 Heterogeneous Expectations, Exchange Rate Dynamics and Predictability by Manzan, S. & Westerhoff, F. [Downloadable!]
02-13 Representativeness of News and Exchange Rate Dynamics by Manzan, S. & Westerhoff, F. [Downloadable!]
02-12 Model Selection for Nonlinear Time Series by Manzan, S. [Downloadable!]
02-11 Continuous Beliefs Dynamics by Diks, C.G.H. & Weide, R. van der [Downloadable!]
02-10 Evolutionary dynamics in markets with many trader types by Brock, W.A. & Hommes, C.H. & Wagener, F.O.O. [Downloadable!]
02-09 Detecting serial dependence in tail events: A test dual to BDS test by Diks, C.G.H. [Downloadable!]
02-08 A Robust Rational Route to in a Simple Asset Pricing Model (revised March 2004) by Hommes, C.H. & Huang, H. & Wang, D. [Downloadable!]
02-07 Coordination of Expectations in Asset Pricing Experiments (Revised June 2003) by Hommes, C.H. & Sonnemans, J. & Tuinstra, J. & Velden, H. van de [Downloadable!]
02-06 Learning in Coweb Experiments by Hommes, C.H. & Sonnemans, J. & Tuinstra, J. & Velden, H. van de [Downloadable!]
02-04 A Gevrey regular KAM theorem and the inverse approximation lemma by Wagener, F.O.O.
02-03 On the quasi-periodic d-fold degenerate bifurcation by Wagener, F.O.O.
02-02 Generalized Orthogonal GARCH. A Multivariate GARCH model by Weide, R. van der
02-01 Location of investors and capitical flight by Botman, D.P.J. & Diks, C.G.H.
2001 01-06 Modeling the stylized facts in finance through simple nonlinear adaptive systems by Hommes, C.H. [Downloadable!]
01-05 Heterogeneous beliefs and and routes to complez dynamics in asset pricing models with price contingent contracts by Brock, W.A. & Hommes, C.H. [Downloadable!]
01-04 Endogenous Fluctuations in the Demand of Education by Neugart, M. & Tuinstra, J.
01-03 A dynamic model of endogenous interest group sizes and policymaking by Sadiraj, V. & Tuinstra, J. & Winden, F. van [Downloadable!]
01-02 Tests for serial independence and linearity based on correlation integrals by Diks, C.G.H. & Manzan, S. [Downloadable!]
01-01 Evolutionary Dynamics in Financial Markets With Many Trader Types by Brock, W.A. & Hommes, C.H. & Wagener, F.O.O.
2000 00-11 Skiba Points and Heteroclinic Bifuration in the Shallow Lake System by Wagener, F.O.O.
00-10 Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models by Boswijk, H.P. & van Dijk, D. & Franses, P.H.
00-09 Testing for a Unit Root with Near-Integrated Volatility by Boswijk, H.P.
00-08 Dimension estimations, stock returns and volatility clustering by Diks, C.G.H.
00-07 Redundancies in the Earth's climatological time series by Diks, C.G.H. & Mudelsee, M.
00-06 Succes and Failure of Technical Trading Strategies in the Cocoa Futures Markets by Boswijk, H.P. & Griffioen, G.A.W. & Hommes, C.H.
00-05 Consistent Expectations Equilibria and Complex Dynamics in Renewable Resource Markets by Hommes, C.H. & Rosser, B.J., Jr.
00-04 Bifurcation Routes to Volatility Clustering by Gaunersdorfer, A. & Hommes, C.H. & Wagener, F.O.O.
00-02 A Nonlinear Structural Model for Volatility Clustering by Gaunersdorfer, A. & Hommes, C.H.
00-01 On the dynamics of interest group formation and endogenous policymaking by Sadiraj, V. & Tuinstra, J. & van Winden, F.
1999 99-08 Dynamical Behavior of Agent Models by Diks, C.G.H.
99-07 Expectation Driven Price Volatility in an Experimental Cobweb Economy by Hommes, C.H. & Sonnemans, J. & Tuinstra, J. & van de Velden, H.
99-06 The Instability of a Heterogeneous Cobweb economy: a Strategy Experiment on Expectation Formation by Sonnemans, J. & Hommes, C.H. & Tuinstra, J. & van de Velden, H. [Downloadable!]
99-05 Cobweb Dynamics under Bounded Rationality by Hommes, C.H.
99-04 Endogenous Fluctuations under Evolutionary Pressure in Cournot Competition by Droste, E. & Hommes, C.H. & Tuinstra, J.
99-03 Learning in Overlapping Generations Models by Tuinstra, J.
99-02 Consistent Testing for Serial Independence by Diks, C.G.H.
99-01 Complex Nonlinear Dynamics and Computational Methods by Dechert, W.D. & Hommes, C.H.
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This page was last updated on 2009-11-8.
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