Jan Tuinstra
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Mikhail Anufriev & Aleksei Chernulich & Jan Tuinstra, 2020.
"Asset Price Volatility and Investment Horizons: An Experimental Investigation,"
Working Papers
20200053, New York University Abu Dhabi, Department of Social Science, revised Aug 2020.
- Anufriev, Mikhail & Chernulich, Aleksei & Tuinstra, Jan, 2022. "Asset price volatility and investment horizons: An experimental investigation," Journal of Economic Behavior & Organization, Elsevier, vol. 193(C), pages 19-48.
Cited by:
- Evans, George W. & Hommes, Cars & McGough, Bruce & Salle, Isabelle, 2022.
"Are long-horizon expectations (de-)stabilizing? Theory and experiments,"
Journal of Monetary Economics, Elsevier, vol. 132(C), pages 44-63.
- George Evans & Cars Hommes & Bruce McGough & Isabelle Salle, 2019. "Are Long-Horizon Expectations (De-)Stabilizing? Theory and Experiments," Staff Working Papers 19-27, Bank of Canada.
- Bansal, Avijit & Jacob, Joshy, 2022. "Impact of Price Path on Disposition Bias," Journal of Banking & Finance, Elsevier, vol. 143(C).
- Simone Alfarano & Eva Camacho-Cuena & Annarita Colasante & Alba Ruiz-Buforn, 2024.
"The effect of time-varying fundamentals in learning-to-forecast experiments,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 19(4), pages 619-647, October.
- Alfarano, Simone & Camacho-Cuena, Eva & Colasante, Annarita & Ruiz-Buforn, Alba, 2022. "The effect of time-varying fundamentals in Learning-to-Forecast Experiments," MPRA Paper 113086, University Library of Munich, Germany.
- Nobuyuki Hanaki & Yuta Takahashi, 2023. "An Experiment on a Multi-Period Beauty Contest Game," ISER Discussion Paper 1213r, Institute of Social and Economic Research, Osaka University, revised Jan 2024.
- Dávid Kopányi & Jean Paul Rabanal & Olga A. Rud & Jan Tuinstra, 2019.
"Can successful forecasters help stabilize asset prices in a learning to forecast experiment?,"
Working Papers
140, Peruvian Economic Association.
Cited by:
- Mikhail Anufriev & Aleksei Chernulich & Jan Tuinstra, 2020.
"Asset Price Volatility and Investment Horizons: An Experimental Investigation,"
Working Papers
20200053, New York University Abu Dhabi, Department of Social Science, revised Aug 2020.
- Anufriev, Mikhail & Chernulich, Aleksei & Tuinstra, Jan, 2022. "Asset price volatility and investment horizons: An experimental investigation," Journal of Economic Behavior & Organization, Elsevier, vol. 193(C), pages 19-48.
- Rholes, Ryan & Petersen, Luba, 2021. "Should central banks communicate uncertainty in their projections?," Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 320-341.
- Akin, Zafer, 2020.
"Asymmetric Guessing Games,"
MPRA Paper
103871, University Library of Munich, Germany.
- Zafer Akin, 2023. "Asymmetric guessing games," Theory and Decision, Springer, vol. 94(4), pages 637-676, May.
- Mikhail Anufriev & Aleksei Chernulich & Jan Tuinstra, 2020.
"Asset Price Volatility and Investment Horizons: An Experimental Investigation,"
Working Papers
20200053, New York University Abu Dhabi, Department of Social Science, revised Aug 2020.
- Mikhail Anufriev & Te Bao & Angela Sutan & Jan Tuinstra, 2018.
"Fee Structure and Mutual Fund Choice: An Experiment,"
Working Paper Series
45, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Anufriev, Mikhail & Bao, Te & Sutan, Angela & Tuinstra, Jan, 2019. "Fee structure and mutual fund choice: An experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 158(C), pages 449-474.
Cited by:
- Katarzyna Perez & £ukasz Szymczyk, 2022. "Actual rate of the management fee in mutual funds of different styles," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 17(4), pages 969-1014, December.
- Christopher P. Clifford & Jon A. Fulkerson & Russell Jame & Bradford D. Jordan, 2021. "Salience and Mutual Fund Investor Demand for Idiosyncratic Volatility," Management Science, INFORMS, vol. 67(8), pages 5234-5254, August.
- Gui, Zhengqing & Huang, Yangguang & Zhao, Xiaojian, 2021. "Whom to educate? Financial literacy and investor awareness," China Economic Review, Elsevier, vol. 67(C).
- Bao, Te & Corgnet, Brice & Hanaki, Nobuyuki & Riyanto, Yohanes E. & Zhu, Jiahua, 2023.
"Predicting the unpredictable: New experimental evidence on forecasting random walks,"
Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
- Te Bao & Brice Corgnet & Nobuyuki Hanaki & Yohanes E. Riyanto & Jiahua Zhu, 2022. "Predicting the unpredictable: New experimental evidence on forecasting random walks," ISER Discussion Paper 1181, Institute of Social and Economic Research, Osaka University.
- Te Bao & Brice Corgnet & Nobuyuki Hanaki & Yohanes E. Riyanto & Jiahua Zhu, 2023. "Predicting the unpredictable : New experimental evidence on forecasting random walks," Post-Print hal-04376053, HAL.
- Adriana Gabriela Breaban & Juan Carlos Matallín-Sáez & Iván Barreda-Tarrazona & Mª Rosario Balaguer-Franch, 2012. "The demand for structured products: an experimental approach," Working Papers 2012/15, Economics Department, Universitat Jaume I, Castellón (Spain).
- Duffy, John & Rabanal, Jean Paul & Rud, Olga A., 2021. "The impact of ETFs in secondary asset markets: Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 674-696.
- Adriana Breaban & Juan Carlos Matallín-Sáez & Iván Barreda-Tarrazona & Mª Rosario Balaguer-Franch, 2014. "Special Section: Experiments on Learning, Methods, and Voting," Pacific Economic Review, Wiley Blackwell, vol. 19(3), pages 332-354, August.
- Thorp, S. & Bateman, H. & Dobrescu, L.I. & Newell, B.R. & Ortmann, A., 2020. "Flicking the switch: Simplifying disclosure to improve retirement plan choices," Journal of Banking & Finance, Elsevier, vol. 121(C).
- Kopányi, Dávid & Rabanal, Jean Paul & Rud, Olga A. & Tuinstra, Jan, 2019. "Can competition between forecasters stabilize asset prices in learning to forecast experiments?," Journal of Economic Dynamics and Control, Elsevier, vol. 109(C).
- Breaban, A.G., 2014. "Behavior and asset markets : Individual decisions, emotions and fundamental value trajectories," Other publications TiSEM a20e6a40-f15e-4331-83cb-c, Tilburg University, School of Economics and Management.
- Aleksei Chernulich & John Horowitz & Jean Paul Rabanal & Olga Rud & Manizha Sharifova, 2023. "Entry and exit decisions under public and private information: an experiment," Experimental Economics, Springer;Economic Science Association, vol. 26(2), pages 339-356, April.
- Zhu, Jiahua & Bao, Te & Chia, Wai Mun, 2021. "Evolutionary selection of forecasting and quantity decision rules in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, vol. 182(C), pages 363-404.
- Anufriev, M. & Tuinstra, J. & Bao, T., 2013. "Fund Choice Behavior and Estimation of Switching Models: An Experiment," CeNDEF Working Papers 13-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Wang-Ly, Nathan & Bateman, Hazel & Dobrescu, Isabella & Newell, Ben R. & Thorp, Susan, 2022. "Defaults, disclosures, advice and calculators: One size does not fit all," Journal of Behavioral and Experimental Finance, Elsevier, vol. 35(C).
- Schmitt, Noemi & Tuinstra, Jan & Westerhoff, Frank, 2017.
"Stability and welfare effects of profit taxes within an evolutionary market interaction model,"
BERG Working Paper Series
122, Bamberg University, Bamberg Economic Research Group.
- Noemi Schmitt & Jan Tuinstra & Frank Westerhoff, 2018. "Stability and welfare effects of profit taxes within an evolutionary market interaction model," Review of International Economics, Wiley Blackwell, vol. 26(3), pages 691-708, August.
Cited by:
- March, Christoph & Sahm, Marco, 2019.
"The Perks of Being in the Smaller Team: Incentives in Overlapping Contests,"
VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy
203509, Verein für Socialpolitik / German Economic Association.
- Sahm, Marco & March, Christoph, 2021. "The Perks of Being in the Smaller Team: Incentives in Overlapping Contests," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242469, Verein für Socialpolitik / German Economic Association.
- March, Christoph & Sahm, Marco, 2019. "The perks of being in the smaller team: Incentives in overlapping contests," BERG Working Paper Series 155, Bamberg University, Bamberg Economic Research Group.
- Christoph March & Marco Sahm, 2019. "The Perks of Being in the Smaller Team: Incentives in Overlapping Contests," CESifo Working Paper Series 7994, CESifo.
- Arata, Yoshiyuki & Mundt, Philipp, 2019. "Topology and formation of production input interlinkages: Evidence from Japanese microdata," BERG Working Paper Series 152, Bamberg University, Bamberg Economic Research Group.
- Martin, Carolin & Westerhoff, Frank, 2018.
"Regulating speculative housing markets via public housing construction programs: Insights from a heterogeneous agent model,"
BERG Working Paper Series
135, Bamberg University, Bamberg Economic Research Group.
- Martin Carolin & Westerhoff Frank, 2019. "Regulating Speculative Housing Markets via Public Housing Construction Programs: Insights from a Heterogeneous Agent Model," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 239(4), pages 627-660, August.
- March, Christoph & Sahm, Marco, 2018.
"Contests as selection mechanisms: The impact of risk aversion,"
Journal of Economic Behavior & Organization, Elsevier, vol. 150(C), pages 114-131.
- Christoph March & Marco Sahm, 2017. "Contests as Selection Mechanisms: The Impact of Risk Aversion," CESifo Working Paper Series 6587, CESifo.
- March, Christoph & Sahm, Marco, 2017. "Contests as selection mechanisms: The impact of risk aversion," BERG Working Paper Series 127, Bamberg University, Bamberg Economic Research Group.
- Roberto Dieci & Noemi Schmitt & Frank Westerhoff, 2018.
"Steady states, stability and bifurcations in multi-asset market models,"
Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 41(2), pages 357-378, November.
- Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank, 2018. "Steady states, stability and bifurcations in multi-asset market models," BERG Working Paper Series 136, Bamberg University, Bamberg Economic Research Group.
- Hommes, Cars & Lustenhouwer, Joep & Mavromatis, Kostas, 2018.
"Fiscal consolidations and heterogeneous expectations,"
Journal of Economic Dynamics and Control, Elsevier, vol. 87(C), pages 173-205.
- Hommes, Cars H. & Lustenhouwer, Joep & Mavromatis, Kostas, 2017. "Fiscal consolidations and heterogeneous expectations," BERG Working Paper Series 132, Bamberg University, Bamberg Economic Research Group.
- Lustenhouwer, Joep & Mavromatis, Kostas, 2017. "Fiscal consolidations and finite planning horizons," BERG Working Paper Series 130, Bamberg University, Bamberg Economic Research Group.
- Mundt, Philipp & Oh, Ilfan, 2019. "Asymmetric competition, risk, and return distribution," BERG Working Paper Series 145, Bamberg University, Bamberg Economic Research Group.
- Valentin Marian ANTOHI & Monica Laura ZLATI, 2018. "The impact of profit taxation on the financial solvency of economic agents," Risk in Contemporary Economy, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, pages 43-55.
- Proaño, Christian R. & Lojak, Benjamin, 2020.
"Animal spirits, risk premia and monetary policy at the zero lower bound,"
Journal of Economic Behavior & Organization, Elsevier, vol. 171(C), pages 221-233.
- Christian R. Proaño & Benjamin Lojak, 2019. "Animal spirits, risk premia and monetary policy at the zero lower bound," CAMA Working Papers 2019-73, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Proaño Acosta, Christian & Lojak, Benjamin, 2019. "Animal spirits, risk premia and monetary policy at the zero lower bound," BERG Working Paper Series 148, Bamberg University, Bamberg Economic Research Group.
- Ingrid Kubin & Laura Gardini, 2022. "On the significance of borders: the emergence of endogenous dynamics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(1), pages 41-62, January.
- Hommes, Cars & Lustenhouwer, Joep, 2019.
"Managing unanchored, heterogeneous expectations and liquidity traps,"
Journal of Economic Dynamics and Control, Elsevier, vol. 101(C), pages 1-16.
- Hommes, Cars H. & Lustenhouwer, Joep, 2017. "Managing unanchored, heterogeneous expectations and liquidity traps," BERG Working Paper Series 131, Bamberg University, Bamberg Economic Research Group.
- Cars H. Hommes & Marius I. Ochea & Jan Tuinstra, 2016.
"Evolutionary Competition between Adjustment Processes in Cournot Oligopoly: Instability and Complex Dynamics,"
THEMA Working Papers
2016-03, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Cars H. Hommes & Marius I. Ochea & Jan Tuinstra, 2018. "Evolutionary Competition Between Adjustment Processes in Cournot Oligopoly: Instability and Complex Dynamics," Dynamic Games and Applications, Springer, vol. 8(4), pages 822-843, December.
Cited by:
- Tomáš Tichý & Davide Radi & Fabio Lamantia, 2022. "Hybrid evolutionary oligopolies and the dynamics of corporate social responsibility," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(1), pages 87-114, January.
- Wang, Chun & Pi, Jinxiu & Zhou, Die & Tang, Wei & Yang, Guanghui, 2023. "Dynamics of n-person Cournot games with asymmetric information and heterogeneous expectations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 618(C).
- Nikolaos Chrysanthopoulos & George P. Papavassilopoulos, 2021. "Adaptive rules for discrete-time Cournot games of high competition level markets," Operational Research, Springer, vol. 21(4), pages 2879-2906, December.
- Sarah Mignot & Fabio Tramontana & Frank Westerhoff, 2024.
"Complex dynamics in a nonlinear duopoly model with heuristic expectation formation and learning behavior,"
Annals of Operations Research, Springer, vol. 337(3), pages 809-834, June.
- Mignot, Sarah & Tramontana, Fabio & Westerhoff, Frank H., 2023. "Complex dynamics in a nonlinear duopoly model with heuristic expectation formation and learning behavior," BERG Working Paper Series 187, Bamberg University, Bamberg Economic Research Group.
- Anufriev, Mikhail & Kopányi, Dávid, 2018. "Oligopoly game: Price makers meet price takers," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 84-103.
- Pangallo, Marco & Farmer, J. Doyne & Sanders, James & Galla, Tobias, 2017. "A taxonomy of learning dynamics in 2 × 2 games," INET Oxford Working Papers 2017-06, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Daan Lindeman & Marius I. Ochea, 2018. "Imitation Dynamics in Oligopoly Games with Heterogeneous Players," THEMA Working Papers 2018-15, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Mikhail Anufriev & Davide Radi & Fabio Tramontana, 2018. "Some reflections on past and future of nonlinear dynamics in economics and finance," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 41(2), pages 91-118, November.
- Iannucci, Gianluca & Tampieri, Alessandro, 2023. "On the evolutionary interplay between environmental CSR and emission tax," Energy Economics, Elsevier, vol. 128(C).
- Marco Pangallo & James Sanders & Tobias Galla & Doyne Farmer, 2017.
"Towards a taxonomy of learning dynamics in 2 x 2 games,"
Papers
1701.09043, arXiv.org, revised Sep 2021.
- Pangallo, Marco & Sanders, James B.T. & Galla, Tobias & Farmer, J. Doyne, 2022. "Towards a taxonomy of learning dynamics in 2 × 2 games," Games and Economic Behavior, Elsevier, vol. 132(C), pages 1-21.
- Li, Bo & Liang, Houjun & Shi, Lian & He, Qizhi, 2022. "Complex dynamics of Kopel model with nonsymmetric response between oligopolists," Chaos, Solitons & Fractals, Elsevier, vol. 156(C).
- Akio Matsumoto & Ferenc Szidarovszky, 2020. "Delay Stability of n -Firm Cournot Oligopolies," Mathematics, MDPI, vol. 8(9), pages 1-19, September.
- Fabio Lamantia & Anghel Negriu & Jan Tuinstra, 2018. "Technology choice in an evolutionary oligopoly game," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 41(2), pages 335-356, November.
- Kopel, Michael & Lamantia, Fabio, 2018. "The persistence of social strategies under increasing competitive pressure," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 71-83.
- Davide Radi & Laura Gardini, 2023. "Ambiguity aversion as a route to randomness in a duopoly game," Papers 2311.11366, arXiv.org.
- Daan Lindeman & Marius I. Ochea, 2024. "Imitation Dynamics in Oligopoly Games with Heterogeneous Players," Games, MDPI, vol. 15(2), pages 1-26, February.
- Wang, Chun & Tang, Wei & Pi, Jinxiu, 2024. "The stability of dynamic n-person Cournot games with strategic adjustment costs," Chaos, Solitons & Fractals, Elsevier, vol. 179(C).
- Gian Italo Bischi & Fabio Lamantia, 2022. "Evolutionary oligopoly games with cooperative and aggressive behaviors," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(1), pages 3-27, January.
- Schmitt, Noemi & Tuinstra, Jan & Westerhoff, Frank, 2015.
"Side effects of nonlinear profit taxes in an evolutionary market entry model: abrupt changes, coexisting attractors and hysteresis problems,"
BERG Working Paper Series
103, Bamberg University, Bamberg Economic Research Group.
- Schmitt, Noemi & Tuinstra, Jan & Westerhoff, Frank, 2017. "Side effects of nonlinear profit taxes in an evolutionary market entry model: Abrupt changes, coexisting attractors and hysteresis problems," Journal of Economic Behavior & Organization, Elsevier, vol. 135(C), pages 15-38.
Cited by:
- Kubin, Ingrid & Zörner, Thomas O. & Gardini, Laura & Commendatore, Pasquale, 2019. "A credit cycle model with market sentiments," Structural Change and Economic Dynamics, Elsevier, vol. 50(C), pages 159-174.
- Herold, Florian & Kuzmics, Christoph, 2016.
"The evolution of taking roles,"
BERG Working Paper Series
115, Bamberg University, Bamberg Economic Research Group.
- Florian Herold & Christoph Kuzmics, 2017. "The evolution of taking roles," Graz Economics Papers 2017-09, University of Graz, Department of Economics.
- Herold, Florian & Kuzmics, Christoph, 2020. "The evolution of taking roles," Journal of Economic Behavior & Organization, Elsevier, vol. 174(C), pages 38-63.
- Martin, Carolin & Schmitt, Noemi & Westerhoff, Frank, 2019.
"Housing markets, expectation formation and interest rates,"
BERG Working Paper Series
142, Bamberg University, Bamberg Economic Research Group.
- Martin, Carolin & Schmitt, Noemi & Westerhoff, Frank, 2022. "Housing Markets, Expectation Formation And Interest Rates," Macroeconomic Dynamics, Cambridge University Press, vol. 26(2), pages 491-532, March.
- Noemi Schmitt & Jan Tuinstra & Frank Westerhoff, 2018.
"Stability and welfare effects of profit taxes within an evolutionary market interaction model,"
Review of International Economics, Wiley Blackwell, vol. 26(3), pages 691-708, August.
- Schmitt, Noemi & Tuinstra, Jan & Westerhoff, Frank, 2017. "Stability and welfare effects of profit taxes within an evolutionary market interaction model," BERG Working Paper Series 122, Bamberg University, Bamberg Economic Research Group.
- Martin, Carolin & Westerhoff, Frank, 2018.
"Regulating speculative housing markets via public housing construction programs: Insights from a heterogeneous agent model,"
BERG Working Paper Series
135, Bamberg University, Bamberg Economic Research Group.
- Martin Carolin & Westerhoff Frank, 2019. "Regulating Speculative Housing Markets via Public Housing Construction Programs: Insights from a Heterogeneous Agent Model," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 239(4), pages 627-660, August.
- Schmitt, Noemi & Westerhoff, Frank, 2015.
"Evolutionary competition and profit taxes: market stability versus tax burden,"
BERG Working Paper Series
104, Bamberg University, Bamberg Economic Research Group.
- Schmitt, Noemi & Westerhoff, Frank, 2018. "Evolutionary Competition And Profit Taxes: Market Stability Versus Tax Burden," Macroeconomic Dynamics, Cambridge University Press, vol. 22(8), pages 2007-2031, December.
- Bekiros, Stelios & Laarem, Guessas & Mou, Jun & Al-Barakati, Abdullah A. & Jahanshahi, Hadi, 2023. "Heterogeneous agent-based modeling of endogenous boom-bust cycles in financial markets with adaptive expectations and dynamically switching fractions between contrarian and fundamental market entry st," Chaos, Solitons & Fractals, Elsevier, vol. 170(C).
- March, Christoph & Sahm, Marco, 2018.
"Contests as selection mechanisms: The impact of risk aversion,"
Journal of Economic Behavior & Organization, Elsevier, vol. 150(C), pages 114-131.
- Christoph March & Marco Sahm, 2017. "Contests as Selection Mechanisms: The Impact of Risk Aversion," CESifo Working Paper Series 6587, CESifo.
- March, Christoph & Sahm, Marco, 2017. "Contests as selection mechanisms: The impact of risk aversion," BERG Working Paper Series 127, Bamberg University, Bamberg Economic Research Group.
- Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank H., 2018.
"Interactions between stock, bond and housing markets,"
BERG Working Paper Series
133, Bamberg University, Bamberg Economic Research Group.
- Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank, 2018. "Interactions between stock, bond and housing markets," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 43-70.
- Roberto Dieci & Noemi Schmitt & Frank Westerhoff, 2018.
"Steady states, stability and bifurcations in multi-asset market models,"
Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 41(2), pages 357-378, November.
- Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank, 2018. "Steady states, stability and bifurcations in multi-asset market models," BERG Working Paper Series 136, Bamberg University, Bamberg Economic Research Group.
- Hommes, Cars & Lustenhouwer, Joep & Mavromatis, Kostas, 2018.
"Fiscal consolidations and heterogeneous expectations,"
Journal of Economic Dynamics and Control, Elsevier, vol. 87(C), pages 173-205.
- Hommes, Cars H. & Lustenhouwer, Joep & Mavromatis, Kostas, 2017. "Fiscal consolidations and heterogeneous expectations," BERG Working Paper Series 132, Bamberg University, Bamberg Economic Research Group.
- Sarah Mignot & Fabio Tramontana & Frank Westerhoff, 2021.
"Speculative asset price dynamics and wealth taxes,"
Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 641-667, December.
- Mignot, Sarah & Tramontana, Fabio & Westerhoff, Frank H., 2021. "Speculative asset price dynamics and wealth taxes," BERG Working Paper Series 169, Bamberg University, Bamberg Economic Research Group.
- Nálepová, Veronika & Lampart, Marek, 2024. "Impact of windfall tax on market dynamics: A Cournot oligopoly model with exogenous shocks," Economic Modelling, Elsevier, vol. 137(C).
- Lustenhouwer, Joep & Mavromatis, Kostas, 2017. "Fiscal consolidations and finite planning horizons," BERG Working Paper Series 130, Bamberg University, Bamberg Economic Research Group.
- González-Díaz, Julio & Herold, Florian & Domínguez, Diego, 2016. "Strategic sequential voting," BERG Working Paper Series 113, Bamberg University, Bamberg Economic Research Group.
- Anufriev, Mikhail & Chernulich, Aleksei & Tuinstra, Jan, 2018. "A laboratory experiment on the heuristic switching model," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 21-42.
- Sahm, Marco, 2017. "Risk aversion and prudence in contests," BERG Working Paper Series 120, Bamberg University, Bamberg Economic Research Group.
- Noemi Schmitt & Frank Westerhoff, 2017.
"Herding behaviour and volatility clustering in financial markets,"
Quantitative Finance, Taylor & Francis Journals, vol. 17(8), pages 1187-1203, August.
- Schmitt, Noemi & Westerhoff, Frank, 2016. "Herding behavior and volatility clustering in financial markets," BERG Working Paper Series 107, Bamberg University, Bamberg Economic Research Group.
- Noemi Schmitt & Frank Westerhoff, 2022. "Speculative housing markets and rent control: insights from nonlinear economic dynamics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(1), pages 141-163, January.
- Dräger, Lena & Proaño, Christian R., 2015.
"Cross-border banking and business cycles in asymmetric currency unions,"
BERG Working Paper Series
105, Bamberg University, Bamberg Economic Research Group.
- Dräger, Lena & Proaño, Christian R., 2015. "Cross-border banking and business cycles in asymmetric currency unions," Discussion Papers 21/2015, Deutsche Bundesbank.
- Lena Dräger & Christian R. Proaño, 2015. "Cross-Border Banking and Business Cycles in Asymmetric Currency Unions," Macroeconomics and Finance Series 201501, University of Hamburg, Department of Socioeconomics.
- Lena Dräger & Christian Proaño, 2016. "Cross-Border Banking and Business Cycles in Asymmetric Currency Unions," IMK Working Paper 161-2016, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Dieci, Roberto & Mignot, Sarah & Schmitt, Noemi & Westerhoff, Frank H., 2022. "Production delays, supply distortions and endogenous price dynamics," BERG Working Paper Series 182, Bamberg University, Bamberg Economic Research Group.
- Lojak, Benjamin, 2016. "Sentiment-driven investment, non-linear corporate debt dynamics and co-existing business cycle regimes," BERG Working Paper Series 112, Bamberg University, Bamberg Economic Research Group.
- March, Christoph & Sahm, Marco, 2016.
"Asymmetric discouragement in asymmetric contests,"
BERG Working Paper Series
117, Bamberg University, Bamberg Economic Research Group.
- Christoph March & Marco Sahm, 2016. "Asymmetric Discouragement in Asymmetric Contests," CESifo Working Paper Series 6108, CESifo.
- March, Christoph & Sahm, Marco, 2017. "Asymmetric discouragement in asymmetric contests," Economics Letters, Elsevier, vol. 151(C), pages 23-27.
- Agliari, Anna & Naimzada, Ahmad & Pecora, Nicolò, 2018. "Boom-bust dynamics in a stock market participation model with heterogeneous traders," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 458-468.
- Ingrid Kubin & Laura Gardini, 2022. "On the significance of borders: the emergence of endogenous dynamics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(1), pages 41-62, January.
- Blaurock, Ivonne & Schmitt, Noemi & Westerhoff, Frank, 2018.
"Market entry waves and volatility outbursts in stock markets,"
Journal of Economic Behavior & Organization, Elsevier, vol. 153(C), pages 19-37.
- Blaurock, Ivonne & Schmitt, Noemi & Westerhoff, Frank, 2017. "Market entry waves and volatility outbursts in stock markets," BERG Working Paper Series 128, Bamberg University, Bamberg Economic Research Group.
- Hommes, Cars & Lustenhouwer, Joep, 2019.
"Managing unanchored, heterogeneous expectations and liquidity traps,"
Journal of Economic Dynamics and Control, Elsevier, vol. 101(C), pages 1-16.
- Hommes, Cars H. & Lustenhouwer, Joep, 2017. "Managing unanchored, heterogeneous expectations and liquidity traps," BERG Working Paper Series 131, Bamberg University, Bamberg Economic Research Group.
- Sahm, Marco, 2017. "Are sequential round-robin tournaments discriminatory?," BERG Working Paper Series 121, Bamberg University, Bamberg Economic Research Group.
- Proaño, Christian R. & Lojak, Benjamin, 2015. "Debt stabilization and macroeconomic volatility in monetary unions under heterogeneous sovereign risk perceptions," BERG Working Paper Series 106, Bamberg University, Bamberg Economic Research Group.
- Mikhail Anufriev & Te Bao & Angela Sutan & Jan Tuinstra, 2015.
"Fee structure, return chasing and mutual fund choice: an experiment,"
Working Paper Series
30, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
Cited by:
- Mikhail Anufriev & Te Bao & Jan Tuinstra, 2015.
"Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment,"
Working Paper Series
31, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Anufriev, Mikhail & Bao, Te & Tuinstra, Jan, 2016. "Microfoundations for switching behavior in heterogeneous agent models: An experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 129(C), pages 74-99.
- Anufriev, M. & Bao, T. & Tuinstra, J., 2015. "Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment," CeNDEF Working Papers 15-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Mikhail Anufriev & Te Bao & Jan Tuinstra, 2015.
"Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment,"
Working Paper Series
31, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Anufriev, M. & Bao, T. & Tuinstra, J., 2015.
"Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment,"
CeNDEF Working Papers
15-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Anufriev, Mikhail & Bao, Te & Tuinstra, Jan, 2016. "Microfoundations for switching behavior in heterogeneous agent models: An experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 129(C), pages 74-99.
- Mikhail Anufriev & Te Bao & Jan Tuinstra, 2015. "Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment," Working Paper Series 31, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
Cited by:
- Bao, Te & Hommes, Cars & Pei, Jiaoying, 2021. "Expectation formation in finance and macroeconomics: A review of new experimental evidence," Journal of Behavioral and Experimental Finance, Elsevier, vol. 32(C).
- Roberto Veneziani & Luca Zamparelli & Reiner Franke & Frank Westerhoff, 2017. "Taking Stock: A Rigorous Modelling Of Animal Spirits In Macroeconomics," Journal of Economic Surveys, Wiley Blackwell, vol. 31(5), pages 1152-1182, December.
- Giovanni Dosi & Andrea Roventini, 2019.
"More is Different ... and Complex! The Case for Agent-Based Macroeconomics,"
LEM Papers Series
2019/01, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giovanni Dosi & Andrea Roventini, 2019. "More is different ... and complex! the case for agent-based macroeconomics," Journal of Evolutionary Economics, Springer, vol. 29(1), pages 1-37, March.
- Bao, Te & Corgnet, Brice & Hanaki, Nobuyuki & Riyanto, Yohanes E. & Zhu, Jiahua, 2023.
"Predicting the unpredictable: New experimental evidence on forecasting random walks,"
Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
- Te Bao & Brice Corgnet & Nobuyuki Hanaki & Yohanes E. Riyanto & Jiahua Zhu, 2022. "Predicting the unpredictable: New experimental evidence on forecasting random walks," ISER Discussion Paper 1181, Institute of Social and Economic Research, Osaka University.
- Te Bao & Brice Corgnet & Nobuyuki Hanaki & Yohanes E. Riyanto & Jiahua Zhu, 2023. "Predicting the unpredictable : New experimental evidence on forecasting random walks," Post-Print hal-04376053, HAL.
- Yu Zhang & Weihong Huang, 2018. "Impact of strategy switching on wealth accumulation," Journal of Evolutionary Economics, Springer, vol. 28(4), pages 961-983, September.
- Giorgio Fagiolo & Mattia Guerini & Francesco Lamperti & Alessio Moneta & Andrea Roventini, 2017.
"Validation of Agent-Based Models in Economics and Finance,"
LEM Papers Series
2017/23, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giorgio Fagiolo & Mattia Guerini & Francesco Lamperti & Alessio Moneta & Andrea Roventini, 2019. "Validation of Agent-Based Models in Economics and Finance," SciencePo Working papers Main halshs-02375423, HAL.
- Giorgio Fagiolo & Mattia Guerini & Francesco Lamperti & Alessio Moneta & Andrea Roventini, 2019. "Validation of Agent-Based Models in Economics and Finance," Post-Print halshs-02375423, HAL.
- Galanis, Giorgos & Kollias, Iraklis & Leventidis, Ioanis & Lustenhouwer, Joep, 2022. "Generalizing Heterogeneous Dynamic Heuristic Selection," CRETA Online Discussion Paper Series 73, Centre for Research in Economic Theory and its Applications CRETA.
- Anufriev, Mikhail & Chernulich, Aleksei & Tuinstra, Jan, 2018. "A laboratory experiment on the heuristic switching model," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 21-42.
- Noemi Schmitt & Frank Westerhoff, 2022. "Speculative housing markets and rent control: insights from nonlinear economic dynamics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(1), pages 141-163, January.
- Mikhail Anufriev & Davide Radi & Fabio Tramontana, 2018. "Some reflections on past and future of nonlinear dynamics in economics and finance," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 41(2), pages 91-118, November.
- Schmitt, Noemi & Schwartz, Ivonne & Westerhoff, Frank H., 2020.
"Heterogeneous speculators and stock market dynamics: A simple agent-based computational model,"
BERG Working Paper Series
160, Bamberg University, Bamberg Economic Research Group.
- Noemi Schmitt & Ivonne Schwartz & Frank Westerhoff, 2022. "Heterogeneous speculators and stock market dynamics: a simple agent-based computational model," The European Journal of Finance, Taylor & Francis Journals, vol. 28(13-15), pages 1263-1282, October.
- Duffy, John & Rabanal, Jean Paul & Rud, Olga A., 2021. "The impact of ETFs in secondary asset markets: Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 674-696.
- Dieci, Roberto & Mignot, Sarah & Schmitt, Noemi & Westerhoff, Frank H., 2022. "Production delays, supply distortions and endogenous price dynamics," BERG Working Paper Series 182, Bamberg University, Bamberg Economic Research Group.
- Thorp, S. & Bateman, H. & Dobrescu, L.I. & Newell, B.R. & Ortmann, A., 2020. "Flicking the switch: Simplifying disclosure to improve retirement plan choices," Journal of Banking & Finance, Elsevier, vol. 121(C).
- Kukacka, Jiri & Sacht, Stephen, 2021.
"Estimation of Heuristic Switching in Behavioral Macroeconomic Models,"
Economics Working Papers
2021-01, Christian-Albrechts-University of Kiel, Department of Economics.
- Kukacka, Jiri & Sacht, Stephen, 2023. "Estimation of heuristic switching in behavioral macroeconomic models," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
- Chernulich, Aleksei, 2021. "Modelling reference dependence for repeated choices: A horse race between models of normalisation," Journal of Economic Psychology, Elsevier, vol. 87(C).
- Chernulich, Aleksei & Horowitz, John & Rabanal, Jean Paul & Rud, Olga A & Sharifova , Manizha, 2021. "Entry and exit decisions under public and private information: An experiment," UiS Working Papers in Economics and Finance 2021/3, University of Stavanger.
- Aleksei Chernulich & John Horowitz & Jean Paul Rabanal & Olga Rud & Manizha Sharifova, 2023. "Entry and exit decisions under public and private information: an experiment," Experimental Economics, Springer;Economic Science Association, vol. 26(2), pages 339-356, April.
- Mikhail Anufriev & Te Bao & Angela Sutan & Jan Tuinstra, 2018.
"Fee Structure and Mutual Fund Choice: An Experiment,"
Working Paper Series
45, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Anufriev, Mikhail & Bao, Te & Sutan, Angela & Tuinstra, Jan, 2019. "Fee structure and mutual fund choice: An experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 158(C), pages 449-474.
- Galanis, Giorgos & Kollias, Iraklis & Leventidis, Ioanis & Lustenhouwer, Joep, 2022. "Generalizing Heuristic Switching Models," Working Papers 0715, University of Heidelberg, Department of Economics.
- Anufriev, M. & Bao, Te & Sutin, Angelina R. & Tuinstra, Jan, 2015.
"Fee structure, return chasing and mutual fund choice,"
Research Report
15006-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
Cited by:
- Mikhail Anufriev & Te Bao & Jan Tuinstra, 2015.
"Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment,"
Working Paper Series
31, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Anufriev, Mikhail & Bao, Te & Tuinstra, Jan, 2016. "Microfoundations for switching behavior in heterogeneous agent models: An experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 129(C), pages 74-99.
- Anufriev, M. & Bao, T. & Tuinstra, J., 2015. "Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment," CeNDEF Working Papers 15-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Mikhail Anufriev & Te Bao & Jan Tuinstra, 2015.
"Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment,"
Working Paper Series
31, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Schinkel, M.P. & Tóth, L. & Tuinstra, J., 2014.
"Discretionary Authority and Prioritizing in Government Agencies,"
CeNDEF Working Papers
14-15, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Maarten Pieter Schinkel & Lukas Toth & Jan Tuinstra, 2015. "Discretionary Authority and Prioritizing in Government Agencies," Tinbergen Institute Discussion Papers 15-058/VII, Tinbergen Institute.
Cited by:
- Yannis Katsoulacos & Vasiliki Bageri, 2022. "Objectives and the Optimal Structure of Competition Authorities Revisited," Journal of Industry, Competition and Trade, Springer, vol. 22(1), pages 69-81, March.
- S. Avdasheva & S. Golovanova & Y. Katsoulacos, 2019. "Optimal Institutional Structure of Competition Authorities Under Reputation Maximization: A Model and Empirical Evidence from the Case of Russia," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 54(2), pages 251-282, March.
- Yannis Katsoulacos & Svetlana Avdasheva & Svetlana Golovanova, 2021. "Determinants of the (Slow) Development of Effect-Based Competition Enforcement: Testing the Impact of Judicial Review on the Choice of Legal Standards by Competition Authorities," Journal of Industry, Competition and Trade, Springer, vol. 21(1), pages 103-122, March.
- Veronika Nagy, 2018. "The Janus face of precarity – Securitisation of Roma mobility in the UK," Local Economy, London South Bank University, vol. 33(2), pages 127-146, March.
- Tuinstra, Jan & Wegener, Michael & Westerhoff, Frank, 2013.
"Positive welfare effects of trade barriers in a dynamic equilibrium model,"
BERG Working Paper Series
91, Bamberg University, Bamberg Economic Research Group.
Cited by:
- Herold, Florian & Kuzmics, Christoph, 2016.
"The evolution of taking roles,"
BERG Working Paper Series
115, Bamberg University, Bamberg Economic Research Group.
- Florian Herold & Christoph Kuzmics, 2017. "The evolution of taking roles," Graz Economics Papers 2017-09, University of Graz, Department of Economics.
- Herold, Florian & Kuzmics, Christoph, 2020. "The evolution of taking roles," Journal of Economic Behavior & Organization, Elsevier, vol. 174(C), pages 38-63.
- Meyer, Dietmar & Shera, Adela, 2015. "Remittances' impact on the labor supply and on the deficit of current account," BERG Working Paper Series 97, Bamberg University, Bamberg Economic Research Group.
- Schmitt, Noemi & Westerhoff, Frank, 2015.
"Evolutionary competition and profit taxes: market stability versus tax burden,"
BERG Working Paper Series
104, Bamberg University, Bamberg Economic Research Group.
- Schmitt, Noemi & Westerhoff, Frank, 2018. "Evolutionary Competition And Profit Taxes: Market Stability Versus Tax Burden," Macroeconomic Dynamics, Cambridge University Press, vol. 22(8), pages 2007-2031, December.
- Fatoke-Dato, Mafaïzath A., 2015.
"Impact of income shock on children's schooling and labor in a West African country,"
BERG Working Paper Series
102, Bamberg University, Bamberg Economic Research Group.
- Fatoke Dato, Mafaizath A., 2015. "Impact of income shock on children’s schooling and labor in a West African country," MPRA Paper 64317, University Library of Munich, Germany.
- González-Díaz, Julio & Herold, Florian & Domínguez, Diego, 2016. "Strategic sequential voting," BERG Working Paper Series 113, Bamberg University, Bamberg Economic Research Group.
- Bexheti, Abdylmenaf & Mustafi, Besime, 2015. "Impact of public funding of education on economic growth in Macedonia," BERG Working Paper Series 98, Bamberg University, Bamberg Economic Research Group.
- Sahm, Marco, 2017. "Risk aversion and prudence in contests," BERG Working Paper Series 120, Bamberg University, Bamberg Economic Research Group.
- Noemi Schmitt & Frank Westerhoff, 2017.
"Herding behaviour and volatility clustering in financial markets,"
Quantitative Finance, Taylor & Francis Journals, vol. 17(8), pages 1187-1203, August.
- Schmitt, Noemi & Westerhoff, Frank, 2016. "Herding behavior and volatility clustering in financial markets," BERG Working Paper Series 107, Bamberg University, Bamberg Economic Research Group.
- Dräger, Lena & Proaño, Christian R., 2015.
"Cross-border banking and business cycles in asymmetric currency unions,"
BERG Working Paper Series
105, Bamberg University, Bamberg Economic Research Group.
- Dräger, Lena & Proaño, Christian R., 2015. "Cross-border banking and business cycles in asymmetric currency unions," Discussion Papers 21/2015, Deutsche Bundesbank.
- Lena Dräger & Christian R. Proaño, 2015. "Cross-Border Banking and Business Cycles in Asymmetric Currency Unions," Macroeconomics and Finance Series 201501, University of Hamburg, Department of Socioeconomics.
- Lena Dräger & Christian Proaño, 2016. "Cross-Border Banking and Business Cycles in Asymmetric Currency Unions," IMK Working Paper 161-2016, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Lojak, Benjamin, 2016. "Sentiment-driven investment, non-linear corporate debt dynamics and co-existing business cycle regimes," BERG Working Paper Series 112, Bamberg University, Bamberg Economic Research Group.
- Schmitt, Noemi & Tuinstra, Jan & Westerhoff, Frank, 2015.
"Side effects of nonlinear profit taxes in an evolutionary market entry model: abrupt changes, coexisting attractors and hysteresis problems,"
BERG Working Paper Series
103, Bamberg University, Bamberg Economic Research Group.
- Schmitt, Noemi & Tuinstra, Jan & Westerhoff, Frank, 2017. "Side effects of nonlinear profit taxes in an evolutionary market entry model: Abrupt changes, coexisting attractors and hysteresis problems," Journal of Economic Behavior & Organization, Elsevier, vol. 135(C), pages 15-38.
- March, Christoph & Sahm, Marco, 2016.
"Asymmetric discouragement in asymmetric contests,"
BERG Working Paper Series
117, Bamberg University, Bamberg Economic Research Group.
- Christoph March & Marco Sahm, 2016. "Asymmetric Discouragement in Asymmetric Contests," CESifo Working Paper Series 6108, CESifo.
- March, Christoph & Sahm, Marco, 2017. "Asymmetric discouragement in asymmetric contests," Economics Letters, Elsevier, vol. 151(C), pages 23-27.
- Fatoke-Dato, Mafaïzath A., 2015. "Impact of an educational demand-and-supply policy on girls' education in West Africa: Heterogeneity in income, school environment and ethnicity," BERG Working Paper Series 101, Bamberg University, Bamberg Economic Research Group.
- Sahm, Marco, 2017. "Are sequential round-robin tournaments discriminatory?," BERG Working Paper Series 121, Bamberg University, Bamberg Economic Research Group.
- Proaño, Christian R. & Lojak, Benjamin, 2015. "Debt stabilization and macroeconomic volatility in monetary unions under heterogeneous sovereign risk perceptions," BERG Working Paper Series 106, Bamberg University, Bamberg Economic Research Group.
- Sahm, Marco, 2016. "Advance-purchase financing of projects with few buyers," BERG Working Paper Series 118, Bamberg University, Bamberg Economic Research Group.
- Herold, Florian & Kuzmics, Christoph, 2016.
"The evolution of taking roles,"
BERG Working Paper Series
115, Bamberg University, Bamberg Economic Research Group.
- Anufriev, M. & Tuinstra, J. & Bao, T., 2013.
"Fund Choice Behavior and Estimation of Switching Models: An Experiment,"
CeNDEF Working Papers
13-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
Cited by:
- Mikhail Anufriev & D?�vid Kop?�nyiz & Jan Tuinstra, 2013.
"Learning Cycles in Bertrand Competition with Differentiated Commodities and Competing Learning Rules,"
Working Paper Series
8, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Anufriev, M. & Tuinstra, J. & Kopányi, D., 2012. "Learning Cycles in Bertrand Competition with Differentiated Commodities and Competing Learning Rules," CeNDEF Working Papers 12-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Anufriev, Mikhail & Kopányi, Dávid & Tuinstra, Jan, 2013. "Learning cycles in Bertrand competition with differentiated commodities and competing learning rules," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2562-2581.
- Schmitt, Noemi & Westerhoff, Frank, 2015.
"Managing rational routes to randomness,"
Journal of Economic Behavior & Organization, Elsevier, vol. 116(C), pages 157-173.
- Schmitt, Noemi & Westerhoff, Frank, 2015. "Managing rational routes to randomness," BERG Working Paper Series 96, Bamberg University, Bamberg Economic Research Group.
- Mikhail Anufriev & D?�vid Kop?�nyiz & Jan Tuinstra, 2013.
"Learning Cycles in Bertrand Competition with Differentiated Commodities and Competing Learning Rules,"
Working Paper Series
8, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Sonnemans, J. & Tuinstra, J. & Linde, J., 2013.
"Strategies and Evolution in the Minority Game: A Multi- Round Strategy Experiment,"
CeNDEF Working Papers
13-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Linde, Jona & Sonnemans, Joep & Tuinstra, Jan, 2014. "Strategies and evolution in the minority game: A multi-round strategy experiment," Games and Economic Behavior, Elsevier, vol. 86(C), pages 77-95.
- Jona Linde & Joep Sonnemans & Jan Tuinstra, 2013. "Strategies and Evolution in the Minority Game: A Multi- Round Strategy Experiment," Tinbergen Institute Discussion Papers 13-043/I, Tinbergen Institute.
Cited by:
- Collins, Sean M. & James, Duncan & Servátka, Maroš & Vadovič, Radovan, 2021.
"Attainment of equilibrium via Marshallian path adjustment: Queueing and buyer determinism,"
Games and Economic Behavior, Elsevier, vol. 125(C), pages 94-106.
- Collins, Sean M. & James, Duncan & Servátka, Maroš & Vadovič, Radovan, 2020. "Attainment of Equilibrium via Marshallian Path Adjustment: Queueing and Buyer Determinism," MPRA Paper 104444, University Library of Munich, Germany.
- Jørgen Vitting Andersen & Philippe de Peretti, 2018. "New method to detect convergence in simple multi-period market games with infinite large strategy spaces," Post-Print halshs-01960900, HAL.
- Jørgen Vitting Andersen & Philippe de Peretti, 2017. "New method to detect convergence in simple multi-period market games," Documents de travail du Centre d'Economie de la Sorbonne 17058, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Pietro Guarnieri & Lorenzo Spadoni, 2024. "Norms and anti-coordination: elicitation and priming in an El Farol Bar Game experiment," Discussion Papers 2024/303, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
- J{o}rgen Vitting Andersen & Philippe de Peretti, 2020. "Heuristics in experiments with infinitely large strategy spaces," Papers 2005.02337, arXiv.org.
- Linde, Jona & Gietl, Daniel & Sonnemans, Joep & Tuinstra, Jan, 2023. "The effect of quantity and quality of information in strategy tournaments," Journal of Economic Behavior & Organization, Elsevier, vol. 211(C), pages 305-323.
- Jørgen Vitting Andersen & Philippe de Peretti, 2018. "New method to detect convergence in simple multi-period market games with infinite large strategy spaces," Documents de travail du Centre d'Economie de la Sorbonne 18038, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Jørgen Vitting Andersen & Philippe de Peretti, 2017. "New method to detect convergence in simple multi-period market games," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01673331, HAL.
- Andersen, Jørgen Vitting & de Peretti, Philippe, 2021. "Heuristics in experiments with infinitely large strategy spaces," Journal of Business Research, Elsevier, vol. 129(C), pages 612-620.
- Jørgen Vitting Andersen & Philippe de Peretti, 2020. "Heuristics in experiments with infinitely large strategy spaces," Post-Print hal-02435934, HAL.
- Takashi Yamada & Nobuyuki Hanaki, 2015.
"An Experiment on Lowest Unique Integer Games,"
GREDEG Working Papers
2015-34, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Yamada, Takashi & Hanaki, Nobuyuki, 2016. "An experiment on Lowest Unique Integer Games," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 463(C), pages 88-102.
- Takashi Yamada & Nobuyuki Hanaki, 2016. "An Experiment on Lowest Unique Integer Games," Post-Print halshs-01204814, HAL.
- Collins, Sean M. & James, Duncan & Servátka, Maroš & Vadovič, Radovan, 2020. "Attainment of Equilibrium: Marshallian Path Adjustment and Buyer Determinism," MPRA Paper 104103, University Library of Munich, Germany.
- Jørgen Vitting Andersen & Philippe de Peretti, 2017. "New method to detect convergence in simple multi-period market games," Post-Print halshs-01673331, HAL.
- Chen, Daniel L. & Schonger, Martin, 2016.
"A Theory of Experiments: Invariance of Equilibrium to the Strategy Method of Elicitation and Implications for Social Preferences,"
IAST Working Papers
16-54, Institute for Advanced Study in Toulouse (IAST), revised Feb 2020.
- Chen, Daniel L. & Schonger, Martin, 2016. "A Theory of Experiments: Invariance of Equilibrium to the Strategy Method of Elicitation and Implications for Social Preferences," TSE Working Papers 16-724, Toulouse School of Economics (TSE), revised Feb 2020.
- Daniel L. Chen & Martin Schonger, 2023. "Invariance of equilibrium to the strategy method I: theory," Post-Print hal-04550734, HAL.
- Jørgen Vitting Andersen & Philippe de Peretti, 2018. "New method to detect convergence in simple multi-period market games with infinite large strategy spaces," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01960900, HAL.
- Jørgen Vitting Andersen & Philippe de Peretti, 2020. "Heuristics in experiments with infinitely large strategy spaces," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02435934, HAL.
- Christopher K. Hsee & Ying Zeng & Xilin Li & Alex Imas, 2021. "Bounded Rationality in Strategic Decisions: Undershooting in a Resource Pool-Choice Dilemma," Management Science, INFORMS, vol. 67(10), pages 6553-6567, October.
- Anufriev, M. & Tuinstra, J., 2013.
"The impact of short-selling constraints on financial market stability in a heterogeneous agents model,"
CeNDEF Working Papers
13-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Anufriev, Mikhail & Tuinstra, Jan, 2013. "The impact of short-selling constraints on financial market stability in a heterogeneous agents model," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1523-1543.
- Mikhail Anufriev & Jan Tuinstra, 2013. "The Impact of Short-Selling Constraints on Financial Market Stability in a Heterogeneous Agents Model," Working Paper Series 3, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
Cited by:
- Guillaume Coqueret, 2017. "Empirical properties of a heterogeneous agent model in large dimensions," Post-Print hal-02312186, HAL.
- Hui Ying Sng & Yang Zhang & Huanhuan Zheng, 2020. "Margin trade, short sales and financial stability," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(3), pages 673-702, July.
- Liu, Hao & Zhang, Qun, 2021. "Firm age and realized idiosyncratic return volatility in China: The role of short-sales constraints," International Review of Financial Analysis, Elsevier, vol. 75(C).
- Mikhail Anufriev & Te Bao & Jan Tuinstra, 2015.
"Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment,"
Working Paper Series
31, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Anufriev, Mikhail & Bao, Te & Tuinstra, Jan, 2016. "Microfoundations for switching behavior in heterogeneous agent models: An experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 129(C), pages 74-99.
- Anufriev, M. & Bao, T. & Tuinstra, J., 2015. "Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment," CeNDEF Working Papers 15-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Bolt, W. & Demertzis, D. & Diks, C.G.H. & Van der Leij, M.J., 2014.
"Identifying Booms and Busts in House Prices under Heterogeneous Expectations,"
CeNDEF Working Papers
14-13, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Bolt, Wilko & Demertzis, Maria & Diks, Cees & Hommes, Cars & Leij, Marco van der, 2019. "Identifying booms and busts in house prices under heterogeneous expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 103(C), pages 234-259.
- Wilko Bolt & Maria Demertzis & Cees Diks & Cars Hommes & Marco van der Leij, 2014. "Identifying Booms and Busts in House Prices under Heterogeneous Expectations," European Economy - Economic Papers 2008 - 2015 540, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Wilko Bolt & Maria Demertzis & Cees Diks & Cars Hommes & Marco van der Leij, 2014. "Identifying Booms and Busts in House Prices under Heterogeneous Expectations," Tinbergen Institute Discussion Papers 14-157/II, Tinbergen Institute.
- Te Bao & Cars Hommes & Tomasz Makarewicz, 2017.
"Bubble Formation and (In)Efficient Markets in Learning‐to‐forecast and optimise Experiments,"
Economic Journal, Royal Economic Society, vol. 127(605), pages 581-609, October.
- Te Bao & Cars Hommes & Tomasz Makarewicz, 2015. "Bubble Formation and (In)Efficient Markets in Learning-to-Forecast and -optimise Experiments," Tinbergen Institute Discussion Papers 15-107/II, Tinbergen Institute.
- Bao, T. & Hommes, C.H. & Makarewicz, T.A., 2014. "Bubble Formation and (In)efficient Markets in Learning-to-Forecast and -Optimize Experiments," CeNDEF Working Papers 14-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Sarah Mignot & Fabio Tramontana & Frank Westerhoff, 2021.
"Speculative asset price dynamics and wealth taxes,"
Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 641-667, December.
- Mignot, Sarah & Tramontana, Fabio & Westerhoff, Frank H., 2021. "Speculative asset price dynamics and wealth taxes," BERG Working Paper Series 169, Bamberg University, Bamberg Economic Research Group.
- Schmitt, Noemi & Westerhoff, Frank, 2017.
"On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations,"
BERG Working Paper Series
119, Bamberg University, Bamberg Economic Research Group.
- Schmitt, Noemi & Westerhoff, Frank, 2017. "On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations," Journal of Economic Dynamics and Control, Elsevier, vol. 80(C), pages 34-53.
- Grosche, Stephanie & Heckelei, Thomas, 2014. "Price dynamics and financialization effects in corn futures markets with heterogeneous traders," Discussion Papers 172077, University of Bonn, Institute for Food and Resource Economics.
- Chakrabarty, Anindya & De, Anupam & Gunasekaran, Angappa & Dubey, Rameshwar, 2015. "Investment horizon heterogeneity and wavelet: Overview and further research directions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 429(C), pages 45-61.
- Guillaume Coqueret, 2017. "Empirical properties of a heterogeneous agent model in large dimensions," Post-Print hal-02000726, HAL.
- Mignot, Sarah & Pellizzari, Paolo & Westerhoff, Frank H., 2024. "Fake news and asset price dynamics," BERG Working Paper Series 192, Bamberg University, Bamberg Economic Research Group.
- Coqueret, Guillaume, 2017. "Empirical properties of a heterogeneous agent model in large dimensions," Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 180-201.
- Anufriev, Mikhail & Chernulich, Aleksei & Tuinstra, Jan, 2018. "A laboratory experiment on the heuristic switching model," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 21-42.
- Anindya Chakrabarty & Anupam De & Gautam Bandyopadhyay, 2016. "Horizon heterogeneity, institutional constraint and managerial myopia: a multi-frequency perspective on ELSS," International Journal of Business Excellence, Inderscience Enterprises Ltd, vol. 9(1), pages 18-47.
- Mikhail Anufriev & Davide Radi & Fabio Tramontana, 2018. "Some reflections on past and future of nonlinear dynamics in economics and finance," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 41(2), pages 91-118, November.
- Cars Hommes & Mario He & Sebastian Poledna & Melissa Siqueira & Yang Zhang, 2022. "CANVAS: A Canadian Behavioral Agent-Based Model," Staff Working Papers 22-51, Bank of Canada.
- Schmitt, Noemi, 2018. "Heterogeneous expectations and asset price dynamics," BERG Working Paper Series 134, Bamberg University, Bamberg Economic Research Group.
- Tong, Jun & Hu, Jiaqiao & Hu, Jianqiang, 2017. "Computing equilibrium prices for a capital asset pricing model with heterogeneous beliefs and margin-requirement constraints," European Journal of Operational Research, Elsevier, vol. 256(1), pages 24-34.
- Liu, Jingzhen, 2019. "Impacts of lagged returns on the risk-return relationship of Chinese aggregate stock market: Evidence from different data frequencies," Research in International Business and Finance, Elsevier, vol. 48(C), pages 243-257.
- Schmitt, Noemi & Westerhoff, Frank, 2015.
"Managing rational routes to randomness,"
Journal of Economic Behavior & Organization, Elsevier, vol. 116(C), pages 157-173.
- Schmitt, Noemi & Westerhoff, Frank, 2015. "Managing rational routes to randomness," BERG Working Paper Series 96, Bamberg University, Bamberg Economic Research Group.
- in ׳t Veld, Daan, 2016. "Adverse effects of leverage and short-selling constraints in a financial market model with heterogeneous agents," Journal of Economic Dynamics and Control, Elsevier, vol. 69(C), pages 45-67.
- Roberto Dieci & Xue-Zhong He, 2018. "Heterogeneous Agent Models in Finance," Research Paper Series 389, Quantitative Finance Research Centre, University of Technology, Sydney.
- Gao, Yan & Gao, Yao, 2015. "Statistical properties of short-selling and margin-trading activities and their impacts on returns in the Chinese stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 438(C), pages 293-307.
- Xuan Zhou & Honggang Li, 2019. "Buying on Margin and Short Selling in an Artificial Double Auction Market," Computational Economics, Springer;Society for Computational Economics, vol. 54(4), pages 1473-1489, December.
- Dercole, Fabio & Radi, Davide, 2020. "Does the “uptick rule” stabilize the stock market? Insights from adaptive rational equilibrium dynamics," Chaos, Solitons & Fractals, Elsevier, vol. 130(C).
- Dieci, Roberto & Gardini, Laura & Westerhoff, Frank, 2022. "On the destabilizing nature of capital gains taxes," International Review of Financial Analysis, Elsevier, vol. 83(C).
- Guillaume Coqueret, 2016. "Empirical properties of a heterogeneous agent model in large dimensions," Post-Print hal-02088097, HAL.
- Anufriev, M. & Tuinstra, J. & Kopányi, D., 2012.
"Learning Cycles in Bertrand Competition with Differentiated Commodities and Competing Learning Rules,"
CeNDEF Working Papers
12-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Anufriev, Mikhail & Kopányi, Dávid & Tuinstra, Jan, 2013. "Learning cycles in Bertrand competition with differentiated commodities and competing learning rules," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2562-2581.
- Mikhail Anufriev & D?�vid Kop?�nyiz & Jan Tuinstra, 2013. "Learning Cycles in Bertrand Competition with Differentiated Commodities and Competing Learning Rules," Working Paper Series 8, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
Cited by:
- Makarewicz, Tomasz, 2021. "Traders, forecasters and financial instability: A model of individual learning of anchor-and-adjustment heuristics," Journal of Economic Behavior & Organization, Elsevier, vol. 190(C), pages 626-673.
- David Kopanyi, 2015.
"The Coexistence of Stable Equilibria under Least Squares Learning,"
Discussion Papers
2015-10, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
- Kopányi, Dávid, 2017. "The coexistence of stable equilibria under least squares learning," Journal of Economic Behavior & Organization, Elsevier, vol. 141(C), pages 277-300.
- Cars H. Hommes & Marius I. Ochea & Jan Tuinstra, 2018.
"Evolutionary Competition Between Adjustment Processes in Cournot Oligopoly: Instability and Complex Dynamics,"
Dynamic Games and Applications, Springer, vol. 8(4), pages 822-843, December.
- Cars H. Hommes & Marius I. Ochea & Jan Tuinstra, 2016. "Evolutionary Competition between Adjustment Processes in Cournot Oligopoly: Instability and Complex Dynamics," THEMA Working Papers 2016-03, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Jialu Li & Meiying Yang & Wei Xing & Xuan Zhao, 2018. "Information Acquisition Behavior: An Evolutionary Game Theory Perspective," Dynamic Games and Applications, Springer, vol. 8(2), pages 434-455, June.
- Fausto Cavalli & Ahmad Naimzada & Marina Pireddu, 2015. "Effects of Size, Composition, and Evolutionary Pressure in Heterogeneous Cournot Oligopolies with Best Response Decisional Mechanisms," Discrete Dynamics in Nature and Society, Hindawi, vol. 2015, pages 1-17, May.
- Davide Radi, 2017. "Walrasian versus Cournot behavior in an oligopoly of boundedly rational firms," Journal of Evolutionary Economics, Springer, vol. 27(5), pages 933-961, November.
- Ruben Geer & Arnoud V. Boer & Christopher Bayliss & Christine S. M. Currie & Andria Ellina & Malte Esders & Alwin Haensel & Xiao Lei & Kyle D. S. Maclean & Antonio Martinez-Sykora & Asbjørn Nilsen Ris, 2019. "Dynamic pricing and learning with competition: insights from the dynamic pricing challenge at the 2017 INFORMS RM & pricing conference," Journal of Revenue and Pricing Management, Palgrave Macmillan, vol. 18(3), pages 185-203, June.
- Sarah Mignot & Fabio Tramontana & Frank Westerhoff, 2024.
"Complex dynamics in a nonlinear duopoly model with heuristic expectation formation and learning behavior,"
Annals of Operations Research, Springer, vol. 337(3), pages 809-834, June.
- Mignot, Sarah & Tramontana, Fabio & Westerhoff, Frank H., 2023. "Complex dynamics in a nonlinear duopoly model with heuristic expectation formation and learning behavior," BERG Working Paper Series 187, Bamberg University, Bamberg Economic Research Group.
- Anufriev, Mikhail & Kopányi, Dávid, 2018. "Oligopoly game: Price makers meet price takers," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 84-103.
- David Kopanyi & Anita Kopanyi-Peuker, 2015. "Endogenous information disclosure in experimental oligopolies," Discussion Papers 2015-11, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
- Ruben van de Geer & Arnoud V. den Boer & Christopher Bayliss & Christine Currie & Andria Ellina & Malte Esders & Alwin Haensel & Xiao Lei & Kyle D. S. Maclean & Antonio Martinez-Sykora & Asbj{o}rn Nil, 2018. "Dynamic Pricing and Learning with Competition: Insights from the Dynamic Pricing Challenge at the 2017 INFORMS RM & Pricing Conference," Papers 1804.03219, arXiv.org.
- Gian Italo Bischi & Fabio Lamantia & Davide Radi, 2018. "Evolutionary oligopoly games with heterogeneous adaptive players," Chapters, in: Luis C. Corchón & Marco A. Marini (ed.), Handbook of Game Theory and Industrial Organization, Volume I, chapter 12, pages 343-370, Edward Elgar Publishing.
- Makarewicz, Tomasz, 2019. "Traders, forecasters and financial instability: A model of individual learning of anchor-and-adjustment heuristics," BERG Working Paper Series 141, Bamberg University, Bamberg Economic Research Group.
- Bischi, Gian Italo & Lamantia, Fabio & Radi, Davide, 2015. "An evolutionary Cournot model with limited market knowledge," Journal of Economic Behavior & Organization, Elsevier, vol. 116(C), pages 219-238.
- Ahmed, E. & Elsadany, A.A. & Puu, Tonu, 2015. "On Bertrand duopoly game with differentiated goods," Applied Mathematics and Computation, Elsevier, vol. 251(C), pages 169-179.
- Torsten J. Gerpott & Jan Berends, 2022. "Competitive pricing on online markets: a literature review," Journal of Revenue and Pricing Management, Palgrave Macmillan, vol. 21(6), pages 596-622, December.
- Cavalli, Fausto & Naimzada, Ahmad & Pireddu, Marina, 2015. "Heterogeneity and the (de)stabilizing role of rationality," Chaos, Solitons & Fractals, Elsevier, vol. 79(C), pages 226-244.
- Natalya Yu. Yaroshevich, 2020. "Production differentiation in the industrial markets for mechanical engineering: Supply factors," Upravlenets, Ural State University of Economics, vol. 11(5), pages 47-57, November.
- Cerboni Baiardi, Lorenzo & Lamantia, Fabio & Radi, Davide, 2015. "Evolutionary competition between boundedly rational behavioral rules in oligopoly games," Chaos, Solitons & Fractals, Elsevier, vol. 79(C), pages 204-225.
- In `t Veld, D. & Tuinstra, J., 2012.
"Market-Induced Rationalization and Welfare Enhancing Cartels,"
CeNDEF Working Papers
12-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Tuinstra Jan & in ’t Veld Daan L., 2014. "Market-Induced Rationalization and Welfare-Enhancing Cartels," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 14(1), pages 189-202, January.
Cited by:
- Neelanjan Sen & Urvashi Tandon & Rajit Biswas, 2024. "Collusion under product differentiation," Journal of Economics, Springer, vol. 142(1), pages 1-43, June.
- Koert Buiren & Daan in ‘t Veld & Janneke Voort, 2019. "State Aid and Competition: Application of a Social Welfare Criterion to State Aid," Journal of Industry, Competition and Trade, Springer, vol. 19(3), pages 389-411, September.
- Hommes, C.H. & Ochea, M. & Tuinstra, J., 2011.
"On the stability of the Cournot equilibrium: An evolutionary approach,"
CeNDEF Working Papers
11-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
Cited by:
- Jialu Li & Meiying Yang & Wei Xing & Xuan Zhao, 2018. "Information Acquisition Behavior: An Evolutionary Game Theory Perspective," Dynamic Games and Applications, Springer, vol. 8(2), pages 434-455, June.
- Kopel, Michael & Lamantia, Fabio & Szidarovszky, Ferenc, 2014. "Evolutionary competition in a mixed market with socially concerned firms," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 394-409.
- Fabio Lamantia & Mario Pezzino, 2014.
"Evolutionary efficacy of a Pay for Performance scheme with motivated agents,"
Economics Discussion Paper Series
1408, Economics, The University of Manchester.
- Lamantia, Fabio & Pezzino, Mario, 2016. "Evolutionary efficacy of a Pay for Performance scheme with motivated agents," Journal of Economic Behavior & Organization, Elsevier, vol. 125(C), pages 107-119.
- Gian Italo Bischi & Fabio Lamantia & Davide Radi, 2018. "Evolutionary oligopoly games with heterogeneous adaptive players," Chapters, in: Luis C. Corchón & Marco A. Marini (ed.), Handbook of Game Theory and Industrial Organization, Volume I, chapter 12, pages 343-370, Edward Elgar Publishing.
- Domenico De Giovanni & Fabio Lamantia, 2017. "Evolutionary dynamics of a duopoly game with strategic delegation and isoelastic demand," Journal of Evolutionary Economics, Springer, vol. 27(5), pages 877-903, November.
- Bischi, Gian Italo & Lamantia, Fabio & Radi, Davide, 2015. "An evolutionary Cournot model with limited market knowledge," Journal of Economic Behavior & Organization, Elsevier, vol. 116(C), pages 219-238.
- Cavalli, Fausto & Naimzada, Ahmad & Pireddu, Marina, 2015. "Heterogeneity and the (de)stabilizing role of rationality," Chaos, Solitons & Fractals, Elsevier, vol. 79(C), pages 226-244.
- Cerboni Baiardi, Lorenzo & Lamantia, Fabio & Radi, Davide, 2015. "Evolutionary competition between boundedly rational behavioral rules in oligopoly games," Chaos, Solitons & Fractals, Elsevier, vol. 79(C), pages 204-225.
- Lamantia, F. & Negriu, A. & Tuinstra, J., 2016. "Evolutionary Cournot competition with endogenous technology choice: (in)stability and optimal policy," CeNDEF Working Papers 16-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Domenico De Giovanni & Fabio Lamantia, 2016. "Control delegation, information and beliefs in evolutionary oligopolies," Journal of Evolutionary Economics, Springer, vol. 26(5), pages 1089-1116, December.
- Vjollca Sadiraj & Jan Tuinstra & Frans Van Winden, 2010.
"Identification of Voters with Interest Groups Improves the Electoral Chances of the Challenger,"
CESifo Working Paper Series
3014, CESifo.
- Sadiraj, Vjollca & Tuinstra, Jan & van Winden, Frans, 2010. "Identification of voters with interest groups improves the electoral chances of the challenger," Mathematical Social Sciences, Elsevier, vol. 60(3), pages 210-216, November.
- Vjollca Sadiraj & Jan Tuinstra & Frans van Winden, 2009. "Identification of Voters with Interest Groups improves the Electoral Chances of the Challenger," Tinbergen Institute Discussion Papers 09-095/1, Tinbergen Institute.
- Vjollca Sadiraj & Jan Tuinstra & Frans van Winden, 2010. "Identification of Voters with Interest Groups Improves the Electoral Chances of the Challenger," Experimental Economics Center Working Paper Series 2010-05, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University.
Cited by:
- Tuinstra, Jan & Wegener, Michael & Westerhoff, Frank, 2013. "Positive welfare effects of trade barriers in a dynamic equilibrium model," BERG Working Paper Series 91, Bamberg University, Bamberg Economic Research Group.
- Tuinstra, Jan & Wegener, Michael & Westerhoff, Frank, 2014. "Positive welfare effects of trade barriers in a dynamic partial equilibrium model," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 246-264.
- Ganesh Manjhi & Meeta Keswani Mehra, "undated".
"A Dynamic Analysis of Special Interest Politics and Electoral Competition,"
Centre for International Trade and Development, Jawaharlal Nehru University, New Delhi Discussion Papers
18-03, Centre for International Trade and Development, Jawaharlal Nehru University, New Delhi, India.
- Ganesh Manjhi & Meeta Keswani Mehra, 2019. "A Dynamic Analysis of Special Interest Politics and Electoral Competition," Dynamic Games and Applications, Springer, vol. 9(1), pages 142-164, March.
- Manjhi, Ganesh & Mehra, Meeta Keswani, 2017. "Dynamics of the Economics of Special Interest Politics," Working Papers 17/206, National Institute of Public Finance and Policy.
- Anufriev, M. & Tuinstra, J., 2010.
"The impact of short-selling constraints on financial market stability in a model with heterogeneous agents,"
CeNDEF Working Papers
10-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
Cited by:
- Buss, Adrian, 2013. "Capital controls and international financial stability: a dynamic general equilibrium analysis in incomplete markets," Working Paper Series 1578, European Central Bank.
- Westerhoff, Frank & Franke, Reiner, 2012. "Agent-based models for economic policy design: Two illustrative examples," BERG Working Paper Series 88, Bamberg University, Bamberg Economic Research Group.
- Dindo, P.D.E. & Tuinstra, J., 2010.
"A class of evolutionary model for participation games with negative feedback,"
CeNDEF Working Papers
10-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Pietro Dindo & Jan Tuinstra, 2011. "A Class of Evolutionary Models for Participation Games with Negative Feedback," Computational Economics, Springer;Society for Computational Economics, vol. 37(3), pages 267-300, March.
- Pietro Dindo & Jan Tuinstra, 2010. "A class of evolutionary models for participation games with negative feedback," LEM Papers Series 2010/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
Cited by:
- Franke, Reiner, 2014. "Aggregate sentiment dynamics: A canonical modelling approach and its pleasant nonlinearities," Structural Change and Economic Dynamics, Elsevier, vol. 31(C), pages 64-72.
- Noemi Schmitt & Jan Tuinstra & Frank Westerhoff, 2018.
"Stability and welfare effects of profit taxes within an evolutionary market interaction model,"
Review of International Economics, Wiley Blackwell, vol. 26(3), pages 691-708, August.
- Schmitt, Noemi & Tuinstra, Jan & Westerhoff, Frank, 2017. "Stability and welfare effects of profit taxes within an evolutionary market interaction model," BERG Working Paper Series 122, Bamberg University, Bamberg Economic Research Group.
- Cars H. Hommes & Marius I. Ochea & Jan Tuinstra, 2018.
"Evolutionary Competition Between Adjustment Processes in Cournot Oligopoly: Instability and Complex Dynamics,"
Dynamic Games and Applications, Springer, vol. 8(4), pages 822-843, December.
- Cars H. Hommes & Marius I. Ochea & Jan Tuinstra, 2016. "Evolutionary Competition between Adjustment Processes in Cournot Oligopoly: Instability and Complex Dynamics," THEMA Working Papers 2016-03, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Jorge Peña & Georg Nöldeke, 2023.
"Cooperative Dilemmas with Binary Actions and Multiple Players,"
Dynamic Games and Applications, Springer, vol. 13(4), pages 1156-1193, December.
- Jorge Peña & Georg Nöldeke, 2023. "Cooperative Dilemmas with Binary Actions and Multiple Players," Post-Print hal-04237273, HAL.
- Peña, Jorge & Nöldeke, Georg, 2023. "Cooperative dilemmas with binary actions and multiple players," IAST Working Papers 23-153, Institute for Advanced Study in Toulouse (IAST).
- Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank H., 2018.
"Interactions between stock, bond and housing markets,"
BERG Working Paper Series
133, Bamberg University, Bamberg Economic Research Group.
- Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank, 2018. "Interactions between stock, bond and housing markets," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 43-70.
- Roberto Dieci & Noemi Schmitt & Frank Westerhoff, 2018.
"Steady states, stability and bifurcations in multi-asset market models,"
Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 41(2), pages 357-378, November.
- Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank, 2018. "Steady states, stability and bifurcations in multi-asset market models," BERG Working Paper Series 136, Bamberg University, Bamberg Economic Research Group.
- Anufriev, Mikhail & Chernulich, Aleksei & Tuinstra, Jan, 2018. "A laboratory experiment on the heuristic switching model," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 21-42.
- Noemi Schmitt & Frank Westerhoff, 2022. "Speculative housing markets and rent control: insights from nonlinear economic dynamics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(1), pages 141-163, January.
- Tuinstra, Jan & Wegener, Michael & Westerhoff, Frank, 2014. "Positive welfare effects of trade barriers in a dynamic partial equilibrium model," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 246-264.
- Youqing Lv & Guojian Ma & Juan Ding, 2022. "Evolutionary Game Analysis of Medical Waste Disposal in China under Different Reward and Penalty Models," Sustainability, MDPI, vol. 14(8), pages 1-19, April.
- Dieci, Roberto & Mignot, Sarah & Schmitt, Noemi & Westerhoff, Frank H., 2022. "Production delays, supply distortions and endogenous price dynamics," BERG Working Paper Series 182, Bamberg University, Bamberg Economic Research Group.
- Matros, Alexander, 2012. "Altruistic versus egoistic behavior in a Public Good game," Journal of Economic Dynamics and Control, Elsevier, vol. 36(4), pages 642-656.
- Schmitt, Noemi & Tuinstra, Jan & Westerhoff, Frank, 2015.
"Side effects of nonlinear profit taxes in an evolutionary market entry model: abrupt changes, coexisting attractors and hysteresis problems,"
BERG Working Paper Series
103, Bamberg University, Bamberg Economic Research Group.
- Schmitt, Noemi & Tuinstra, Jan & Westerhoff, Frank, 2017. "Side effects of nonlinear profit taxes in an evolutionary market entry model: Abrupt changes, coexisting attractors and hysteresis problems," Journal of Economic Behavior & Organization, Elsevier, vol. 135(C), pages 15-38.
- Fabio Lamantia & Anghel Negriu & Jan Tuinstra, 2018. "Technology choice in an evolutionary oligopoly game," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 41(2), pages 335-356, November.
- Blaurock, Ivonne & Schmitt, Noemi & Westerhoff, Frank, 2018.
"Market entry waves and volatility outbursts in stock markets,"
Journal of Economic Behavior & Organization, Elsevier, vol. 153(C), pages 19-37.
- Blaurock, Ivonne & Schmitt, Noemi & Westerhoff, Frank, 2017. "Market entry waves and volatility outbursts in stock markets," BERG Working Paper Series 128, Bamberg University, Bamberg Economic Research Group.
- Lamantia, F. & Negriu, A. & Tuinstra, J., 2016. "Evolutionary Cournot competition with endogenous technology choice: (in)stability and optimal policy," CeNDEF Working Papers 16-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Bao, T. & Hommes, C.H. & Sonnemans, J. & Tuinstra, J., 2010.
"Individual Expectations, Limited Rationality and Aggregate Outcomes,"
CeNDEF Working Papers
10-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Bao, Te & Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan, 2012. "Individual expectations, limited rationality and aggregate outcomes," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1101-1120.
- Te Bao & Cars Hommes & Joep Sonnemans & Jan Tuinstra, 2012. "Individual Expectations, Limited Rationality and Aggregate Outcomes," Tinbergen Institute Discussion Papers 12-016/1, Tinbergen Institute.
Cited by:
- Te Bao & John Duffy & Cars Hommes, 2012.
"Learning, Forecasting and Optimizing: An Experimental Study,"
Tinbergen Institute Discussion Papers
12-015/1, Tinbergen Institute.
- Bao, T. & Duffy, J. & Hommes, C.H., 2011. "Learning, Forecasting and Optimizing: an Experimental Study," CeNDEF Working Papers 11-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Bao, Te & Duffy, John & Hommes, Cars, 2013. "Learning, forecasting and optimizing: An experimental study," European Economic Review, Elsevier, vol. 61(C), pages 186-204.
- Shinichi Hirota & Juergen Huber & Thomas Stock & Shyam Sunder, 2018.
"Speculation and Price Indeterminacy in Financial Markets: An Experimental Study,"
Cowles Foundation Discussion Papers
2134, Cowles Foundation for Research in Economics, Yale University.
- Shinichi Hirota & Juergen Huber & Thomas Stock & Shyam Sunder, 2018. "Speculation and Price Indeterminacy in Financial Markets: An Experimental Study," Cowles Foundation Discussion Papers 2134R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2020.
- Eizo Akiyama & Nobuyuki Hanaki & Ryuichiro Ishikawa, 2013.
"How Do Experienced Traders Respond to Inflows of Inexperienced Traders? An Experimental Analysis,"
AMSE Working Papers
1359, Aix-Marseille School of Economics, France, revised 18 Dec 2013.
- Akiyama, Eizo & Hanaki, Nobuyuki & Ishikawa, Ryuichiro, 2014. "How do experienced traders respond to inflows of inexperienced traders? An experimental analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 1-18.
- Eizo Akiyama & Nobuyuki Hanaki & Ryuichiro Ishikawa, 2013. "How Do Experienced Traders Respond to Inflows of Inexperienced Traders? An Experimental Analysis," Working Papers halshs-00920413, HAL.
- Eizo Akiyama & Nobuyuki Hanaki & Ryuichiro Ishikawa, 2014. "How do experienced traders respond to inflows of inexperienced traders? An experimental analysis," Post-Print hal-01463903, HAL.
- Hommes, C.H., 2013.
"Reflexivity, Expectations Feedback and Almost Self-fulfilling Equilibria: Economic Theory, Empirical Evidence and Laboratory Experiments,"
CeNDEF Working Papers
13-19, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Cars Hommes, 2013. "Reflexivity, Expectations Feedback and almost Self-fulfilling Equilibria: Economic Theory, Empirical Evidence and Laboratory Experiments," Tinbergen Institute Discussion Papers 13-206/II, Tinbergen Institute.
- Cars Hommes, 2013. "Reflexivity, expectations feedback and almost self-fulfilling equilibria: economic theory, empirical evidence and laboratory experiments," Journal of Economic Methodology, Taylor & Francis Journals, vol. 20(4), pages 406-419, December.
- Bao, Te & Hommes, Cars, 2019. "When speculators meet suppliers: Positive versus negative feedback in experimental housing markets," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
- Bao, Te & Hommes, Cars & Pei, Jiaoying, 2021. "Expectation formation in finance and macroeconomics: A review of new experimental evidence," Journal of Behavioral and Experimental Finance, Elsevier, vol. 32(C).
- Evans, George & Gibbs, Christopher & McGough, Bruce, 2021. "A Unified Model of Learning to Forecast," Working Papers 2021-10, University of Sydney, School of Economics.
- Holmen, Martin & Kirchler, Michael & Kleinlercher, Daniel, 2014.
"Do option-like incentives induce overvaluation? Evidence from experimental asset markets,"
Journal of Economic Dynamics and Control, Elsevier, vol. 40(C), pages 179-194.
- Holmén, Martin & Kirchler, Michael & Kleinlercher, Daniel, 2012. "Do Option-like Incentives Induce Overvaluation? Evidence from Experimental Asset Markets," Working Papers in Economics 540, University of Gothenburg, Department of Economics, revised 21 Nov 2012.
- Makarewicz, Tomasz, 2021. "Traders, forecasters and financial instability: A model of individual learning of anchor-and-adjustment heuristics," Journal of Economic Behavior & Organization, Elsevier, vol. 190(C), pages 626-673.
- Camille Cornand & Frank Heinemann, 2018.
"Monetary Policy obeying the Taylor Principle Turns Prices into Strategic Substitutes,"
Working Papers
1805, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Cornand, Camille & Heinemann, Frank, 2022. "Monetary policy obeying the Taylor principle turns prices into strategic substitutes," Journal of Economic Behavior & Organization, Elsevier, vol. 200(C), pages 1357-1371.
- Cornand, Camille & Heinemann, Frank, 2018. "Monetary Policy Obeying the Taylor Principle Turns Prices Into Strategic Substitutes," Rationality and Competition Discussion Paper Series 90, CRC TRR 190 Rationality and Competition.
- Camille Cornand & Frank Heinemann, 2022. "Monetary policy obeying the Taylor principle turns prices into strategic substitutes," Post-Print halshs-02354324, HAL.
- Camille Cornand & Frank Heinemann, 2018. "Monetary Policy obeying the Taylor Principle Turns Prices into Strategic Substitutes," Working Papers halshs-01759692, HAL.
- Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena, 2020.
"Heuristic Switching Model and Exploration-Exploitation Algorithm to Describe Long-Run Expectations in LtFEs: a Comparison,"
Computational Economics, Springer;Society for Computational Economics, vol. 56(3), pages 623-658, October.
- Colasante, Annarita & Alfarano, Simone & Camacho-Cuena, Eva, 2019. "Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: a comparison," MPRA Paper 92391, University Library of Munich, Germany.
- Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena, 2019. "Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: A comparison," Working Papers 2019/02, Economics Department, Universitat Jaume I, Castellón (Spain).
- Nobuyuki Hanaki & Angela Sutan & Marc Willinger, 2016.
"The strategic environment effect in beauty contest games,"
Working Papers
halshs-01294915, HAL.
- Nobuyuki Hanaki & Yukio Koriyama & Angela Sutan & Marc Willinger, 2019. "The strategic environment effect in beauty contest games," Post-Print halshs-01929113, HAL.
- Nobuyuki Hanaki & Yukio Koriyama & Angela Sutan & Marc Willinger, 2018. "The strategic environment effect in beauty contest games," Working Papers hal-01954922, HAL.
- Nobuyuki Hanaki & Yukio Koriyama & Angela Sutan & Marc Willinger, 2018. "The strategic environment effect in beauty contest games," CEE-M Working Papers hal-01954922, CEE-M, Universtiy of Montpellier, CNRS, INRA, Montpellier SupAgro.
- Hanaki, Nobuyuki & Koriyama, Yukio & Sutan, Angela & Willinger, Marc, 2019. "The strategic environment effect in beauty contest games," Games and Economic Behavior, Elsevier, vol. 113(C), pages 587-610.
- Nobuyuki Hanaki & Angela Sutan & Marc Willnger, 2016. "The strategic environment effect in beauty contest games," Working Papers 03-16, LAMETA, Universtiy of Montpellier.
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Research in Experimental Economics, in: Experiments in Macroeconomics, volume 17, pages 11-70,
Emerald Group Publishing Limited.
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"Managing Self-organization of Expectations through Monetary Policy: a Macro Experiment,"
CeNDEF Working Papers
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"Bubble Formation and (In)Efficient Markets in Learning‐to‐forecast and optimise Experiments,"
Economic Journal, Royal Economic Society, vol. 127(605), pages 581-609, October.
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"Path dependent coordination of expectations in asset pricing experiments: A behavioral explanation,"
Journal of Economic Behavior & Organization, Elsevier, vol. 121(C), pages 15-28.
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- Mikhail Anufriev & Frieder Neunhoeffer & Jan Tuinstra, 2024. "Time pressure reduces financial bubbles: Evidence from a forecasting experiment," Working Papers REM 2024/0351, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
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"Individual Expectations and Aggregate Macro Behavior,"
Tinbergen Institute Discussion Papers
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"Inflation Expectations and Monetary Policy Design: Evidence from the Laboratory,"
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- Jiaoying Pei, 2024. "Reference Model Based Learning in Expectation Formation: Experimental Evidence," Papers 2404.08908, arXiv.org, revised May 2024.
- Cars Hommes & Domenico Massaro & Matthias Weber, 2015.
"Monetary Policy under Behavioral Expectations: Theory and Experiment,"
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- Hommes, Cars & Massaro, Domenico & Weber, Matthias, 2019. "Monetary policy under behavioral expectations: Theory and experiment," European Economic Review, Elsevier, vol. 118(C), pages 193-212.
- Cars Hommes & Domenico Massaro & Matthias Weber, 2017. "Monetary Policy under Behavioral Expectations: Theory and Experiment," Bank of Lithuania Working Paper Series 42, Bank of Lithuania.
- Zhou Lu & Te Bao & Xiaohua Yu, 2021. "Gender and Bubbles in Experimental Markets with Positive and Negative Expectation Feedback," Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1307-1326, April.
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"Animal Spirits, Heterogeneous Expectations and the Amplification and Duration of Crises,"
CeNDEF Working Papers
12-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Tiziana Assenza & William A. Brock & Cars H. Hommes, 2017. "Animal Spirits, Heterogeneous Expectations, And The Amplification And Duration Of Crises," Economic Inquiry, Western Economic Association International, vol. 55(1), pages 542-564, January.
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"Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments,"
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"Positive expectations feedback experiments and number guessing games as models of financial markets,"
CeNDEF Working Papers
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- Sonnemans, Joep & Tuinstra, Jan, 2010. "Positive expectations feedback experiments and number guessing games as models of financial markets," Journal of Economic Psychology, Elsevier, vol. 31(6), pages 964-984, December.
- Sonnemans, J. & Tuinstra, J., 2010. "Positive expectations feedback experiments and number guessing games as models of financial markets," CeNDEF Working Papers 10-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Joep Sonnemans & Jan Tuinstra, 2008. "Positive Expectations Feedback Experiments and Number Guessing Games as Models of Financial Markets," Tinbergen Institute Discussion Papers 08-076/1, Tinbergen Institute.
Cited by:
- Kopanyi-Peuker, Anita & Weber, Matthias, 2018.
"Experience Does not Eliminate Bubbles: Experimental Evidence,"
SocArXiv
ecj7q, Center for Open Science.
- Anita (A.G.) Kopanyi-Peuker & Matthias Weber, 2018. "Experience Does not Eliminate Bubbles: Experimental Evidence," Tinbergen Institute Discussion Papers 18-092/II, Tinbergen Institute.
- Anita Kopanyi-Peuker & Matthias Weber, 2018. "Experience Does not Eliminate Bubbles: Experimental Evidence," Working Papers on Finance 1822, University of St. Gallen, School of Finance.
- Anita Kopányi-Peuker & Matthias Weber & Lauren Cohen, 2021. "Experience Does Not Eliminate Bubbles: Experimental Evidence," The Review of Financial Studies, Society for Financial Studies, vol. 34(9), pages 4450-4485.
- Bottazzi, Giulio & Devetag, Giovanna & Pancotto, Francesca, 2011.
"Does volatility matter? Expectations of price return and variability in an asset pricing experiment,"
Journal of Economic Behavior & Organization, Elsevier, vol. 77(2), pages 124-146, February.
- Giulio Bottazzi & Giovanna Devetag & Francesca Pancotto, 2009. "Does Volatility matter? Expectations of price return and variability in an asset pricing experiment," LEM Papers Series 2009/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Giovanna Devetag & Francesca Pancotto, 2008. "Does Volatility matter? Expectations of price return and variability in an asset pricing experiment," CEEL Working Papers 0801, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
- Bao, Te & Hommes, Cars, 2019. "When speculators meet suppliers: Positive versus negative feedback in experimental housing markets," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
- Bekir Elmas, 2011. "The Effect of Foreign Portfolio Investments in the ISE: An Index-Based Study," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 12(47), pages 1-18.
- Bao, Te & Hommes, Cars & Pei, Jiaoying, 2021. "Expectation formation in finance and macroeconomics: A review of new experimental evidence," Journal of Behavioral and Experimental Finance, Elsevier, vol. 32(C).
- Mikhail Anufriev & Aleksei Chernulich & Jan Tuinstra, 2020.
"Asset Price Volatility and Investment Horizons: An Experimental Investigation,"
Working Papers
20200053, New York University Abu Dhabi, Department of Social Science, revised Aug 2020.
- Anufriev, Mikhail & Chernulich, Aleksei & Tuinstra, Jan, 2022. "Asset price volatility and investment horizons: An experimental investigation," Journal of Economic Behavior & Organization, Elsevier, vol. 193(C), pages 19-48.
- Nobuyuki Hanaki & Angela Sutan & Marc Willinger, 2016.
"The strategic environment effect in beauty contest games,"
Working Papers
halshs-01294915, HAL.
- Nobuyuki Hanaki & Yukio Koriyama & Angela Sutan & Marc Willinger, 2019. "The strategic environment effect in beauty contest games," Post-Print halshs-01929113, HAL.
- Nobuyuki Hanaki & Yukio Koriyama & Angela Sutan & Marc Willinger, 2018. "The strategic environment effect in beauty contest games," Working Papers hal-01954922, HAL.
- Nobuyuki Hanaki & Yukio Koriyama & Angela Sutan & Marc Willinger, 2018. "The strategic environment effect in beauty contest games," CEE-M Working Papers hal-01954922, CEE-M, Universtiy of Montpellier, CNRS, INRA, Montpellier SupAgro.
- Hanaki, Nobuyuki & Koriyama, Yukio & Sutan, Angela & Willinger, Marc, 2019. "The strategic environment effect in beauty contest games," Games and Economic Behavior, Elsevier, vol. 113(C), pages 587-610.
- Nobuyuki Hanaki & Angela Sutan & Marc Willnger, 2016. "The strategic environment effect in beauty contest games," Working Papers 03-16, LAMETA, Universtiy of Montpellier.
- Nobuyuki Hanaki & Angela Sutan & Marc Willinger, 2016. "The Strategic Environment Effect in Beauty Contest Games," GREDEG Working Papers 2016-05, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Bulutay, Muhammed & Cornand, Camille & Zylbersztejn, Adam, 2022.
"Learning to deal with repeated shocks under strategic complementarity: An experiment,"
Journal of Economic Behavior & Organization, Elsevier, vol. 200(C), pages 1318-1343.
- Muhammed Bulutay & Camille Cornand & Adam Zylbersztejn, 2020. "Learning to deal with repeated shocks under strategic complementarity: An experiment," Working Papers 2003, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Muhammed Bulutay & Camille Cornand & Adam Zylbersztejn, 2022. "Learning to deal with repeated shocks under strategic complementarity: An experiment," Post-Print halshs-02895753, HAL.
- Muhammed Bulutay & Camille Cornand & Adam Zylbersztejn, 2020. "Learning to deal with repeated shocks under strategic complementarity: An experiment," Working Papers halshs-02458140, HAL.
- Cooper, Kristen & Schneider, Henry & Waldman, Michael, 2021. "Limited rationality and the strategic environment: Further evidence from a pricing game," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 90(C).
- Cars Hommes & Anita Kopányi-Peuker & Joep Sonnemans, "undated".
"Bubbles, crashes and information contagion in large-group asset market experiments,"
Tinbergen Institute Discussion Papers
19-016/II, Tinbergen Institute.
- Cars Hommes & Anita Kopányi-Peuker & Joep Sonnemans, 2021. "Bubbles, crashes and information contagion in large-group asset market experiments," Experimental Economics, Springer;Economic Science Association, vol. 24(2), pages 414-433, June.
- Hanaki, Nobuyuki & Akiyama, Eizo & Ishikawa, Ryuichiro, 2018.
"Effects of different ways of incentivizing price forecasts on market dynamics and individual decisions in asset market experiments,"
Journal of Economic Dynamics and Control, Elsevier, vol. 88(C), pages 51-69.
- Nobuyuki Hanaki & Eizo Akiyama & Ryuichiro Ishikawa, 2018. "Effects of different ways of incentivizing price forecasts on market dynamics and individual decisions in asset market experiments," Post-Print hal-01712305, HAL.
- Tiziana Assenza & Te Bao & Cars Hommes & Domenico Massaro, 2014.
"Experiments on Expectations in Macroeconomics and Finance,"
Research in Experimental Economics, in: Experiments in Macroeconomics, volume 17, pages 11-70,
Emerald Group Publishing Limited.
- Assenza, T. & Bao, T. & Massaro, D. & Hommes, C.H., 2014. "Experiments on Expectations in Macroeconomics and Finance," CeNDEF Working Papers 14-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Anufriev, Mikhail & Duffy, John & Panchenko, Valentyn, 2022. "Learning in two-dimensional beauty contest games: Theory and experimental evidence," Journal of Economic Theory, Elsevier, vol. 201(C).
- Mikhail Anufriev & Frieder Neunhoeffer & Jan Tuinstra, 2024. "Time pressure reduces financial bubbles: Evidence from a forecasting experiment," Working Papers REM 2024/0351, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Myrna Hennequin & Cars Hommes, 2024. "Managing Bubbles in Experimental Asset Markets with Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(2-3), pages 429-454, March.
- Anufriev, M. & Hommes, C.H. & Philipse, R., 2010.
"Evolutionary Selection of Expectations in Positive and Negative Feedback Markets,"
CeNDEF Working Papers
10-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Mikhail Anufriev & Cars Hommes & Raoul Philipse, 2013. "Evolutionary selection of expectations in positive and negative feedback markets," Journal of Evolutionary Economics, Springer, vol. 23(3), pages 663-688, July.
- Bao, Te & Duffy, John, 2016. "Adaptive versus eductive learning: Theory and evidence," European Economic Review, Elsevier, vol. 83(C), pages 64-89.
- Nobuyuki Hanaki & Eizo Akiyama & Ryuichiro Ishikawa, 2016. "A Methodological Note on Eliciting Price Forecasts in Asset Market Experiments," GREDEG Working Papers 2016-02, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Mauersberger, Felix & Nagel, Rosemarie & Bühren, Christoph, 2020.
"Bounded rationality in Keynesian beauty contests: A lesson for central bankers?,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-38.
- Mauersberger, Felix & Nagel, Rosemarie & Bühren, Christoph, 2019. "Bounded rationality in Keynesian beauty contests: A lesson for central bankers?," Economics Discussion Papers 2019-53, Kiel Institute for the World Economy (IfW Kiel).
- Bao, Te & Füllbrunn, Sascha & Pei, Jiaoying & Zong, Jichuan, 2024. "Reading the market? Expectation coordination and theory of mind," Journal of Economic Behavior & Organization, Elsevier, vol. 219(C), pages 510-527.
- Akin, Zafer, 2020.
"Asymmetric Guessing Games,"
MPRA Paper
103871, University Library of Munich, Germany.
- Zafer Akin, 2023. "Asymmetric guessing games," Theory and Decision, Springer, vol. 94(4), pages 637-676, May.
- Bao, T. & Hommes, C.H. & Sonnemans, J. & Tuinstra, J., 2010.
"Individual Expectations, Limited Rationality and Aggregate Outcomes,"
CeNDEF Working Papers
10-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Te Bao & Cars Hommes & Joep Sonnemans & Jan Tuinstra, 2012. "Individual Expectations, Limited Rationality and Aggregate Outcomes," Tinbergen Institute Discussion Papers 12-016/1, Tinbergen Institute.
- Bao, Te & Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan, 2012. "Individual expectations, limited rationality and aggregate outcomes," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1101-1120.
- de Jong, Johan & Sonnemans, Joep & Tuinstra, Jan, 2022.
"The effect of futures markets on the stability of commodity prices,"
Journal of Economic Behavior & Organization, Elsevier, vol. 198(C), pages 176-211.
- Johan de Jong & Joep Sonnemans & Jan Tuinstra, "undated". "The Effect of Futures Markets on the Stability of Commodity Prices," Tinbergen Institute Discussion Papers 19-028/II, Tinbergen Institute.
- Nobuyuki Hanaki & Cars Hommes & Dávid Kopányi & Anita Kopányi-Peuker & Jan Tuinstra, 2023. "Forecasting returns instead of prices exacerbates financial bubbles," Experimental Economics, Springer;Economic Science Association, vol. 26(5), pages 1185-1213, November.
- Bao, Te & Hennequin, Myrna & Hommes, Cars & Massaro, Domenico, 2020. "Coordination on bubbles in large-group asset pricing experiments," Journal of Economic Dynamics and Control, Elsevier, vol. 110(C).
- Bao, T. & Duffy, J., 2014. "Adaptive vs. eductive learning," Research Report 14002-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Nobuyuki Hanaki & Eizo Akiyama & Ryuichiro Ishikawa, 2017.
"Effects of Eliciting Long-run Price Forecasts on Market Dynamics in Asset Market Experiments,"
GREDEG Working Papers
2017-26, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Nobuyuki Hanaki & Eizo Akiyama & Ryuichiro Ishikawa, 2017. "Effects of eliciting long-run price forecasts on market dynamics in asset market experiments," Working Papers halshs-01263661, HAL.
- John Duffy & Te Bao, 2013. "Adaptive vs. Eductive Learning: Theory and Evidence," Working Paper 518, Department of Economics, University of Pittsburgh, revised Dec 2013.
- Berna Kirkulak Uludag & Ozlem Demirkaplan Gulbudak, 2011. "Stock Price Reactions to Merger Announcements:Evidence from Istanbul Stock Exchange (ISE)," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 12(47), pages 19-42.
- Heemeijer Peter & Hommes Cars & Sonnemans Joep & Tuinstra Jan, 2012. "An Experimental Study on Expectations and Learning in Overlapping Generations Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(4), pages 1-49, October.
- Kopányi, Dávid & Rabanal, Jean Paul & Rud, Olga A. & Tuinstra, Jan, 2019. "Can competition between forecasters stabilize asset prices in learning to forecast experiments?," Journal of Economic Dynamics and Control, Elsevier, vol. 109(C).
- Cooper, Kristen B. & Schneider, Henry S. & Waldman, Michael, 2017. "Limited rationality and the strategic environment: Further theory and experimental evidence," Games and Economic Behavior, Elsevier, vol. 106(C), pages 188-208.
- U. Baris Urhan & Zafer Akin, 2011. "A Game Theoretic Approach to Model Financal Markets: Guessing Game," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 12(47), pages 43-74.
- Mauersberger, Felix, 2021. "Monetary policy rules in a non-rational world: A macroeconomic experiment," Journal of Economic Theory, Elsevier, vol. 197(C).
- Goppelsroeder, M. & Schinkel, M.P. & Tuinstra, J., 2006.
"Quantifying the Scope for Efficiency Defense in Merger Control: The Werden-Froeb-Index,"
CeNDEF Working Papers
06-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Marie Goppelsroeder & Maarten Pieter Schinkel & Jan Tuinstra, 2008. "Quantifying The Scope For Efficiency Defense In Merger Control: The Werden‐Froeb‐Index," Journal of Industrial Economics, Wiley Blackwell, vol. 56(4), pages 778-808, December.
- Marie Goppelsroeder & Maarten Pieter Schinkel & Jan Tuinstra, 2006. "Quantifying the Scope for Efficiency Defense in Merger Control: The Werden-Froeb-Index," Tinbergen Institute Discussion Papers 06-074/1, Tinbergen Institute.
Cited by:
- Cosnita-Langlais, Andreea & Johansen, Bjørn Olav & Sørgard, Lars, 2021.
"Upward pricing pressure in two-sided markets: Incorporating rebalancing effects,"
International Journal of Industrial Organization, Elsevier, vol. 74(C).
- Andreea Cosnita-Langlais & Bjørn Olav Johansen & Lars Sørgard, 2021. "Upward Pricing Pressure in Two-Sided Markets: Incorporating Rebalancing Effects," Post-Print hal-03032755, HAL.
- Vasconcelos, Helder & Brito, Duarte & Ribeiro, Ricardo, 2013.
"Quantifying the Coordinated Effects of Partial Horizontal Acquisitions,"
CEPR Discussion Papers
9536, C.E.P.R. Discussion Papers.
- Duarte Brito & Ricardo Ribeiro & Helder Vasconcelos, 2017. "Quantifying the Coordinated Effects of Partial Horizontal Acquisitions," Working Papers de Economia (Economics Working Papers) 01, Católica Porto Business School, Universidade Católica Portuguesa.
- Brito, Duarte & Ribeiro, Ricardo & Vasconcelos, Helder, 2018. "Quantifying the coordinated effects of partial horizontal acquisitions," European Economic Review, Elsevier, vol. 110(C), pages 108-149.
- Maarten Pieter Schinkel & Lukas Toth, 2019. "Compensatory Public Good Provision by a Private Cartel," Tinbergen Institute Discussion Papers 19-086/VII, Tinbergen Institute.
- Antonio Estache & Maxime Katté & Christophe Kieffer, 2022. "Simplifying the Measure of Concentration from Common Ownership: A Note," Working Papers ECARES 2022-19, ULB -- Universite Libre de Bruxelles.
- J.W.B. Bos & I. Chan & J. Kolari & J. Yuan, 2009. "A Fallacy of Division: The Failure of Market Concentration as a Measure of Competition in U.S. Banking," Working Papers 09-33, Utrecht School of Economics.
- Volker Nocke & Nicolas Schutz, 2018.
"An Aggregative Games Approach to Merger Analysis in Multiproduct-Firm Oligopoly,"
CRC TR 224 Discussion Paper Series
crctr224_2018_024, University of Bonn and University of Mannheim, Germany.
- Volker Nocke & Nicolas Schutz, 2018. "An Aggregative Games Approach to Merger Analysis in Multiproduct-Firm Oligopoly," NBER Working Papers 24578, National Bureau of Economic Research, Inc.
- Nocke, Volker & Schutz, Nicolas, 2018. "An Aggregative Games Approach to Merger Analysis in Multiproduct-Firm Oligopoly," CEPR Discussion Papers 12905, C.E.P.R. Discussion Papers.
- Oscar De la garza & Daniel Flores, 2015. "Equivalent tests for mergers in homogeneous goods industries," Economics Bulletin, AccessEcon, vol. 35(2), pages 1379-1382.
- Duarte Brito & António Osório & Ricardo Ribeiro & Hélder Vasconcelos, 2015.
"Unilateral Effects Screens for Partial Horizontal Acquisitions: The Generalized HHI and GUPPI,"
Working Papers de Economia (Economics Working Papers)
02, Católica Porto Business School, Universidade Católica Portuguesa.
- Brito, Duarte & Osório, António (António Miguel) & Ribeiro, Ricardo & Vasconcelos, Helder, 2015. "Unilateral Effects Screens for Partial Horizontal Acquisitions: The Generalized HHI and GUPPI," Working Papers 2072/260963, Universitat Rovira i Virgili, Department of Economics.
- Brito, Duarte & Osório, António & Ribeiro, Ricardo & Vasconcelos, Helder, 2018. "Unilateral effects screens for partial horizontal acquisitions: The generalized HHI and GUPPI," International Journal of Industrial Organization, Elsevier, vol. 59(C), pages 127-189.
- Brito, Duarte & Osório, António (António Miguel) & Ribeiro, Ricardo & Vasconcelos, Helder,, 2018. "Unilateral Effects Screens for Partial Horizontal Acquisitions: The Generalized HHI and GUPPI," Working Papers 2072/321560, Universitat Rovira i Virgili, Department of Economics.
- Onur A. Koska, 2019. "A consumer-surplus standard in foreign acquisitions, foreign direct investment, and welfare," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 155(1), pages 149-179, February.
- Shapiro, Carl & Farrell, Joseph, 2008.
"Antitrust Evaluation of Horizontal Mergers: An Economic Alternative to Market Definition,"
Department of Economics, Working Paper Series
qt35c5f846, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Farrell Joseph & Shapiro Carl, 2010. "Antitrust Evaluation of Horizontal Mergers: An Economic Alternative to Market Definition," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 10(1), pages 1-41, March.
- Farrell, Joseph & Shapiro, Carl, 2008. "Antitrust Evaluation of Horizontal Mergers: An Economic Alternative to Market Definition," Competition Policy Center, Working Paper Series qt8z51b1q8, Competition Policy Center, Institute for Business and Economic Research, UC Berkeley.
- Bos, J.W.B. & Chan, Y.L. & Kolari, J.W. & Yuan, J., 2010. "Competition and critical mass," Research Memorandum 063, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Duso, Tomaso & Affeldt, Pauline & Gugler, Klaus & Piechucka, Joanna, 2021.
"Assessing EU Merger Control through Compensating Efficiencies,"
CEPR Discussion Papers
16705, C.E.P.R. Discussion Papers.
- Pauline Affeldt & Tomaso Duso & Klaus Gugler & Joanna Piechucka, 2021. "Assessing EU Merger Control through Compensating Efficiencies," Discussion Papers of DIW Berlin 1979, DIW Berlin, German Institute for Economic Research.
- Pauline Affeldt & Tomaso Duso & Klaus Gugler & Joanna Piechucka, 2021. "Assessing EU Merger Control through Compensating Efficiencies," CESifo Working Paper Series 9403, CESifo.
- Andreea Cosnita-Langlais & Bjørn Olav Johansen & Lars Sorgard, 2018.
"Upward Price Pressure in Two-Sided Markets: Incorporating Feedback Effects,"
Working Papers
hal-04141797, HAL.
- Andreea Cosnita-Langlais & Bjørn Olav Johansen & Lars Sorgard, 2018. "Upward Price Pressure in Two-Sided Markets: Incorporating Feedback Effects," EconomiX Working Papers 2018-3, University of Paris Nanterre, EconomiX.
- Koska, Onur A., 2019.
"Gains from multinational competition for cross-border firm acquisition,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 13, pages 1-19.
- Onur A. Koska, 2018. "Gains from Multinational Competition for Cross-Border Firm Acquisition," ERC Working Papers 1801, ERC - Economic Research Center, Middle East Technical University, revised Jan 2018.
- Koska, Onur A., 2018. "Gains from multinational competition for crossborder firm acquisition," Economics Discussion Papers 2018-19, Kiel Institute for the World Economy (IfW Kiel).
- Emilie Dargaud, 2013.
"Horizontal mergers, efficiency gains and remedies,"
Post-Print
halshs-00799512, HAL.
- Emilie Dargaud, 2013. "Horizontal mergers, efficiency gains and remedies," European Journal of Law and Economics, Springer, vol. 36(2), pages 349-372, October.
- Baltzopoulos, Apostolos & Kim, Jaewon & Mandorff, Martin, 2015. "UPP Analysis in Five Recent Merger Cases," Konkurrensverket Working Paper Series in Law and Economics 2015:3, Konkurrensverket (Swedish Competition Authority).
- Brito, Duarte & Ribeiro, Ricardo & Vasconcelos, Helder, 2014. "Measuring unilateral effects in partial horizontal acquisitions," International Journal of Industrial Organization, Elsevier, vol. 33(C), pages 22-36.
- Heemeijer, P. & Hommes, C.H. & Sonnemans, J. & Tuinstra, J., 2006.
"Price Stability and Volatility in Markets with Positive and Negative Expectations Feedback: An Experimental Investigation,"
CeNDEF Working Papers
06-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Heemeijer, Peter & Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan, 2009. "Price stability and volatility in markets with positive and negative expectations feedback: An experimental investigation," Journal of Economic Dynamics and Control, Elsevier, vol. 33(5), pages 1052-1072, May.
Cited by:
- Te Bao & John Duffy & Cars Hommes, 2012.
"Learning, Forecasting and Optimizing: An Experimental Study,"
Tinbergen Institute Discussion Papers
12-015/1, Tinbergen Institute.
- Bao, T. & Duffy, J. & Hommes, C.H., 2011. "Learning, Forecasting and Optimizing: an Experimental Study," CeNDEF Working Papers 11-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Bao, Te & Duffy, John & Hommes, Cars, 2013. "Learning, forecasting and optimizing: An experimental study," European Economic Review, Elsevier, vol. 61(C), pages 186-204.
- Eizo Akiyama & Nobuyuki Hanaki & Ryuichiro Ishikawa, 2013.
"How Do Experienced Traders Respond to Inflows of Inexperienced Traders? An Experimental Analysis,"
AMSE Working Papers
1359, Aix-Marseille School of Economics, France, revised 18 Dec 2013.
- Akiyama, Eizo & Hanaki, Nobuyuki & Ishikawa, Ryuichiro, 2014. "How do experienced traders respond to inflows of inexperienced traders? An experimental analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 1-18.
- Eizo Akiyama & Nobuyuki Hanaki & Ryuichiro Ishikawa, 2013. "How Do Experienced Traders Respond to Inflows of Inexperienced Traders? An Experimental Analysis," Working Papers halshs-00920413, HAL.
- Eizo Akiyama & Nobuyuki Hanaki & Ryuichiro Ishikawa, 2014. "How do experienced traders respond to inflows of inexperienced traders? An experimental analysis," Post-Print hal-01463903, HAL.
- Hommes, C.H., 2013.
"Reflexivity, Expectations Feedback and Almost Self-fulfilling Equilibria: Economic Theory, Empirical Evidence and Laboratory Experiments,"
CeNDEF Working Papers
13-19, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Cars Hommes, 2013. "Reflexivity, Expectations Feedback and almost Self-fulfilling Equilibria: Economic Theory, Empirical Evidence and Laboratory Experiments," Tinbergen Institute Discussion Papers 13-206/II, Tinbergen Institute.
- Cars Hommes, 2013. "Reflexivity, expectations feedback and almost self-fulfilling equilibria: economic theory, empirical evidence and laboratory experiments," Journal of Economic Methodology, Taylor & Francis Journals, vol. 20(4), pages 406-419, December.
- Bottazzi, Giulio & Devetag, Giovanna & Pancotto, Francesca, 2011.
"Does volatility matter? Expectations of price return and variability in an asset pricing experiment,"
Journal of Economic Behavior & Organization, Elsevier, vol. 77(2), pages 124-146, February.
- Giulio Bottazzi & Giovanna Devetag & Francesca Pancotto, 2009. "Does Volatility matter? Expectations of price return and variability in an asset pricing experiment," LEM Papers Series 2009/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Giovanna Devetag & Francesca Pancotto, 2008. "Does Volatility matter? Expectations of price return and variability in an asset pricing experiment," CEEL Working Papers 0801, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
- Bao, Te & Hommes, Cars, 2019. "When speculators meet suppliers: Positive versus negative feedback in experimental housing markets," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
- Cars Hommes & Stefanie J. Huber & Daria Minina & Isabelle Salle, 2024.
"Learning in a Complex World Insights from an OLG Lab Experiment,"
ECONtribute Discussion Papers Series
283, University of Bonn and University of Cologne, Germany.
- Hommes, Cars & Huber, Stefanie J. & Minina, Daria & Salle, Isabelle, 2024. "Learning in a complex world: Insights from an OLG lab experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 220(C), pages 813-837.
- Cars Hommes & Stefanie J. Huber & Daria Minina & Isabelle Salle, 2023. "Learning in a Complex World: Insights from an OLG Lab Experiment," Staff Working Papers 23-13, Bank of Canada.
- Jean-Robert Tyran & Ernst Fehr, 2002.
"Limited Rationality and Strategic Interaction - The Impact of the Strategic Environment on Nominal Inertia,"
University of St. Gallen Department of Economics working paper series 2002
2002-25, Department of Economics, University of St. Gallen.
- Ernst Fehr & Jean-Robert Tyran, 2004. "Limited Rationality and Strategic Interaction - The Impact of the Strategic Environment on Nominal Inertia," Levine's Bibliography 122247000000000092, UCLA Department of Economics.
- Ernst Fehr & Jean-Robert Tyran, 2008. "Limited Rationality and Strategic Interaction: The Impact of the Strategic Environment on Nominal Inertia," Econometrica, Econometric Society, vol. 76(2), pages 353-394, March.
- Ernst Fehr & Jean-Robert Tyran, 2007. "Limited Rationality And Strategic Interaction: The Impact Of The Strategic Environment On Nominal Inertia," CAMA Working Papers 2007-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Ernst Fehr & Jean-Robert Tyran, "undated". "Limited Rationality and Strategic Interaction, The Impact of the Strategic Environment on Nominal Inertia," IEW - Working Papers 130, Institute for Empirical Research in Economics - University of Zurich.
- Hommes, C.H. & Sonnemans, J. & Tuinstra, J. & Velden, H. van de, 2002.
"Expectations and Bubbles in Asset Pricing Experiments,"
CeNDEF Working Papers
02-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan & van de Velden, Henk, 2008. "Expectations and bubbles in asset pricing experiments," Journal of Economic Behavior & Organization, Elsevier, vol. 67(1), pages 116-133, July.
- Douglas D. Davis, 2008.
"Behavioral Convergence Properties of Cournot and Bertrand Markets: An Experimental Analysis,"
Working Papers
0808, VCU School of Business, Department of Economics, revised Jan 2011.
- Davis, Douglas, 2011. "Behavioral convergence properties of Cournot and Bertrand markets: An experimental analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 80(3), pages 443-458.
- Roberto Dieci & Frank Westerhoff, 2012.
"A simple model of a speculative housing market,"
Journal of Evolutionary Economics, Springer, vol. 22(2), pages 303-329, April.
- Dieci, Roberto & Westerhoff, Frank, 2009. "A simple model of a speculative housing market," BERG Working Paper Series 62, Bamberg University, Bamberg Economic Research Group.
- Makarewicz, Tomasz, 2021. "Traders, forecasters and financial instability: A model of individual learning of anchor-and-adjustment heuristics," Journal of Economic Behavior & Organization, Elsevier, vol. 190(C), pages 626-673.
- Guy Maugis, Pierre-André, 2019. "Paradigm shifts," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 13, pages 1-9.
- Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph Stiglitz & Tania Treibich, 2020.
"Rational heuristics? Expectations and behaviors in evolving economies with heterogeneous interacting agents,"
Post-Print
halshs-03046977, HAL.
- Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph Stiglitz & Tania Treibich, 2017. "Rational Heuristics ? Expectations and behaviours in evolving economies with heterogeneous interacting agents," Documents de Travail de l'OFCE 2017-32, Observatoire Francais des Conjonctures Economiques (OFCE).
- Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph E. Stiglitz & Tania Treibich, 2020. "Rational Heuristics? Expectations and Behaviors in Evolving Economies with Heterogeneous Interacting Agents," NBER Working Papers 26922, National Bureau of Economic Research, Inc.
- Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph Stiglitz & Tania Treibich, 2017. "Rational Heuristics ? Expectations and behaviors in Evolving Economies with Heterogeneous interacting agents," SciencePo Working papers Main hal-03455368, HAL.
- Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph E. Stiglitz & Tania Treibich, 2020. "Rational Heuristics? Expectations And Behaviors In Evolving Economies With Heterogeneous Interacting Agents," Economic Inquiry, Western Economic Association International, vol. 58(3), pages 1487-1516, July.
- Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph Stiglitz & Tania Treibich, 2020. "Rational heuristics? Expectations and behaviors in evolving economies with heterogeneous interacting agents," SciencePo Working papers Main halshs-03046977, HAL.
- Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph Stiglitz & Tania Treibich, 2017. "Rational Heuristics ? Expectations and behaviors in Evolving Economies with Heterogeneous interacting agents," Working Papers hal-03455368, HAL.
- Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph E. Stiglitz & Tania Treibich, 2017. "Rational Heuristics? Expectations and Behaviors in Evolving Economies with Heterogeneous Interacting Agents," LEM Papers Series 2017/31, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Camille Cornand & Frank Heinemann, 2018.
"Monetary Policy obeying the Taylor Principle Turns Prices into Strategic Substitutes,"
Working Papers
1805, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Cornand, Camille & Heinemann, Frank, 2022. "Monetary policy obeying the Taylor principle turns prices into strategic substitutes," Journal of Economic Behavior & Organization, Elsevier, vol. 200(C), pages 1357-1371.
- Cornand, Camille & Heinemann, Frank, 2018. "Monetary Policy Obeying the Taylor Principle Turns Prices Into Strategic Substitutes," Rationality and Competition Discussion Paper Series 90, CRC TRR 190 Rationality and Competition.
- Camille Cornand & Frank Heinemann, 2022. "Monetary policy obeying the Taylor principle turns prices into strategic substitutes," Post-Print halshs-02354324, HAL.
- Camille Cornand & Frank Heinemann, 2018. "Monetary Policy obeying the Taylor Principle Turns Prices into Strategic Substitutes," Working Papers halshs-01759692, HAL.
- Chen, Jing & Dong, Yizhe & Hou, Wenxuan & McMillan, David G., 2018. "Does feedback trading drive returns of cross-listed shares?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 53(C), pages 179-199.
- Michael Wegener & Frank Westerhoff, 2012. "Evolutionary competition between prediction rules and the emergence of business cycles within Metzler’s inventory model," Journal of Evolutionary Economics, Springer, vol. 22(2), pages 251-273, April.
- Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena, 2020.
"Heuristic Switching Model and Exploration-Exploitation Algorithm to Describe Long-Run Expectations in LtFEs: a Comparison,"
Computational Economics, Springer;Society for Computational Economics, vol. 56(3), pages 623-658, October.
- Colasante, Annarita & Alfarano, Simone & Camacho-Cuena, Eva, 2019. "Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: a comparison," MPRA Paper 92391, University Library of Munich, Germany.
- Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena, 2019. "Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: A comparison," Working Papers 2019/02, Economics Department, Universitat Jaume I, Castellón (Spain).
- Troy Tassier, 2013. "Handbook of Research on Complexity, by J. Barkley Rosser, Jr. and Edward Elgar," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 39(1), pages 132-133.
- Hommes, Cars & in ’t Veld, Daan, 2017.
"Booms, busts and behavioural heterogeneity in stock prices,"
Journal of Economic Dynamics and Control, Elsevier, vol. 80(C), pages 101-124.
- Hommes, C.H. & in 't Veld, D., 2014. "Booms, busts and behavioural heterogeneity in stock prices," CeNDEF Working Papers 14-14, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Cars Hommes & Daan in't Veld, 2015. "Booms, Busts and Behavioural Heterogeneity in Stock Prices," Tinbergen Institute Discussion Papers 15-088/II, Tinbergen Institute.
- Nobuyuki Hanaki & Angela Sutan & Marc Willinger, 2016.
"The strategic environment effect in beauty contest games,"
Working Papers
halshs-01294915, HAL.
- Nobuyuki Hanaki & Yukio Koriyama & Angela Sutan & Marc Willinger, 2019. "The strategic environment effect in beauty contest games," Post-Print halshs-01929113, HAL.
- Nobuyuki Hanaki & Yukio Koriyama & Angela Sutan & Marc Willinger, 2018. "The strategic environment effect in beauty contest games," Working Papers hal-01954922, HAL.
- Nobuyuki Hanaki & Yukio Koriyama & Angela Sutan & Marc Willinger, 2018. "The strategic environment effect in beauty contest games," CEE-M Working Papers hal-01954922, CEE-M, Universtiy of Montpellier, CNRS, INRA, Montpellier SupAgro.
- Hanaki, Nobuyuki & Koriyama, Yukio & Sutan, Angela & Willinger, Marc, 2019. "The strategic environment effect in beauty contest games," Games and Economic Behavior, Elsevier, vol. 113(C), pages 587-610.
- Nobuyuki Hanaki & Angela Sutan & Marc Willnger, 2016. "The strategic environment effect in beauty contest games," Working Papers 03-16, LAMETA, Universtiy of Montpellier.
- Nobuyuki Hanaki & Angela Sutan & Marc Willinger, 2016. "The Strategic Environment Effect in Beauty Contest Games," GREDEG Working Papers 2016-05, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Camille Cornand & Frank Heinemann, 2014. "Experiments on Monetary Policy and Central Banking," Research in Experimental Economics, in: Experiments in Macroeconomics, volume 17, pages 167-227, Emerald Group Publishing Limited.
- Bulutay, Muhammed & Cornand, Camille & Zylbersztejn, Adam, 2022.
"Learning to deal with repeated shocks under strategic complementarity: An experiment,"
Journal of Economic Behavior & Organization, Elsevier, vol. 200(C), pages 1318-1343.
- Muhammed Bulutay & Camille Cornand & Adam Zylbersztejn, 2020. "Learning to deal with repeated shocks under strategic complementarity: An experiment," Working Papers 2003, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Muhammed Bulutay & Camille Cornand & Adam Zylbersztejn, 2022. "Learning to deal with repeated shocks under strategic complementarity: An experiment," Post-Print halshs-02895753, HAL.
- Muhammed Bulutay & Camille Cornand & Adam Zylbersztejn, 2020. "Learning to deal with repeated shocks under strategic complementarity: An experiment," Working Papers halshs-02458140, HAL.
- Berardi, Michele, 2022.
"Beliefs asymmetry and price stability in a cobweb model,"
Journal of Economic Behavior & Organization, Elsevier, vol. 203(C), pages 401-415.
- Berardi, Michele, 2021. "Beliefs asymmetry and price stability in a cobweb model," MPRA Paper 106920, University Library of Munich, Germany.
- Biondo, Alessio Emanuele, 2017. "Learning to forecast, risk aversion, and microstructural aspects of financial stability," Economics Discussion Papers 2017-104, Kiel Institute for the World Economy (IfW Kiel).
- Hommes, C.H., 2007.
"Bounded Rationality and Learning in Complex Markets,"
CeNDEF Working Papers
07-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Cars H. Hommes, 2009. "Bounded Rationality and Learning in Complex Markets," Chapters, in: J. Barkley Rosser Jr. (ed.), Handbook of Research on Complexity, chapter 5, Edward Elgar Publishing.
- Cooper, Kristen & Schneider, Henry & Waldman, Michael, 2021. "Limited rationality and the strategic environment: Further evidence from a pricing game," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 90(C).
- F. Di Pace & K. Mitra & S. Zhang, 2021.
"Adaptive Learning and Labor Market Dynamics,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(2-3), pages 441-475, March.
- Di Pace, Frederico & Mitra, Kaushik & Zhang, Shoujian, 2016. "Adaptive learning and labour market dynamics," Bank of England working papers 633, Bank of England.
- Lines, Marji & Westerhoff, Frank, 2010. "Inflation expectations and macroeconomic dynamics: The case of rational versus extrapolative expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 34(2), pages 246-257, February.
- Maertens Odria, Luís Ricardo & Rodríguez, Gabriel, 2013.
"Inflation expectations formation in the presence of policy shifts and structural breaks: An experimental analysis,"
Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 44(C), pages 59-67.
- Luis Ricardo Maertens & Gabriel Rodríguez, 2012. "Inflation Expectations Formation In The Presence Of Policy Shifts And Structural Breaks: An Experimental Analysis," Documentos de Trabajo / Working Papers 2012-339, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Sonnemans, Joep & Tuinstra, Jan, 2010.
"Positive expectations feedback experiments and number guessing games as models of financial markets,"
Journal of Economic Psychology, Elsevier, vol. 31(6), pages 964-984, December.
- Sonnemans, J. & Tuinstra, J., 2008. "Positive expectations feedback experiments and number guessing games as models of financial markets," CeNDEF Working Papers 08-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Sonnemans, J. & Tuinstra, J., 2010. "Positive expectations feedback experiments and number guessing games as models of financial markets," CeNDEF Working Papers 10-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Joep Sonnemans & Jan Tuinstra, 2008. "Positive Expectations Feedback Experiments and Number Guessing Games as Models of Financial Markets," Tinbergen Institute Discussion Papers 08-076/1, Tinbergen Institute.
- Mikhail Anufriev & John Duffy & Valentyn Panchenko, "undated".
"Planar Beauty Contests,"
Discussion Papers
2019-06, School of Economics, The University of New South Wales.
- Mikhail Anufriev & John Duffy & Valentyn Panchenko, 2019. "Planar Beauty Contests," Working Paper Series 2019/10, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Mikhail Anufriev & John Duffy & Valentyn Panchenko, 2019. "Planar Beauty Contests," Working Papers 181907, University of California-Irvine, Department of Economics.
- Cars Hommes & Anita Kopányi-Peuker & Joep Sonnemans, "undated".
"Bubbles, crashes and information contagion in large-group asset market experiments,"
Tinbergen Institute Discussion Papers
19-016/II, Tinbergen Institute.
- Cars Hommes & Anita Kopányi-Peuker & Joep Sonnemans, 2021. "Bubbles, crashes and information contagion in large-group asset market experiments," Experimental Economics, Springer;Economic Science Association, vol. 24(2), pages 414-433, June.
- Hommes, Cars, 2011.
"The heterogeneous expectations hypothesis: Some evidence from the lab,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(1), pages 1-24, January.
- Hommes, C.H., 2010. "The Heterogeneous Expectations Hypothesis: Some Evidence from the Lab," CeNDEF Working Papers 10-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Hanaki, Nobuyuki & Akiyama, Eizo & Ishikawa, Ryuichiro, 2018.
"Effects of different ways of incentivizing price forecasts on market dynamics and individual decisions in asset market experiments,"
Journal of Economic Dynamics and Control, Elsevier, vol. 88(C), pages 51-69.
- Nobuyuki Hanaki & Eizo Akiyama & Ryuichiro Ishikawa, 2018. "Effects of different ways of incentivizing price forecasts on market dynamics and individual decisions in asset market experiments," Post-Print hal-01712305, HAL.
- Graf Lambsdorff, Johann & Schubert, Manuel & Giamattei, Marcus, 2011.
"On the role of heuristics: Experimental evidence on inflation dynamics,"
Passauer Diskussionspapiere, Volkswirtschaftliche Reihe
V-63-11, University of Passau, Faculty of Business and Economics.
- Lambsdorff, Johann Graf & Schubert, Manuel & Giamattei, Marcus, 2013. "On the role of heuristics—Experimental evidence on inflation dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 37(6), pages 1213-1229.
- Hommes, C.H., 2013.
"Behaviorally Rational Expectations and Almost Self-Fulfilling Equilibria,"
CeNDEF Working Papers
13-17, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Hommes, Cars H., 2014. "Behaviorally Rational Expectations and Almost Self-Fulfilling Equilibria," Review of Behavioral Economics, now publishers, vol. 1(1-2), pages 75-97, January.
- Cars Hommes, 2013. "Behaviorally Rational Expectations and Almost Self-Fulfilling Equilibria," Tinbergen Institute Discussion Papers 13-204/II, Tinbergen Institute.
- Mikhail Anufriev & Te Bao & Jan Tuinstra, 2015.
"Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment,"
Working Paper Series
31, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Anufriev, Mikhail & Bao, Te & Tuinstra, Jan, 2016. "Microfoundations for switching behavior in heterogeneous agent models: An experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 129(C), pages 74-99.
- Anufriev, M. & Bao, T. & Tuinstra, J., 2015. "Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment," CeNDEF Working Papers 15-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Nobuyuki Hanaki, 2020.
"Cognitive ability and observed behavior in laboratory experiments: implications for macroeconomic theory,"
The Japanese Economic Review, Springer, vol. 71(3), pages 355-378, July.
- Nobuyuki Hanaki, 2019. "Cognitive ability and observed behavior in laboratory experiments: implications for macroeconomic theory," Post-Print halshs-02534868, HAL.
- Nobuyuki Hanaki, 2019. "Cognitive Ability and Observed Behavior in Laboratory Experiments: Implications for Macroeconomic Theory," GREDEG Working Papers 2019-22, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Eizo Akiyama & Nobuyuki Hanaki & Ryuichiro Ishikawa, 2013.
"It is Not Just Confusion! Strategic Uncertainty in an Experimental Asset Market,"
AMSE Working Papers
1340, Aix-Marseille School of Economics, France, revised 08 Aug 2013.
- Eizo Akiyama & Nobuyuki Hanaki & Ryuichiro Ishikawa, 2013. "It is Not Just Confusion! Strategic Uncertainty in an Experimental Asset Market," Working Papers halshs-00854513, HAL.
- Eizo Akiyama & Nobuyuki Hanaki & Ryuichiro Ishikawa, 2017. "It is Not Just Confusion! Strategic Uncertainty in an Experimental Asset Market," Post-Print halshs-01294917, HAL.
- Eizo Akiyama & Nobuyuki Hanaki & Ryuichiro Ishikawa, 2017. "It is Not Just Confusion! Strategic Uncertainty in An Experimental Asset Market," Economic Journal, Royal Economic Society, vol. 127(605), pages 563-580, October.
- Colasante, Annarita & Alfarano, Simone & Camacho-Cuena, Eva & Gallegati, Mauro, 2016.
"Long-run expectations in a Learning-to-Forecast Experiment,"
MPRA Paper
75621, University Library of Munich, Germany.
- Annarita Colasante & Simone Alfarano & Eva Camacho & Mauro Gallegati, 2018. "Long-run expectations in a learning-to-forecast experiment," Applied Economics Letters, Taylor & Francis Journals, vol. 25(10), pages 681-687, June.
- Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena & Mauro Gallegati, 2016. "Long-run expectations in a Learning-to-Forecast Experiment," Working Papers 2016/26, Economics Department, Universitat Jaume I, Castellón (Spain).
- Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena, 2018.
"The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment,"
Working Papers
2018/02, Economics Department, Universitat Jaume I, Castellón (Spain).
- Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena, 2019. "The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(3), pages 491-520, September.
- Colasante, Annarita & Alfarano, Simone & Camacho-Cuena, Eva, 2018. "The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment," MPRA Paper 84835, University Library of Munich, Germany.
- Tiziana Assenza & Te Bao & Cars Hommes & Domenico Massaro, 2014.
"Experiments on Expectations in Macroeconomics and Finance,"
Research in Experimental Economics, in: Experiments in Macroeconomics, volume 17, pages 11-70,
Emerald Group Publishing Limited.
- Assenza, T. & Bao, T. & Massaro, D. & Hommes, C.H., 2014. "Experiments on Expectations in Macroeconomics and Finance," CeNDEF Working Papers 14-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Assenza, T. & Heemeijer, P. & Hommes, C.H. & Massaro, D., 2014.
"Managing Self-organization of Expectations through Monetary Policy: a Macro Experiment,"
CeNDEF Working Papers
14-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Assenza, T. & Heemeijer, P. & Hommes, C.H. & Massaro, D., 2021. "Managing self-organization of expectations through monetary policy: A macro experiment," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 170-186.
- Assenza, Tiziana & Heemeijer, P. & Hommes, C.H. & Massaro, D., 2018. "Managing Self-organization of Expectations through Monetary Policy: a Macro Experiment," TSE Working Papers 18-963, Toulouse School of Economics (TSE).
- Tiziana Assenza & P. Heemeijer & C.H. Hommes & D. Massaro, 2021. "Managing Self-organization of Expectations through Monetary Policy: a Macro Experiment," Post-Print hal-03176273, HAL.
- Haeussler, Stefan & Stefan, Matthias & Schneckenreither, Manuel & Onay, Anita, 2021. "The lead time updating trap: Analyzing human behavior in capacitated supply chains," International Journal of Production Economics, Elsevier, vol. 234(C).
- Andreas D. Huesler & Didier Sornette & C. H. Hommes, 2012.
"Super-Exponential Bubbles in Lab Experiments: Evidence for Anchoring Over-Optimistic Expectations on Price,"
Swiss Finance Institute Research Paper Series
12-20, Swiss Finance Institute.
- Hüsler, A. & Sornette, D. & Hommes, C.H., 2013. "Super-exponential bubbles in lab experiments: Evidence for anchoring over-optimistic expectations on price," Journal of Economic Behavior & Organization, Elsevier, vol. 92(C), pages 304-316.
- Andreas Husler & Didier Sornette & Cars H. Hommes, 2012. "Super-exponential bubbles in lab experiments: evidence for anchoring over-optimistic expectations on price," Papers 1205.0635, arXiv.org.
- Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank H., 2018.
"Interactions between stock, bond and housing markets,"
BERG Working Paper Series
133, Bamberg University, Bamberg Economic Research Group.
- Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank, 2018. "Interactions between stock, bond and housing markets," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 43-70.
- Hommes, C.H. & Zhu, M., 2012.
"Behavioral Learning Equilibria,"
CeNDEF Working Papers
12-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Hommes, Cars & Zhu, Mei, 2014. "Behavioral learning equilibria," Journal of Economic Theory, Elsevier, vol. 150(C), pages 778-814.
- Cars Hommes & Mei Zhu, 2013. "Behavioral Learning Equilibria," Tinbergen Institute Discussion Papers 13-014/II, Tinbergen Institute.
- Anufriev, Mikhail & Duffy, John & Panchenko, Valentyn, 2022. "Learning in two-dimensional beauty contest games: Theory and experimental evidence," Journal of Economic Theory, Elsevier, vol. 201(C).
- Gao, Yan & Li, Honggang, 2011. "A consolidated model of self-fulfilling expectations and self-destroying expectations in financial markets," Journal of Economic Behavior & Organization, Elsevier, vol. 77(3), pages 368-381, March.
- Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena & Mauro Gallegati, 2020.
"Long-run expectations in a learning-to-forecast experiment: a simulation approach,"
Journal of Evolutionary Economics, Springer, vol. 30(1), pages 75-116, January.
- Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena & Mauro Gallegati, 2017. "Long-run expectations in a Learning-to-Forecast Experiment: A Simulation Approach," Working Papers 2017/03, Economics Department, Universitat Jaume I, Castellón (Spain).
- Colasante, Annarita & Alfarano, Simone & Camacho Cuena, Eva & Gallegati, Mauro, 2017. "Long-run expectations in a Learning-to-Forecast-Experiment: a simulation approach," MPRA Paper 77618, University Library of Munich, Germany.
- Te Bao & Cars Hommes & Tomasz Makarewicz, 2017.
"Bubble Formation and (In)Efficient Markets in Learning‐to‐forecast and optimise Experiments,"
Economic Journal, Royal Economic Society, vol. 127(605), pages 581-609, October.
- Te Bao & Cars Hommes & Tomasz Makarewicz, 2015. "Bubble Formation and (In)Efficient Markets in Learning-to-Forecast and -optimise Experiments," Tinbergen Institute Discussion Papers 15-107/II, Tinbergen Institute.
- Bao, T. & Hommes, C.H. & Makarewicz, T.A., 2014. "Bubble Formation and (In)efficient Markets in Learning-to-Forecast and -Optimize Experiments," CeNDEF Working Papers 14-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Flori, Andrea & Pammolli, Fabio & Spelta, Alessandro, 2021. "Commodity prices co-movements and financial stability: A multidimensional visibility nexus with climate conditions," Journal of Financial Stability, Elsevier, vol. 54(C).
- Pfajfar, Damjan & Žakelj, Blaž, 2014.
"Experimental evidence on inflation expectation formation,"
Journal of Economic Dynamics and Control, Elsevier, vol. 44(C), pages 147-168.
- Pfajfar, D. & Zakelj, B., 2014. "Experimental evidence on inflation expectation formation," Other publications TiSEM f337739d-e15a-4461-a461-8, Tilburg University, School of Economics and Management.
- Ryuichi Yamamoto & Hideaki Hirata, "undated".
"Strategy Switching in the Japanese Stock Market,"
Working Paper
164466, Harvard University OpenScholar.
- Yamamoto, Ryuichi & Hirata, Hideaki, 2013. "Strategy switching in the Japanese stock market," Journal of Economic Dynamics and Control, Elsevier, vol. 37(10), pages 2010-2022.
- Chiarella, Carl & ter Ellen, Saskia & He, Xue-Zhong & Wu, Eliza, 2015. "Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market," Journal of Empirical Finance, Elsevier, vol. 32(C), pages 19-34.
- Agliari, Anna & Hommes, Cars H. & Pecora, Nicolò, 2016.
"Path dependent coordination of expectations in asset pricing experiments: A behavioral explanation,"
Journal of Economic Behavior & Organization, Elsevier, vol. 121(C), pages 15-28.
- Agliari, A. & Hommes, C.H. & Pecora, N., 2015. "Path Dependent Coordination of Expectations in Asset Pricing Experiments: a Behavioral Explanation," CeNDEF Working Papers 15-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Jason Shachat & J. Todd Swarthout, 2002.
"Learning about Learning in Games through Experimental Control of Strategic Interdependence,"
Experimental Economics Center Working Paper Series
2006-17, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University, revised Aug 2008.
- Jason Shachat & J. Todd Swarthout, 2003. "Learning about Learning in Games through Experimental Control of Strategic Interdependence," Experimental 0310003, University Library of Munich, Germany.
- Jason Shachat & J. Todd Swarthout, 2011. "Learning about learning in games through experimental control of strategic interdependence," Working Papers 1103, Xiamen Unversity, The Wang Yanan Institute for Studies in Economics, Finance and Economics Experimental Laboratory, revised 28 Apr 2011.
- Shachat, Jason & Swarthout, J. Todd, 2012. "Learning about learning in games through experimental control of strategic interdependence," Journal of Economic Dynamics and Control, Elsevier, vol. 36(3), pages 383-402.
- Jason Shachat & J. Todd Swarthout, 2013. "Learning about learning in games through experimental control of strategic interdependence," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Marx, Robert & Lehmann-Waffenschmidt, Marco, 2022. "The Keynesian beauty contest revisited," Journal of Economic Behavior & Organization, Elsevier, vol. 204(C), pages 164-181.
- Samuel Brazys & Niamh Hardiman, 2013. "From Tiger to PIIGS: Ireland and the use of heuristics in comparative political economy," Working Papers 201316, Geary Institute, University College Dublin.
- Aragón, Nicolás & Roulund, Rasmus Pank, 2020. "Confidence and decision-making in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, vol. 178(C), pages 688-718.
- Weber, Matthias, 2019. "Behavioral Optimal Taxation: The Case of Aspirations," SocArXiv fpnw6, Center for Open Science.
- Simone Alfarano & Eva Camacho-Cuena & Annarita Colasante & Alba Ruiz-Buforn, 2024.
"The effect of time-varying fundamentals in learning-to-forecast experiments,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 19(4), pages 619-647, October.
- Alfarano, Simone & Camacho-Cuena, Eva & Colasante, Annarita & Ruiz-Buforn, Alba, 2022. "The effect of time-varying fundamentals in Learning-to-Forecast Experiments," MPRA Paper 113086, University Library of Munich, Germany.
- Anufriev, M. & Hommes, C.H. & Philipse, R., 2010.
"Evolutionary Selection of Expectations in Positive and Negative Feedback Markets,"
CeNDEF Working Papers
10-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Mikhail Anufriev & Cars Hommes & Raoul Philipse, 2013. "Evolutionary selection of expectations in positive and negative feedback markets," Journal of Evolutionary Economics, Springer, vol. 23(3), pages 663-688, July.
- Mazzarisi, Piero & Lillo, Fabrizio & Marmi, Stefano, 2019. "When panic makes you blind: A chaotic route to systemic risk," Journal of Economic Dynamics and Control, Elsevier, vol. 100(C), pages 176-199.
- Dieci, Roberto & Westerhoff, Frank, 2011. "On the inherent instability of international financial markets: Natural nonlinear interactions between stock and foreign exchange markets," BERG Working Paper Series 79, Bamberg University, Bamberg Economic Research Group.
- Kinda Hachem & Jing Cynthia Wu, 2017.
"Inflation Announcements and Social Dynamics,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(8), pages 1673-1713, December.
- Kinda Hachem & Jing Cynthia Wu, 2014. "Inflation Announcements and Social Dynamics," NBER Working Papers 20161, National Bureau of Economic Research, Inc.
- Jing Cynthia Wu & Kinda Hachem, 2013. "Inflation Announcements and Social Dynamics," 2013 Meeting Papers 238, Society for Economic Dynamics.
- Bao, Te & Duffy, John, 2016. "Adaptive versus eductive learning: Theory and evidence," European Economic Review, Elsevier, vol. 83(C), pages 64-89.
- Xu, Shaojun, 2023. "Behavioral asset pricing under expected feedback mode," International Review of Financial Analysis, Elsevier, vol. 86(C).
- Nobuyuki Hanaki & Eizo Akiyama & Ryuichiro Ishikawa, 2016. "A Methodological Note on Eliciting Price Forecasts in Asset Market Experiments," GREDEG Working Papers 2016-02, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Schunk, Daniel, 2009. "Behavioral heterogeneity in dynamic search situations: Theory and experimental evidence," Journal of Economic Dynamics and Control, Elsevier, vol. 33(9), pages 1719-1738, September.
- Hommes, Cars, 2018. "Behavioral & experimental macroeconomics and policy analysis: a complex systems approach," Working Paper Series 2201, European Central Bank.
- Tedeschi, Gabriele & Iori, Giulia & Gallegati, Mauro, 2012.
"Herding effects in order driven markets: The rise and fall of gurus,"
Journal of Economic Behavior & Organization, Elsevier, vol. 81(1), pages 82-96.
- Iori, G. & Tedeschi, G., 2010. "Herding effects in order driven markets: The rise and fall of gurus," Working Papers 10/05, Department of Economics, City University London.
- Mauersberger, Felix & Nagel, Rosemarie & Bühren, Christoph, 2020.
"Bounded rationality in Keynesian beauty contests: A lesson for central bankers?,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-38.
- Mauersberger, Felix & Nagel, Rosemarie & Bühren, Christoph, 2019. "Bounded rationality in Keynesian beauty contests: A lesson for central bankers?," Economics Discussion Papers 2019-53, Kiel Institute for the World Economy (IfW Kiel).
- Chen, Shu-Heng, 2012. "Varieties of agents in agent-based computational economics: A historical and an interdisciplinary perspective," Journal of Economic Dynamics and Control, Elsevier, vol. 36(1), pages 1-25.
- Cars Hommes & Tomasz Makarewicz & Domenico Massaro & Tom Smits, 2017.
"Genetic algorithm learning in a New Keynesian macroeconomic setup,"
Journal of Evolutionary Economics, Springer, vol. 27(5), pages 1133-1155, November.
- Hommes, C.H. & Makarewicz, T.A. & Massaro, D. & Smits, T., 2015. "Genetic Algorithm Learning in a New Keynesian Macroeconomic Setup," CeNDEF Working Papers 15-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Yuri Biondi & Simone Righi, 2013. "What does the financial market pricing do? A simulation analysis with a view to systemic volatility, exuberance and vagary," Papers 1312.7460, arXiv.org.
- Eizo Akiyama & Nobuyuki Hanaki & Ryuchiro Ishikawa, 2012. "Effect of uncertainty about others’ rationality in experimental asset markets," AMSE Working Papers 1234, Aix-Marseille School of Economics, France.
- Massenot, Baptiste, 2020. "Credit cycles: Experimental evidence," SAFE Working Paper Series 104 [rev.], Leibniz Institute for Financial Research SAFE, revised 2020.
- Yin, Libo & Cao, Hong, 2024. "Understanding climate policy uncertainty: Evidence from temporal and spatial domains," International Review of Financial Analysis, Elsevier, vol. 95(PB).
- Katarina Juselius & Katrin Assenmacher, 2014.
"Real exchange rate persistence: the case of the Swiss franc-US dollar rate,"
Discussion Papers
14-26, University of Copenhagen. Department of Economics.
- Katarina Juselius & Katrin Assenmacher, 2015. "Real exchange rate persistence: The case of the Swiss franc-US dollar rate," Working Papers 2015-03, Swiss National Bank.
- Arifovic, J. & Hommes, C.H. & Salle, I., 2016.
"Learning to believe in Simple Equilibria in a Complex OLG Economy - evidence from the lab,"
CeNDEF Working Papers
16-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Arifovic, Jasmina & Hommes, Cars & Salle, Isabelle, 2019. "Learning to believe in simple equilibria in a complex OLG economy - evidence from the lab," Journal of Economic Theory, Elsevier, vol. 183(C), pages 106-182.
- Yuri Biondi & Simone Righi, 2015. "Much ado about making money:The impact of disclosure, news and rumors over the formation of security market prices over time," Department of Economics 0075, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
- Rholes, Ryan & Petersen, Luba, 2021. "Should central banks communicate uncertainty in their projections?," Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 320-341.
- Eizo Akiyama & Nobuyuki Hanaki & Ryuichiro Ishikawa, 2012. "Effect of Uncertainty about Others' Rationality in Experimental Asset Markets: An Experimental Analysis," Working Papers halshs-00793613, HAL.
- Galanis, Giorgos & Kollias, Iraklis & Leventidis, Ioanis & Lustenhouwer, Joep, 2022. "Generalizing Heterogeneous Dynamic Heuristic Selection," CRETA Online Discussion Paper Series 73, Centre for Research in Economic Theory and its Applications CRETA.
- Michael Wegener, 2014. "Heterogeneous expectations and debt in a growth model for a small open economy," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 37(1), pages 125-136, April.
- Mikhail Anufriev & Cars Hommes & Tomasz Makarewicz, 2015.
"Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments,"
Working Paper Series
29, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Anufriev, M. & Hommes, C.H. & Makarewicz, T.A., 2015. "Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments," CeNDEF Working Papers 15-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Mikhail Anufriev & Cars Hommes & Tomasz Makarewicz, 2019. "Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments," Journal of the European Economic Association, European Economic Association, vol. 17(5), pages 1538-1584.
- Dawid, Herbert & Heitmann, Dennis, 2014. "Best response dynamics with level-n expectations in two-stage games," Journal of Economic Dynamics and Control, Elsevier, vol. 41(C), pages 130-153.
- Yuri Biondi & Simone Righi, 2020. "Much ado about making money: the impact of disclosure, news and rumors on the formation of security market prices over time," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(2), pages 333-362, April.
- Akin, Zafer, 2020.
"Asymmetric Guessing Games,"
MPRA Paper
103871, University Library of Munich, Germany.
- Zafer Akin, 2023. "Asymmetric guessing games," Theory and Decision, Springer, vol. 94(4), pages 637-676, May.
- Tedeschi, Gabriele & Recchioni, Maria Cristina & Berardi, Simone, 2019. "An approach to identifying micro behavior: How banks’ strategies influence financial cycles," Journal of Economic Behavior & Organization, Elsevier, vol. 162(C), pages 329-346.
- Davis, Douglas & Korenok, Oleg, 2011. "Nominal shocks in monopolistically competitive markets: An experiment," Journal of Monetary Economics, Elsevier, vol. 58(6), pages 578-589.
- Yipeng Yang & Allanus Tsoi, 2016. "A Level Set Analysis and A Nonparametric Regression on S&P 500 Daily Return," IJFS, MDPI, vol. 4(1), pages 1-24, February.
- Perino, Grischa & Willner, Maximilian, 2017. "Why the EU Market Stability Reserve deters long-term low-carbon investments," WiSo-HH Working Paper Series 44, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory.
- Bao, T. & Hommes, C.H. & Sonnemans, J. & Tuinstra, J., 2010.
"Individual Expectations, Limited Rationality and Aggregate Outcomes,"
CeNDEF Working Papers
10-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Te Bao & Cars Hommes & Joep Sonnemans & Jan Tuinstra, 2012. "Individual Expectations, Limited Rationality and Aggregate Outcomes," Tinbergen Institute Discussion Papers 12-016/1, Tinbergen Institute.
- Bao, Te & Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan, 2012. "Individual expectations, limited rationality and aggregate outcomes," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1101-1120.
- de Jong, Johan & Sonnemans, Joep & Tuinstra, Jan, 2022.
"The effect of futures markets on the stability of commodity prices,"
Journal of Economic Behavior & Organization, Elsevier, vol. 198(C), pages 176-211.
- Johan de Jong & Joep Sonnemans & Jan Tuinstra, "undated". "The Effect of Futures Markets on the Stability of Commodity Prices," Tinbergen Institute Discussion Papers 19-028/II, Tinbergen Institute.
- Lines Marji & Westerhoff Frank, 2012.
"Effects of Inflation Expectations on Macroeconomic Dynamics: Extrapolative Versus Regressive Expectations,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(4), pages 1-30, October.
- Lines, Marji & Westerhoff, Frank, 2009. "Effects of inflation expectations on macroeconomic dynamics: Extrapolative versus regressive expectations," BERG Working Paper Series 68, Bamberg University, Bamberg Economic Research Group.
- Anufriev, Mikhail & Chernulich, Aleksei & Tuinstra, Jan, 2018. "A laboratory experiment on the heuristic switching model," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 21-42.
- Tiziana Assenza & William Brock & Cars Hommes, 2013.
"Animal Spirits, Heterogeneous Expectations and the Emergence of Booms and Busts,"
DISCE - Working Papers del Dipartimento di Economia e Finanza
def007, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Tiziana Assenza & William A. Brock & Cars H. Hommes, 2013. "Animal Spirits, Heterogeneous Expectations and the Emergence of Booms and Busts," Tinbergen Institute Discussion Papers 13-205/II, Tinbergen Institute.
- Huber, Jürgen & Palan, Stefan & Zeisberger, Stefan, 2019. "Does investor risk perception drive asset prices in markets? Experimental evidence," Journal of Banking & Finance, Elsevier, vol. 108(C).
- Noemi Schmitt & Frank Westerhoff, 2017.
"Herding behaviour and volatility clustering in financial markets,"
Quantitative Finance, Taylor & Francis Journals, vol. 17(8), pages 1187-1203, August.
- Schmitt, Noemi & Westerhoff, Frank, 2016. "Herding behavior and volatility clustering in financial markets," BERG Working Paper Series 107, Bamberg University, Bamberg Economic Research Group.
- Biondi, Yuri & Giannoccolo, Pierpaolo & Galam, Serge, 2012.
"Formation of share market prices under heterogeneous beliefs and common knowledge,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(22), pages 5532-5545.
- Yuri Biondi & Pierpaolo Giannoccolo & Serge Galam, 2011. "The formation of share market prices under heterogeneous beliefs and common knowledge," Papers 1105.3228, arXiv.org.
- Audzei, Volha & Slobodyan, Sergey, 2022.
"Sparse restricted perceptions equilibrium,"
Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
- Volha Audzei & Sergey Slobodyan, 2018. "Sparse Restricted Perception Equilibrium," Working Papers 2018/8, Czech National Bank.
- Nobuyuki Hanaki & Cars Hommes & Dávid Kopányi & Anita Kopányi-Peuker & Jan Tuinstra, 2023. "Forecasting returns instead of prices exacerbates financial bubbles," Experimental Economics, Springer;Economic Science Association, vol. 26(5), pages 1185-1213, November.
- Tomasz Makarewicz, 2017. "Contrarian Behavior, Information Networks and Heterogeneous Expectations in an Asset Pricing Model," Computational Economics, Springer;Society for Computational Economics, vol. 50(2), pages 231-279, August.
- Cars Hommes & Domenico Massaro & Isabelle Salle, 2019.
"Monetary And Fiscal Policy Design At The Zero Lower Bound: Evidence From The Lab,"
Economic Inquiry, Western Economic Association International, vol. 57(2), pages 1120-1140, April.
- Hommes, C.H. & Massaro, D. & Salle, I., 2015. "Monetary and Fiscal Policy Design at the Zero Lower Bound - Evidence from the Lab," CeNDEF Working Papers 15-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Bao, Te & Hennequin, Myrna & Hommes, Cars & Massaro, Domenico, 2020. "Coordination on bubbles in large-group asset pricing experiments," Journal of Economic Dynamics and Control, Elsevier, vol. 110(C).
- Zhong-Qiang Zhou & Jie Li & Wei Zhang & Xiong Xiong, 2022. "Government intervention model based on behavioral heterogeneity for China’s stock market," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-19, December.
- Colasante, Annarita & Palestrini, Antonio & Russo, Alberto & Gallegati, Mauro, 2017. "Adaptive expectations versus rational expectations: Evidence from the lab," International Journal of Forecasting, Elsevier, vol. 33(4), pages 988-1006.
- Bao, T. & Duffy, J., 2014. "Adaptive vs. eductive learning," Research Report 14002-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Douglas D. Davis & Korenok Oleg, 2010. "Nominal Price Shocks in Monopolistically Competitive Markets: An Experimental Analysis," Working Papers 1003, VCU School of Business, Department of Economics, revised Jun 2011.
- Nobuyuki Hanaki & Eizo Akiyama & Ryuichiro Ishikawa, 2017.
"Effects of Eliciting Long-run Price Forecasts on Market Dynamics in Asset Market Experiments,"
GREDEG Working Papers
2017-26, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Nobuyuki Hanaki & Eizo Akiyama & Ryuichiro Ishikawa, 2017. "Effects of eliciting long-run price forecasts on market dynamics in asset market experiments," Working Papers halshs-01263661, HAL.
- Ng, Desmond & Chen, Liming, 2016. "Learning to Learn: A Case for the Heterogeneous Expectations Hypothesis in Industrialized Markets," International Journal on Food System Dynamics, International Center for Management, Communication, and Research, vol. 7(3), pages 1-17, June.
- Sophie Mitra & Jean‐Marc Boussard, 2012.
"A simple model of endogenous agricultural commodity price fluctuations with storage,"
Agricultural Economics, International Association of Agricultural Economists, vol. 43(1), pages 1-15, January.
- Sophie Mitra & Jean-Marc Boussard, 2011. "A Simple Model of Endogenous Agricultural Commodity Price Fluctuations with Storage," Fordham Economics Discussion Paper Series dp2011-05, Fordham University, Department of Economics.
- Biondo, Alessio Emanuele, 2018. "Learning to forecast, risk aversion, and microstructural aspects of financial stability," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-21.
- John Duffy & Te Bao, 2013. "Adaptive vs. Eductive Learning: Theory and Evidence," Working Paper 518, Department of Economics, University of Pittsburgh, revised Dec 2013.
- Cars Hommes, 2017.
"From Self-Fulfilling Mistakes to Behavioral Learning Equilibria,"
Studies in Economic Theory, in: Kazuo Nishimura & Alain Venditti & Nicholas C. Yannelis (ed.), Sunspots and Non-Linear Dynamics, chapter 0, pages 97-123,
Springer.
- Cars Hommes, 2017. "From self-fulfilling mistakes to behavioral learning equilibria," Tinbergen Institute Discussion Papers 17-018/II, Tinbergen Institute.
- Roberto Dieci & Xue-Zhong He, 2018. "Heterogeneous Agent Models in Finance," Research Paper Series 389, Quantitative Finance Research Centre, University of Technology, Sydney.
- Dávid Kopányi & Jean Paul Rabanal & Olga A. Rud & Jan Tuinstra, 2019. "Can successful forecasters help stabilize asset prices in a learning to forecast experiment?," Working Papers 140, Peruvian Economic Association.
- Piero Mazzarisi & Fabrizio Lillo & Stefano Marmi, 2018. "When panic makes you blind: a chaotic route to systemic risk," Papers 1805.00785, arXiv.org.
- Heemeijer Peter & Hommes Cars & Sonnemans Joep & Tuinstra Jan, 2012. "An Experimental Study on Expectations and Learning in Overlapping Generations Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(4), pages 1-49, October.
- Vinokurov, Stepan S. (Винокуров, Степан) & Medved, Anna A. (Медведь, Анна) & Mierin, Larisa A. (Миэринь, Лариса), 2018. "Influence of the Information Background on the Economic Behavior of Households [Влияние Информационного Фона На Экономическое Поведение Домохозяйств]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 5, pages 66-79, October.
- Colasante, Annarita & Palestrini, Antonio & Russo, Alberto & Gallegati, Mauro, 2015. "Heterogeneous Adaptive Expectations and Coordination in a Learning-to-Forecast Experiment," MPRA Paper 66578, University Library of Munich, Germany.
- Pfajfar, D. & Zakelj, B., 2011.
"Inflation Expectations and Monetary Policy Design : Evidence from the Laboratory (Replaces CentER DP 2009-007),"
Other publications TiSEM
24250de3-0ad7-48dc-9c2a-c, Tilburg University, School of Economics and Management.
- Pfajfar, D. & Zakelj, B., 2011. "Inflation Expectations and Monetary Policy Design : Evidence from the Laboratory (Replaces CentER DP 2009-007)," Discussion Paper 2011-091, Tilburg University, Center for Economic Research.
- Pietro Dindo & Jan Tuinstra, 2006.
"A Behavioral Model for Participation Games with Negative Feedback,"
Tinbergen Institute Discussion Papers
06-073/1, Tinbergen Institute.
- Dindo, P.D.E. & Tuinstra, J., 2006. "A Behavioral Model for Participation Games with Negative Feedback," CeNDEF Working Papers 06-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Makarewicz, Tomasz, 2019. "Traders, forecasters and financial instability: A model of individual learning of anchor-and-adjustment heuristics," BERG Working Paper Series 141, Bamberg University, Bamberg Economic Research Group.
- J. Barkley Rosser Jr & Richard P.F. Holt & David Colander, 2010. "European Economics at a Crossroads," Books, Edward Elgar Publishing, number 13585.
- Michael W. M. Roos & Wolfgang J. Luhan, 2013. "Information, Learning and Expectations in an Experimental Model Economy," Economica, London School of Economics and Political Science, vol. 80(319), pages 513-531, July.
- Kopányi, Dávid & Rabanal, Jean Paul & Rud, Olga A. & Tuinstra, Jan, 2019. "Can competition between forecasters stabilize asset prices in learning to forecast experiments?," Journal of Economic Dynamics and Control, Elsevier, vol. 109(C).
- Guy Maugis, Pierre-André, 2017. "Paradigm shifts," Economics Discussion Papers 2017-92, Kiel Institute for the World Economy (IfW Kiel).
- Cooper, Kristen B. & Schneider, Henry S. & Waldman, Michael, 2017. "Limited rationality and the strategic environment: Further theory and experimental evidence," Games and Economic Behavior, Elsevier, vol. 106(C), pages 188-208.
- Damjan Pfajfar & Blaž Žakelj, 2015.
"Inflation Expectations and Monetary Policy Design: Evidence from the Laboratory,"
Finance and Economics Discussion Series
2015-45, Board of Governors of the Federal Reserve System (U.S.).
- Pfajfar, Damjan & Žakelj, Blaž, 2018. "Inflation Expectations And Monetary Policy Design: Evidence From The Laboratory," Macroeconomic Dynamics, Cambridge University Press, vol. 22(4), pages 1035-1075, June.
- Chaudhry, Muhammad Imran & Miranda, Mario J., 2018. "Complex price dynamics in vertically linked cobweb markets," Economic Modelling, Elsevier, vol. 72(C), pages 363-378.
- Jasmina Arifovic & George Evans & Olena Kostyshyna, 2013. "Are Sunspots Learnable? An Experimental Investigation in a Simple General-Equilibrium Model," Staff Working Papers 13-14, Bank of Canada.
- Florian Peters & Simas Kucinskas, 2018. "Measuring Biases in Expectation Formation," Tinbergen Institute Discussion Papers 18-058/IV, Tinbergen Institute.
- Willner, Maximilian, 2018. "Consulting the chrystal ballː Firm's foresight and a cap-and-trade scheme with endogenous supply adjustments," WiSo-HH Working Paper Series 46, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory.
- Bao, Te & Zong, Jichuan, 2019. "The impact of interest rate policy on individual expectations and asset bubbles in experimental markets," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
- Barbara Dluhosch, 2011. "European Economics at a Crossroads, by J. Barkley Rosser, Jr., Richard P. F. Holt, and David Colander," Journal of Regional Science, Wiley Blackwell, vol. 51(3), pages 629-631, August.
- Yuri Biondi & Pierpaolo Giannoccolo, 2015. "Share price formation, market exuberance and financial stability under alternative accounting regimes," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(2), pages 333-362, October.
- Huber, Stefanie J. & Minina, Daria & Schmidt, Tobias, 2023. "The pass-through from inflation perceptions to inflation expectations," Discussion Papers 17/2023, Deutsche Bundesbank.
- von der Becke Susanne & Sornette Didier, 2019. "An Asset-Based Framework of Credit Creation (applied to the Global Financial Crisis)," Accounting, Economics, and Law: A Convivium, De Gruyter, vol. 9(2), pages 1-21, July.
- Cars Hommes & Domenico Massaro & Matthias Weber, 2015.
"Monetary Policy under Behavioral Expectations: Theory and Experiment,"
Tinbergen Institute Discussion Papers
15-087/II, Tinbergen Institute.
- Hommes, Cars & Massaro, Domenico & Weber, Matthias, 2019. "Monetary policy under behavioral expectations: Theory and experiment," European Economic Review, Elsevier, vol. 118(C), pages 193-212.
- Cars Hommes & Domenico Massaro & Matthias Weber, 2017. "Monetary Policy under Behavioral Expectations: Theory and Experiment," Bank of Lithuania Working Paper Series 42, Bank of Lithuania.
- Zhou Lu & Te Bao & Xiaohua Yu, 2021. "Gender and Bubbles in Experimental Markets with Positive and Negative Expectation Feedback," Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1307-1326, April.
- Anufriev, Mikhail & Duffy, John & Panchenko, Valentyn, 2024. "Individual evolutionary learning in repeated beauty contest games," Journal of Economic Behavior & Organization, Elsevier, vol. 218(C), pages 550-567.
- Mauersberger, Felix, 2021. "Monetary policy rules in a non-rational world: A macroeconomic experiment," Journal of Economic Theory, Elsevier, vol. 197(C).
- Bekiros, Stelios & Jlassi, Mouna & Lucey, Brian & Naoui, Kamel & Uddin, Gazi Salah, 2017. "Herding behavior, market sentiment and volatility: Will the bubble resume?," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 107-131.
- Giulio Bottazzi & Pietro Dindo, 2013. "Evolution and market behavior in economics and finance: introduction to the special issue," Journal of Evolutionary Economics, Springer, vol. 23(3), pages 507-512, July.
- Assenza, T. & Brock, W.A. & Hommes, C.H., 2012.
"Animal Spirits, Heterogeneous Expectations and the Amplification and Duration of Crises,"
CeNDEF Working Papers
12-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Tiziana Assenza & William A. Brock & Cars H. Hommes, 2017. "Animal Spirits, Heterogeneous Expectations, And The Amplification And Duration Of Crises," Economic Inquiry, Western Economic Association International, vol. 55(1), pages 542-564, January.
- Tiziana Assenza & Jakob Grazzini & Cars Hommes & Domenico Massaro, 2014.
"PQ Strategies in Monopolistic Competition: Some Insights from the Lab,"
DISCE - Working Papers del Dipartimento di Economia e Finanza
def011, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Assenza, Tiziana & Grazzini, Jakob & Hommes, Cars & Massaro, Domenico, 2015. "PQ strategies in monopolistic competition: Some insights from the lab," Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 62-77.
- Giamattei, Marcus & Huber, Jürgen & Lambsdorff, Johann Graf & Nicklisch, Andreas & Palan, Stefan, 2020. "Who inflates the bubble? Forecasters and traders in experimental asset markets," Journal of Economic Dynamics and Control, Elsevier, vol. 110(C).
- Dragomirescu-Gaina, Catalin & Philippas, Dionisis & Tsionas, Mike G., 2021. "Trading off accuracy for speed: Hedge funds' decision-making under uncertainty," International Review of Financial Analysis, Elsevier, vol. 75(C).
- Domenico Colucci & Matteo Vigna & Vincenzo Valori, 2022. "Large and uncertain heterogeneity of expectations: stability of equilibrium from a policy maker standpoint," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(1), pages 319-348, January.
- Jay Chok & Jifeng Qian, 2013. "Comparable Stocks, Boundedly Rational Stock Markets and IPO Entry Rates," PLOS ONE, Public Library of Science, vol. 8(5), pages 1-8, May.
- Matthias Weber, 2021. "Behavioral optimal taxation: Aspirations," Journal of Behavioral Economics for Policy, Society for the Advancement of Behavioral Economics (SABE), vol. 5(1), pages 19-26, Septembre.
- Grischa Perino & Maximilian Willner, 2019. "Rushing the Impatient: Allowance Reserves and the Time Profile of Low-Carbon Investments," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 74(2), pages 845-863, October.
- Galanis, Giorgos & Kollias, Iraklis & Leventidis, Ioanis & Lustenhouwer, Joep, 2022. "Generalizing Heuristic Switching Models," Working Papers 0715, University of Heidelberg, Department of Economics.
- Chaudhry, Muhammad Imran & Katchova, Ani & Miranda, Mario Javier, 2016. "Examining pricing mechanics in the poultry value chain - empirical evidence from Pakistan," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235953, Agricultural and Applied Economics Association.
- Juselius, Katarina & Stillwagon, Josh R., 2018. "Are outcomes driving expectations or the other way around? An I(2) CVAR analysis of interest rate expectations in the dollar/pound market," Journal of International Money and Finance, Elsevier, vol. 83(C), pages 93-105.
- Zhu, Jiahua & Bao, Te & Chia, Wai Mun, 2021. "Evolutionary selection of forecasting and quantity decision rules in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, vol. 182(C), pages 363-404.
- Yipeng Yang & Allanus Tsoi, 2013. "Prospect Agents and the Feedback Effect on Price Fluctuations," Papers 1308.6759, arXiv.org, revised Jan 2014.
- Toshiaki Akinaga & Takanori Kudo & Kenju Akai, 2023. "Interaction between price and expectations in the jar-guessing experimental market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(3), pages 491-532, July.
- Mikhail Anufriev & Cars Hommes, 2012.
"Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments,"
American Economic Journal: Microeconomics, American Economic Association, vol. 4(4), pages 35-64, November.
- Anufriev, M. & Hommes, C.H., 2011. "Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments," CeNDEF Working Papers 11-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Antonio Doria, Francisco, 2011. "J.B. Rosser Jr. , Handbook of Research on Complexity, Edward Elgar, Cheltenham, UK--Northampton, MA, USA (2009) 436 + viii pp., index, ISBN 978 1 84542 089 5 (cased)," Journal of Economic Behavior & Organization, Elsevier, vol. 78(1-2), pages 196-204, April.
- Dieci, Roberto & Gardini, Laura & Westerhoff, Frank, 2022. "On the destabilizing nature of capital gains taxes," International Review of Financial Analysis, Elsevier, vol. 83(C).
- Anufriev, M. & Tuinstra, J. & Bao, T., 2013. "Fund Choice Behavior and Estimation of Switching Models: An Experiment," CeNDEF Working Papers 13-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Hommes, Cars, 2018. "Carl’s nonlinear cobweb," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 7-20.
- Dindo, P.D.E. & Tuinstra, J., 2006.
"A Behavioral Model for Participation Games with Negative Feedback,"
CeNDEF Working Papers
06-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Pietro Dindo & Jan Tuinstra, 2006. "A Behavioral Model for Participation Games with Negative Feedback," Tinbergen Institute Discussion Papers 06-073/1, Tinbergen Institute.
Cited by:
- Troy Tassier, 2013. "Handbook of Research on Complexity, by J. Barkley Rosser, Jr. and Edward Elgar," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 39(1), pages 132-133.
- Hommes, C.H., 2007.
"Bounded Rationality and Learning in Complex Markets,"
CeNDEF Working Papers
07-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Cars H. Hommes, 2009. "Bounded Rationality and Learning in Complex Markets," Chapters, in: J. Barkley Rosser Jr. (ed.), Handbook of Research on Complexity, chapter 5, Edward Elgar Publishing.
- William Brock & Pietro Dindo & Cars Hommes, 2006. "Adaptive rational equilibrium with forward looking agents," International Journal of Economic Theory, The International Society for Economic Theory, vol. 2(3‐4), pages 241-278, September.
- Antonio Doria, Francisco, 2011. "J.B. Rosser Jr. , Handbook of Research on Complexity, Edward Elgar, Cheltenham, UK--Northampton, MA, USA (2009) 436 + viii pp., index, ISBN 978 1 84542 089 5 (cased)," Journal of Economic Behavior & Organization, Elsevier, vol. 78(1-2), pages 196-204, April.
- Rüggeberg, J. & Schinkel, M.P. & Tuinstra, J., 2005.
"Illinois Walls: How barring indirect purchaser suits facilitates collusion,"
CeNDEF Working Papers
05-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Maarten Pieter Schinkel & Jan Tuinstra & Jakob Rüggeberg, 2008. "Illinois Walls: how barring indirect purchaser suits facilitates collusion," RAND Journal of Economics, RAND Corporation, vol. 39(3), pages 683-698, September.
Cited by:
- F. Maier-Rigaud & H. Schwalbe, 2013.
"Quantification of antitrust damages,"
Post-Print
hal-00845771, HAL.
- Frank Maier-Rigaud & Ulrich Schwalbe, 2013. "Quantification of Antitrust Damages," Working Papers 2013-ECO-09, IESEG School of Management.
- Roman Inderst & Frank Maier-Rigaud & Ulrich Schwalbe, 2013.
"Quantifizierung von Schäden durch Wettbewerbsverstöße,"
Working Papers
2013-ECO-08, IESEG School of Management.
- F. Maier-Rigaud & R. Inderst & U. Schwalbe, 2013. "Quantifizierung von Schäden durch Wettbewerbsverstöße," Post-Print hal-00845779, HAL.
- Reisinger, Markus & Thomes, Tim Paul, 2017.
"Manufacturer collusion: Strategic implications of the channel structure,"
DICE Discussion Papers
261, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
- Markus Reisinger & Tim Paul Thomes, 2017. "Manufacturer collusion: Strategic implications of the channel structure," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 26(4), pages 923-954, December.
- Boone, J. & Müller, W., 2008.
"The Distribution of Harm in Price-Fixing Cases,"
Discussion Paper
2008-68, Tilburg University, Center for Economic Research.
- Boone, J. & Müller, W., 2008. "The Distribution of Harm in Price-Fixing Cases," Other publications TiSEM 4902e2bb-47cb-4922-b4c8-6, Tilburg University, School of Economics and Management.
- Boone, Jan & Müller, Wieland, 2008. "The Distribution of Harm in Price-Fixing Cases," CEPR Discussion Papers 6949, C.E.P.R. Discussion Papers.
- Boone, Jan & Müller, Wieland, 2012. "The distribution of harm in price-fixing cases," International Journal of Industrial Organization, Elsevier, vol. 30(2), pages 265-276.
- Salvatore Piccolo & Markus Reisinger, 2011.
"Exclusive Territories and Manufacturers' Collusion,"
Management Science, INFORMS, vol. 57(7), pages 1250-1266, July.
- Salvatore Piccolo & Markus Reisinger, 2010. "Exclusive Territories and Manufacturers’ Collusion," CSEF Working Papers 249, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 22 Feb 2011.
- Salvatore Piccolo, 2009.
"Colluding through Suppliers,"
CSEF Working Papers
224, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 08 Apr 2010.
- Salvatore Piccolo & Jeanine Miklós-Thal, 2012. "Colluding through suppliers," RAND Journal of Economics, RAND Corporation, vol. 43(3), pages 492-513, September.
- Frank Maier-Rigaud, 2013.
"Towards a European Directive on Damages Actions,"
Working Papers
2013-ECO-16, IESEG School of Management.
- Frank P. Maier-Rigaud, 2014. "Toward A European Directive On Damages Actions," Journal of Competition Law and Economics, Oxford University Press, vol. 10(2), pages 341-360.
- Iwan Bos & Maarten Pieter Schinkel, 2009. "Tracing the Base: A Topographic Test for Collusive Basing-Point Pricing," Tinbergen Institute Discussion Papers 09-007/1, Tinbergen Institute.
- Teichmann, Isabel & von Schlippenbach, Vanessa, 2015.
"Collusive effects of a monopolist's use of an intermediary to deliver to retailers,"
VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy
112948, Verein für Socialpolitik / German Economic Association.
- Isabel Teichmann & Vanessa von Schlippenbach, 2014. "Collusive Effects of a Monopolist's Use of an Intermediary to Deliver to Retailers," Discussion Papers of DIW Berlin 1440, DIW Berlin, German Institute for Economic Research.
- Nitish Jain & Sameer Hasija & Serguei Netessine, 2021. "Supply Chains and Antitrust Governance," Management Science, INFORMS, vol. 67(11), pages 6822-6838, November.
- Maarten Pieter Schinkel & Jan Tuinstra & Jakob Rüggeberg, 2008.
"Illinois Walls: how barring indirect purchaser suits facilitates collusion,"
RAND Journal of Economics, RAND Corporation, vol. 39(3), pages 683-698, September.
- Rüggeberg, J. & Schinkel, M.P. & Tuinstra, J., 2005. "Illinois Walls: How barring indirect purchaser suits facilitates collusion," CeNDEF Working Papers 05-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Sahuguet, Nicolas & Walckiers, Alexis, 2017. "A theory of hub-and-spoke collusion," International Journal of Industrial Organization, Elsevier, vol. 53(C), pages 353-370.
- Holler, Emanuel & Rickert, Dennis, 2022. "How resale price maintenance and loss leading affect upstream cartel stability: Anatomy of a coffee cartel," International Journal of Industrial Organization, Elsevier, vol. 85(C).
- Verboven, Frank & Van Dijk, Theon, 2007.
"Cartel Damages Claims and the Passing-on Defence,"
CEPR Discussion Papers
6329, C.E.P.R. Discussion Papers.
- FRANK VERBOVEN & THEON van DIJK, 2009. "Cartel Damages Claims And The Passing‐On Defense," Journal of Industrial Economics, Wiley Blackwell, vol. 57(3), pages 457-491, September.
- Frank Verboven & Theon Van Dijk, 2007. "Cartel damages claims and the passing-on defense," Working Papers of Department of Economics, Leuven ces0715, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Matthias Hunold & Johannes Muthers, 2023. "Manufacturer Collusion and Resale Price Maintenance," Volkswirtschaftliche Diskussionsbeiträge 197-23, Universität Siegen, Fakultät Wirtschaftswissenschaften, Wirtschaftsinformatik und Wirtschaftsrecht.
- Bet, Germán & Cui, Shana & Sappington, David E.M., 2021. "The impact of vertical integration on losses from collusion," International Journal of Industrial Organization, Elsevier, vol. 77(C).
- Hunold, Matthias, 2013. "The effects of cartel damage compensations," ZEW Discussion Papers 13-081, ZEW - Leibniz Centre for European Economic Research.
- Schinkel, M.P. & Tuinstra, J., 2005. "Illinois Walls in alternative market structures," CeNDEF Working Papers 05-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Sadiraj, V. & Tuinstra, J. & Winden, F. van, 2005.
"On the size of the winning set in the presence of interest groups,"
CeNDEF Working Papers
05-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Vjollca Sadiraj & Jan Tuinstra & Frans van Winden, 2006. "On the Size of the Winning Set in the Presence of Interest Groups," CESifo Working Paper Series 1698, CESifo.
- Vjollca Sadiraj & Jan Tuinstra & Frans van Winden, 2005. "On the Size of the Winning Set in the Presence of Interest Groups," Tinbergen Institute Discussion Papers 05-034/1, Tinbergen Institute.
Cited by:
- Vjollca Sadiraj & Jan Tuinstra & Frans van Winden, 2004.
"A computational electoral competition model with social clustering and endogenous interest groups as information brokers,"
Experimental Economics Center Working Paper Series
2006-19, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University.
- Vjollca Sadiraj & Jan Tuinstra & Frans Winden, 2006. "A computational electoral competition model with social clustering and endogenous interest groups as information brokers," Public Choice, Springer, vol. 129(1), pages 169-187, October.
- Sadiraj, V. & Tuinstra, J. & Winden, F. van, 2004. "A Computational Electoral Competition Model with Social Clustering and Endogenous Interest Groups as Information Brokers," CeNDEF Working Papers 04-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Sadiraj, V. & Tuinstra, J. & Winden, F. van, 2004.
"A Computational Electoral Competition Model with Social Clustering and Endogenous Interest Groups as Information Brokers,"
CeNDEF Working Papers
04-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Vjollca Sadiraj & Jan Tuinstra & Frans Winden, 2006. "A computational electoral competition model with social clustering and endogenous interest groups as information brokers," Public Choice, Springer, vol. 129(1), pages 169-187, October.
- Vjollca Sadiraj & Jan Tuinstra & Frans van Winden, 2004. "A computational electoral competition model with social clustering and endogenous interest groups as information brokers," Experimental Economics Center Working Paper Series 2006-19, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University.
Cited by:
- Reuben, Ernesto & Traxler, Christian & van Winden, Frans, 2015. "Advocacy and political convergence under preference uncertainty," European Economic Review, Elsevier, vol. 79(C), pages 16-36.
- Vjollca Sadiraj & Jan Tuinstra & Frans Van Winden, 2010.
"Identification of Voters with Interest Groups Improves the Electoral Chances of the Challenger,"
CESifo Working Paper Series
3014, CESifo.
- Vjollca Sadiraj & Jan Tuinstra & Frans van Winden, 2009. "Identification of Voters with Interest Groups improves the Electoral Chances of the Challenger," Tinbergen Institute Discussion Papers 09-095/1, Tinbergen Institute.
- Vjollca Sadiraj & Jan Tuinstra & Frans van Winden, 2010. "Identification of Voters with Interest Groups Improves the Electoral Chances of the Challenger," Experimental Economics Center Working Paper Series 2010-05, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University.
- Sadiraj, Vjollca & Tuinstra, Jan & van Winden, Frans, 2010. "Identification of voters with interest groups improves the electoral chances of the challenger," Mathematical Social Sciences, Elsevier, vol. 60(3), pages 210-216, November.
- Vjollca Sadiraj & Jan Tuinstra & Frans van Winden, 2006.
"On the Size of the Winning Set in the Presence of Interest Groups,"
CESifo Working Paper Series
1698, CESifo.
- Sadiraj, V. & Tuinstra, J. & Winden, F. van, 2005. "On the size of the winning set in the presence of interest groups," CeNDEF Working Papers 05-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Vjollca Sadiraj & Jan Tuinstra & Frans van Winden, 2005. "On the Size of the Winning Set in the Presence of Interest Groups," Tinbergen Institute Discussion Papers 05-034/1, Tinbergen Institute.
- Leonie Geyer & Patrick Mellacher, 2024. "Simulating Party Competition in Dynamic Voter Distributions," Graz Economics Papers 2024-19, University of Graz, Department of Economics.
- Zacharias Maniadis, 2009. "Campaign contributions as a commitment device," Public Choice, Springer, vol. 139(3), pages 301-315, June.
- Michael Ensley, 2012. "Incumbent positioning, ideological heterogeneity and mobilization in U.S. House elections," Public Choice, Springer, vol. 151(1), pages 43-61, April.
- Heemeijer, P. & Hommes, C.H. & Sonnemans, J. & Tuinstra, J., 2004.
"Forming price expectations in positive and negative feedback systems,"
CeNDEF Working Papers
04-15, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
Cited by:
- Branch, William A., 2007. "Sticky information and model uncertainty in survey data on inflation expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 31(1), pages 245-276, January.
- Johannes Leitner & Robert Schmidt, 2007. "Expectation formation in an experimental foreign exchange market," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 15(2), pages 167-184, June.
- Schinkel, M.P. & Tuinstra, J. & Rueggeberg, J., 2004.
"Illinois Walls,"
CeNDEF Working Papers
04-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Maarten Pieter Schinkel & Jan Tuinstra & Jakob Rüggeberg, 2005. "Illinois Walls," Tinbergen Institute Discussion Papers 05-049/1, Tinbergen Institute.
- Schinkel, M.P. & Tuinstra, J. & Rueggeberg, J., 2003. "Illinois walls," Research Memorandum 012, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
Cited by:
- Boone, J. & Müller, W., 2008.
"The Distribution of Harm in Price-Fixing Cases,"
Discussion Paper
2008-68, Tilburg University, Center for Economic Research.
- Boone, J. & Müller, W., 2008. "The Distribution of Harm in Price-Fixing Cases," Other publications TiSEM 4902e2bb-47cb-4922-b4c8-6, Tilburg University, School of Economics and Management.
- Boone, Jan & Müller, Wieland, 2008. "The Distribution of Harm in Price-Fixing Cases," CEPR Discussion Papers 6949, C.E.P.R. Discussion Papers.
- Boone, Jan & Müller, Wieland, 2012. "The distribution of harm in price-fixing cases," International Journal of Industrial Organization, Elsevier, vol. 30(2), pages 265-276.
- Maarten Pieter Schinkel & Jan Tuinstra & Jakob Rüggeberg, 2008.
"Illinois Walls: how barring indirect purchaser suits facilitates collusion,"
RAND Journal of Economics, RAND Corporation, vol. 39(3), pages 683-698, September.
- Rüggeberg, J. & Schinkel, M.P. & Tuinstra, J., 2005. "Illinois Walls: How barring indirect purchaser suits facilitates collusion," CeNDEF Working Papers 05-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Schinkel, M.P. & Tuinstra, J., 2004.
"Imperfect Competition Law Enforcement,"
CeNDEF Working Papers
04-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Schinkel, Maarten Pieter & Tuinstra, Jan, 2006. "Imperfect competition law enforcement," International Journal of Industrial Organization, Elsevier, vol. 24(6), pages 1267-1297, November.
Cited by:
- Katsoulacos, Yannis & Ulph, David, 2014. "Legal Uncertainty, Competition Law Enforcement Procedures and Optimal Penalties," SIRE Discussion Papers 2015-12, Scottish Institute for Research in Economics (SIRE).
- Paolo Buccirossi & Lorenzo Ciari & Tomaso Duso & Giancarlo Spagnolo & Cristiana Vitale, 2011.
"Measuring The Deterrence Properties Of Competition Policy: The Competition Policy Indexes,"
Journal of Competition Law and Economics, Oxford University Press, vol. 7(1), pages 165-204.
- Buccirossi, Paolo & Ciari, Lorenzo & Duso, Tomaso & Spagnolo, Giancarlo & Vitale, Cristiana, 2009. "Measuring the deterrence properties of competition policy: The competition policy indexes," Discussion Papers, Research Unit: Competition and Innovation SP II 2009-15, WZB Berlin Social Science Center.
- Buccirossi, Paolo & Ciari, Lorenzo & Duso, Tomaso & Spagnolo, Giancarlo & Vitale, Cristiana, 2009. "Measuring the deterrence properties of competition policy: the Competition Policy Indexes," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 284, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Maarten Pieter Schinkel, 2008. "Forensic Economics In Competition Law Enforcement," Journal of Competition Law and Economics, Oxford University Press, vol. 4(1), pages 1-30.
- Peter Grajzl & Andrzej Baniak, 2015.
"Private Enforcement, Corruption, and Antitrust Design,"
CESifo Working Paper Series
5602, CESifo.
- Grajzl, Peter & Baniak, Andrzej, 2018. "Private enforcement, corruption, and antitrust design," Journal of Comparative Economics, Elsevier, vol. 46(1), pages 284-307.
- Michiel Bijlsma & Roel van Elk, 2008. "Opportunistic competition law enforcement," CPB Discussion Paper 110, CPB Netherlands Bureau for Economic Policy Analysis.
- Hüschelrath, Kai, 2009. "Methodologische Grundlagen einer Evaluation von Wettbewerbspolitik," ZEW Discussion Papers 09-084, ZEW - Leibniz Centre for European Economic Research.
- Claudio Calcagno, 2012. "Stand-alone private antitrust damages: (how) should competition authorities react?," European Journal of Law and Economics, Springer, vol. 34(2), pages 365-389, October.
- Lars Sørgard, 2009. "Optimal Merger Policy: Enforcement Vs. Deterrence," Journal of Industrial Economics, Wiley Blackwell, vol. 57(3), pages 438-456, September.
- Lang, Matthias, 2017.
"Legal uncertainty as a welfare enhancing screen,"
European Economic Review, Elsevier, vol. 91(C), pages 274-289.
- Matthias Lang, 2014. "Legal Uncertainty as a Welfare Enhancing Screen," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2014_17, Max Planck Institute for Research on Collective Goods, revised Oct 2016.
- Matthias Lang, 2016. "Legal Uncertainty as a Welfare Enhancing Screen," CESifo Working Paper Series 6164, CESifo.
- Bernardo Guimaraes & Bruno Meyerhof Salama, 2023.
"Permitting Prohibitions,"
The Journal of Legal Studies, University of Chicago Press, vol. 52(1), pages 241-271.
- Guimaraes, Bernardo & Salama, Bruno Meyerhof, 2021. "Permitting prohibitions," Textos para discussão 544, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Bernardo Guimaraes & Bruno Meyerhof Salama, 2017.
"Contingent Judicial Deference: theory and application to usury laws,"
Discussion Papers
1729, Centre for Macroeconomics (CFM).
- Guimarães, Bernardo de Vasconcellos & Salama, Bruno Meyerhof, 2017. "Contingent judicial deference: theory and application to usury laws," Textos para discussão 440, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
- Damien Neven & Hans Zenger, 2008. "Ex Post Evaluation of Enforcement: A Principal-Agent Perspective," De Economist, Springer, vol. 156(4), pages 477-490, December.
- Ghebrihiwet, N. & Motchenkova, E.I., 2010. "Leniency programs in the presence of judicial errors," Serie Research Memoranda 0008, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- Katsoulacos, Yannis & Ulph, David, 2017. "Regulatory decision errors, Legal Uncertainty and welfare: A general treatment," International Journal of Industrial Organization, Elsevier, vol. 53(C), pages 326-352.
- Will, Birgit E. & Schmidtchen, Dieter, 2008. "Fighting cartels: some economics of council regulation (EC) 1/2003," CSLE Discussion Paper Series 2008-02, Saarland University, CSLE - Center for the Study of Law and Economics.
- Tim Reuter, 2012. "Private antitrust enforcement revisited: The role of private incentives to report evidence to the antitrust authority," Working Paper Series of the Department of Economics, University of Konstanz 2012-04, Department of Economics, University of Konstanz.
- Katsoulacos, Yannis & Ulph, David, 2014. "Decision Errors, Legal Uncertainty and Welfare: a General Treatment," SIRE Discussion Papers 2015-09, Scottish Institute for Research in Economics (SIRE).
- Panayiotis Agisilaou, 2013. "Collusion in Industrial Economics and Optimally Designed Leniency Programmes - A Survey," Working Paper series, University of East Anglia, Centre for Competition Policy (CCP) 2013-03, Centre for Competition Policy, University of East Anglia, Norwich, UK..
- Guimaraesy, Bernardo & Meyerhof Salama, Bruno, 2017. "Contingent judicial deference: theory and application to usury laws," LSE Research Online Documents on Economics 86146, London School of Economics and Political Science, LSE Library.
- Sadiraj, V. & Tuinstra, J. & Winden, F. van, 2004.
"Interest Group Size Dynamics and Policymaking,"
CeNDEF Working Papers
04-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Vjollca Sadiraj & Jan Tuinstra & Frans Winden, 2005. "Interest group size dynamics and policymaking," Public Choice, Springer, vol. 125(3), pages 271-303, December.
Cited by:
- Vjollca Sadiraj & Jan Tuinstra & Frans Van Winden, 2010.
"Identification of Voters with Interest Groups Improves the Electoral Chances of the Challenger,"
CESifo Working Paper Series
3014, CESifo.
- Vjollca Sadiraj & Jan Tuinstra & Frans van Winden, 2009. "Identification of Voters with Interest Groups improves the Electoral Chances of the Challenger," Tinbergen Institute Discussion Papers 09-095/1, Tinbergen Institute.
- Vjollca Sadiraj & Jan Tuinstra & Frans van Winden, 2010. "Identification of Voters with Interest Groups Improves the Electoral Chances of the Challenger," Experimental Economics Center Working Paper Series 2010-05, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University.
- Sadiraj, Vjollca & Tuinstra, Jan & van Winden, Frans, 2010. "Identification of voters with interest groups improves the electoral chances of the challenger," Mathematical Social Sciences, Elsevier, vol. 60(3), pages 210-216, November.
- Vjollca Sadiraj & Jan Tuinstra & Frans van Winden, 2006.
"On the Size of the Winning Set in the Presence of Interest Groups,"
CESifo Working Paper Series
1698, CESifo.
- Sadiraj, V. & Tuinstra, J. & Winden, F. van, 2005. "On the size of the winning set in the presence of interest groups," CeNDEF Working Papers 05-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Vjollca Sadiraj & Jan Tuinstra & Frans van Winden, 2005. "On the Size of the Winning Set in the Presence of Interest Groups," Tinbergen Institute Discussion Papers 05-034/1, Tinbergen Institute.
- Tuinstra, Jan & Wegener, Michael & Westerhoff, Frank, 2013. "Positive welfare effects of trade barriers in a dynamic equilibrium model," BERG Working Paper Series 91, Bamberg University, Bamberg Economic Research Group.
- Anne Maria Busch, 2015. "Drug Prices and Pressure Group Activities in the German Health Care Market: An Application of the Becker Model," Working Paper Series in Economics 338, University of Lüneburg, Institute of Economics.
- Tuinstra, Jan & Wegener, Michael & Westerhoff, Frank, 2014. "Positive welfare effects of trade barriers in a dynamic partial equilibrium model," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 246-264.
- Vjollca Sadiraj & Jan Tuinstra & Frans van Winden, 2004.
"A computational electoral competition model with social clustering and endogenous interest groups as information brokers,"
Experimental Economics Center Working Paper Series
2006-19, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University.
- Vjollca Sadiraj & Jan Tuinstra & Frans Winden, 2006. "A computational electoral competition model with social clustering and endogenous interest groups as information brokers," Public Choice, Springer, vol. 129(1), pages 169-187, October.
- Sadiraj, V. & Tuinstra, J. & Winden, F. van, 2004. "A Computational Electoral Competition Model with Social Clustering and Endogenous Interest Groups as Information Brokers," CeNDEF Working Papers 04-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Anne Maria Busch, 2015. "Drug Prices, Rents, and Votes in the German Health Care Market: An Application of the Peltzman Model," Working Paper Series in Economics 339, University of Lüneburg, Institute of Economics.
- Hommes, C.H. & Sonnemans, J. & Tuinstra, J. & Velden, H. van de, 2004.
"Coordination of Expectations in Asset Pricing Experiments (Version March 2004),"
CeNDEF Working Papers
04-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
Cited by:
- Papadopoulos, Georgios, 2019.
"Income inequality, consumption, credit and credit risk in a data-driven agent-based model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 104(C), pages 39-73.
- Papadopoulos, Georgios, 2018. "Income inequality, consumption, credit and credit risk in a data-driven agent-based model," MPRA Paper 89764, University Library of Munich, Germany.
- Guidon Fenig & Mariya Mileva & Luba Petersen, 2013.
"Deflating asset price bubbles with leverage constraints and monetary policy,"
Discussion Papers
dp17-02, Department of Economics, Simon Fraser University, revised Jan 2017.
- Fenig, Guidon & Mileva, Mariya & Petersen, Luba, 2018. "Deflating asset price bubbles with leverage constraints and monetary policy," Journal of Economic Behavior & Organization, Elsevier, vol. 155(C), pages 1-27.
- Spelta, A. & Flori, A. & Pecora, N. & Pammolli, F., 2021. "Financial crises: Uncovering self-organized patterns and predicting stock markets instability," Journal of Business Research, Elsevier, vol. 129(C), pages 736-756.
- Andrea Morone, 2005.
"Financial Market in the Laboratory, an Experimental Analysis of some Stylized Facts,"
Papers on Strategic Interaction
2005-27, Max Planck Institute of Economics, Strategic Interaction Group.
- Andrea Morone, 2008. "Financial markets in the laboratory: an experimental analysis of some stylized facts," Quantitative Finance, Taylor & Francis Journals, vol. 8(5), pages 513-532.
- Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan & van de Velden, Henk, 2005. "A strategy experiment in dynamic asset pricing," Journal of Economic Dynamics and Control, Elsevier, vol. 29(4), pages 823-843, April.
- Asako, Kazumi & Liu, Zhentao, 2013. "A statistical model of speculative bubbles, with applications to the stock markets of the United States, Japan, and China," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2639-2651.
- Perino, Grischa & Willner, Maximilian, 2017. "Why the EU Market Stability Reserve deters long-term low-carbon investments," WiSo-HH Working Paper Series 44, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory.
- Silvano Cincotti & Marco Raberto & Andrea Teglio, 2022. "Why do we need agent-based macroeconomics?," Review of Evolutionary Political Economy, Springer, vol. 3(1), pages 5-29, April.
- Ciril Bosch-Rosa & Thomas Meissner, 2020. "The one player guessing game: a diagnosis on the relationship between equilibrium play, beliefs, and best responses," Experimental Economics, Springer;Economic Science Association, vol. 23(4), pages 1129-1147, December.
- Grischa Perino & Maximilian Willner, 2019. "Rushing the Impatient: Allowance Reserves and the Time Profile of Low-Carbon Investments," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 74(2), pages 845-863, October.
- Przemysław Włodarczyk, 2016. "Modele reprezentatywnych podmiotów gospodarczych jako narzędzie analizy w nowej syntezie neoklasycznej," Bank i Kredyt, Narodowy Bank Polski, vol. 47(6), pages 553-584.
- Papadopoulos, Georgios, 2019.
"Income inequality, consumption, credit and credit risk in a data-driven agent-based model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 104(C), pages 39-73.
- Schinkel, M.P. & Tuinstra, J., 2004.
"Forced Freebies: A Note on Partial Deregulation with Pro Bono Supply Requirements,"
CeNDEF Working Papers
04-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Maarten Pieter Schinkel & Jan Tuinstra, 2004. "Forced Freebies: A Note on Partial Deregulation with Pro Bono Supply Requirements," Journal of Regulatory Economics, Springer, vol. 26(2), pages 177-187, September.
Cited by:
- Chi-Chih Lin, 2016. "Can Total Deregulation Be A Better Option Than Partial Deregulation?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 61(04), pages 1-16, September.
- Cars Hommes & Joep Sonnemans & Jan Tuinstra & Henk van de Velden, 2003.
"Coordination of Expectations in Asset Pricing Experiments,"
Tinbergen Institute Discussion Papers
03-010/1, Tinbergen Institute.
- Cars Hommes & Joep Sonnemans & Jan Tuinstra & Henk van de Velden, 2005. "Coordination of Expectations in Asset Pricing Experiments," The Review of Financial Studies, Society for Financial Studies, vol. 18(3), pages 955-980.
Cited by:
- Lugovskyy, Volodymyr & Puzzello, Daniela & Tucker, Steven & Williams, Arlington, 2014. "Asset-holdings caps and bubbles in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PB), pages 781-797.
- Te Bao & John Duffy & Cars Hommes, 2012.
"Learning, Forecasting and Optimizing: An Experimental Study,"
Tinbergen Institute Discussion Papers
12-015/1, Tinbergen Institute.
- Bao, T. & Duffy, J. & Hommes, C.H., 2011. "Learning, Forecasting and Optimizing: an Experimental Study," CeNDEF Working Papers 11-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Bao, Te & Duffy, John & Hommes, Cars, 2013. "Learning, forecasting and optimizing: An experimental study," European Economic Review, Elsevier, vol. 61(C), pages 186-204.
- Kopanyi-Peuker, Anita & Weber, Matthias, 2018.
"Experience Does not Eliminate Bubbles: Experimental Evidence,"
SocArXiv
ecj7q, Center for Open Science.
- Anita (A.G.) Kopanyi-Peuker & Matthias Weber, 2018. "Experience Does not Eliminate Bubbles: Experimental Evidence," Tinbergen Institute Discussion Papers 18-092/II, Tinbergen Institute.
- Anita Kopanyi-Peuker & Matthias Weber, 2018. "Experience Does not Eliminate Bubbles: Experimental Evidence," Working Papers on Finance 1822, University of St. Gallen, School of Finance.
- Anita Kopányi-Peuker & Matthias Weber & Lauren Cohen, 2021. "Experience Does Not Eliminate Bubbles: Experimental Evidence," The Review of Financial Studies, Society for Financial Studies, vol. 34(9), pages 4450-4485.
- Liya Chu & Xue-Zhong He & Kai Li & Jun Tu, 2022. "Investor Sentiment and Paradigm Shifts in Equity Return Forecasting," Management Science, INFORMS, vol. 68(6), pages 4301-4325, June.
- Esther B. Brio & Ilidio Lopes-e-Silva & Javier Perote, 2016. "Effects of opportunistic behaviors on security markets: an experimental approach to insider trading and earnings management," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 33(3), pages 379-402, December.
- Shinichi Hirota & Juergen Huber & Thomas Stock & Shyam Sunder, 2018.
"Speculation and Price Indeterminacy in Financial Markets: An Experimental Study,"
Cowles Foundation Discussion Papers
2134, Cowles Foundation for Research in Economics, Yale University.
- Shinichi Hirota & Juergen Huber & Thomas Stock & Shyam Sunder, 2018. "Speculation and Price Indeterminacy in Financial Markets: An Experimental Study," Cowles Foundation Discussion Papers 2134R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2020.
- Westerhoff, Frank H. & Dieci, Roberto, 2006.
"The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach,"
Journal of Economic Dynamics and Control, Elsevier, vol. 30(2), pages 293-322, February.
- Frank Westerhoff, 2004. "The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach," Computing in Economics and Finance 2004 14, Society for Computational Economics.
- Eizo Akiyama & Nobuyuki Hanaki & Ryuichiro Ishikawa, 2013.
"How Do Experienced Traders Respond to Inflows of Inexperienced Traders? An Experimental Analysis,"
AMSE Working Papers
1359, Aix-Marseille School of Economics, France, revised 18 Dec 2013.
- Akiyama, Eizo & Hanaki, Nobuyuki & Ishikawa, Ryuichiro, 2014. "How do experienced traders respond to inflows of inexperienced traders? An experimental analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 1-18.
- Eizo Akiyama & Nobuyuki Hanaki & Ryuichiro Ishikawa, 2013. "How Do Experienced Traders Respond to Inflows of Inexperienced Traders? An Experimental Analysis," Working Papers halshs-00920413, HAL.
- Eizo Akiyama & Nobuyuki Hanaki & Ryuichiro Ishikawa, 2014. "How do experienced traders respond to inflows of inexperienced traders? An experimental analysis," Post-Print hal-01463903, HAL.
- Deniz Erdemlioglu & Nikola Gradojevic, 2020.
"Heterogeneous investment horizons, risk regimes, and realized jumps,"
Post-Print
hal-02995997, HAL.
- Deniz Erdemlioglu & Nikola Gradojevic, 2021. "Heterogeneous investment horizons, risk regimes, and realized jumps," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 617-643, January.
- Hommes, C.H., 2013.
"Reflexivity, Expectations Feedback and Almost Self-fulfilling Equilibria: Economic Theory, Empirical Evidence and Laboratory Experiments,"
CeNDEF Working Papers
13-19, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Cars Hommes, 2013. "Reflexivity, Expectations Feedback and almost Self-fulfilling Equilibria: Economic Theory, Empirical Evidence and Laboratory Experiments," Tinbergen Institute Discussion Papers 13-206/II, Tinbergen Institute.
- Cars Hommes, 2013. "Reflexivity, expectations feedback and almost self-fulfilling equilibria: economic theory, empirical evidence and laboratory experiments," Journal of Economic Methodology, Taylor & Francis Journals, vol. 20(4), pages 406-419, December.
- Bottazzi, Giulio & Devetag, Giovanna & Pancotto, Francesca, 2011.
"Does volatility matter? Expectations of price return and variability in an asset pricing experiment,"
Journal of Economic Behavior & Organization, Elsevier, vol. 77(2), pages 124-146, February.
- Giulio Bottazzi & Giovanna Devetag & Francesca Pancotto, 2009. "Does Volatility matter? Expectations of price return and variability in an asset pricing experiment," LEM Papers Series 2009/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Giovanna Devetag & Francesca Pancotto, 2008. "Does Volatility matter? Expectations of price return and variability in an asset pricing experiment," CEEL Working Papers 0801, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
- Giulio Bottazzi & Giovanna Devetag, 2003.
"Expectations Structure in Asset Pricing Experiments,"
ROCK Working Papers
022, Department of Computer and Management Sciences, University of Trento, Italy, revised 12 Jun 2008.
- Giulio Bottazzi & Giovanna Devetag, 2005. "Expectations structure in asset pricing experiments," CEEL Working Papers 0503, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
- Giulio Bottazzi & Giovanna Devetag, 2005. "Expectations Structure in Asset Pricing Experiments," Lecture Notes in Economics and Mathematical Systems, in: Thomas Lux & Eleni Samanidou & Stefan Reitz (ed.), Nonlinear Dynamics and Heterogeneous Interacting Agents, pages 11-26, Springer.
- Giulio Bottazzi & Maria Giovanna Devetag, 2003. "Expectations Structure in Asset Pricing Experiments," LEM Papers Series 2003/19, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Pierre-André Maugis, 2010. "Market Efficiencies and Market Risks," Post-Print halshs-00544324, HAL.
- Westerhoff Frank H., 2008. "The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 228(2-3), pages 195-227, April.
- Pfajfar, Damjan & Santoro, Emiliano, 2010.
"Heterogeneity, learning and information stickiness in inflation expectations,"
Journal of Economic Behavior & Organization, Elsevier, vol. 75(3), pages 426-444, September.
- Damjan Pfajfar & Emiliano Santoro, 2010. "Heterogeneity, Learning and Information Stickiness in Inflation Expectations," Post-Print hal-00849412, HAL.
- Bao, Te & Hommes, Cars, 2019. "When speculators meet suppliers: Positive versus negative feedback in experimental housing markets," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
- Peter Boswijk & Cars H. Hommes & Sebastiano Manzan, 2005.
"Behavioral Heterogeneity in Stock Prices,"
Tinbergen Institute Discussion Papers
05-052/1, Tinbergen Institute.
- Boswijk, H. Peter & Hommes, Cars H. & Manzan, Sebastiano, 2007. "Behavioral heterogeneity in stock prices," Journal of Economic Dynamics and Control, Elsevier, vol. 31(6), pages 1938-1970, June.
- Boswijk, H.P. & Hommes C.H. & Manzan, S., 2005. "Behavioral Heterogeneity in Stock Prices," CeNDEF Working Papers 05-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Hommes, C.H. & Sonnemans, J. & Tuinstra, J. & Velden, H. van de, 2002.
"Expectations and Bubbles in Asset Pricing Experiments,"
CeNDEF Working Papers
02-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan & van de Velden, Henk, 2008. "Expectations and bubbles in asset pricing experiments," Journal of Economic Behavior & Organization, Elsevier, vol. 67(1), pages 116-133, July.
- Trabelsi, Emna & Hichri, Walid, 2021.
"Central Bank Transparency with (semi-)public Information: Laboratory Experiments,"
Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 90(C).
- Emna Trabelsi & Walid Hichri, 2021. "Central Bank Transparency with (semi-)public Information: Laboratory Experiments," Post-Print halshs-03042860, HAL.
- Bao, Te & Hommes, Cars & Pei, Jiaoying, 2021. "Expectation formation in finance and macroeconomics: A review of new experimental evidence," Journal of Behavioral and Experimental Finance, Elsevier, vol. 32(C).
- Frank H. Westerhoff, 2009. "Exchange Rate Dynamics: A Nonlinear Survey," Chapters, in: J. Barkley Rosser Jr. (ed.), Handbook of Research on Complexity, chapter 11, Edward Elgar Publishing.
- Mikael Bask & João Madeira, 2021. "Extrapolative expectations and macroeconomic dynamics: Evidence from an estimated DSGE model," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1101-1111, January.
- Böhl, Gregor & Hommes, Cars H., 2021.
"Rational vs. irrational beliefs in a complex world,"
IMFS Working Paper Series
156, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Gregor Boehl & Cars Hommes, 2021. "Rational vs. Irrational Beliefs in a Complex World," CRC TR 224 Discussion Paper Series crctr224_2021_287, University of Bonn and University of Mannheim, Germany.
- Mikhail Anufriev & Aleksei Chernulich & Jan Tuinstra, 2020.
"Asset Price Volatility and Investment Horizons: An Experimental Investigation,"
Working Papers
20200053, New York University Abu Dhabi, Department of Social Science, revised Aug 2020.
- Anufriev, Mikhail & Chernulich, Aleksei & Tuinstra, Jan, 2022. "Asset price volatility and investment horizons: An experimental investigation," Journal of Economic Behavior & Organization, Elsevier, vol. 193(C), pages 19-48.
- Roberto Dieci & Frank Westerhoff, 2012.
"A simple model of a speculative housing market,"
Journal of Evolutionary Economics, Springer, vol. 22(2), pages 303-329, April.
- Dieci, Roberto & Westerhoff, Frank, 2009. "A simple model of a speculative housing market," BERG Working Paper Series 62, Bamberg University, Bamberg Economic Research Group.
- Xue-Zhong He & Youwei Li, 2017.
"The adaptiveness in stock markets: testing the stylized facts in the DAX 30,"
Journal of Evolutionary Economics, Springer, vol. 27(5), pages 1071-1094, November.
- Xue-Zhong He & Youwei Li, 2015. "The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30," Research Paper Series 364, Quantitative Finance Research Centre, University of Technology, Sydney.
- Breitmayer, Bastian & Massari, Filippo & Pelster, Matthias, 2019. "Swarm intelligence? Stock opinions of the crowd and stock returns," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 443-464.
- Elton Beqiraj & Giovanni Di Bartolomeo & Marco Di Pietro & Carolina Serpieri, 2018.
"Bounded-rationality and heterogeneous agents: Long or short forecasters?,"
JRC Research Reports
JRC111392, Joint Research Centre.
- Beqiraj Elton & Di Bartolomeo Giovanni & Serpieri Carolina, 2017. "Bounded-rationality and heterogeneous agents: Long or short forecasters?," wp.comunite 00132, Department of Communication, University of Teramo.
- Holmen, Martin & Kirchler, Michael & Kleinlercher, Daniel, 2014.
"Do option-like incentives induce overvaluation? Evidence from experimental asset markets,"
Journal of Economic Dynamics and Control, Elsevier, vol. 40(C), pages 179-194.
- Holmén, Martin & Kirchler, Michael & Kleinlercher, Daniel, 2012. "Do Option-like Incentives Induce Overvaluation? Evidence from Experimental Asset Markets," Working Papers in Economics 540, University of Gothenburg, Department of Economics, revised 21 Nov 2012.
- Makarewicz, Tomasz, 2021. "Traders, forecasters and financial instability: A model of individual learning of anchor-and-adjustment heuristics," Journal of Economic Behavior & Organization, Elsevier, vol. 190(C), pages 626-673.
- de Grauwe, Paul & Macchiarelli, Corrado, 2015.
"Animal spirits and credit cycles,"
LSE Research Online Documents on Economics
63984, London School of Economics and Political Science, LSE Library.
- Paul De Grauwe & Corrado Macchiarelli, 2013. "Animal Spirits and Credit Cycles," CESifo Working Paper Series 4480, CESifo.
- De Grauwe, Paul & Macchiarelli, Corrado, 2015. "Animal spirits and credit cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 59(C), pages 95-117.
- Matthijs Lof, 2015.
"Rational Speculators, Contrarians, and Excess Volatility,"
Management Science, INFORMS, vol. 61(8), pages 1889-1901, August.
- Lof, Matthijs, 2012. "Rational Speculators, Contrarians and Excess Volatility," MPRA Paper 43490, University Library of Munich, Germany.
- John Duffy & Janet Hua Jiang & Huan Xie, 2024.
"Pricing Indefinitely Lived Assets: Experimental Evidence,"
Management Science, INFORMS, vol. 70(12), pages 8772-8790, December.
- John Duffy & Janet Hua Jiang & Huan Xie, 2023. "Pricing Indefinitely Lived Assets: Experimental Evidence," Staff Working Papers 23-25, Bank of Canada.
- John Duffy & Janet Hua Jiang & Huan Xie, 2021. "Pricing Indefinitely Lived Assets: Experimental Evidence," CIRANO Working Papers 2021s-32, CIRANO.
- Jonathan Donier & Jean-Philippe Bouchaud, 2015. "Why Do Markets Crash? Bitcoin Data Offers Unprecedented Insights," PLOS ONE, Public Library of Science, vol. 10(10), pages 1-11, October.
- Troy Tassier, 2013. "Handbook of Research on Complexity, by J. Barkley Rosser, Jr. and Edward Elgar," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 39(1), pages 132-133.
- Hommes, Cars & in ’t Veld, Daan, 2017.
"Booms, busts and behavioural heterogeneity in stock prices,"
Journal of Economic Dynamics and Control, Elsevier, vol. 80(C), pages 101-124.
- Hommes, C.H. & in 't Veld, D., 2014. "Booms, busts and behavioural heterogeneity in stock prices," CeNDEF Working Papers 14-14, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Cars Hommes & Daan in't Veld, 2015. "Booms, Busts and Behavioural Heterogeneity in Stock Prices," Tinbergen Institute Discussion Papers 15-088/II, Tinbergen Institute.
- Nobuyuki Hanaki & Angela Sutan & Marc Willinger, 2016.
"The strategic environment effect in beauty contest games,"
Working Papers
halshs-01294915, HAL.
- Nobuyuki Hanaki & Yukio Koriyama & Angela Sutan & Marc Willinger, 2019. "The strategic environment effect in beauty contest games," Post-Print halshs-01929113, HAL.
- Nobuyuki Hanaki & Yukio Koriyama & Angela Sutan & Marc Willinger, 2018. "The strategic environment effect in beauty contest games," Working Papers hal-01954922, HAL.
- Nobuyuki Hanaki & Yukio Koriyama & Angela Sutan & Marc Willinger, 2018. "The strategic environment effect in beauty contest games," CEE-M Working Papers hal-01954922, CEE-M, Universtiy of Montpellier, CNRS, INRA, Montpellier SupAgro.
- Hanaki, Nobuyuki & Koriyama, Yukio & Sutan, Angela & Willinger, Marc, 2019. "The strategic environment effect in beauty contest games," Games and Economic Behavior, Elsevier, vol. 113(C), pages 587-610.
- Nobuyuki Hanaki & Angela Sutan & Marc Willnger, 2016. "The strategic environment effect in beauty contest games," Working Papers 03-16, LAMETA, Universtiy of Montpellier.
- Nobuyuki Hanaki & Angela Sutan & Marc Willinger, 2016. "The Strategic Environment Effect in Beauty Contest Games," GREDEG Working Papers 2016-05, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Lengnick, Matthias & Wohltmann, Hans-Werner, 2010.
"Agent-based financial markets and New Keynesian macroeconomics: A synthesis,"
Economics Working Papers
2010-10, Christian-Albrechts-University of Kiel, Department of Economics.
- Lengnick, Matthias & Wohltmann, Hans-Werner, 2011. "Agent-based financial markets and New Keynesian macroeconomics: A synthesis," Economics Working Papers 2011-09, Christian-Albrechts-University of Kiel, Department of Economics.
- Matthias Lengnick & Hans-Werner Wohltmann, 2013. "Agent-based financial markets and New Keynesian macroeconomics: a synthesis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(1), pages 1-32, April.
- Camille Cornand & Cheick Kader M'Baye, 2016.
"Band or Point Inflation Targeting? An Experimental Approach,"
Working Papers
halshs-01313095, HAL.
- Camille Cornand & Cheick Kader M'baye, 2016. "Band or Point Inflation Targeting? An Experimental Approach," Working Papers 1616, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Camille Cornand & Cheick Kader M’baye, 2018. "Band or point inflation targeting? An experimental approach," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(2), pages 283-309, July.
- Camille Cornand & Cheick Kader M’baye, 2018. "Band or point inflation targeting? An experimental approach," Post-Print halshs-01663661, HAL.
- Gaunersdorfer, Andrea & Hommes, Cars H. & Wagener, Florian O.O., 2008.
"Bifurcation routes to volatility clustering under evolutionary learning,"
Journal of Economic Behavior & Organization, Elsevier, vol. 67(1), pages 27-47, July.
- Gaunersdorfer, A. & Hommes, C.H. & Wagener, F.O.O., 2003. "Bifurcation Routes to Volatility Clustering under Evolutionary Learning," CeNDEF Working Papers 03-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Hommes, C.H., 2007.
"Bounded Rationality and Learning in Complex Markets,"
CeNDEF Working Papers
07-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Cars H. Hommes, 2009. "Bounded Rationality and Learning in Complex Markets," Chapters, in: J. Barkley Rosser Jr. (ed.), Handbook of Research on Complexity, chapter 5, Edward Elgar Publishing.
- John Duffy & Janet Hua Jiang & Huan Xie, 2019.
"Experimental Asset Markets with an Indefinite Horizon,"
Cahiers de recherche
08-2019, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- John Duffy & Janet Hua Jiang & Huan Xie, 2019. "Experimental Asset Markets with An Indefinite Horizon," Working Papers 19005, Concordia University, Department of Economics.
- John Duffy & Janet Hua Jiang & Huan Xie, 2019. "Experimental Asset Markets with An Indefinite Horizon," CIRANO Working Papers 2019s-15, CIRANO.
- Anufriev, M. & Tuinstra, J., 2013.
"The impact of short-selling constraints on financial market stability in a heterogeneous agents model,"
CeNDEF Working Papers
13-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Anufriev, Mikhail & Tuinstra, Jan, 2013. "The impact of short-selling constraints on financial market stability in a heterogeneous agents model," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1523-1543.
- Mikhail Anufriev & Jan Tuinstra, 2013. "The Impact of Short-Selling Constraints on Financial Market Stability in a Heterogeneous Agents Model," Working Paper Series 3, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Cars Hommes & Florian Wagener, 2008.
"Complex Evolutionary Systems in Behavioral Finance,"
Tinbergen Institute Discussion Papers
08-054/1, Tinbergen Institute.
- Hommes, C.H. & Wagener, F.O.O., 2008. "Complex evolutionary systems in behavioral finance," CeNDEF Working Papers 08-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Hommes, C.H., 2006. "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," CeNDEF Working Papers 06-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- F. Di Pace & K. Mitra & S. Zhang, 2021.
"Adaptive Learning and Labor Market Dynamics,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(2-3), pages 441-475, March.
- Di Pace, Frederico & Mitra, Kaushik & Zhang, Shoujian, 2016. "Adaptive learning and labour market dynamics," Bank of England working papers 633, Bank of England.
- Lines, Marji & Westerhoff, Frank, 2010. "Inflation expectations and macroeconomic dynamics: The case of rational versus extrapolative expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 34(2), pages 246-257, February.
- Sonnemans, Joep & Tuinstra, Jan, 2010.
"Positive expectations feedback experiments and number guessing games as models of financial markets,"
Journal of Economic Psychology, Elsevier, vol. 31(6), pages 964-984, December.
- Sonnemans, J. & Tuinstra, J., 2008. "Positive expectations feedback experiments and number guessing games as models of financial markets," CeNDEF Working Papers 08-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Sonnemans, J. & Tuinstra, J., 2010. "Positive expectations feedback experiments and number guessing games as models of financial markets," CeNDEF Working Papers 10-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Joep Sonnemans & Jan Tuinstra, 2008. "Positive Expectations Feedback Experiments and Number Guessing Games as Models of Financial Markets," Tinbergen Institute Discussion Papers 08-076/1, Tinbergen Institute.
- Thomas Gomez & Giulia Piccillo, 2019. "Diverse Risk Preferences and Heterogeneous Expectations in an Asset Pricing Model," CESifo Working Paper Series 8003, CESifo.
- Cars Hommes & Anita Kopányi-Peuker & Joep Sonnemans, "undated".
"Bubbles, crashes and information contagion in large-group asset market experiments,"
Tinbergen Institute Discussion Papers
19-016/II, Tinbergen Institute.
- Cars Hommes & Anita Kopányi-Peuker & Joep Sonnemans, 2021. "Bubbles, crashes and information contagion in large-group asset market experiments," Experimental Economics, Springer;Economic Science Association, vol. 24(2), pages 414-433, June.
- Hirota, Shinichi & Huber, Juergen & Stöckl, Thomas & Sunder, Shyam, 2022. "Speculation, money supply and price indeterminacy in financial markets: An experimental study," Journal of Economic Behavior & Organization, Elsevier, vol. 200(C), pages 1275-1296.
- Hommes, Cars, 2011.
"The heterogeneous expectations hypothesis: Some evidence from the lab,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(1), pages 1-24, January.
- Hommes, C.H., 2010. "The Heterogeneous Expectations Hypothesis: Some Evidence from the Lab," CeNDEF Working Papers 10-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Gunduz Caginalp & Vladimira Ilieva, 2006. "The dynamics of trader motivations in asset bubbles," Labsi Experimental Economics Laboratory University of Siena 008, University of Siena.
- Hanaki, Nobuyuki & Akiyama, Eizo & Ishikawa, Ryuichiro, 2018.
"Effects of different ways of incentivizing price forecasts on market dynamics and individual decisions in asset market experiments,"
Journal of Economic Dynamics and Control, Elsevier, vol. 88(C), pages 51-69.
- Nobuyuki Hanaki & Eizo Akiyama & Ryuichiro Ishikawa, 2018. "Effects of different ways of incentivizing price forecasts on market dynamics and individual decisions in asset market experiments," Post-Print hal-01712305, HAL.
- Elton Beqiraj & Giovanni Di Bartolomeo & Marco Di Pietro & Carolina Serpieri, 2020. "Bounded rationality and heterogeneous expectations: Euler versus anticipated-utility approach," Journal of Economics, Springer, vol. 130(3), pages 249-273, August.
- Pfajfar, D., 2012.
"Formation of Rationally Heterogeneous Expectations,"
Discussion Paper
2012-083, Tilburg University, Center for Economic Research.
- Pfajfar, Damjan, 2013. "Formation of rationally heterogeneous expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1434-1452.
- Pfajfar, D., 2012. "Formation of Rationally Heterogeneous Expectations," Other publications TiSEM f256da5c-c711-49c8-bd12-9, Tilburg University, School of Economics and Management.
- Berger, David & Turtle, Harry J., 2015. "Sentiment bubbles," Journal of Financial Markets, Elsevier, vol. 23(C), pages 59-74.
- Fabio Tramontana & Laura Gardini & Frank Westerhoff, 2011. "Heterogeneous Speculators and Asset Price Dynamics: Further Results from a One-Dimensional Discontinuous Piecewise-Linear Map," Computational Economics, Springer;Society for Computational Economics, vol. 38(3), pages 329-347, October.
- Nagel, Rosemarie & Bühren, Christoph & Frank, Björn, 2017.
"Inspired and inspiring: Hervé Moulin and the discovery of the beauty contest game,"
Mathematical Social Sciences, Elsevier, vol. 90(C), pages 191-207.
- Rosemarie Nagel & Christoph Bühren & Björn Frank, 2016. "Inspired and inspiring: Hervé Moulin and the discovery of the beauty contest game," Economics Working Papers 1539, Department of Economics and Business, Universitat Pompeu Fabra, revised Nov 2016.
- Mikhail Anufriev & Te Bao & Jan Tuinstra, 2015.
"Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment,"
Working Paper Series
31, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Anufriev, Mikhail & Bao, Te & Tuinstra, Jan, 2016. "Microfoundations for switching behavior in heterogeneous agent models: An experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 129(C), pages 74-99.
- Anufriev, M. & Bao, T. & Tuinstra, J., 2015. "Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment," CeNDEF Working Papers 15-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Marcin Wolski, 2015. "Modern Monetary Rules: Any Role for Financial Targeting?☆," International Symposia in Economic Theory and Econometrics, in: Monetary Policy in the Context of the Financial Crisis: New Challenges and Lessons, volume 24, pages 367-403, Emerald Group Publishing Limited.
- Eizo Akiyama & Nobuyuki Hanaki & Ryuichiro Ishikawa, 2013.
"It is Not Just Confusion! Strategic Uncertainty in an Experimental Asset Market,"
AMSE Working Papers
1340, Aix-Marseille School of Economics, France, revised 08 Aug 2013.
- Eizo Akiyama & Nobuyuki Hanaki & Ryuichiro Ishikawa, 2013. "It is Not Just Confusion! Strategic Uncertainty in an Experimental Asset Market," Working Papers halshs-00854513, HAL.
- Eizo Akiyama & Nobuyuki Hanaki & Ryuichiro Ishikawa, 2017. "It is Not Just Confusion! Strategic Uncertainty in an Experimental Asset Market," Post-Print halshs-01294917, HAL.
- Eizo Akiyama & Nobuyuki Hanaki & Ryuichiro Ishikawa, 2017. "It is Not Just Confusion! Strategic Uncertainty in An Experimental Asset Market," Economic Journal, Royal Economic Society, vol. 127(605), pages 563-580, October.
- Linde, Jona & Gietl, Daniel & Sonnemans, Joep & Tuinstra, Jan, 2023. "The effect of quantity and quality of information in strategy tournaments," Journal of Economic Behavior & Organization, Elsevier, vol. 211(C), pages 305-323.
- Ilomäki, Jukka & Laurila, Hannu, 2018. "Animal spirits in financial markets: Experimental evidence," Journal of Behavioral and Experimental Finance, Elsevier, vol. 20(C), pages 99-104.
- Akvile Bertasiute & Domenico Massaro & Matthias Weber, 2019.
"The Behavioral Economics of Currency Unions: Economic Integration and Monetary Policy,"
Working Papers on Finance
1916, University of St. Gallen, School of Finance.
- Bertasiute, Akvile & Massaro, Domenico & Weber, Matthias, 2020. "The behavioral economics of currency unions: Economic integration and monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 112(C).
- Akvile Bertasiute & Domenico Massaro & Matthias Weber, 2018. "The behavioral economics of currency unions: Economic integration and monetary policy," Bank of Lithuania Working Paper Series 49, Bank of Lithuania.
- Tiziana Assenza & Te Bao & Cars Hommes & Domenico Massaro, 2014.
"Experiments on Expectations in Macroeconomics and Finance,"
Research in Experimental Economics, in: Experiments in Macroeconomics, volume 17, pages 11-70,
Emerald Group Publishing Limited.
- Assenza, T. & Bao, T. & Massaro, D. & Hommes, C.H., 2014. "Experiments on Expectations in Macroeconomics and Finance," CeNDEF Working Papers 14-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Assenza, T. & Heemeijer, P. & Hommes, C.H. & Massaro, D., 2014.
"Managing Self-organization of Expectations through Monetary Policy: a Macro Experiment,"
CeNDEF Working Papers
14-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Assenza, T. & Heemeijer, P. & Hommes, C.H. & Massaro, D., 2021. "Managing self-organization of expectations through monetary policy: A macro experiment," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 170-186.
- Assenza, Tiziana & Heemeijer, P. & Hommes, C.H. & Massaro, D., 2018. "Managing Self-organization of Expectations through Monetary Policy: a Macro Experiment," TSE Working Papers 18-963, Toulouse School of Economics (TSE).
- Tiziana Assenza & P. Heemeijer & C.H. Hommes & D. Massaro, 2021. "Managing Self-organization of Expectations through Monetary Policy: a Macro Experiment," Post-Print hal-03176273, HAL.
- Jean-Philippe Bouchaud & Damien Challet, 2016.
"Why have asset price properties changed so little in 200 years,"
Papers
1605.00634, arXiv.org.
- Jean-Philippe Bouchaud & Damien Challet, 2017. "Why have asset price properties changed so little in 200 years," Post-Print hal-01311113, HAL.
- Andreas D. Huesler & Didier Sornette & C. H. Hommes, 2012.
"Super-Exponential Bubbles in Lab Experiments: Evidence for Anchoring Over-Optimistic Expectations on Price,"
Swiss Finance Institute Research Paper Series
12-20, Swiss Finance Institute.
- Hüsler, A. & Sornette, D. & Hommes, C.H., 2013. "Super-exponential bubbles in lab experiments: Evidence for anchoring over-optimistic expectations on price," Journal of Economic Behavior & Organization, Elsevier, vol. 92(C), pages 304-316.
- Andreas Husler & Didier Sornette & Cars H. Hommes, 2012. "Super-exponential bubbles in lab experiments: evidence for anchoring over-optimistic expectations on price," Papers 1205.0635, arXiv.org.
- Bolt, W. & Demertzis, D. & Diks, C.G.H. & Van der Leij, M.J., 2014.
"Identifying Booms and Busts in House Prices under Heterogeneous Expectations,"
CeNDEF Working Papers
14-13, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Bolt, Wilko & Demertzis, Maria & Diks, Cees & Hommes, Cars & Leij, Marco van der, 2019. "Identifying booms and busts in house prices under heterogeneous expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 103(C), pages 234-259.
- Wilko Bolt & Maria Demertzis & Cees Diks & Cars Hommes & Marco van der Leij, 2014. "Identifying Booms and Busts in House Prices under Heterogeneous Expectations," European Economy - Economic Papers 2008 - 2015 540, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Wilko Bolt & Maria Demertzis & Cees Diks & Cars Hommes & Marco van der Leij, 2014. "Identifying Booms and Busts in House Prices under Heterogeneous Expectations," Tinbergen Institute Discussion Papers 14-157/II, Tinbergen Institute.
- Domenico Colucci & Vincenzo Valori, 2008.
"Asset Price Dynamics When Behavioural Heterogeneity Varies,"
Computational Economics, Springer;Society for Computational Economics, vol. 32(1), pages 3-20, September.
- Domenico Colucci & Vincenzo Valori, 2006. "Asset price dynamics when behavioural heterogeneity varies," Working Papers - Mathematical Economics 2006-01, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Gerber, Anke & Hens, Thorsten & Vogt, Bodo, 2010. "Rational investor sentiment in a repeated stochastic game with imperfect monitoring," Journal of Economic Behavior & Organization, Elsevier, vol. 76(3), pages 669-704, December.
- Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank H., 2018.
"Interactions between stock, bond and housing markets,"
BERG Working Paper Series
133, Bamberg University, Bamberg Economic Research Group.
- Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank, 2018. "Interactions between stock, bond and housing markets," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 43-70.
- Hommes, C.H. & Zhu, M., 2012.
"Behavioral Learning Equilibria,"
CeNDEF Working Papers
12-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Hommes, Cars & Zhu, Mei, 2014. "Behavioral learning equilibria," Journal of Economic Theory, Elsevier, vol. 150(C), pages 778-814.
- Cars Hommes & Mei Zhu, 2013. "Behavioral Learning Equilibria," Tinbergen Institute Discussion Papers 13-014/II, Tinbergen Institute.
- Neri, Claudia, 2012.
"Eliciting Beliefs in Continuous-Choice Games: A Double Auction Experiment,"
Economics Working Paper Series
1207, University of St. Gallen, School of Economics and Political Science, revised Dec 2012.
- Claudia Neri, 2015. "Eliciting beliefs in continuous-choice games: a double auction experiment," Experimental Economics, Springer;Economic Science Association, vol. 18(4), pages 569-608, December.
- Anufriev, Mikhail & Duffy, John & Panchenko, Valentyn, 2022. "Learning in two-dimensional beauty contest games: Theory and experimental evidence," Journal of Economic Theory, Elsevier, vol. 201(C).
- Dirk Helbing, 2013. "Economics 2.0: The Natural Step towards A Self-Regulating, Participatory Market Society," Papers 1305.4078, arXiv.org, revised Jun 2013.
- Te Bao & Cars Hommes & Tomasz Makarewicz, 2017.
"Bubble Formation and (In)Efficient Markets in Learning‐to‐forecast and optimise Experiments,"
Economic Journal, Royal Economic Society, vol. 127(605), pages 581-609, October.
- Te Bao & Cars Hommes & Tomasz Makarewicz, 2015. "Bubble Formation and (In)Efficient Markets in Learning-to-Forecast and -optimise Experiments," Tinbergen Institute Discussion Papers 15-107/II, Tinbergen Institute.
- Bao, T. & Hommes, C.H. & Makarewicz, T.A., 2014. "Bubble Formation and (In)efficient Markets in Learning-to-Forecast and -Optimize Experiments," CeNDEF Working Papers 14-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Pfajfar, Damjan & Žakelj, Blaž, 2014.
"Experimental evidence on inflation expectation formation,"
Journal of Economic Dynamics and Control, Elsevier, vol. 44(C), pages 147-168.
- Pfajfar, D. & Zakelj, B., 2014. "Experimental evidence on inflation expectation formation," Other publications TiSEM f337739d-e15a-4461-a461-8, Tilburg University, School of Economics and Management.
- Ryuichi Yamamoto & Hideaki Hirata, "undated".
"Strategy Switching in the Japanese Stock Market,"
Working Paper
164466, Harvard University OpenScholar.
- Yamamoto, Ryuichi & Hirata, Hideaki, 2013. "Strategy switching in the Japanese stock market," Journal of Economic Dynamics and Control, Elsevier, vol. 37(10), pages 2010-2022.
- Chiarella, Carl & ter Ellen, Saskia & He, Xue-Zhong & Wu, Eliza, 2015. "Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market," Journal of Empirical Finance, Elsevier, vol. 32(C), pages 19-34.
- Agliari, Anna & Hommes, Cars H. & Pecora, Nicolò, 2016.
"Path dependent coordination of expectations in asset pricing experiments: A behavioral explanation,"
Journal of Economic Behavior & Organization, Elsevier, vol. 121(C), pages 15-28.
- Agliari, A. & Hommes, C.H. & Pecora, N., 2015. "Path Dependent Coordination of Expectations in Asset Pricing Experiments: a Behavioral Explanation," CeNDEF Working Papers 15-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Fischbacher, Urs & Hens, Thorsten & Zeisberger, Stefan, 2013. "The impact of monetary policy on stock market bubbles and trading behavior: Evidence from the lab," Journal of Economic Dynamics and Control, Elsevier, vol. 37(10), pages 2104-2122.
- Mikhail Anufriev & Frieder Neunhoeffer & Jan Tuinstra, 2024. "Time pressure reduces financial bubbles: Evidence from a forecasting experiment," Working Papers REM 2024/0351, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Myrna Hennequin & Cars Hommes, 2024. "Managing Bubbles in Experimental Asset Markets with Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(2-3), pages 429-454, March.
- Leitner, Johannes & Leopold-Wildburger, Ulrike, 2011. "Experiments on forecasting behavior with several sources of information - A review of the literature," European Journal of Operational Research, Elsevier, vol. 213(3), pages 459-469, September.
- Anke Gerber & Thorsten Hens & Bodo Vogt, "undated". "Coordination in a Repeated Stochastic Game with Imperfect Monitoring," IEW - Working Papers 126, Institute for Empirical Research in Economics - University of Zurich.
- Anufriev, M. & Hommes, C.H. & Philipse, R., 2010.
"Evolutionary Selection of Expectations in Positive and Negative Feedback Markets,"
CeNDEF Working Papers
10-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Mikhail Anufriev & Cars Hommes & Raoul Philipse, 2013. "Evolutionary selection of expectations in positive and negative feedback markets," Journal of Evolutionary Economics, Springer, vol. 23(3), pages 663-688, July.
- Jonathan Donier & Jean-Philippe Bouchaud, 2015. "Why Do Markets Crash? Bitcoin Data Offers Unprecedented Insights," Post-Print hal-01277584, HAL.
- Tiziana Assenza & Peter Heemeijer & Cars Hommes & Domenico Massaro, 2013.
"Individual Expectations and Aggregate Macro Behavior,"
Tinbergen Institute Discussion Papers
13-016/II, Tinbergen Institute.
- Assenza, T. & Heemeijer, P. & Hommes, C.H. & Massaro, D., 2011. "Individual Expectations and Aggregate Macro Behavior," CeNDEF Working Papers 11-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Beqiraj, Elton & Di Bartolomeo, Giovanni & Di Pietro, Marco, 2019.
"Beliefs formation and the puzzle of forward guidance power,"
Journal of Macroeconomics, Elsevier, vol. 60(C), pages 20-32.
- Di Bartolomeo, Giovanni & Beqiraj, Elton & Di Pietro, Marco, 2017. "Beliefs formation and the puzzle of forward guidance power," EconStor Preprints 175198, ZBW - Leibniz Information Centre for Economics.
- Beqiraj Elton & Di Bartolomeo Giovanni & Di Pietro Marco, 2017. "Beliefs formation and the puzzle of forward guidance power," wp.comunite 00131, Department of Communication, University of Teramo.
- Giovanni Di Bartolomeo & Carolina Serpieri, 2018. "Robust Optimal Policies in a Behavioural New Keynesian Model," JRC Research Reports JRC111603, Joint Research Centre.
- Kirchler, Michael, 2009. "Underreaction to fundamental information and asymmetry in mispricing between bullish and bearish markets. An experimental study," Journal of Economic Dynamics and Control, Elsevier, vol. 33(2), pages 491-506, February.
- Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan & Van De Velden, Henk, 2007.
"Learning In Cobweb Experiments,"
Macroeconomic Dynamics, Cambridge University Press, vol. 11(S1), pages 8-33, November.
- C.H. Hommes & J.H. Sonnemans & J. Tuinstra & H. van de Velde, 2003. "Learning in Cobweb Experiments," Tinbergen Institute Discussion Papers 03-020/1, Tinbergen Institute.
- Hommes, C.H. & Sonnemans, J. & Tuinstra, J. & Velden, H. van de, 2002. "Learning in Coweb Experiments," CeNDEF Working Papers 02-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan & Van De Velden, Henk, 2007. "Learning In Cobweb Experiments," Macroeconomic Dynamics, Cambridge University Press, vol. 11(S1), pages 8-33, November.
- Schmitt, Noemi & Westerhoff, Frank, 2021.
"Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets,"
Journal of Economic Behavior & Organization, Elsevier, vol. 192(C), pages 117-136.
- Schmitt, Noemi & Westerhoff, Frank H., 2019. "Trend followers, contrarians and fundamentalists: Explaining the dynamics of financial markets," BERG Working Paper Series 151, Bamberg University, Bamberg Economic Research Group.
- Dieci, Roberto & Westerhoff, Frank, 2011. "On the inherent instability of international financial markets: Natural nonlinear interactions between stock and foreign exchange markets," BERG Working Paper Series 79, Bamberg University, Bamberg Economic Research Group.
- Bao, Te & Duffy, John, 2016. "Adaptive versus eductive learning: Theory and evidence," European Economic Review, Elsevier, vol. 83(C), pages 64-89.
- Nobuyuki Hanaki & Eizo Akiyama & Ryuichiro Ishikawa, 2016. "A Methodological Note on Eliciting Price Forecasts in Asset Market Experiments," GREDEG Working Papers 2016-02, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Hirota, Shinichi & Sunder, Shyam, 2007.
"Price bubbles sans dividend anchors: Evidence from laboratory stock markets,"
Journal of Economic Dynamics and Control, Elsevier, vol. 31(6), pages 1875-1909, June.
- Shinichi Hirota & Shyam Sunder, 2005. "Price Bubbles sans Dividend Anchors: Evidence from Laboratory Stock Markets," ISER Discussion Paper 0634, Institute of Social and Economic Research, Osaka University.
- Shin'ichi Hirota & Shyam Sunder, 2002. "Price Bubbles Sans Dividend Anchors: Evidence from Laboratory Stock Markets," Yale School of Management Working Papers amz2616, Yale School of Management, revised 01 Feb 2007.
- Shin, Michael, 2021. "Subjective expectations, experiences, and stock market participation: Evidence from the lab," Journal of Economic Behavior & Organization, Elsevier, vol. 186(C), pages 672-689.
- Hommes, Cars H., 2006.
"Heterogeneous Agent Models in Economics and Finance,"
Handbook of Computational Economics, in: Leigh Tesfatsion & Kenneth L. Judd (ed.), Handbook of Computational Economics, edition 1, volume 2, chapter 23, pages 1109-1186,
Elsevier.
- Cars H. Hommes, 2005. "Heterogeneous Agent Models in Economics and Finance," Tinbergen Institute Discussion Papers 05-056/1, Tinbergen Institute.
- Abhishek Das & Arpita Ghose & Gautam Gupta, 2018. "Expectation Formation in a New Keynesian Economy: Evidence from a Laboratory Experiment," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 9(1), pages 17-39, March.
- Qingwei Wang, 2010. "Sentiment, Convergence of Opinion, and Market Crash," Working Papers 10012, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
- Schunk, Daniel, 2009. "Behavioral heterogeneity in dynamic search situations: Theory and experimental evidence," Journal of Economic Dynamics and Control, Elsevier, vol. 33(9), pages 1719-1738, September.
- Tedeschi, Gabriele & Iori, Giulia & Gallegati, Mauro, 2012.
"Herding effects in order driven markets: The rise and fall of gurus,"
Journal of Economic Behavior & Organization, Elsevier, vol. 81(1), pages 82-96.
- Iori, G. & Tedeschi, G., 2010. "Herding effects in order driven markets: The rise and fall of gurus," Working Papers 10/05, Department of Economics, City University London.
- Chen, Shu-Heng, 2012. "Varieties of agents in agent-based computational economics: A historical and an interdisciplinary perspective," Journal of Economic Dynamics and Control, Elsevier, vol. 36(1), pages 1-25.
- Vivien Lespagnol & Juliette Rouchier, 2018. "Trading Volume and Price Distortion: An Agent-Based Model with Heterogenous Knowledge of Fundamentals," Computational Economics, Springer;Society for Computational Economics, vol. 51(4), pages 991-1020, April.
- Cars Hommes & Tomasz Makarewicz & Domenico Massaro & Tom Smits, 2017.
"Genetic algorithm learning in a New Keynesian macroeconomic setup,"
Journal of Evolutionary Economics, Springer, vol. 27(5), pages 1133-1155, November.
- Hommes, C.H. & Makarewicz, T.A. & Massaro, D. & Smits, T., 2015. "Genetic Algorithm Learning in a New Keynesian Macroeconomic Setup," CeNDEF Working Papers 15-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Massaro, D., 2012. "Regime shifts: early warnings," CeNDEF Working Papers 12-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Anufriev, Mikhail & Assenza, Tiziana & Hommes, Cars & Massaro, Domenico, 2013.
"Interest Rate Rules And Macroeconomic Stability Under Heterogeneous Expectations,"
Macroeconomic Dynamics, Cambridge University Press, vol. 17(8), pages 1574-1604, December.
- Mikhail Anufriev & Tiziana Assenza & Cars Hommes & Domenico Massaro, 0000. "Interest Rate Rules and Macroeconomic Stability under Heterogeneous Expectations," Tinbergen Institute Discussion Papers 09-040/1, Tinbergen Institute.
- Pfajfar, Damjan & Žakelj, Blaž, 2016. "Uncertainty in forecasting inflation and monetary policy design: Evidence from the laboratory," International Journal of Forecasting, Elsevier, vol. 32(3), pages 849-864.
- Katarina Juselius & Katrin Assenmacher, 2014.
"Real exchange rate persistence: the case of the Swiss franc-US dollar rate,"
Discussion Papers
14-26, University of Copenhagen. Department of Economics.
- Katarina Juselius & Katrin Assenmacher, 2015. "Real exchange rate persistence: The case of the Swiss franc-US dollar rate," Working Papers 2015-03, Swiss National Bank.
- Arifovic, J. & Hommes, C.H. & Salle, I., 2016.
"Learning to believe in Simple Equilibria in a Complex OLG Economy - evidence from the lab,"
CeNDEF Working Papers
16-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Arifovic, Jasmina & Hommes, Cars & Salle, Isabelle, 2019. "Learning to believe in simple equilibria in a complex OLG economy - evidence from the lab," Journal of Economic Theory, Elsevier, vol. 183(C), pages 106-182.
- Goldbaum, David & Zwinkels, Remco C.J., 2014. "An empirical examination of heterogeneity and switching in foreign exchange markets," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PB), pages 667-684.
- Joao da Gama Batista & Domenico Massaro & Jean-Philippe Bouchaud & Damien Challet & Cars Hommes, 2015.
"Do investors trade too much? A laboratory experiment,"
Papers
1512.03743, arXiv.org.
- João da Gama Batista & Domenico Massaro & Jean-Philippe Bouchaud & Damien Challet & Cars Hommes, 2017. "Do investors trade too much? A laboratory experiment," Post-Print hal-01244465, HAL.
- da Gama Batista, João & Massaro, Domenico & Bouchaud, Jean-Philippe & Challet, Damien & Hommes, Cars, 2017. "Do investors trade too much? A laboratory experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 140(C), pages 18-34.
- Caginalp, G. & Ilieva, V., 2008. "The dynamics of trader motivations in asset bubbles," Journal of Economic Behavior & Organization, Elsevier, vol. 66(3-4), pages 641-656, June.
- Galanis, Giorgos & Kollias, Iraklis & Leventidis, Ioanis & Lustenhouwer, Joep, 2022. "Generalizing Heterogeneous Dynamic Heuristic Selection," CRETA Online Discussion Paper Series 73, Centre for Research in Economic Theory and its Applications CRETA.
- Paul De Grauwe & Agnieszka Markiewicz, 2006.
"Learning to Forecast the Exchange Rate: Two Competing Approaches,"
Computing in Economics and Finance 2006
367, Society for Computational Economics.
- De Grauwe, Paul & Markiewicz, Agnieszka, 2013. "Learning to forecast the exchange rate: Two competing approaches," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 42-76.
- Paul De Grauwe & Agnieszka Markiewicz, 2006. "Learning to Forecast the Exchange Rate: Two Competing Approaches," CESifo Working Paper Series 1717, CESifo.
- Michael Wegener, 2014. "Heterogeneous expectations and debt in a growth model for a small open economy," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 37(1), pages 125-136, April.
- Mikhail Anufriev & Cars Hommes & Tomasz Makarewicz, 2015.
"Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments,"
Working Paper Series
29, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Anufriev, M. & Hommes, C.H. & Makarewicz, T.A., 2015. "Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments," CeNDEF Working Papers 15-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Mikhail Anufriev & Cars Hommes & Tomasz Makarewicz, 2019. "Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments," Journal of the European Economic Association, European Economic Association, vol. 17(5), pages 1538-1584.
- Bao, Te & Füllbrunn, Sascha & Pei, Jiaoying & Zong, Jichuan, 2024. "Reading the market? Expectation coordination and theory of mind," Journal of Economic Behavior & Organization, Elsevier, vol. 219(C), pages 510-527.
- Xue-Zhong He & Kai Li & Chuncheng Wan, 2015.
"Volatility Clustering: A Nonlinear Theoretical Approach,"
Research Paper Series
365, Quantitative Finance Research Centre, University of Technology, Sydney.
- He, Xue-Zhong & Li, Kai & Wang, Chuncheng, 2016. "Volatility clustering: A nonlinear theoretical approach," Journal of Economic Behavior & Organization, Elsevier, vol. 130(C), pages 274-297.
- Marquardt, Philipp & Noussair, Charles N & Weber, Martin, 2019. "Rational expectations in an experimental asset market with shocks to market trends," European Economic Review, Elsevier, vol. 114(C), pages 116-140.
- Hommes, Cars & Kiseleva, Tatiana & Kuznetsov, Yuri & Verbic, Miroslav, 2012.
"Is More Memory In Evolutionary Selection (De)Stabilizing?,"
Macroeconomic Dynamics, Cambridge University Press, vol. 16(3), pages 335-357, June.
- Hommes, C.H. & Kiseleva, T. & Kuznetsov, Y. & Verbic, M., 2009. "Is more memory in evolutionary selection (de)stabilizing?," CeNDEF Working Papers 09-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Hommes, Cars & Vroegop, Joris, 2019. "Contagion between asset markets: A two market heterogeneous agents model with destabilising spillover effects," Journal of Economic Dynamics and Control, Elsevier, vol. 100(C), pages 314-333.
- Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2008.
"More hedging instruments may destabilize markets,"
CeNDEF Working Papers
08-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2006. "More hedging instruments may destabilize markets," CeNDEF Working Papers 06-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2009. "More hedging instruments may destabilize markets," Journal of Economic Dynamics and Control, Elsevier, vol. 33(11), pages 1912-1928, November.
- William Brock & Cars Hommes & Florian Wagener, 2006. "More Hedging Instruments may destablize Markets," Tinbergen Institute Discussion Papers 06-080/1, Tinbergen Institute, revised 30 Apr 2008.
- Akin, Zafer, 2020.
"Asymmetric Guessing Games,"
MPRA Paper
103871, University Library of Munich, Germany.
- Zafer Akin, 2023. "Asymmetric guessing games," Theory and Decision, Springer, vol. 94(4), pages 637-676, May.
- Tedeschi, Gabriele & Recchioni, Maria Cristina & Berardi, Simone, 2019. "An approach to identifying micro behavior: How banks’ strategies influence financial cycles," Journal of Economic Behavior & Organization, Elsevier, vol. 162(C), pages 329-346.
- Jongen, Ron & Verschoor, Willem F.C. & Wolff, Christian C.P. & Zwinkels, Remco C.J., 2012. "Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach," Journal of Economic Dynamics and Control, Elsevier, vol. 36(5), pages 719-735.
- Papadopoulos, Georgios, 2020. "Probing the mechanism: lending rate setting in a data-driven agent-based model," MPRA Paper 102749, University Library of Munich, Germany.
- Bao, T. & Hommes, C.H. & Sonnemans, J. & Tuinstra, J., 2010.
"Individual Expectations, Limited Rationality and Aggregate Outcomes,"
CeNDEF Working Papers
10-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Te Bao & Cars Hommes & Joep Sonnemans & Jan Tuinstra, 2012. "Individual Expectations, Limited Rationality and Aggregate Outcomes," Tinbergen Institute Discussion Papers 12-016/1, Tinbergen Institute.
- Bao, Te & Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan, 2012. "Individual expectations, limited rationality and aggregate outcomes," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1101-1120.
- de Jong, Johan & Sonnemans, Joep & Tuinstra, Jan, 2022.
"The effect of futures markets on the stability of commodity prices,"
Journal of Economic Behavior & Organization, Elsevier, vol. 198(C), pages 176-211.
- Johan de Jong & Joep Sonnemans & Jan Tuinstra, "undated". "The Effect of Futures Markets on the Stability of Commodity Prices," Tinbergen Institute Discussion Papers 19-028/II, Tinbergen Institute.
- Lines Marji & Westerhoff Frank, 2012.
"Effects of Inflation Expectations on Macroeconomic Dynamics: Extrapolative Versus Regressive Expectations,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(4), pages 1-30, October.
- Lines, Marji & Westerhoff, Frank, 2009. "Effects of inflation expectations on macroeconomic dynamics: Extrapolative versus regressive expectations," BERG Working Paper Series 68, Bamberg University, Bamberg Economic Research Group.
- Anufriev, Mikhail & Chernulich, Aleksei & Tuinstra, Jan, 2018. "A laboratory experiment on the heuristic switching model," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 21-42.
- Massaro, Domenico, 2013. "Heterogeneous expectations in monetary DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 37(3), pages 680-692.
- Noemi Schmitt & Frank Westerhoff, 2017.
"Herding behaviour and volatility clustering in financial markets,"
Quantitative Finance, Taylor & Francis Journals, vol. 17(8), pages 1187-1203, August.
- Schmitt, Noemi & Westerhoff, Frank, 2016. "Herding behavior and volatility clustering in financial markets," BERG Working Paper Series 107, Bamberg University, Bamberg Economic Research Group.
- Hommes, C.H. & Lux, T., 2009.
"Individual Expectations and Aggregate Behavior in Learning to Forcast Experiments,"
CeNDEF Working Papers
09-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Hommes, Cars & Lux, Thomas, 2008. "Individual expectations and aggregate behavior in learning to forecast experiments," Kiel Working Papers 1466, Kiel Institute for the World Economy (IfW Kiel).
- Hommes, Cars & Lux, Thomas, 2013. "Individual Expectations And Aggregate Behavior In Learning-To-Forecast Experiments," Macroeconomic Dynamics, Cambridge University Press, vol. 17(2), pages 373-401, March.
- Nobuyuki Hanaki & Cars Hommes & Dávid Kopányi & Anita Kopányi-Peuker & Jan Tuinstra, 2023. "Forecasting returns instead of prices exacerbates financial bubbles," Experimental Economics, Springer;Economic Science Association, vol. 26(5), pages 1185-1213, November.
- Tomasz Makarewicz, 2017. "Contrarian Behavior, Information Networks and Heterogeneous Expectations in an Asset Pricing Model," Computational Economics, Springer;Society for Computational Economics, vol. 50(2), pages 231-279, August.
- Cars Hommes & Domenico Massaro & Isabelle Salle, 2019.
"Monetary And Fiscal Policy Design At The Zero Lower Bound: Evidence From The Lab,"
Economic Inquiry, Western Economic Association International, vol. 57(2), pages 1120-1140, April.
- Hommes, C.H. & Massaro, D. & Salle, I., 2015. "Monetary and Fiscal Policy Design at the Zero Lower Bound - Evidence from the Lab," CeNDEF Working Papers 15-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Barbara Annicchiarico & Fabio Di Dio & Francesca Diluiso, 2022.
"Climate Actions, Market Beliefs and Monetary Policy,"
CEIS Research Paper
535, Tor Vergata University, CEIS, revised 25 Mar 2022.
- Annicciarico, Barbara & Di Dio, Fabio & Dilusio, Francesca, 2022. "Climate Actions, Market Beliefs, and Monetary Policy," JRC Working Papers in Economics and Finance 2022-14, Joint Research Centre, European Commission.
- Annicchiarico, Barbara & Di Dio, Fabio & Diluiso, Francesca, 2024. "Climate actions, market beliefs, and monetary policy," Journal of Economic Behavior & Organization, Elsevier, vol. 218(C), pages 176-208.
- Bao, Te & Hennequin, Myrna & Hommes, Cars & Massaro, Domenico, 2020. "Coordination on bubbles in large-group asset pricing experiments," Journal of Economic Dynamics and Control, Elsevier, vol. 110(C).
- Annarita COLASANTE & Antonio PALESTRINI & Alberto RUSSO & Mauro GALLEGATI, 2015. "Adaptive Expectations with Correction Bias: Evidence from the lab," Working Papers 409, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Holt, Charles A. & Porzio, Megan & Song, Michelle Yingze, 2017. "Price bubbles, gender, and expectations in experimental asset markets," European Economic Review, Elsevier, vol. 100(C), pages 72-94.
- Zhong-Qiang Zhou & Jie Li & Wei Zhang & Xiong Xiong, 2022. "Government intervention model based on behavioral heterogeneity for China’s stock market," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-19, December.
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"Behavioral Heterogeneity in U.S. Inflation Dynamics,"
CeNDEF Working Papers
12-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Adriana Cornea & Cars Hommes & Domenico Massaro, 2013. "Behavioral Heterogeneity in U.S. Inflation Dynamics," Tinbergen Institute Discussion Papers 13-015/II, Tinbergen Institute.
- Adriana Cornea-Madeira & Cars Hommes & Domenico Massaro, 2019. "Behavioral Heterogeneity in U.S. Inflation Dynamics," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(2), pages 288-300, April.
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"Effects of Eliciting Long-run Price Forecasts on Market Dynamics in Asset Market Experiments,"
GREDEG Working Papers
2017-26, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
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"Lock-In Of Extrapolative Expectations In An Asset Pricing Model,"
Macroeconomic Dynamics, Cambridge University Press, vol. 10(3), pages 317-348, June.
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"Price stability and volatility in markets with positive and negative expectations feedback: An experimental investigation,"
Journal of Economic Dynamics and Control, Elsevier, vol. 33(5), pages 1052-1072, May.
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"Estimation of Heuristic Switching in Behavioral Macroeconomic Models,"
Economics Working Papers
2021-01, Christian-Albrechts-University of Kiel, Department of Economics.
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Working Papers
2020/17, Economics Department, Universitat Jaume I, Castellón (Spain).
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"Side effects of nonlinear profit taxes in an evolutionary market entry model: abrupt changes, coexisting attractors and hysteresis problems,"
BERG Working Paper Series
103, Bamberg University, Bamberg Economic Research Group.
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"Inflation Expectations and Monetary Policy Design: Evidence from the Laboratory,"
Finance and Economics Discussion Series
2015-45, Board of Governors of the Federal Reserve System (U.S.).
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- Hommes, C.H., 2007. "Complexity, Evolution and Learning: a simple story of heterogeneous expectations and some empirical and experimental validation," CeNDEF Working Papers 07-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Jakob Grazzini, 2013. "Information dissemination in an experimentally based agent-based stock market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(1), pages 179-209, April.
- Bao, Te & Zong, Jichuan, 2019. "The impact of interest rate policy on individual expectations and asset bubbles in experimental markets," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
- Filippo Gusella & Giorgio Ricchiuti, 2022. "A State-Space Approach for Time-Series Prediction of an Heterogeneous Agent Model," Working Papers - Economics wp2022_20.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Philip A. Stork & Milan Vidojevic & Remco C. J. Zwinkels, 2021. "Behavioral heterogeneity in return expectations across equity style portfolios," International Review of Finance, International Review of Finance Ltd., vol. 21(4), pages 1225-1250, December.
- Tramontana, Fabio & Westerhoff, Frank & Gardini, Laura, 2010.
"On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders,"
Journal of Economic Behavior & Organization, Elsevier, vol. 74(3), pages 187-205, June.
- Fabio Tramontana & Frank Westerhoff & Laura Gardini, 2010. "On the complicated price dynamics of a simple one-dimensional discontinuous financial market model with heterogeneous interacting traders," Working Papers 1005, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2010.
- Lof, Matthijs, 2013. "Essays on Expectations and the Econometrics of Asset Pricing," MPRA Paper 59064, University Library of Munich, Germany.
- Cars Hommes & Domenico Massaro & Matthias Weber, 2015.
"Monetary Policy under Behavioral Expectations: Theory and Experiment,"
Tinbergen Institute Discussion Papers
15-087/II, Tinbergen Institute.
- Hommes, Cars & Massaro, Domenico & Weber, Matthias, 2019. "Monetary policy under behavioral expectations: Theory and experiment," European Economic Review, Elsevier, vol. 118(C), pages 193-212.
- Cars Hommes & Domenico Massaro & Matthias Weber, 2017. "Monetary Policy under Behavioral Expectations: Theory and Experiment," Bank of Lithuania Working Paper Series 42, Bank of Lithuania.
- Zhou Lu & Te Bao & Xiaohua Yu, 2021. "Gender and Bubbles in Experimental Markets with Positive and Negative Expectation Feedback," Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1307-1326, April.
- Mauersberger, Felix, 2021. "Monetary policy rules in a non-rational world: A macroeconomic experiment," Journal of Economic Theory, Elsevier, vol. 197(C).
- Bekiros, Stelios & Jlassi, Mouna & Lucey, Brian & Naoui, Kamel & Uddin, Gazi Salah, 2017. "Herding behavior, market sentiment and volatility: Will the bubble resume?," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 107-131.
- Chernulich, Aleksei & Horowitz, John & Rabanal, Jean Paul & Rud, Olga A & Sharifova , Manizha, 2021. "Entry and exit decisions under public and private information: An experiment," UiS Working Papers in Economics and Finance 2021/3, University of Stavanger.
- Bulutay, Muhammed & Hales, David & Julius, Patrick & Tasch, Weiwei, 2021.
"Imperfect tacit collusion and asymmetric price transmission,"
Journal of Economic Behavior & Organization, Elsevier, vol. 192(C), pages 584-599.
- Bulutay, Muhammed & Hales, David & Julius, Patrick & Tasch, Weiwei, 2021. "Imperfect Tacit Collusion and Asymmetric Price Transmission," EconStor Preprints 231385, ZBW - Leibniz Information Centre for Economics.
- Assenza, T. & Brock, W.A. & Hommes, C.H., 2012.
"Animal Spirits, Heterogeneous Expectations and the Amplification and Duration of Crises,"
CeNDEF Working Papers
12-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Tiziana Assenza & William A. Brock & Cars H. Hommes, 2017. "Animal Spirits, Heterogeneous Expectations, And The Amplification And Duration Of Crises," Economic Inquiry, Western Economic Association International, vol. 55(1), pages 542-564, January.
- Aleksei Chernulich & John Horowitz & Jean Paul Rabanal & Olga Rud & Manizha Sharifova, 2023. "Entry and exit decisions under public and private information: an experiment," Experimental Economics, Springer;Economic Science Association, vol. 26(2), pages 339-356, April.
- Giamattei, Marcus & Huber, Jürgen & Lambsdorff, Johann Graf & Nicklisch, Andreas & Palan, Stefan, 2020. "Who inflates the bubble? Forecasters and traders in experimental asset markets," Journal of Economic Dynamics and Control, Elsevier, vol. 110(C).
- Michael W. M. Roos & Ulrich Schmidt, 2012.
"The Importance of Time‐Series Extrapolation for Macroeconomic Expectations,"
German Economic Review, Verein für Socialpolitik, vol. 13(2), pages 196-210, May.
- Roos, Michael W.M. & Schmidt, Ulrich, 2011. "The importance of time series extrapolation for macroeconomic expectations," Kiel Working Papers 1723, Kiel Institute for the World Economy (IfW Kiel).
- Dragomirescu-Gaina, Catalin & Philippas, Dionisis & Tsionas, Mike G., 2021. "Trading off accuracy for speed: Hedge funds' decision-making under uncertainty," International Review of Financial Analysis, Elsevier, vol. 75(C).
- Tura-Gawron, Karolina, 2019. "Consumers’ approach to the credibility of the inflation forecasts published by central banks: A new methodological solution," Journal of Macroeconomics, Elsevier, vol. 62(C).
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- Domenico Colucci & Matteo Vigna & Vincenzo Valori, 2022. "Large and uncertain heterogeneity of expectations: stability of equilibrium from a policy maker standpoint," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(1), pages 319-348, January.
- Cars Hommes, 2006. "Interacting Agents in Finance," Tinbergen Institute Discussion Papers 06-029/1, Tinbergen Institute.
- Georges, Christophre, 2008. "Staggered updating in an artificial financial market," Journal of Economic Dynamics and Control, Elsevier, vol. 32(9), pages 2809-2825, September.
- Galanis, Giorgos & Kollias, Iraklis & Leventidis, Ioanis & Lustenhouwer, Joep, 2022. "Generalizing Heuristic Switching Models," Working Papers 0715, University of Heidelberg, Department of Economics.
- Bogdan Dima & Ștefana Maria Dima, 2024. "The non-linear impact of monetary policy on shifts in economic policy uncertainty: evidence from the United States of America," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 51(3), pages 755-781, August.
- Juselius, Katarina & Stillwagon, Josh R., 2018. "Are outcomes driving expectations or the other way around? An I(2) CVAR analysis of interest rate expectations in the dollar/pound market," Journal of International Money and Finance, Elsevier, vol. 83(C), pages 93-105.
- Emanuele Russo, 2021. "Harrodian instability in decentralized economies: an agent-based approach," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 38(2), pages 539-567, July.
- Zhu, Jiahua & Bao, Te & Chia, Wai Mun, 2021. "Evolutionary selection of forecasting and quantity decision rules in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, vol. 182(C), pages 363-404.
- Pignataro, Giuseppe & Raggi, Davide & Pancotto, Francesca, 2024. "On the role of fundamentals, private signals, and beauty contests to predict exchange rates," International Journal of Forecasting, Elsevier, vol. 40(2), pages 687-705.
- Mikhail Anufriev & Cars Hommes, 2012.
"Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments,"
American Economic Journal: Microeconomics, American Economic Association, vol. 4(4), pages 35-64, November.
- Anufriev, M. & Hommes, C.H., 2011. "Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments," CeNDEF Working Papers 11-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Saskia ter Ellen & Willem F. C. Verschoor, 2018.
"Heterogeneous Beliefs and Asset Price Dynamics: A Survey of Recent Evidence,"
Dynamic Modeling and Econometrics in Economics and Finance, in: Fredj Jawadi (ed.), Uncertainty, Expectations and Asset Price Dynamics, pages 53-79,
Springer.
- Saskia ter Ellen & Willem F.C. Verschoor, 2017. "Heterogeneous beliefs and asset price dynamics: a survey of recent evidence," Working Paper 2017/22, Norges Bank.
- Antonio Doria, Francisco, 2011. "J.B. Rosser Jr. , Handbook of Research on Complexity, Edward Elgar, Cheltenham, UK--Northampton, MA, USA (2009) 436 + viii pp., index, ISBN 978 1 84542 089 5 (cased)," Journal of Economic Behavior & Organization, Elsevier, vol. 78(1-2), pages 196-204, April.
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- Vivien Lespagnol & Juliette Rouchier, 2018. "Trading Volume and Price Distortion: An Agent-Based Model with Heterogenous Knowledge of Fundamentals," Post-Print hal-02084910, HAL.
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- Schmitt, Noemi & Westerhoff, Frank, 2021. "Pricking asset market bubbles," Finance Research Letters, Elsevier, vol. 38(C).
- Luz, Valentin & Schauer, Victor & Viehweger, Martin, 2024. "Beyond preferences: Beliefs in sustainable investing," Journal of Economic Behavior & Organization, Elsevier, vol. 220(C), pages 584-607.
- Hommes, C.H. & Sonnemans, J. & Tuinstra, J. & Velden, H. van de, 2002.
"Expectations and Bubbles in Asset Pricing Experiments,"
CeNDEF Working Papers
02-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan & van de Velden, Henk, 2008. "Expectations and bubbles in asset pricing experiments," Journal of Economic Behavior & Organization, Elsevier, vol. 67(1), pages 116-133, July.
Cited by:
- Kopanyi-Peuker, Anita & Weber, Matthias, 2018.
"Experience Does not Eliminate Bubbles: Experimental Evidence,"
SocArXiv
ecj7q, Center for Open Science.
- Anita (A.G.) Kopanyi-Peuker & Matthias Weber, 2018. "Experience Does not Eliminate Bubbles: Experimental Evidence," Tinbergen Institute Discussion Papers 18-092/II, Tinbergen Institute.
- Anita Kopanyi-Peuker & Matthias Weber, 2018. "Experience Does not Eliminate Bubbles: Experimental Evidence," Working Papers on Finance 1822, University of St. Gallen, School of Finance.
- Anita Kopányi-Peuker & Matthias Weber & Lauren Cohen, 2021. "Experience Does Not Eliminate Bubbles: Experimental Evidence," The Review of Financial Studies, Society for Financial Studies, vol. 34(9), pages 4450-4485.
- J{o}rgen Vitting Andersen & Andrzej Nowak, 2020.
"Symmetry and financial Markets,"
Papers
2007.08475, arXiv.org.
- Jørgen Vitting Andersen & Andrzej Nowak, 2020. "Symmetry and financial Markets," Post-Print halshs-03048686, HAL.
- Jørgen Vitting Andersen & Andrzej Nowak, 2020. "Symmetry and financial Markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03048686, HAL.
- Jorgen Vitting Andersen & Andrzej Nowak, 2020. "Symmetry and financial Markets," Documents de travail du Centre d'Economie de la Sorbonne 20030, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Hommes, C.H., 2013.
"Reflexivity, Expectations Feedback and Almost Self-fulfilling Equilibria: Economic Theory, Empirical Evidence and Laboratory Experiments,"
CeNDEF Working Papers
13-19, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Cars Hommes, 2013. "Reflexivity, Expectations Feedback and almost Self-fulfilling Equilibria: Economic Theory, Empirical Evidence and Laboratory Experiments," Tinbergen Institute Discussion Papers 13-206/II, Tinbergen Institute.
- Cars Hommes, 2013. "Reflexivity, expectations feedback and almost self-fulfilling equilibria: economic theory, empirical evidence and laboratory experiments," Journal of Economic Methodology, Taylor & Francis Journals, vol. 20(4), pages 406-419, December.
- Bottazzi, Giulio & Devetag, Giovanna & Pancotto, Francesca, 2011.
"Does volatility matter? Expectations of price return and variability in an asset pricing experiment,"
Journal of Economic Behavior & Organization, Elsevier, vol. 77(2), pages 124-146, February.
- Giulio Bottazzi & Giovanna Devetag & Francesca Pancotto, 2009. "Does Volatility matter? Expectations of price return and variability in an asset pricing experiment," LEM Papers Series 2009/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Giovanna Devetag & Francesca Pancotto, 2008. "Does Volatility matter? Expectations of price return and variability in an asset pricing experiment," CEEL Working Papers 0801, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
- Giulio Bottazzi & Giovanna Devetag, 2003.
"Expectations Structure in Asset Pricing Experiments,"
ROCK Working Papers
022, Department of Computer and Management Sciences, University of Trento, Italy, revised 12 Jun 2008.
- Giulio Bottazzi & Giovanna Devetag, 2005. "Expectations structure in asset pricing experiments," CEEL Working Papers 0503, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
- Giulio Bottazzi & Giovanna Devetag, 2005. "Expectations Structure in Asset Pricing Experiments," Lecture Notes in Economics and Mathematical Systems, in: Thomas Lux & Eleni Samanidou & Stefan Reitz (ed.), Nonlinear Dynamics and Heterogeneous Interacting Agents, pages 11-26, Springer.
- Giulio Bottazzi & Maria Giovanna Devetag, 2003. "Expectations Structure in Asset Pricing Experiments," LEM Papers Series 2003/19, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Pierre-André Maugis, 2010. "Market Efficiencies and Market Risks," Post-Print halshs-00544324, HAL.
- Bao, Te & Hommes, Cars, 2019. "When speculators meet suppliers: Positive versus negative feedback in experimental housing markets," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
- Bao, Te & Hommes, Cars & Pei, Jiaoying, 2021. "Expectation formation in finance and macroeconomics: A review of new experimental evidence," Journal of Behavioral and Experimental Finance, Elsevier, vol. 32(C).
- Mikhail Anufriev & Aleksei Chernulich & Jan Tuinstra, 2020.
"Asset Price Volatility and Investment Horizons: An Experimental Investigation,"
Working Papers
20200053, New York University Abu Dhabi, Department of Social Science, revised Aug 2020.
- Anufriev, Mikhail & Chernulich, Aleksei & Tuinstra, Jan, 2022. "Asset price volatility and investment horizons: An experimental investigation," Journal of Economic Behavior & Organization, Elsevier, vol. 193(C), pages 19-48.
- Sarita Bunsupha, 2018. "Extrapolative Beliefs and Exchange Rate Markets," PIER Discussion Papers 84, Puey Ungphakorn Institute for Economic Research.
- Shavit, Tal & Benzion, Uri & Haruvy, Ernan, 2007. "Risk aversion and under-hedging," Journal of Economics and Business, Elsevier, vol. 59(3), pages 181-198.
- Alexander Kempf & Christoph Merkle & Alexandra Niessen†Ruenzi, 2014. "Low Risk and High Return – Affective Attitudes and Stock Market Expectations," European Financial Management, European Financial Management Association, vol. 20(5), pages 995-1030, November.
- John Duffy & Janet Hua Jiang & Huan Xie, 2024.
"Pricing Indefinitely Lived Assets: Experimental Evidence,"
Management Science, INFORMS, vol. 70(12), pages 8772-8790, December.
- John Duffy & Janet Hua Jiang & Huan Xie, 2023. "Pricing Indefinitely Lived Assets: Experimental Evidence," Staff Working Papers 23-25, Bank of Canada.
- John Duffy & Janet Hua Jiang & Huan Xie, 2021. "Pricing Indefinitely Lived Assets: Experimental Evidence," CIRANO Working Papers 2021s-32, CIRANO.
- Alan Kirman, 2014.
"Is it rational to have rational expectations?,"
Mind & Society: Cognitive Studies in Economics and Social Sciences, Springer;Fondazione Rosselli, vol. 13(1), pages 29-48, June.
- Alan Kirman, 2014. "Is it rational to have rational expectations?," Post-Print hal-01463917, HAL.
- Hommes, Cars & in ’t Veld, Daan, 2017.
"Booms, busts and behavioural heterogeneity in stock prices,"
Journal of Economic Dynamics and Control, Elsevier, vol. 80(C), pages 101-124.
- Hommes, C.H. & in 't Veld, D., 2014. "Booms, busts and behavioural heterogeneity in stock prices," CeNDEF Working Papers 14-14, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Cars Hommes & Daan in't Veld, 2015. "Booms, Busts and Behavioural Heterogeneity in Stock Prices," Tinbergen Institute Discussion Papers 15-088/II, Tinbergen Institute.
- Massenot, Baptiste & Pettinicchi, Yuri, 2018.
"Can households see into the future? Survey evidence from the Netherlands,"
SAFE Working Paper Series
233, Leibniz Institute for Financial Research SAFE.
- Massenot, Baptiste & Pettinicchi, Yuri, 2019. "Can households see into the future? Survey evidence from the Netherlands," Journal of Economic Behavior & Organization, Elsevier, vol. 164(C), pages 77-90.
- John Duffy & Janet Hua Jiang & Huan Xie, 2019.
"Experimental Asset Markets with an Indefinite Horizon,"
Cahiers de recherche
08-2019, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- John Duffy & Janet Hua Jiang & Huan Xie, 2019. "Experimental Asset Markets with An Indefinite Horizon," Working Papers 19005, Concordia University, Department of Economics.
- John Duffy & Janet Hua Jiang & Huan Xie, 2019. "Experimental Asset Markets with An Indefinite Horizon," CIRANO Working Papers 2019s-15, CIRANO.
- Cars Hommes & Florian Wagener, 2008.
"Complex Evolutionary Systems in Behavioral Finance,"
Tinbergen Institute Discussion Papers
08-054/1, Tinbergen Institute.
- Hommes, C.H. & Wagener, F.O.O., 2008. "Complex evolutionary systems in behavioral finance," CeNDEF Working Papers 08-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Papadopoulos, Georgios, 2019.
"Income inequality, consumption, credit and credit risk in a data-driven agent-based model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 104(C), pages 39-73.
- Papadopoulos, Georgios, 2018. "Income inequality, consumption, credit and credit risk in a data-driven agent-based model," MPRA Paper 89764, University Library of Munich, Germany.
- Mathias Drehmann & Joerg Oechssler & Andreas Roider, 2002.
"Herding and Contrarian Behavior in Financial Markets - An Internet Experiment,"
Finance
0210005, University Library of Munich, Germany.
- Drehmann, Mathias & Oechssler, Joerg & Roider, Andreas, 2003. "Herding and Contrarian Behavior in Financial Markets: An Internet Experiment," University of California at Santa Barbara, Economics Working Paper Series qt6zf5469f, Department of Economics, UC Santa Barbara.
- Drehmann, Mathias & Oechssler, Jörg & Roider, Andreas, 2004. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 7, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Mathias Drehmann & Jörg Oechssler, 2004. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Econometric Society 2004 North American Winter Meetings 55, Econometric Society.
- Mathias Drehmann & Jörg Oechssler & Andreas Roider, 2005. "Herding and Contrarian Behavior in Financial Markets: An Internet Experiment," American Economic Review, American Economic Association, vol. 95(5), pages 1403-1426, December.
- Drehmann, Mathias & Oechssler, Jörg & Roider, Andreas, 2002. "Herding and Contrarian Behavior in Financial Markets: An Internet Experiment," Bonn Econ Discussion Papers 25/2002, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Roider, Andreas & Mathias Drehmann & Jorg Oechssler, 2003. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Royal Economic Society Annual Conference 2003 177, Royal Economic Society.
- Mathias Drehmann & Joerg Oechssler & Andreas Roider, 2002. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Experimental 0210001, University Library of Munich, Germany.
- Lines, Marji & Westerhoff, Frank, 2010. "Inflation expectations and macroeconomic dynamics: The case of rational versus extrapolative expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 34(2), pages 246-257, February.
- Sonnemans, Joep & Tuinstra, Jan, 2010.
"Positive expectations feedback experiments and number guessing games as models of financial markets,"
Journal of Economic Psychology, Elsevier, vol. 31(6), pages 964-984, December.
- Sonnemans, J. & Tuinstra, J., 2008. "Positive expectations feedback experiments and number guessing games as models of financial markets," CeNDEF Working Papers 08-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Sonnemans, J. & Tuinstra, J., 2010. "Positive expectations feedback experiments and number guessing games as models of financial markets," CeNDEF Working Papers 10-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Joep Sonnemans & Jan Tuinstra, 2008. "Positive Expectations Feedback Experiments and Number Guessing Games as Models of Financial Markets," Tinbergen Institute Discussion Papers 08-076/1, Tinbergen Institute.
- Thomas Gomez & Giulia Piccillo, 2019. "Diverse Risk Preferences and Heterogeneous Expectations in an Asset Pricing Model," CESifo Working Paper Series 8003, CESifo.
- Cars Hommes & Anita Kopányi-Peuker & Joep Sonnemans, "undated".
"Bubbles, crashes and information contagion in large-group asset market experiments,"
Tinbergen Institute Discussion Papers
19-016/II, Tinbergen Institute.
- Cars Hommes & Anita Kopányi-Peuker & Joep Sonnemans, 2021. "Bubbles, crashes and information contagion in large-group asset market experiments," Experimental Economics, Springer;Economic Science Association, vol. 24(2), pages 414-433, June.
- Hommes, Cars, 2011.
"The heterogeneous expectations hypothesis: Some evidence from the lab,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(1), pages 1-24, January.
- Hommes, C.H., 2010. "The Heterogeneous Expectations Hypothesis: Some Evidence from the Lab," CeNDEF Working Papers 10-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Steven D. Silver & Marko Raseta, 2021. "An ARFIMA multi-level model of dual-component expectations in repeated cross-sectional survey data," Empirical Economics, Springer, vol. 60(2), pages 683-699, February.
- Bertrand Wigniolle, 2012.
"Optimism, pessimism and financial bubbles,"
Documents de travail du Centre d'Economie de la Sorbonne
12005, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Bertrand Wigniolle, 2012. "Optimism, pessimism and financial bubbles," Post-Print halshs-00673892, HAL.
- Bertrand Wigniolle, 2012. "Optimism, pessimism and financial bubbles," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00673892, HAL.
- Bertrand Wigniolle, 2014. "Optimism, pessimism and financial bubbles," Post-Print halshs-00974144, HAL.
- Bertrand Wigniolle, 2014. "Optimism, pessimism and financial bubbles," PSE-Ecole d'économie de Paris (Postprint) halshs-00974144, HAL.
- Bertrand Wigniolle, 2014. "Optimism, pessimism and financial bubbles," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00974144, HAL.
- Wigniolle, B., 2014. "Optimism, pessimism and financial bubbles," Journal of Economic Dynamics and Control, Elsevier, vol. 41(C), pages 188-208.
- Andreas Fuster & Benjamin Hebert & David Laibson, 2012.
"Natural Expectations, Macroeconomic Dynamics, and Asset Pricing,"
NBER Macroeconomics Annual, University of Chicago Press, vol. 26(1), pages 1-48.
- Fuster, Andreas & Herbert, Benjamin & Laibson, David I., 2011. "Natural Expectations, Macroeconomic Dynamics, and Asset Pricing," Scholarly Articles 10140029, Harvard University Department of Economics.
- Andreas Fuster & Benjamin Hebert & David Laibson, 2011. "Natural Expectations, Macroeconomic Dynamics, and Asset Pricing," NBER Working Papers 17301, National Bureau of Economic Research, Inc.
- Andreas Fuster & Benjamin Hebert & David Laibson, 2011. "Natural Expectations, Macroeconomic Dynamics, and Asset Pricing," NBER Chapters, in: NBER Macroeconomics Annual 2011, Volume 26, pages 1-48, National Bureau of Economic Research, Inc.
- Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2002.
"Evolutionary dynamics in markets with many trader types,"
CeNDEF Working Papers
02-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Brock, William A. & Hommes, Cars H. & Wagener, Florian O. O., 2005. "Evolutionary dynamics in markets with many trader types," Journal of Mathematical Economics, Elsevier, vol. 41(1-2), pages 7-42, February.
- Akvile Bertasiute & Domenico Massaro & Matthias Weber, 2019.
"The Behavioral Economics of Currency Unions: Economic Integration and Monetary Policy,"
Working Papers on Finance
1916, University of St. Gallen, School of Finance.
- Bertasiute, Akvile & Massaro, Domenico & Weber, Matthias, 2020. "The behavioral economics of currency unions: Economic integration and monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 112(C).
- Akvile Bertasiute & Domenico Massaro & Matthias Weber, 2018. "The behavioral economics of currency unions: Economic integration and monetary policy," Bank of Lithuania Working Paper Series 49, Bank of Lithuania.
- Tiziana Assenza & Te Bao & Cars Hommes & Domenico Massaro, 2014.
"Experiments on Expectations in Macroeconomics and Finance,"
Research in Experimental Economics, in: Experiments in Macroeconomics, volume 17, pages 11-70,
Emerald Group Publishing Limited.
- Assenza, T. & Bao, T. & Massaro, D. & Hommes, C.H., 2014. "Experiments on Expectations in Macroeconomics and Finance," CeNDEF Working Papers 14-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Andreas D. Huesler & Didier Sornette & C. H. Hommes, 2012.
"Super-Exponential Bubbles in Lab Experiments: Evidence for Anchoring Over-Optimistic Expectations on Price,"
Swiss Finance Institute Research Paper Series
12-20, Swiss Finance Institute.
- Hüsler, A. & Sornette, D. & Hommes, C.H., 2013. "Super-exponential bubbles in lab experiments: Evidence for anchoring over-optimistic expectations on price," Journal of Economic Behavior & Organization, Elsevier, vol. 92(C), pages 304-316.
- Andreas Husler & Didier Sornette & Cars H. Hommes, 2012. "Super-exponential bubbles in lab experiments: evidence for anchoring over-optimistic expectations on price," Papers 1205.0635, arXiv.org.
- Bolt, W. & Demertzis, D. & Diks, C.G.H. & Van der Leij, M.J., 2014.
"Identifying Booms and Busts in House Prices under Heterogeneous Expectations,"
CeNDEF Working Papers
14-13, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Bolt, Wilko & Demertzis, Maria & Diks, Cees & Hommes, Cars & Leij, Marco van der, 2019. "Identifying booms and busts in house prices under heterogeneous expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 103(C), pages 234-259.
- Wilko Bolt & Maria Demertzis & Cees Diks & Cars Hommes & Marco van der Leij, 2014. "Identifying Booms and Busts in House Prices under Heterogeneous Expectations," European Economy - Economic Papers 2008 - 2015 540, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Wilko Bolt & Maria Demertzis & Cees Diks & Cars Hommes & Marco van der Leij, 2014. "Identifying Booms and Busts in House Prices under Heterogeneous Expectations," Tinbergen Institute Discussion Papers 14-157/II, Tinbergen Institute.
- Verbic, Miroslav, 2006. "Memory and Asset Pricing Models with Heterogeneous Beliefs," MPRA Paper 1261, University Library of Munich, Germany.
- Johan Almenberg & Ken Kittlitz & Thomas Pfeiffer, 2009. "An Experiment on Prediction Markets in Science," PLOS ONE, Public Library of Science, vol. 4(12), pages 1-7, December.
- Massenot, Baptiste & Pettinicchi, Yuri, 2018.
"Can firms see into the future? Survey evidence from Germany,"
Journal of Economic Behavior & Organization, Elsevier, vol. 145(C), pages 66-79.
- Massenot, Baptiste & Pettinicchi, Yuri, 2017. "Can firms see into the future? Survey evidence from Germany," SAFE Working Paper Series 187, Leibniz Institute for Financial Research SAFE.
- Ryuichi Yamamoto & Hideaki Hirata, "undated".
"Strategy Switching in the Japanese Stock Market,"
Working Paper
164466, Harvard University OpenScholar.
- Yamamoto, Ryuichi & Hirata, Hideaki, 2013. "Strategy switching in the Japanese stock market," Journal of Economic Dynamics and Control, Elsevier, vol. 37(10), pages 2010-2022.
- Wu, Di & Sun, Qian & Zhang, Wenyu & Xu, Guanghua & Chan, Kam C. & Qin, Jie, 2024. "Does information content of a corporate social responsibility report matter for stock mispricing? Evidence from China," International Review of Financial Analysis, Elsevier, vol. 95(PB).
- Agliari, Anna & Hommes, Cars H. & Pecora, Nicolò, 2016.
"Path dependent coordination of expectations in asset pricing experiments: A behavioral explanation,"
Journal of Economic Behavior & Organization, Elsevier, vol. 121(C), pages 15-28.
- Agliari, A. & Hommes, C.H. & Pecora, N., 2015. "Path Dependent Coordination of Expectations in Asset Pricing Experiments: a Behavioral Explanation," CeNDEF Working Papers 15-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Fischbacher, Urs & Hens, Thorsten & Zeisberger, Stefan, 2013. "The impact of monetary policy on stock market bubbles and trading behavior: Evidence from the lab," Journal of Economic Dynamics and Control, Elsevier, vol. 37(10), pages 2104-2122.
- Roberto Savona & Maxence Soumare & Jørgen Vitting Andersen, 2015.
"Financial Symmetry and Moods in the Market,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-01215755, HAL.
- Roberto Savona & Maxence Soumare & Jørgen Vitting Andersen, 2015. "Financial Symmetry and Moods in the Market," PLOS ONE, Public Library of Science, vol. 10(4), pages 1-21, April.
- Roberto Savona & Maxence Soumare & Jørgen Vitting Andersen, 2015. "Financial Symmetry and Moods in the Market," Post-Print hal-01215755, HAL.
- Roberto Savona & Maxence Soumare & Jørgen Vitting Andersen, 2014. "Financial Symmetry and Moods in the Market," Post-Print halshs-00983008, HAL.
- Roberto Savona & Maxence Soumare & Jørgen Vitting Andersen, 2014. "Financial Symmetry and Moods in the Market," Documents de travail du Centre d'Economie de la Sorbonne 14030, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Cars Hommes & Joep Sonnemans & Jan Tuinstra & Henk van de Velden, 2005.
"Coordination of Expectations in Asset Pricing Experiments,"
The Review of Financial Studies, Society for Financial Studies, vol. 18(3), pages 955-980.
- Cars Hommes & Joep Sonnemans & Jan Tuinstra & Henk van de Velden, 2003. "Coordination of Expectations in Asset Pricing Experiments," Tinbergen Institute Discussion Papers 03-010/1, Tinbergen Institute.
- Chen, Zhiping & Duan, Qihong, 2011. "New models of trader beliefs and their application for explaining financial bubbles," Economic Modelling, Elsevier, vol. 28(5), pages 2215-2227, September.
- Aragón, Nicolás & Roulund, Rasmus Pank, 2020. "Confidence and decision-making in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, vol. 178(C), pages 688-718.
- Miroslav Verbic, 2008. "On the Role of Memory in an Asset Pricing Model with Heterogeneous Beliefs," Financial Theory and Practice, Institute of Public Finance, vol. 32(2), pages 195-229.
- Mikhail Anufriev & Frieder Neunhoeffer & Jan Tuinstra, 2024. "Time pressure reduces financial bubbles: Evidence from a forecasting experiment," Working Papers REM 2024/0351, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Myrna Hennequin & Cars Hommes, 2024. "Managing Bubbles in Experimental Asset Markets with Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(2-3), pages 429-454, March.
- Anufriev, M. & Hommes, C.H. & Philipse, R., 2010.
"Evolutionary Selection of Expectations in Positive and Negative Feedback Markets,"
CeNDEF Working Papers
10-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Mikhail Anufriev & Cars Hommes & Raoul Philipse, 2013. "Evolutionary selection of expectations in positive and negative feedback markets," Journal of Evolutionary Economics, Springer, vol. 23(3), pages 663-688, July.
- Mazzarisi, Piero & Lillo, Fabrizio & Marmi, Stefano, 2019. "When panic makes you blind: A chaotic route to systemic risk," Journal of Economic Dynamics and Control, Elsevier, vol. 100(C), pages 176-199.
- Spelta, A. & Flori, A. & Pecora, N. & Pammolli, F., 2021. "Financial crises: Uncovering self-organized patterns and predicting stock markets instability," Journal of Business Research, Elsevier, vol. 129(C), pages 736-756.
- Bao, Te & Duffy, John, 2016. "Adaptive versus eductive learning: Theory and evidence," European Economic Review, Elsevier, vol. 83(C), pages 64-89.
- Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan & van de Velden, Henk, 2005. "A strategy experiment in dynamic asset pricing," Journal of Economic Dynamics and Control, Elsevier, vol. 29(4), pages 823-843, April.
- Joao da Gama Batista & Domenico Massaro & Jean-Philippe Bouchaud & Damien Challet & Cars Hommes, 2015.
"Do investors trade too much? A laboratory experiment,"
Papers
1512.03743, arXiv.org.
- João da Gama Batista & Domenico Massaro & Jean-Philippe Bouchaud & Damien Challet & Cars Hommes, 2017. "Do investors trade too much? A laboratory experiment," Post-Print hal-01244465, HAL.
- da Gama Batista, João & Massaro, Domenico & Bouchaud, Jean-Philippe & Challet, Damien & Hommes, Cars, 2017. "Do investors trade too much? A laboratory experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 140(C), pages 18-34.
- Roberto Savona & Maxence Soumare & Jørgen Vitting Andersen, 2014. "Financial Symmetry and Moods in the Market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00983008, HAL.
- Hommes, C.H. & Sonnemans, J. & Tuinstra, J. & Velden, H. van de, 2004. "Coordination of Expectations in Asset Pricing Experiments (Version March 2004)," CeNDEF Working Papers 04-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Magda Roszczynska-Kurasinska & Andrzej Nowak & Daniel Kamieniarz & Sorin Solomon & Jørgen Vitting Andersen, 2012.
"Short and Long Term Investor Synchronization Caused by Decoupling,"
Post-Print
hal-00853991, HAL.
- Magda Roszczynska-Kurasinska & Andrzej Nowak & Daniel Kamieniarz & Sorin Solomon & Jørgen Vitting Andersen, 2012. "Short and Long Term Investor Synchronization Caused by Decoupling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00853991, HAL.
- Paul De Grauwe & Agnieszka Markiewicz, 2006.
"Learning to Forecast the Exchange Rate: Two Competing Approaches,"
Computing in Economics and Finance 2006
367, Society for Computational Economics.
- De Grauwe, Paul & Markiewicz, Agnieszka, 2013. "Learning to forecast the exchange rate: Two competing approaches," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 42-76.
- Paul De Grauwe & Agnieszka Markiewicz, 2006. "Learning to Forecast the Exchange Rate: Two Competing Approaches," CESifo Working Paper Series 1717, CESifo.
- Bao, Te & Füllbrunn, Sascha & Pei, Jiaoying & Zong, Jichuan, 2024. "Reading the market? Expectation coordination and theory of mind," Journal of Economic Behavior & Organization, Elsevier, vol. 219(C), pages 510-527.
- Hommes, Cars & Kiseleva, Tatiana & Kuznetsov, Yuri & Verbic, Miroslav, 2012.
"Is More Memory In Evolutionary Selection (De)Stabilizing?,"
Macroeconomic Dynamics, Cambridge University Press, vol. 16(3), pages 335-357, June.
- Hommes, C.H. & Kiseleva, T. & Kuznetsov, Y. & Verbic, M., 2009. "Is more memory in evolutionary selection (de)stabilizing?," CeNDEF Working Papers 09-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Akin, Zafer, 2020.
"Asymmetric Guessing Games,"
MPRA Paper
103871, University Library of Munich, Germany.
- Zafer Akin, 2023. "Asymmetric guessing games," Theory and Decision, Springer, vol. 94(4), pages 637-676, May.
- Papadopoulos, Georgios, 2020. "Probing the mechanism: lending rate setting in a data-driven agent-based model," MPRA Paper 102749, University Library of Munich, Germany.
- Bao, T. & Hommes, C.H. & Sonnemans, J. & Tuinstra, J., 2010.
"Individual Expectations, Limited Rationality and Aggregate Outcomes,"
CeNDEF Working Papers
10-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Te Bao & Cars Hommes & Joep Sonnemans & Jan Tuinstra, 2012. "Individual Expectations, Limited Rationality and Aggregate Outcomes," Tinbergen Institute Discussion Papers 12-016/1, Tinbergen Institute.
- Bao, Te & Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan, 2012. "Individual expectations, limited rationality and aggregate outcomes," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1101-1120.
- de Jong, Johan & Sonnemans, Joep & Tuinstra, Jan, 2022.
"The effect of futures markets on the stability of commodity prices,"
Journal of Economic Behavior & Organization, Elsevier, vol. 198(C), pages 176-211.
- Johan de Jong & Joep Sonnemans & Jan Tuinstra, "undated". "The Effect of Futures Markets on the Stability of Commodity Prices," Tinbergen Institute Discussion Papers 19-028/II, Tinbergen Institute.
- Kyubin Yim & Gabjin Oh & Seunghwan Kim, 2016. "Understanding Financial Market States Using an Artificial Double Auction Market," PLOS ONE, Public Library of Science, vol. 11(3), pages 1-15, March.
- Nobuyuki Hanaki & Cars Hommes & Dávid Kopányi & Anita Kopányi-Peuker & Jan Tuinstra, 2023. "Forecasting returns instead of prices exacerbates financial bubbles," Experimental Economics, Springer;Economic Science Association, vol. 26(5), pages 1185-1213, November.
- Tomasz Makarewicz, 2017. "Contrarian Behavior, Information Networks and Heterogeneous Expectations in an Asset Pricing Model," Computational Economics, Springer;Society for Computational Economics, vol. 50(2), pages 231-279, August.
- Steve Phelps & Wing Lon Ng, 2014. "A Simulation Analysis Of Herding And Unifractal Scaling Behaviour," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 21(1), pages 39-58, January.
- Bossaerts, Peter & Suzuki, Shinsuke & O’Doherty, John P., 2019. "Perception of intentionality in investor attitudes towards financial risks," Journal of Behavioral and Experimental Finance, Elsevier, vol. 23(C), pages 189-197.
- Bao, Te & Hennequin, Myrna & Hommes, Cars & Massaro, Domenico, 2020. "Coordination on bubbles in large-group asset pricing experiments," Journal of Economic Dynamics and Control, Elsevier, vol. 110(C).
- Arifovic, Jasmina & Petersen, Luba, 2017. "Stabilizing expectations at the zero lower bound: Experimental evidence," Journal of Economic Dynamics and Control, Elsevier, vol. 82(C), pages 21-43.
- Johannes Leitner & Robert Schmidt, 2007. "Expectation formation in an experimental foreign exchange market," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 15(2), pages 167-184, June.
- Colasante, Annarita & Palestrini, Antonio & Russo, Alberto & Gallegati, Mauro, 2017. "Adaptive expectations versus rational expectations: Evidence from the lab," International Journal of Forecasting, Elsevier, vol. 33(4), pages 988-1006.
- Schmitt, Noemi, 2018. "Heterogeneous expectations and asset price dynamics," BERG Working Paper Series 134, Bamberg University, Bamberg Economic Research Group.
- Zhang, Mu & Zheng, Jie, 2017. "A robust reference-dependent model for speculative bubbles," Journal of Economic Behavior & Organization, Elsevier, vol. 137(C), pages 232-258.
- Heemeijer, Peter & Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan, 2009.
"Price stability and volatility in markets with positive and negative expectations feedback: An experimental investigation,"
Journal of Economic Dynamics and Control, Elsevier, vol. 33(5), pages 1052-1072, May.
- Heemeijer, P. & Hommes, C.H. & Sonnemans, J. & Tuinstra, J., 2006. "Price Stability and Volatility in Markets with Positive and Negative Expectations Feedback: An Experimental Investigation," CeNDEF Working Papers 06-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Oleksiy Kryvtsov & Luba Petersen, 2019.
"Central Bank Communication That Works: Lessons from Lab Experiments,"
Staff Working Papers
19-21, Bank of Canada.
- Kryvtsov, Oleksiy & Petersen, Luba, 2021. "Central bank communication that works: Lessons from lab experiments," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 760-780.
- Gerunov, Anton, 2014. "Критичен Преглед На Основните Подходи За Моделиране На Икономическите Очаквания [A Critical Review of Major Approaches for Modeling Economic Expectations]," MPRA Paper 68797, University Library of Munich, Germany.
- Orlando Gomes, 2004.
"Heterogeneous Researchers in a Two-Sector Representative Consumer Economy,"
GE, Growth, Math methods
0409009, University Library of Munich, Germany.
- Gomes, Orlando, 2006. "Heterogeneous Researchers in a Two-Sector Representative Consumer Economy," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 60(2), November.
- Magda Roszczynska-Kurasinska & Andrzej Nowak & Daniel Kamieniarz & Sorin Solomon & Jørgen Vitting Andersen, 2012. "Short and Long Term Investor Synchronization Caused by Decoupling," PLOS ONE, Public Library of Science, vol. 7(12), pages 1-8, December.
- Oechssler, Jörg & Schmidt, Carsten & Schnedler, Wendelin, 2011. "On the ingredients for bubble formation: Informed traders and communication," Journal of Economic Dynamics and Control, Elsevier, vol. 35(11), pages 1831-1851.
- Dávid Kopányi & Jean Paul Rabanal & Olga A. Rud & Jan Tuinstra, 2019. "Can successful forecasters help stabilize asset prices in a learning to forecast experiment?," Working Papers 140, Peruvian Economic Association.
- Kukacka, Jiri & Sacht, Stephen, 2021.
"Estimation of Heuristic Switching in Behavioral Macroeconomic Models,"
Economics Working Papers
2021-01, Christian-Albrechts-University of Kiel, Department of Economics.
- Kukacka, Jiri & Sacht, Stephen, 2023. "Estimation of heuristic switching in behavioral macroeconomic models," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
- Leoni, Patrick L., 2011. "Psychological determinants of occurrence and magnitude of market crashes," Economic Modelling, Elsevier, vol. 28(5), pages 2190-2196, September.
- Arvid O. I. Hoffmann & Thomas Post & Tom Smith, 2017. "How return and risk experiences shape investor beliefs and preferences," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57(3), pages 759-788, September.
- Y. Lemp'eri`ere & C. Deremble & P. Seager & M. Potters & J. P. Bouchaud, 2014. "Two centuries of trend following," Papers 1404.3274, arXiv.org.
- Colasante, Annarita & Palestrini, Antonio & Russo, Alberto & Gallegati, Mauro, 2015. "Heterogeneous Adaptive Expectations and Coordination in a Learning-to-Forecast Experiment," MPRA Paper 66578, University Library of Munich, Germany.
- Schwaiger, Rene & Kirchler, Michael & Lindner, Florian & Weitzel, Utz, 2020.
"Determinants of investor expectations and satisfaction. A study with financial professionals,"
Journal of Economic Dynamics and Control, Elsevier, vol. 110(C).
- Rene Schwaiger & Michael Kirchler & Florian Lindner & Utz Weitzel, 2018. "Determinants of investor expectations and satisfaction. A study with financial professionals," Working Papers 2018-17, Faculty of Economics and Statistics, Universität Innsbruck.
- J. Barkley Rosser Jr & Richard P.F. Holt & David Colander, 2010. "European Economics at a Crossroads," Books, Edward Elgar Publishing, number 13585.
- Michael W. M. Roos & Wolfgang J. Luhan, 2013. "Information, Learning and Expectations in an Experimental Model Economy," Economica, London School of Economics and Political Science, vol. 80(319), pages 513-531, July.
- Kopányi, Dávid & Rabanal, Jean Paul & Rud, Olga A. & Tuinstra, Jan, 2019. "Can competition between forecasters stabilize asset prices in learning to forecast experiments?," Journal of Economic Dynamics and Control, Elsevier, vol. 109(C).
- Jean-Philippe Bouchaud, 2012. "Crises and collective socio-economic phenomena: simple models and challenges," Papers 1209.0453, arXiv.org, revised Dec 2012.
- Jasmina Arifovic & George Evans & Olena Kostyshyna, 2013. "Are Sunspots Learnable? An Experimental Investigation in a Simple General-Equilibrium Model," Staff Working Papers 13-14, Bank of Canada.
- Jordi Galí & Giovanni Giusti & Charles N. Noussair, 2020.
"Monetary policy and asset price bubbles: a laboratory experiment,"
Economics Working Papers
1726, Department of Economics and Business, Universitat Pompeu Fabra.
- Jordi Galí & Giovanni Giusti & Charles Noussair, 2020. "Monetary Policy and Asset Price Bubbles: A Laboratory Experiment," Working Papers 1184, Barcelona School of Economics.
- Galí, Jordi & Giusti, Giovanni & Noussair, Charles N., 2021. "Monetary Policy and Asset Price Bubbles: A Laboratory Experiment," Journal of Economic Dynamics and Control, Elsevier, vol. 130(C).
- Bao, Te & Zong, Jichuan, 2019. "The impact of interest rate policy on individual expectations and asset bubbles in experimental markets," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
- Barbara Dluhosch, 2011. "European Economics at a Crossroads, by J. Barkley Rosser, Jr., Richard P. F. Holt, and David Colander," Journal of Regional Science, Wiley Blackwell, vol. 51(3), pages 629-631, August.
- Filippo Gusella & Giorgio Ricchiuti, 2022. "A State-Space Approach for Time-Series Prediction of an Heterogeneous Agent Model," Working Papers - Economics wp2022_20.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Cars Hommes & Domenico Massaro & Matthias Weber, 2015.
"Monetary Policy under Behavioral Expectations: Theory and Experiment,"
Tinbergen Institute Discussion Papers
15-087/II, Tinbergen Institute.
- Hommes, Cars & Massaro, Domenico & Weber, Matthias, 2019. "Monetary policy under behavioral expectations: Theory and experiment," European Economic Review, Elsevier, vol. 118(C), pages 193-212.
- Cars Hommes & Domenico Massaro & Matthias Weber, 2017. "Monetary Policy under Behavioral Expectations: Theory and Experiment," Bank of Lithuania Working Paper Series 42, Bank of Lithuania.
- Zhou Lu & Te Bao & Xiaohua Yu, 2021. "Gender and Bubbles in Experimental Markets with Positive and Negative Expectation Feedback," Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1307-1326, April.
- Mauersberger, Felix, 2021. "Monetary policy rules in a non-rational world: A macroeconomic experiment," Journal of Economic Theory, Elsevier, vol. 197(C).
- Giamattei, Marcus & Huber, Jürgen & Lambsdorff, Johann Graf & Nicklisch, Andreas & Palan, Stefan, 2020. "Who inflates the bubble? Forecasters and traders in experimental asset markets," Journal of Economic Dynamics and Control, Elsevier, vol. 110(C).
- Michael W. M. Roos & Ulrich Schmidt, 2012.
"The Importance of Time‐Series Extrapolation for Macroeconomic Expectations,"
German Economic Review, Verein für Socialpolitik, vol. 13(2), pages 196-210, May.
- Roos, Michael W.M. & Schmidt, Ulrich, 2011. "The importance of time series extrapolation for macroeconomic expectations," Kiel Working Papers 1723, Kiel Institute for the World Economy (IfW Kiel).
- Zhu, Jiahua & Bao, Te & Chia, Wai Mun, 2021. "Evolutionary selection of forecasting and quantity decision rules in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, vol. 182(C), pages 363-404.
- Pete Wegier & Julia Spaniol, 2015. "The Effect of Time Pressure on Risky Financial Decisions from Description and Decisions from Experience," PLOS ONE, Public Library of Science, vol. 10(4), pages 1-16, April.
- Mikhail Anufriev & Cars Hommes, 2012.
"Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments,"
American Economic Journal: Microeconomics, American Economic Association, vol. 4(4), pages 35-64, November.
- Anufriev, M. & Hommes, C.H., 2011. "Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments," CeNDEF Working Papers 11-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Sergio Luis Náñez Alonso & Javier Jorge-Vázquez & Miguel Ángel Echarte Fernández & David Sanz-Bas, 2024. "Bitcoin’s bubbly behaviors: does it resemble other financial bubbles of the past?," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-15, December.
- Schinkel, M.P. & Tuinstra, J., 2002.
"Imperfect antitrust enforcement,"
Research Memorandum
031, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
Cited by:
- Joseph E. Harrington, Jr., 2003.
"Cartel Pricing Dynamics in the Presence of an Antitrust Authority,"
Computing in Economics and Finance 2003
26, Society for Computational Economics.
- Joseph E. Harrington, Jr., 2004. "Cartel Pricing Dynamics in the Presence of an Antitrust Authority," RAND Journal of Economics, The RAND Corporation, vol. 35(4), pages 651-673, Winter.
- Joseph E Harrington Jr, 2002. "Cartel Pricing Dynamics in the Presence of an Antitrust Authority," Economics Working Paper Archive 487, The Johns Hopkins University,Department of Economics, revised May 2003.
- Harrington, Joseph Jr. & Chen, Joe, 2006.
"Cartel pricing dynamics with cost variability and endogenous buyer detection,"
International Journal of Industrial Organization, Elsevier, vol. 24(6), pages 1185-1212, November.
- Joseph E. Harrington, Jr. & Joe Chen, 2005. "Cartel Pricing Dynamics with Cost Variability and Endogenous Buyer Detection," CIRJE F-Series CIRJE-F-359, CIRJE, Faculty of Economics, University of Tokyo.
- Joseph E Harrington Jr & Joe Chen, 2002. "Cartel Pricing Dynamics with Cost Variability and Endogenous Buyer Detection," Economics Working Paper Archive 514, The Johns Hopkins University,Department of Economics, revised Sep 2004.
- Joseph E. Harrington, Jr., 2003.
"Cartel Pricing Dynamics in the Presence of an Antitrust Authority,"
Computing in Economics and Finance 2003
26, Society for Computational Economics.
- Hommes, C.H. & Sonnemans, J. & Tuinstra, J. & Velden, H. van de, 2002.
"Learning in Coweb Experiments,"
CeNDEF Working Papers
02-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan & Van De Velden, Henk, 2007. "Learning In Cobweb Experiments," Macroeconomic Dynamics, Cambridge University Press, vol. 11(S1), pages 8-33, November.
- Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan & Van De Velden, Henk, 2007. "Learning In Cobweb Experiments," Macroeconomic Dynamics, Cambridge University Press, vol. 11(S1), pages 8-33, November.
- C.H. Hommes & J.H. Sonnemans & J. Tuinstra & H. van de Velde, 2003. "Learning in Cobweb Experiments," Tinbergen Institute Discussion Papers 03-020/1, Tinbergen Institute.
Cited by:
- Te Bao & John Duffy & Cars Hommes, 2012.
"Learning, Forecasting and Optimizing: An Experimental Study,"
Tinbergen Institute Discussion Papers
12-015/1, Tinbergen Institute.
- Bao, T. & Duffy, J. & Hommes, C.H., 2011. "Learning, Forecasting and Optimizing: an Experimental Study," CeNDEF Working Papers 11-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Bao, Te & Duffy, John & Hommes, Cars, 2013. "Learning, forecasting and optimizing: An experimental study," European Economic Review, Elsevier, vol. 61(C), pages 186-204.
- Kopanyi-Peuker, Anita & Weber, Matthias, 2018.
"Experience Does not Eliminate Bubbles: Experimental Evidence,"
SocArXiv
ecj7q, Center for Open Science.
- Anita (A.G.) Kopanyi-Peuker & Matthias Weber, 2018. "Experience Does not Eliminate Bubbles: Experimental Evidence," Tinbergen Institute Discussion Papers 18-092/II, Tinbergen Institute.
- Anita Kopanyi-Peuker & Matthias Weber, 2018. "Experience Does not Eliminate Bubbles: Experimental Evidence," Working Papers on Finance 1822, University of St. Gallen, School of Finance.
- Anita Kopányi-Peuker & Matthias Weber & Lauren Cohen, 2021. "Experience Does Not Eliminate Bubbles: Experimental Evidence," The Review of Financial Studies, Society for Financial Studies, vol. 34(9), pages 4450-4485.
- Bao, Te & Hommes, Cars, 2019. "When speculators meet suppliers: Positive versus negative feedback in experimental housing markets," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
- Hommes, Cars & Li, Kai & Wagener, Florian, 2022. "Production delays and price dynamics," Journal of Economic Behavior & Organization, Elsevier, vol. 194(C), pages 341-362.
- Mikhail Anufriev & Aleksei Chernulich & Jan Tuinstra, 2020.
"Asset Price Volatility and Investment Horizons: An Experimental Investigation,"
Working Papers
20200053, New York University Abu Dhabi, Department of Social Science, revised Aug 2020.
- Anufriev, Mikhail & Chernulich, Aleksei & Tuinstra, Jan, 2022. "Asset price volatility and investment horizons: An experimental investigation," Journal of Economic Behavior & Organization, Elsevier, vol. 193(C), pages 19-48.
- Evans, George & Gibbs, Christopher & McGough, Bruce, 2021. "A Unified Model of Learning to Forecast," Working Papers 2021-10, University of Sydney, School of Economics.
- Makarewicz, Tomasz, 2021. "Traders, forecasters and financial instability: A model of individual learning of anchor-and-adjustment heuristics," Journal of Economic Behavior & Organization, Elsevier, vol. 190(C), pages 626-673.
- Alan Kirman, 2014.
"Is it rational to have rational expectations?,"
Mind & Society: Cognitive Studies in Economics and Social Sciences, Springer;Fondazione Rosselli, vol. 13(1), pages 29-48, June.
- Alan Kirman, 2014. "Is it rational to have rational expectations?," Post-Print hal-01463917, HAL.
- Troy Tassier, 2013. "Handbook of Research on Complexity, by J. Barkley Rosser, Jr. and Edward Elgar," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 39(1), pages 132-133.
- Michele Bernasconi & Oliver Kirchkamp & Paolo Paruolo, 2009.
"Do fiscal variables affect fiscal expectations? Experiments with real world and lab data,"
Post-Print
hal-00688186, HAL.
- Bernasconi, Michele & Kirchkamp, Oliver & Paruolo, Paolo, 2004. "Do fiscal variables affect fiscal expectations? : Experiments with real world and lab data," Papers 04-27, Sonderforschungsbreich 504.
- Bernasconi, Michele & Kirchkamp, Oliver & Paruolo, Paolo, 2009. "Do fiscal variables affect fiscal expectations? Experiments with real world and lab data," Journal of Economic Behavior & Organization, Elsevier, vol. 70(1-2), pages 253-265, May.
- Bernasconi, Michele & Kirchkamp, Oliver & Paruolo, Paolo, 2004. "Do fiscal variables affect fiscal expectations? Experiments with real world and lab data," Sonderforschungsbereich 504 Publications 04-27, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
- Hommes, C.H., 2007.
"Bounded Rationality and Learning in Complex Markets,"
CeNDEF Working Papers
07-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Cars H. Hommes, 2009. "Bounded Rationality and Learning in Complex Markets," Chapters, in: J. Barkley Rosser Jr. (ed.), Handbook of Research on Complexity, chapter 5, Edward Elgar Publishing.
- Santiago Arango-Aramburo & Yuliana Acevedo & Joep Sonnemans, 2019. "The Influence of the Strength of Financial Institutions and the Investment-Production Delay on Commodity Price Cycles: A Framed Field Experiment with Coffee Farmers in Colombia," De Economist, Springer, vol. 167(4), pages 347-358, December.
- Hommes, Cars, 2011.
"The heterogeneous expectations hypothesis: Some evidence from the lab,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(1), pages 1-24, January.
- Hommes, C.H., 2010. "The Heterogeneous Expectations Hypothesis: Some Evidence from the Lab," CeNDEF Working Papers 10-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Graf Lambsdorff, Johann & Schubert, Manuel & Giamattei, Marcus, 2011.
"On the role of heuristics: Experimental evidence on inflation dynamics,"
Passauer Diskussionspapiere, Volkswirtschaftliche Reihe
V-63-11, University of Passau, Faculty of Business and Economics.
- Lambsdorff, Johann Graf & Schubert, Manuel & Giamattei, Marcus, 2013. "On the role of heuristics—Experimental evidence on inflation dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 37(6), pages 1213-1229.
- Roos, Michael W. M. & Luhan, Wolfgang J., 2008. "As if or What? – Expectations and Optimization in a Simple Macroeconomic Environment," Ruhr Economic Papers 55, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Lundberg, Liv & Jonson, Emma & Lindgren, Kristian & Bryngelsson, David & Verendel, Vilhelm, 2015. "A cobweb model of land-use competition between food and bioenergy crops," Journal of Economic Dynamics and Control, Elsevier, vol. 53(C), pages 1-14.
- Benjamin Patrick Evans & Sumitra Ganesh, 2024. "Learning and Calibrating Heterogeneous Bounded Rational Market Behaviour with Multi-Agent Reinforcement Learning," Papers 2402.00787, arXiv.org.
- Anufriev, M. & Hommes, C.H. & Philipse, R., 2010.
"Evolutionary Selection of Expectations in Positive and Negative Feedback Markets,"
CeNDEF Working Papers
10-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Mikhail Anufriev & Cars Hommes & Raoul Philipse, 2013. "Evolutionary selection of expectations in positive and negative feedback markets," Journal of Evolutionary Economics, Springer, vol. 23(3), pages 663-688, July.
- Mazzarisi, Piero & Lillo, Fabrizio & Marmi, Stefano, 2019. "When panic makes you blind: A chaotic route to systemic risk," Journal of Economic Dynamics and Control, Elsevier, vol. 100(C), pages 176-199.
- Steven Kimbrough & Frederic Murphy, 2009. "Learning to Collude Tacitly on Production Levels by Oligopolistic Agents," Computational Economics, Springer;Society for Computational Economics, vol. 33(1), pages 47-78, February.
- Bao, Te & Duffy, John, 2016. "Adaptive versus eductive learning: Theory and evidence," European Economic Review, Elsevier, vol. 83(C), pages 64-89.
- Tedeschi, Gabriele & Iori, Giulia & Gallegati, Mauro, 2012.
"Herding effects in order driven markets: The rise and fall of gurus,"
Journal of Economic Behavior & Organization, Elsevier, vol. 81(1), pages 82-96.
- Iori, G. & Tedeschi, G., 2010. "Herding effects in order driven markets: The rise and fall of gurus," Working Papers 10/05, Department of Economics, City University London.
- Brands, Devi K. & Verhoef, Erik T. & Knockaert, Jasper & Koster, Paul R., 2020.
"Tradable permits to manage urban mobility: Market design and experimental implementation,"
Transportation Research Part A: Policy and Practice, Elsevier, vol. 137(C), pages 34-46.
- Devi Brands & Erik (E.T.) Verhoef & Jasper Knockaert & Paul (P.R.) Koster, 2019. "Tradable permits to manage urban mobility: market design and experimental implementation," Tinbergen Institute Discussion Papers 19-007/VIII, Tinbergen Institute.
- Anufriev, Mikhail & Assenza, Tiziana & Hommes, Cars & Massaro, Domenico, 2013.
"Interest Rate Rules And Macroeconomic Stability Under Heterogeneous Expectations,"
Macroeconomic Dynamics, Cambridge University Press, vol. 17(8), pages 1574-1604, December.
- Mikhail Anufriev & Tiziana Assenza & Cars Hommes & Domenico Massaro, 0000. "Interest Rate Rules and Macroeconomic Stability under Heterogeneous Expectations," Tinbergen Institute Discussion Papers 09-040/1, Tinbergen Institute.
- Goldbaum, David & Zwinkels, Remco C.J., 2014. "An empirical examination of heterogeneity and switching in foreign exchange markets," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PB), pages 667-684.
- Tuinstra, Jan & Wegener, Michael & Westerhoff, Frank, 2013. "Positive welfare effects of trade barriers in a dynamic equilibrium model," BERG Working Paper Series 91, Bamberg University, Bamberg Economic Research Group.
- Dieci, Roberto & Westerhoff, Frank, 2010.
"Interacting cobweb markets,"
Journal of Economic Behavior & Organization, Elsevier, vol. 75(3), pages 461-481, September.
- Roberto Dieci & Frank Westerhoff, 2010. "Interacting cobweb markets," Post-Print hal-00849411, HAL.
- Mario Gutiérrez-Roig & Carlota Segura & Jordi Duch & Josep Perelló, 2016. "Market Imitation and Win-Stay Lose-Shift Strategies Emerge as Unintended Patterns in Market Direction Guesses," PLOS ONE, Public Library of Science, vol. 11(8), pages 1-19, August.
- de Jong, Johan & Sonnemans, Joep & Tuinstra, Jan, 2022.
"The effect of futures markets on the stability of commodity prices,"
Journal of Economic Behavior & Organization, Elsevier, vol. 198(C), pages 176-211.
- Johan de Jong & Joep Sonnemans & Jan Tuinstra, "undated". "The Effect of Futures Markets on the Stability of Commodity Prices," Tinbergen Institute Discussion Papers 19-028/II, Tinbergen Institute.
- Anufriev, Mikhail & Chernulich, Aleksei & Tuinstra, Jan, 2018. "A laboratory experiment on the heuristic switching model," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 21-42.
- Gabriele Galati & Peter Heemeijer & Richhild Moessner, 2011. "How do inflation expectations form? New insights from a high-frequency survey," BIS Working Papers 349, Bank for International Settlements.
- Hommes, C.H. & Lux, T., 2009.
"Individual Expectations and Aggregate Behavior in Learning to Forcast Experiments,"
CeNDEF Working Papers
09-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Hommes, Cars & Lux, Thomas, 2008. "Individual expectations and aggregate behavior in learning to forecast experiments," Kiel Working Papers 1466, Kiel Institute for the World Economy (IfW Kiel).
- Hommes, Cars & Lux, Thomas, 2013. "Individual Expectations And Aggregate Behavior In Learning-To-Forecast Experiments," Macroeconomic Dynamics, Cambridge University Press, vol. 17(2), pages 373-401, March.
- Arifovic, Jasmina & Petersen, Luba, 2017. "Stabilizing expectations at the zero lower bound: Experimental evidence," Journal of Economic Dynamics and Control, Elsevier, vol. 82(C), pages 21-43.
- Annarita COLASANTE & Antonio PALESTRINI & Alberto RUSSO & Mauro GALLEGATI, 2015. "Adaptive Expectations with Correction Bias: Evidence from the lab," Working Papers 409, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Colasante, Annarita & Palestrini, Antonio & Russo, Alberto & Gallegati, Mauro, 2017. "Adaptive expectations versus rational expectations: Evidence from the lab," International Journal of Forecasting, Elsevier, vol. 33(4), pages 988-1006.
- Tuinstra, Jan & Wegener, Michael & Westerhoff, Frank, 2014. "Positive welfare effects of trade barriers in a dynamic partial equilibrium model," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 246-264.
- Swaray, Raymond, 2011. "Commodity buffer stock redux: The role of International Cocoa Organization in prices and incomes," Journal of Policy Modeling, Elsevier, vol. 33(3), pages 361-369, May.
- Orland, Andreas & Roos, Michael W.M., 2019. "Price-setting with quadratic adjustment costs: Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 163(C), pages 88-116.
- Heemeijer, Peter & Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan, 2009.
"Price stability and volatility in markets with positive and negative expectations feedback: An experimental investigation,"
Journal of Economic Dynamics and Control, Elsevier, vol. 33(5), pages 1052-1072, May.
- Heemeijer, P. & Hommes, C.H. & Sonnemans, J. & Tuinstra, J., 2006. "Price Stability and Volatility in Markets with Positive and Negative Expectations Feedback: An Experimental Investigation," CeNDEF Working Papers 06-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Cars Hommes, 2017.
"From Self-Fulfilling Mistakes to Behavioral Learning Equilibria,"
Studies in Economic Theory, in: Kazuo Nishimura & Alain Venditti & Nicholas C. Yannelis (ed.), Sunspots and Non-Linear Dynamics, chapter 0, pages 97-123,
Springer.
- Cars Hommes, 2017. "From self-fulfilling mistakes to behavioral learning equilibria," Tinbergen Institute Discussion Papers 17-018/II, Tinbergen Institute.
- John Duffy, 2008. "Macroeconomics: A Survey of Laboratory Research," Working Paper 334, Department of Economics, University of Pittsburgh, revised Jun 2014.
- Dávid Kopányi & Jean Paul Rabanal & Olga A. Rud & Jan Tuinstra, 2019. "Can successful forecasters help stabilize asset prices in a learning to forecast experiment?," Working Papers 140, Peruvian Economic Association.
- Piero Mazzarisi & Fabrizio Lillo & Stefano Marmi, 2018. "When panic makes you blind: a chaotic route to systemic risk," Papers 1805.00785, arXiv.org.
- Heemeijer Peter & Hommes Cars & Sonnemans Joep & Tuinstra Jan, 2012. "An Experimental Study on Expectations and Learning in Overlapping Generations Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(4), pages 1-49, October.
- Colasante, Annarita & Palestrini, Antonio & Russo, Alberto & Gallegati, Mauro, 2015. "Heterogeneous Adaptive Expectations and Coordination in a Learning-to-Forecast Experiment," MPRA Paper 66578, University Library of Munich, Germany.
- Mengling Li & Huanhuan Zheng, 2017. "Heterogeneous trading and complex price dynamics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(2), pages 437-442, July.
- Makarewicz, Tomasz, 2019. "Traders, forecasters and financial instability: A model of individual learning of anchor-and-adjustment heuristics," BERG Working Paper Series 141, Bamberg University, Bamberg Economic Research Group.
- J. Barkley Rosser Jr & Richard P.F. Holt & David Colander, 2010. "European Economics at a Crossroads," Books, Edward Elgar Publishing, number 13585.
- Michael W. M. Roos & Wolfgang J. Luhan, 2013. "Information, Learning and Expectations in an Experimental Model Economy," Economica, London School of Economics and Political Science, vol. 80(319), pages 513-531, July.
- Kopányi, Dávid & Rabanal, Jean Paul & Rud, Olga A. & Tuinstra, Jan, 2019. "Can competition between forecasters stabilize asset prices in learning to forecast experiments?," Journal of Economic Dynamics and Control, Elsevier, vol. 109(C).
- Recchioni, Maria Cristina & Tedeschi, Gabriele & Berardi, Simone, 2014. "Bank's strategies during the financial crisis," FinMaP-Working Papers 25, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Barbara Dluhosch, 2011. "European Economics at a Crossroads, by J. Barkley Rosser, Jr., Richard P. F. Holt, and David Colander," Journal of Regional Science, Wiley Blackwell, vol. 51(3), pages 629-631, August.
- Zhou Lu & Te Bao & Xiaohua Yu, 2021. "Gender and Bubbles in Experimental Markets with Positive and Negative Expectation Feedback," Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1307-1326, April.
- Athanasiou, George & Karafyllis, Iasson & Kotsios, Stelios, 2008. "Price stabilization using buffer stocks," Journal of Economic Dynamics and Control, Elsevier, vol. 32(4), pages 1212-1235, April.
- Antonio Doria, Francisco, 2011. "J.B. Rosser Jr. , Handbook of Research on Complexity, Edward Elgar, Cheltenham, UK--Northampton, MA, USA (2009) 436 + viii pp., index, ISBN 978 1 84542 089 5 (cased)," Journal of Economic Behavior & Organization, Elsevier, vol. 78(1-2), pages 196-204, April.
- Hommes, Cars, 2018. "Carl’s nonlinear cobweb," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 7-20.
- Drew Fudenberg & David K Levine, 2016. "Whither Game Theory?," Levine's Working Paper Archive 786969000000001307, David K. Levine.
- Neugart, M. & Tuinstra, J., 2001.
"Endogenous Fluctuations in the Demand of Education,"
CeNDEF Working Papers
01-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Michael Neugart & Jan Tuinstra, 2003. "Endogenous fluctuations in the demand for education," Journal of Evolutionary Economics, Springer, vol. 13(1), pages 29-51, February.
- Michael Neugart & Jan Tuinstra, 2002. "Endogenous fluctuations in the demand for education," Computing in Economics and Finance 2002 107, Society for Computational Economics.
- Neugart, Michael & Tuinstra, Jan, 2001. "Endogenous fluctuations in the demand for education," Discussion Papers, Research Unit: Labor Market Policy and Employment FS I 01-209, WZB Berlin Social Science Center.
- Neugart, Michael & Tuinstra, Jan, 2003. "Endogenous fluctuations in the demand for education," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 57330, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
Cited by:
- Konrad, Kai A. & Kovenock, Dan, 2011.
"The lifeboat problem,"
Discussion Papers, Research Professorship & Project "The Future of Fiscal Federalism"
SP II 2011-106, WZB Berlin Social Science Center.
- Konrad, Kai A. & Kovenock, Dan, 2012. "The lifeboat problem," Munich Reprints in Economics 13962, University of Munich, Department of Economics.
- Konrad, Kai A. & Kovenock, Dan, 2012. "The lifeboat problem," European Economic Review, Elsevier, vol. 56(3), pages 552-559.
- Kovenock, Dan & Konrad, Kai A., 2009. "The Lifeboat Problem," CEPR Discussion Papers 7424, C.E.P.R. Discussion Papers.
- Kai A. Konrad & Dan Kovenock, 2011. "The Lifeboat Problem," Working Papers the_lifeboat_problem, Max Planck Institute for Tax Law and Public Finance.
- Michael Wegener & Frank Westerhoff, 2012. "Evolutionary competition between prediction rules and the emergence of business cycles within Metzler’s inventory model," Journal of Evolutionary Economics, Springer, vol. 22(2), pages 251-273, April.
- Sorin Lugojan & Loredana Ciurdariu & Eugenia Grecu, 2022. "Chenciner Bifurcation Presenting a Further Degree of Degeneration," Mathematics, MDPI, vol. 10(9), pages 1-17, May.
- Dindo, P.D.E. & Tuinstra, J., 2010.
"A class of evolutionary model for participation games with negative feedback,"
CeNDEF Working Papers
10-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Pietro Dindo & Jan Tuinstra, 2010. "A class of evolutionary models for participation games with negative feedback," LEM Papers Series 2010/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Pietro Dindo & Jan Tuinstra, 2011. "A Class of Evolutionary Models for Participation Games with Negative Feedback," Computational Economics, Springer;Society for Computational Economics, vol. 37(3), pages 267-300, March.
- Agliari, Anna & Hommes, Cars H. & Pecora, Nicolò, 2016.
"Path dependent coordination of expectations in asset pricing experiments: A behavioral explanation,"
Journal of Economic Behavior & Organization, Elsevier, vol. 121(C), pages 15-28.
- Agliari, A. & Hommes, C.H. & Pecora, N., 2015. "Path Dependent Coordination of Expectations in Asset Pricing Experiments: a Behavioral Explanation," CeNDEF Working Papers 15-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Mignot, Sarah & Pellizzari, Paolo & Westerhoff, Frank H., 2024. "Fake news and asset price dynamics," BERG Working Paper Series 192, Bamberg University, Bamberg Economic Research Group.
- Xue-Zhong He & Kai Li & Chuncheng Wan, 2015.
"Volatility Clustering: A Nonlinear Theoretical Approach,"
Research Paper Series
365, Quantitative Finance Research Centre, University of Technology, Sydney.
- He, Xue-Zhong & Li, Kai & Wang, Chuncheng, 2016. "Volatility clustering: A nonlinear theoretical approach," Journal of Economic Behavior & Organization, Elsevier, vol. 130(C), pages 274-297.
- Dong, Cao & Yaozhong, Wang, 2009. "Controlling endogenous fluctuations of human capital investment in an OLG economy," Economic Modelling, Elsevier, vol. 26(6), pages 1335-1340, November.
- Lines Marji & Westerhoff Frank, 2012.
"Effects of Inflation Expectations on Macroeconomic Dynamics: Extrapolative Versus Regressive Expectations,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(4), pages 1-30, October.
- Lines, Marji & Westerhoff, Frank, 2009. "Effects of inflation expectations on macroeconomic dynamics: Extrapolative versus regressive expectations," BERG Working Paper Series 68, Bamberg University, Bamberg Economic Research Group.
- Schmitt, Noemi & Tuinstra, Jan & Westerhoff, Frank, 2015.
"Side effects of nonlinear profit taxes in an evolutionary market entry model: abrupt changes, coexisting attractors and hysteresis problems,"
BERG Working Paper Series
103, Bamberg University, Bamberg Economic Research Group.
- Schmitt, Noemi & Tuinstra, Jan & Westerhoff, Frank, 2017. "Side effects of nonlinear profit taxes in an evolutionary market entry model: Abrupt changes, coexisting attractors and hysteresis problems," Journal of Economic Behavior & Organization, Elsevier, vol. 135(C), pages 15-38.
- Čepar Žiga & Bojnec Štefan, 2010. "Higher Education Demand Factors and the Demand for Tourism Education in Slovenia," Organizacija, Sciendo, vol. 43(6), pages 257-266, November.
- Sadiraj, V. & Tuinstra, J. & Winden, F. van, 2001.
"A dynamic model of endogenous interest group sizes and policymaking,"
CeNDEF Working Papers
01-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
Cited by:
- Clare Leaver & Miltiadis Makris, 2006. "Passive Industry Interests in a Large Polity," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 8(4), pages 571-602, October.
- Jan Tuinstra, 2001.
"Beliefs Equilbria in an Overlapping Generations Model,"
CeNDEF Workshop Papers, January 2001
4B.4, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Tuinstra, Jan, 2003. "Beliefs equilibria in an overlapping generations model," Journal of Economic Behavior & Organization, Elsevier, vol. 50(2), pages 145-164, February.
Cited by:
- Brock, W.A. & Dindo, P.D.E. & Hommes, C.H., 2005. "Adaptive Rational Equilibrium with Forward Looking Agents, fortcoming in International Journal of Economic Theory (IJET) 2006, special issue in honor of Jean-Michel Grandmont," CeNDEF Working Papers 05-15, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Brecht Boone & Ewoud Quaghebeur, 2018.
"Beyond Rational Expectations: The Effects Of Heuristic Switching In An Overlapping Generations Model,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
18/943, Ghent University, Faculty of Economics and Business Administration.
- Boone, Brecht & Quaghebeur, Ewoud, 2018. "Beyond rational expectations: The effects of heuristic switching in an Overlapping Generations model," Journal of Economic Behavior & Organization, Elsevier, vol. 155(C), pages 349-364.
- Hommes, C.H. & Zhu, M., 2012.
"Behavioral Learning Equilibria,"
CeNDEF Working Papers
12-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Hommes, Cars & Zhu, Mei, 2014. "Behavioral learning equilibria," Journal of Economic Theory, Elsevier, vol. 150(C), pages 778-814.
- Cars Hommes & Mei Zhu, 2013. "Behavioral Learning Equilibria," Tinbergen Institute Discussion Papers 13-014/II, Tinbergen Institute.
- Tuinstra, J. & Wagener, F.O.O., 2003.
"On Learning Equilibria,"
CeNDEF Working Papers
03-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Florian Wagener & Jan Tuinstra, 2004. "On Learning Equilibria," Computing in Economics and Finance 2004 217, Society for Computational Economics.
- Tuinstra, J. & Wagener, F.O.O., 2000. "On learning equilibria," CeNDEF Working Papers 00-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Jan Tuinstra & Florian Wagener, 2007. "On learning equilibria," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 30(3), pages 493-513, March.
- Cavalli, F. & Chen, H.-J. & Li, M.-C. & Naimzada, A. & Pecora, N., 2023. "Heterogeneous expectations and equilibria selection in an evolutionary overlapping generations model," Journal of Mathematical Economics, Elsevier, vol. 104(C).
- Hommes, Cars & Kiseleva, Tatiana & Kuznetsov, Yuri & Verbic, Miroslav, 2012.
"Is More Memory In Evolutionary Selection (De)Stabilizing?,"
Macroeconomic Dynamics, Cambridge University Press, vol. 16(3), pages 335-357, June.
- Hommes, C.H. & Kiseleva, T. & Kuznetsov, Y. & Verbic, M., 2009. "Is more memory in evolutionary selection (de)stabilizing?," CeNDEF Working Papers 09-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Branch, William A. & McGough, Bruce, 2005. "Consistent expectations and misspecification in stochastic non-linear economies," Journal of Economic Dynamics and Control, Elsevier, vol. 29(4), pages 659-676, April.
- Cellarier, Laurent L., 2008. "Least squares learning and business cycles," Journal of Economic Behavior & Organization, Elsevier, vol. 68(3-4), pages 553-564, December.
- Colucci, Domenico & Valori, Vincenzo, 2005.
"Error learning behaviour and stability revisited,"
Journal of Economic Dynamics and Control, Elsevier, vol. 29(3), pages 371-388, March.
- Domenico Colucci & V. Valori, 2001. "Error learning behaviour and stability revisited," CeNDEF Workshop Papers, January 2001 1A.1, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Orlando Gomes, 2010. "Ordinary Least Squares Learning And Nonlinearities In Macroeconomics," Journal of Economic Surveys, Wiley Blackwell, vol. 24(1), pages 52-84, February.
- Cars Hommes, 2017.
"From Self-Fulfilling Mistakes to Behavioral Learning Equilibria,"
Studies in Economic Theory, in: Kazuo Nishimura & Alain Venditti & Nicholas C. Yannelis (ed.), Sunspots and Non-Linear Dynamics, chapter 0, pages 97-123,
Springer.
- Cars Hommes, 2017. "From self-fulfilling mistakes to behavioral learning equilibria," Tinbergen Institute Discussion Papers 17-018/II, Tinbergen Institute.
- Heemeijer Peter & Hommes Cars & Sonnemans Joep & Tuinstra Jan, 2012. "An Experimental Study on Expectations and Learning in Overlapping Generations Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(4), pages 1-49, October.
- Cellarier, Laurent L., 2013. "A family production overlapping generations economy," Journal of Economic Dynamics and Control, Elsevier, vol. 37(11), pages 2168-2179.
- Anna Agliari & Ahmad Naimzada & Nicolò Pecora, 2017. "Nonlinear monetary policy rules in a pure exchange overlapping generations model," Journal of Evolutionary Economics, Springer, vol. 27(5), pages 1181-1203, November.
- Tuinstra, J. & Wagener, F.O.O., 2000.
"On learning equilibria,"
CeNDEF Working Papers
00-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Jan Tuinstra & Florian Wagener, 2007. "On learning equilibria," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 30(3), pages 493-513, March.
- Florian Wagener & Jan Tuinstra, 2004. "On Learning Equilibria," Computing in Economics and Finance 2004 217, Society for Computational Economics.
- Tuinstra, J. & Wagener, F.O.O., 2003. "On Learning Equilibria," CeNDEF Working Papers 03-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
Cited by:
- Orlando Gomes, 2009. "The timing of information updates: a stability result," Economics Bulletin, AccessEcon, vol. 29(4), pages 2860-2869.
- Pere Gomis-Porqueras & Benoit Julien & Liang Wang, 2016.
"Competitive Search with Ex-post Opportunism,"
Working Papers
201607, University of Hawaii at Manoa, Department of Economics.
- Pere Gomis-Porqueras & Benoit Julien & Liang Wang, 2016. "Competitive Search with Ex-post Opportunism," Working Papers 201604, University of Hawaii at Manoa, Department of Economics.
- Pedro Gomis-Porqueras & Benoit Julien & Liang Wang, 2016. "Competitive Search with Ex-post Opportunism," Working Papers 201623, University of Hawaii at Manoa, Department of Economics.
- Gomis-Porqueras Pedro & Julien Benoît & Wang Liang, 2018. "Competitive Search with Ex-post Opportunism," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 18(1), pages 1-17, January.
- Michael Wegener & Frank Westerhoff, 2012. "Evolutionary competition between prediction rules and the emergence of business cycles within Metzler’s inventory model," Journal of Evolutionary Economics, Springer, vol. 22(2), pages 251-273, April.
- Troy Tassier, 2013. "Handbook of Research on Complexity, by J. Barkley Rosser, Jr. and Edward Elgar," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 39(1), pages 132-133.
- Damdinsuren, Erdenebulgan & Zaharieva, Anna, 2018.
"Expectation Formation and Learning in the Labour Market with On-the-Job Search and Nash Bargaining,"
Center for Mathematical Economics Working Papers
604, Center for Mathematical Economics, Bielefeld University.
- Damdinsuren, Erdenebulgan & Zaharieva, Anna, 2023. "Expectation formation and learning in the labour market with on-the-job search and Nash bargaining," Labour Economics, Elsevier, vol. 81(C).
- Hommes, C.H., 2007.
"Bounded Rationality and Learning in Complex Markets,"
CeNDEF Working Papers
07-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Cars H. Hommes, 2009. "Bounded Rationality and Learning in Complex Markets," Chapters, in: J. Barkley Rosser Jr. (ed.), Handbook of Research on Complexity, chapter 5, Edward Elgar Publishing.
- Rodrigo Jardim Raad, 2016.
"Recursive equilibrium with Price Perfect Foresight and a minimal state space,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(1), pages 1-54, January.
- Rodrigo Raad, 2016. "Recursive equilibrium with Price Perfect Foresight and a minimal state space," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(1), pages 1-54, January.
- Brecht Boone & Ewoud Quaghebeur, 2018.
"Beyond Rational Expectations: The Effects Of Heuristic Switching In An Overlapping Generations Model,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
18/943, Ghent University, Faculty of Economics and Business Administration.
- Boone, Brecht & Quaghebeur, Ewoud, 2018. "Beyond rational expectations: The effects of heuristic switching in an Overlapping Generations model," Journal of Economic Behavior & Organization, Elsevier, vol. 155(C), pages 349-364.
- Lines, Marji & Westerhoff, Frank, 2010. "Inflation expectations and macroeconomic dynamics: The case of rational versus extrapolative expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 34(2), pages 246-257, February.
- Tuinstra, J. & Wagener, F.O.O., 2003.
"On Learning Equilibria,"
CeNDEF Working Papers
03-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Florian Wagener & Jan Tuinstra, 2004. "On Learning Equilibria," Computing in Economics and Finance 2004 217, Society for Computational Economics.
- Tuinstra, J. & Wagener, F.O.O., 2000. "On learning equilibria," CeNDEF Working Papers 00-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Jan Tuinstra & Florian Wagener, 2007. "On learning equilibria," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 30(3), pages 493-513, March.
- Orlando Gomes, 2004. "A Continuous-Time Asset Pricing Model with Boundedly Rational Heterogeneous Agents," Finance 0409055, University Library of Munich, Germany.
- Orlando Gomes, .
"Volatility, Heterogeneous Agents and Chaos,"
The Electronic Journal of Evolutionary Modeling and Economic Dynamics, IFReDE - Université Montesquieu Bordeaux IV.
- Orlando Gomes, 2004. "Volatility, Heterogeneous Agents and Chaos," GE, Growth, Math methods 0409010, University Library of Munich, Germany.
- Massaro, D., 2012. "Regime shifts: early warnings," CeNDEF Working Papers 12-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Anufriev, Mikhail & Assenza, Tiziana & Hommes, Cars & Massaro, Domenico, 2013.
"Interest Rate Rules And Macroeconomic Stability Under Heterogeneous Expectations,"
Macroeconomic Dynamics, Cambridge University Press, vol. 17(8), pages 1574-1604, December.
- Mikhail Anufriev & Tiziana Assenza & Cars Hommes & Domenico Massaro, 0000. "Interest Rate Rules and Macroeconomic Stability under Heterogeneous Expectations," Tinbergen Institute Discussion Papers 09-040/1, Tinbergen Institute.
- Mikhail Anufriev & Cars Hommes & Tomasz Makarewicz, 2015.
"Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments,"
Working Paper Series
29, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Anufriev, M. & Hommes, C.H. & Makarewicz, T.A., 2015. "Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments," CeNDEF Working Papers 15-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Mikhail Anufriev & Cars Hommes & Tomasz Makarewicz, 2019. "Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments," Journal of the European Economic Association, European Economic Association, vol. 17(5), pages 1538-1584.
- Hommes, Cars & Kiseleva, Tatiana & Kuznetsov, Yuri & Verbic, Miroslav, 2012.
"Is More Memory In Evolutionary Selection (De)Stabilizing?,"
Macroeconomic Dynamics, Cambridge University Press, vol. 16(3), pages 335-357, June.
- Hommes, C.H. & Kiseleva, T. & Kuznetsov, Y. & Verbic, M., 2009. "Is more memory in evolutionary selection (de)stabilizing?," CeNDEF Working Papers 09-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Lines Marji & Westerhoff Frank, 2012.
"Effects of Inflation Expectations on Macroeconomic Dynamics: Extrapolative Versus Regressive Expectations,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(4), pages 1-30, October.
- Lines, Marji & Westerhoff, Frank, 2009. "Effects of inflation expectations on macroeconomic dynamics: Extrapolative versus regressive expectations," BERG Working Paper Series 68, Bamberg University, Bamberg Economic Research Group.
- Massaro, Domenico, 2013. "Heterogeneous expectations in monetary DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 37(3), pages 680-692.
- Branch, William A. & McGough, Bruce, 2010. "Dynamic predictor selection in a new Keynesian model with heterogeneous expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 34(8), pages 1492-1508, August.
- Westerhoff, Frank & Franke, Reiner, 2012. "Agent-based models for economic policy design: Two illustrative examples," BERG Working Paper Series 88, Bamberg University, Bamberg Economic Research Group.
- Wei Zhao & Yi Lu & Genfu Feng, 2019. "How Many Agents are Rational in China’s Economy? Evidence from a Heterogeneous Agent-Based New Keynesian Model," Computational Economics, Springer;Society for Computational Economics, vol. 54(2), pages 575-611, August.
- Cornea, A. & Hommes, C.H. & Massaro, D., 2012.
"Behavioral Heterogeneity in U.S. Inflation Dynamics,"
CeNDEF Working Papers
12-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Adriana Cornea & Cars Hommes & Domenico Massaro, 2013. "Behavioral Heterogeneity in U.S. Inflation Dynamics," Tinbergen Institute Discussion Papers 13-015/II, Tinbergen Institute.
- Adriana Cornea-Madeira & Cars Hommes & Domenico Massaro, 2019. "Behavioral Heterogeneity in U.S. Inflation Dynamics," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(2), pages 288-300, April.
- Tuinstra, Jan, 2003.
"Beliefs equilibria in an overlapping generations model,"
Journal of Economic Behavior & Organization, Elsevier, vol. 50(2), pages 145-164, February.
- Jan Tuinstra, 2001. "Beliefs Equilbria in an Overlapping Generations Model," CeNDEF Workshop Papers, January 2001 4B.4, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Gerunov, Anton, 2014. "Критичен Преглед На Основните Подходи За Моделиране На Икономическите Очаквания [A Critical Review of Major Approaches for Modeling Economic Expectations]," MPRA Paper 68797, University Library of Munich, Germany.
- Orlando Gomes, 2010. "Ordinary Least Squares Learning And Nonlinearities In Macroeconomics," Journal of Economic Surveys, Wiley Blackwell, vol. 24(1), pages 52-84, February.
- Orlando Gomes, 2004.
"Heterogeneous Researchers in a Two-Sector Representative Consumer Economy,"
GE, Growth, Math methods
0409009, University Library of Munich, Germany.
- Gomes, Orlando, 2006. "Heterogeneous Researchers in a Two-Sector Representative Consumer Economy," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 60(2), November.
- Cars Hommes, 2017.
"From Self-Fulfilling Mistakes to Behavioral Learning Equilibria,"
Studies in Economic Theory, in: Kazuo Nishimura & Alain Venditti & Nicholas C. Yannelis (ed.), Sunspots and Non-Linear Dynamics, chapter 0, pages 97-123,
Springer.
- Cars Hommes, 2017. "From self-fulfilling mistakes to behavioral learning equilibria," Tinbergen Institute Discussion Papers 17-018/II, Tinbergen Institute.
- Tramontana, Fabio, 2021. "When a boundedly rational monopolist meets consumers with reference dependent preferences," Journal of Economic Behavior & Organization, Elsevier, vol. 184(C), pages 30-45.
- Heemeijer Peter & Hommes Cars & Sonnemans Joep & Tuinstra Jan, 2012. "An Experimental Study on Expectations and Learning in Overlapping Generations Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(4), pages 1-49, October.
- Kebir Leïla & Jeannerat Hugues, 2013. "Creativity, plasticity, quality: on the emergence of a new food offering in Paris," ZFW – Advances in Economic Geography, De Gruyter, vol. 57(1-2), pages 27-38, October.
- Antonio Doria, Francisco, 2011. "J.B. Rosser Jr. , Handbook of Research on Complexity, Edward Elgar, Cheltenham, UK--Northampton, MA, USA (2009) 436 + viii pp., index, ISBN 978 1 84542 089 5 (cased)," Journal of Economic Behavior & Organization, Elsevier, vol. 78(1-2), pages 196-204, April.
- Hommes, C.H. & Sonnemans, J. & Tuinstra, J. & van de Velden, H., 1999.
"Expectation Driven Price Volatility in an Experimental Cobweb Economy,"
CeNDEF Working Papers
99-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
Cited by:
- C. H. Hommes, 2001.
"Financial markets as nonlinear adaptive evolutionary systems,"
Quantitative Finance, Taylor & Francis Journals, vol. 1(1), pages 149-167.
- Cars H. Hommes, 2001. "Financial Markets as Nonlinear Adaptive Evolutionary Systems," Tinbergen Institute Discussion Papers 01-014/1, Tinbergen Institute.
- Hommes, C.H., 2000. "Financial Markets as Nonlinear Adaptive Evolutionary Systems," CeNDEF Working Papers 00-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2001.
"Evolutionary Dynamics in Financial Markets With Many Trader Types,"
CeNDEF Working Papers
01-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- W.A. Brock, C.H. Hommes and F.O.O. Wagener, 2001. "Evolutionary dynamics in financial markets with many trader types," Computing in Economics and Finance 2001 119, Society for Computational Economics.
- Brock,W.A. & Hommes,C.H., 2001. "Evolutionary dynamics in financial markets with many trader types," Working papers 7, Wisconsin Madison - Social Systems.
- Westerhoff, Frank H., 2003.
"Expectations driven distortions in the foreign exchange market,"
Journal of Economic Behavior & Organization, Elsevier, vol. 51(3), pages 389-412, July.
- Frank H. Westerhoff, 2001. "Expectations Driven Distortions in the Foreign Exchange Market," Computing in Economics and Finance 2001 48, Society for Computational Economics.
- Frank Westerhoff, 2001. "Expectations Driven Distortions in the Foreign Exchange Market," CeNDEF Workshop Papers, January 2001 1A.3, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Sonnemans, Joep & Hommes, Cars & Tuinstra, Jan & van de Velden, Henk, 2004.
"The instability of a heterogeneous cobweb economy: a strategy experiment on expectation formation,"
Journal of Economic Behavior & Organization, Elsevier, vol. 54(4), pages 453-481, August.
- Sonnemans, J. & Hommes, C.H. & Tuinstra, J. & van de Velden, H., 1999. "The Instability of a Heterogeneous Cobweb economy: a Strategy Experiment on Expectation Formation," CeNDEF Working Papers 99-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- C. H. Hommes, 2001.
"Financial markets as nonlinear adaptive evolutionary systems,"
Quantitative Finance, Taylor & Francis Journals, vol. 1(1), pages 149-167.
- Droste, E. & Hommes, C.H. & Tuinstra, J., 1999.
"Endogenous Fluctuations under Evolutionary Pressure in Cournot Competition,"
CeNDEF Working Papers
99-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Droste, Edward & Hommes, Cars & Tuinstra, Jan, 2002. "Endogenous fluctuations under evolutionary pressure in Cournot competition," Games and Economic Behavior, Elsevier, vol. 40(2), pages 232-269, August.
Cited by:
- Martin, Carolin & Schmitt, Noemi & Westerhoff, Frank, 2021.
"Heterogeneous expectations, housing bubbles and tax policy,"
Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 555-573.
- Martin, Carolin & Schmitt, Noemi & Westerhoff, Frank H., 2020. "Heterogeneous expectations, housing bubbles and tax policy," BERG Working Paper Series 156, Bamberg University, Bamberg Economic Research Group.
- Ilaria Colivicchi & Gianluca Iannucci, 2023. "The Environmental Responsibility of Firms and Insurance Coverage in an Evolutionary Game," Dynamic Games and Applications, Springer, vol. 13(3), pages 801-818, September.
- Schipper, Burkhard C., 2009.
"Imitators and optimizers in Cournot oligopoly,"
Journal of Economic Dynamics and Control, Elsevier, vol. 33(12), pages 1981-1990, December.
- Burkhard C. Schipper, 2005. "Imitators and Optimizers in Cournot oligopoly," Working Papers 67, University of California, Davis, Department of Economics.
- Schipper, Burkhard C., 2005. "Imitators and Optimizers in Cournot Oligopoly," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 53, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Schipper, Burkhard C., 2002. "Imitators and Optimizers in Cournot Oligopoly," Bonn Econ Discussion Papers 29/2002, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Cars H. Hommes & Marius I. Ochea & Jan Tuinstra, 2018.
"Evolutionary Competition Between Adjustment Processes in Cournot Oligopoly: Instability and Complex Dynamics,"
Dynamic Games and Applications, Springer, vol. 8(4), pages 822-843, December.
- Cars H. Hommes & Marius I. Ochea & Jan Tuinstra, 2016. "Evolutionary Competition between Adjustment Processes in Cournot Oligopoly: Instability and Complex Dynamics," THEMA Working Papers 2016-03, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Brock, W.A. & Dindo, P.D.E. & Hommes, C.H., 2005. "Adaptive Rational Equilibrium with Forward Looking Agents, fortcoming in International Journal of Economic Theory (IJET) 2006, special issue in honor of Jean-Michel Grandmont," CeNDEF Working Papers 05-15, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Fabio Lamantia & Mario Pezzino, 2018. "The dynamic effects of fiscal reforms and tax competition on tax compliance and migration," Review of International Economics, Wiley Blackwell, vol. 26(3), pages 672-690, August.
- Schmitt, Noemi & Westerhoff, Frank, 2015.
"Evolutionary competition and profit taxes: market stability versus tax burden,"
BERG Working Paper Series
104, Bamberg University, Bamberg Economic Research Group.
- Schmitt, Noemi & Westerhoff, Frank, 2018. "Evolutionary Competition And Profit Taxes: Market Stability Versus Tax Burden," Macroeconomic Dynamics, Cambridge University Press, vol. 22(8), pages 2007-2031, December.
- Jialu Li & Meiying Yang & Wei Xing & Xuan Zhao, 2018. "Information Acquisition Behavior: An Evolutionary Game Theory Perspective," Dynamic Games and Applications, Springer, vol. 8(2), pages 434-455, June.
- Hommes, C.H. & Ochea, M. & Tuinstra, J., 2011. "On the stability of the Cournot equilibrium: An evolutionary approach," CeNDEF Working Papers 11-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Waltman, Ludo & Kaymak, Uzay, 2008. "Q-learning agents in a Cournot oligopoly model," Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3275-3293, October.
- Waters, George A., 2009. "Chaos in the cobweb model with a new learning dynamic," Journal of Economic Dynamics and Control, Elsevier, vol. 33(6), pages 1201-1216, June.
- Josephson, Jens, 2001.
"Stochastic Adaptation in Finite Games Played by Heterogeneous Populations,"
SSE/EFI Working Paper Series in Economics and Finance
475, Stockholm School of Economics.
- Josephson, Jens, 2009. "Stochastic adaptation in finite games played by heterogeneous populations," Journal of Economic Dynamics and Control, Elsevier, vol. 33(8), pages 1543-1554, August.
- Harald Badinger & Ingrid Kubin, 2008. "As‐Ad Revisited: Overshooting Adjustment Dynamics Under Naïve Expectations," Metroeconomica, Wiley Blackwell, vol. 59(4), pages 574-593, November.
- Kopel, Michael & Lamantia, Fabio & Szidarovszky, Ferenc, 2014. "Evolutionary competition in a mixed market with socially concerned firms," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 394-409.
- Hommes, Cars & Huang, Hai & Wang, Duo, 2005. "A robust rational route to randomness in a simple asset pricing model," Journal of Economic Dynamics and Control, Elsevier, vol. 29(6), pages 1043-1072, June.
- Tomáš Tichý & Davide Radi & Fabio Lamantia, 2022. "Hybrid evolutionary oligopolies and the dynamics of corporate social responsibility," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(1), pages 87-114, January.
- David Goldbaum, 2001.
"Market Efficiency and Learning in an Endogenously Unstable Environment,"
Computing in Economics and Finance 2001
105, Society for Computational Economics.
- Goldbaum, David, 2005. "Market efficiency and learning in an endogenously unstable environment," Journal of Economic Dynamics and Control, Elsevier, vol. 29(5), pages 953-978, May.
- Cavalli, Fausto & Naimzada, Ahmad, 2016. "Complex dynamics and multistability with increasing rationality in market games," Chaos, Solitons & Fractals, Elsevier, vol. 93(C), pages 151-161.
- Duersch, Peter & Oechssler, Jörg & Schipper, Burkhard C., 2012.
"Once Beaten, Never Again: Imitation in Two-Player Potential Games,"
Working Papers
0529, University of Heidelberg, Department of Economics.
- Burkhard Schipper & Peter Duersch & Joerg Oechssler, 2011. "Once Beaten, Never Again: Imitation in Two-Player Potential Games," Working Papers 26, University of California, Davis, Department of Economics.
- Ochea, Marius-Ionut, 2013. "Evolution of repeated prisoner's dilemma play under logit dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2483-2499.
- Cerboni Baiardi, Lorenzo & Naimzada, Ahmad K., 2018. "An oligopoly model with best response and imitation rules," Applied Mathematics and Computation, Elsevier, vol. 336(C), pages 193-205.
- Dindo, P.D.E. & Tuinstra, J., 2010.
"A class of evolutionary model for participation games with negative feedback,"
CeNDEF Working Papers
10-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Pietro Dindo & Jan Tuinstra, 2010. "A class of evolutionary models for participation games with negative feedback," LEM Papers Series 2010/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Pietro Dindo & Jan Tuinstra, 2011. "A Class of Evolutionary Models for Participation Games with Negative Feedback," Computational Economics, Springer;Society for Computational Economics, vol. 37(3), pages 267-300, March.
- Hsiao-Chi Chen & Yunshyong Chow & Shi-Miin Liu, 2024. "Dynamics of Cournot and Bertrand Firms: Exploring Imitation and Replicator Processes," Dynamic Games and Applications, Springer, vol. 14(5), pages 1057-1092, November.
- Davide Radi, 2017. "Walrasian versus Cournot behavior in an oligopoly of boundedly rational firms," Journal of Evolutionary Economics, Springer, vol. 27(5), pages 933-961, November.
- Lorenzo Cerboni Baiardi & Ahmad K. Naimzada, 2018. "An evolutionary model with best response and imitative rules," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 41(2), pages 313-333, November.
- Song, Yang & Zhang, Zhiyuan & Sahut, Jean-Michel & Rubin, Ofir, 2023. "Incentivizing green technology innovation to confront sustainable development," Technovation, Elsevier, vol. 126(C).
- Diks, C.G.H. & Dindo, P.D.E., 2006.
"Informational differences and learning in an asset market with boundedly rational agents,"
CeNDEF Working Papers
06-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Diks, Cees & Dindo, Pietro, 2008. "Informational differences and learning in an asset market with boundedly rational agents," Journal of Economic Dynamics and Control, Elsevier, vol. 32(5), pages 1432-1465, May.
- Hehenkamp, Burkhard & Kaarbøe, Oddvar M., 2003.
"Imitators and Optimizers in a Changing Environment,"
Working Papers in Economics
03/03, University of Bergen, Department of Economics.
- Burkhard Hehenkamp & Oddvar Kaarbøe, 2004. "Imitators and Optimizers in a Changing Environment," Discussion Papers in Economics 02_01, University of Dortmund, Department of Economics.
- Sarah Mignot & Fabio Tramontana & Frank Westerhoff, 2024.
"Complex dynamics in a nonlinear duopoly model with heuristic expectation formation and learning behavior,"
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"Side effects of nonlinear profit taxes in an evolutionary market entry model: abrupt changes, coexisting attractors and hysteresis problems,"
BERG Working Paper Series
103, Bamberg University, Bamberg Economic Research Group.
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Tinbergen Institute Discussion Papers
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- Fabio Lamantia & Anghel Negriu & Jan Tuinstra, 2018. "Technology choice in an evolutionary oligopoly game," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 41(2), pages 335-356, November.
- Bischi, Gian Italo & Lamantia, Fabio & Radi, Davide, 2015. "An evolutionary Cournot model with limited market knowledge," Journal of Economic Behavior & Organization, Elsevier, vol. 116(C), pages 219-238.
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30219, University Library of Munich, Germany.
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- Jurjen Kamphorst & Gerard van der Laan, 2006. "Learning in a Local Interaction Hawk-Dove Game," Tinbergen Institute Discussion Papers 06-034/1, Tinbergen Institute.
- Burkhard C. Schipper, 2019. "Dynamic Exploitation of Myopic Best Response," Dynamic Games and Applications, Springer, vol. 9(4), pages 1143-1167, December.
- Cerboni Baiardi, Lorenzo & Naimzada, Ahmad K., 2019. "An oligopoly model with rational and imitation rules," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 156(C), pages 254-278.
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- Domenico De Giovanni & Fabio Lamantia, 2016. "Control delegation, information and beliefs in evolutionary oligopolies," Journal of Evolutionary Economics, Springer, vol. 26(5), pages 1089-1116, December.
- Hommes, C.H. & Huang, H. & Wang, D., 2002. "A Robust Rational Route to in a Simple Asset Pricing Model," CeNDEF Working Papers 02-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Sonnemans, J. & Hommes, C.H. & Tuinstra, J. & van de Velden, H., 1999.
"The Instability of a Heterogeneous Cobweb economy: a Strategy Experiment on Expectation Formation,"
CeNDEF Working Papers
99-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
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Cited by:
- Stefan Reitz & Frank Westerhoff, 2007. "Commodity price cycles and heterogeneous speculators: a STAR–GARCH model," Empirical Economics, Springer, vol. 33(2), pages 231-244, September.
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"Experience Does not Eliminate Bubbles: Experimental Evidence,"
SocArXiv
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- Anita (A.G.) Kopanyi-Peuker & Matthias Weber, 2018. "Experience Does not Eliminate Bubbles: Experimental Evidence," Tinbergen Institute Discussion Papers 18-092/II, Tinbergen Institute.
- Anita Kopanyi-Peuker & Matthias Weber, 2018. "Experience Does not Eliminate Bubbles: Experimental Evidence," Working Papers on Finance 1822, University of St. Gallen, School of Finance.
- Anita Kopányi-Peuker & Matthias Weber & Lauren Cohen, 2021. "Experience Does Not Eliminate Bubbles: Experimental Evidence," The Review of Financial Studies, Society for Financial Studies, vol. 34(9), pages 4450-4485.
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"The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach,"
Journal of Economic Dynamics and Control, Elsevier, vol. 30(2), pages 293-322, February.
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"Does volatility matter? Expectations of price return and variability in an asset pricing experiment,"
Journal of Economic Behavior & Organization, Elsevier, vol. 77(2), pages 124-146, February.
- Giulio Bottazzi & Giovanna Devetag & Francesca Pancotto, 2009. "Does Volatility matter? Expectations of price return and variability in an asset pricing experiment," LEM Papers Series 2009/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Giovanna Devetag & Francesca Pancotto, 2008. "Does Volatility matter? Expectations of price return and variability in an asset pricing experiment," CEEL Working Papers 0801, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
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- Troy Tassier, 2013. "Handbook of Research on Complexity, by J. Barkley Rosser, Jr. and Edward Elgar," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 39(1), pages 132-133.
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- Matthias Lengnick & Hans-Werner Wohltmann, 2013. "Agent-based financial markets and New Keynesian macroeconomics: a synthesis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(1), pages 1-32, April.
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- Cars H. Hommes, 2009. "Bounded Rationality and Learning in Complex Markets," Chapters, in: J. Barkley Rosser Jr. (ed.), Handbook of Research on Complexity, chapter 5, Edward Elgar Publishing.
- Fernandez-Anaya, Guillermo & Alvarez-Ramirez, Jose & Ibarra-Valdez, Carlos, 2007. "On feedback and stable price adjustment mechanisms," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 377(1), pages 211-226.
- Gunduz Caginalp & Vladimira Ilieva, 2006. "The dynamics of trader motivations in asset bubbles," Labsi Experimental Economics Laboratory University of Siena 008, University of Siena.
- Domenico Colucci & Vincenzo Valori, 2004. "Adaptive learning in the Cobweb with an endogenous gain sequence," Working Papers - Mathematical Economics 2004-01, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
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"Heterogeneous expectations and strong uncertainty in a Minskyian model of financial fluctuations,"
Department of Economic Policy, Finance and Development (DEPFID) University of Siena
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- Sordi, Serena & Vercelli, Alessandro, 2012. "Heterogeneous expectations and strong uncertainty in a Minskyian model of financial fluctuations," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 544-557.
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"Eliciting Beliefs in Continuous-Choice Games: A Double Auction Experiment,"
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- Claudia Neri, 2015. "Eliciting beliefs in continuous-choice games: a double auction experiment," Experimental Economics, Springer;Economic Science Association, vol. 18(4), pages 569-608, December.
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"A class of evolutionary model for participation games with negative feedback,"
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- Pietro Dindo & Jan Tuinstra, 2010. "A class of evolutionary models for participation games with negative feedback," LEM Papers Series 2010/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Pietro Dindo & Jan Tuinstra, 2011. "A Class of Evolutionary Models for Participation Games with Negative Feedback," Computational Economics, Springer;Society for Computational Economics, vol. 37(3), pages 267-300, March.
- Wieland, Cristian & Westerhoff, Frank H., 2005.
"Exchange rate dynamics, central bank interventions and chaos control methods,"
Journal of Economic Behavior & Organization, Elsevier, vol. 58(1), pages 117-132, September.
- Frank Westerhoff & Cristian Wieland, "undated". "Exchange rate dynamics, central bank interventions and chaos control methods," Modeling, Computing, and Mastering Complexity 2003 22, Society for Computational Economics.
- Duffy, John, 2006.
"Agent-Based Models and Human Subject Experiments,"
Handbook of Computational Economics, in: Leigh Tesfatsion & Kenneth L. Judd (ed.), Handbook of Computational Economics, edition 1, volume 2, chapter 19, pages 949-1011,
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- John Duffy, 2004. "Agent-Based Models and Human Subject Experiments," Computational Economics 0412001, University Library of Munich, Germany.
- Reitz, Stefan & Slopek, Ulf Dieter, 2008.
"Nonlinear oil price dynamics: a tale of heterogeneous speculators?,"
Discussion Paper Series 1: Economic Studies
2008,10, Deutsche Bundesbank.
- Reitz Stefan & Slopek Ulf, 2009. "Non-Linear Oil Price Dynamics: A Tale of Heterogeneous Speculators?," German Economic Review, De Gruyter, vol. 10(3), pages 270-283, August.
- Stefan Reitz & Ulf Slopek, 2009. "Non‐Linear Oil Price Dynamics: A Tale of Heterogeneous Speculators?," German Economic Review, Verein für Socialpolitik, vol. 10(3), pages 270-283, August.
- Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan & van de Velden, Henk, 2005. "A strategy experiment in dynamic asset pricing," Journal of Economic Dynamics and Control, Elsevier, vol. 29(4), pages 823-843, April.
- Caginalp, G. & Ilieva, V., 2008. "The dynamics of trader motivations in asset bubbles," Journal of Economic Behavior & Organization, Elsevier, vol. 66(3-4), pages 641-656, June.
- Tuinstra, Jan & Wegener, Michael & Westerhoff, Frank, 2013. "Positive welfare effects of trade barriers in a dynamic equilibrium model," BERG Working Paper Series 91, Bamberg University, Bamberg Economic Research Group.
- Linde, Jona & Sonnemans, Joep & Tuinstra, Jan, 2014.
"Strategies and evolution in the minority game: A multi-round strategy experiment,"
Games and Economic Behavior, Elsevier, vol. 86(C), pages 77-95.
- Sonnemans, J. & Tuinstra, J. & Linde, J., 2013. "Strategies and Evolution in the Minority Game: A Multi- Round Strategy Experiment," CeNDEF Working Papers 13-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Jona Linde & Joep Sonnemans & Jan Tuinstra, 2013. "Strategies and Evolution in the Minority Game: A Multi- Round Strategy Experiment," Tinbergen Institute Discussion Papers 13-043/I, Tinbergen Institute.
- Dieci, Roberto & Westerhoff, Frank, 2010.
"Interacting cobweb markets,"
Journal of Economic Behavior & Organization, Elsevier, vol. 75(3), pages 461-481, September.
- Roberto Dieci & Frank Westerhoff, 2010. "Interacting cobweb markets," Post-Print hal-00849411, HAL.
- Ng, Desmond & Chen, Liming, 2016. "Learning to Learn: A Case for the Heterogeneous Expectations Hypothesis in Industrialized Markets," International Journal on Food System Dynamics, International Center for Management, Communication, and Research, vol. 7(3), pages 1-17, June.
- John Duffy & Te Bao, 2013. "Adaptive vs. Eductive Learning: Theory and Evidence," Working Paper 518, Department of Economics, University of Pittsburgh, revised Dec 2013.
- Trond Borgersen & Dag Einar Sommervoll & Tom Wennemo, 2006. "Endogenous Housing Market Cycles," Discussion Papers 458, Statistics Norway, Research Department.
- J. Barkley Rosser Jr & Richard P.F. Holt & David Colander, 2010. "European Economics at a Crossroads," Books, Edward Elgar Publishing, number 13585.
- Michael W. M. Roos & Wolfgang J. Luhan, 2013. "Information, Learning and Expectations in an Experimental Model Economy," Economica, London School of Economics and Political Science, vol. 80(319), pages 513-531, July.
- Sommervoll, Dag Einar & Borgersen, Trond-Arne & Wennemo, Tom, 2010. "Endogenous housing market cycles," Journal of Banking & Finance, Elsevier, vol. 34(3), pages 557-567, March.
- Barbara Dluhosch, 2011. "European Economics at a Crossroads, by J. Barkley Rosser, Jr., Richard P. F. Holt, and David Colander," Journal of Regional Science, Wiley Blackwell, vol. 51(3), pages 629-631, August.
- Jiaoying Pei, 2024. "Reference Model Based Learning in Expectation Formation: Experimental Evidence," Papers 2404.08908, arXiv.org, revised May 2024.
- He, Xue-Zhong & Westerhoff, Frank H., 2005.
"Commodity markets, price limiters and speculative price dynamics,"
Journal of Economic Dynamics and Control, Elsevier, vol. 29(9), pages 1577-1596, September.
- Xue-Zhong He & Frank H. Westerhoff, 2004. "Commodity Markets, Price Limiters and Speculative Price Dynamics," Research Paper Series 136, Quantitative Finance Research Centre, University of Technology, Sydney.
- Frank Westerhoff, 2006. "Samuelson's multiplier-accelerator model revisited," Applied Economics Letters, Taylor & Francis Journals, vol. 13(2), pages 89-92.
- Ma, Chao, 2020. "Momentum and Reversion to Fundamentals: Are They Captured by Subjective Expectations of House Prices?," Journal of Housing Economics, Elsevier, vol. 49(C).
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- Brice Corgnet & Angela Sutan, 2007. "Communications in Financial Markets: a Strategy method Experiment," Faculty Working Papers 06/07, School of Economics and Business Administration, University of Navarra.
- Dick, Christian D. & Menkhoff, Lukas, 2012.
"Exchange rate expectations of chartists and fundamentalists,"
ZEW Discussion Papers
12-026, ZEW - Leibniz Centre for European Economic Research.
- Christian D. Dick & Lukas Menkhoff, 2013. "Exchange Rate Expectations of Chartists and Fundamentalists," CESifo Working Paper Series 4181, CESifo.
- Dick, Christian D. & Menkhoff, Lukas, 2013. "Exchange rate expectations of chartists and fundamentalists," Journal of Economic Dynamics and Control, Elsevier, vol. 37(7), pages 1362-1383.
- Muhammad Imran Chaudhry & Mario J. Miranda, 2024. "Endogenous price fluctuations: Evidence from the chicken supply chain in Pakistan," American Journal of Agricultural Economics, John Wiley & Sons, vol. 106(2), pages 637-658, March.
- Hommes, Cars, 2018. "Carl’s nonlinear cobweb," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 7-20.
- Corgnet Bruce & Angela Sutan & Arvin Aashta, 2006. "The power of words in financial markets: soft versus hard communication,a strategy method experiment," Labsi Experimental Economics Laboratory University of Siena 006, University of Siena.
- Westerhoff Frank H., 2006. "Nonlinear Expectation Formation, Endogenous Business Cycles and Stylized Facts," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(4), pages 1-17, December.
- Droste, E.J.R. & Tuinstra, J., 1998.
"Evolutionary Selection of Behavioral Rules in a Cournot Model : A Local Bifurcation Analysis,"
Discussion Paper
1998-86, Tilburg University, Center for Economic Research.
- Droste, E.J.R. & Tuinstra, J., 1998. "Evolutionary Selection of Behavioral Rules in a Cournot Model : A Local Bifurcation Analysis," Other publications TiSEM 1d5fdfc2-e724-4d67-af60-3, Tilburg University, School of Economics and Management.
Cited by:
- Droste, E. & Hommes, C.H. & Tuinstra, J., 1999.
"Endogenous Fluctuations under Evolutionary Pressure in Cournot Competition,"
CeNDEF Working Papers
99-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Droste, Edward & Hommes, Cars & Tuinstra, Jan, 2002. "Endogenous fluctuations under evolutionary pressure in Cournot competition," Games and Economic Behavior, Elsevier, vol. 40(2), pages 232-269, August.
- Thijssen, J.J.J., 2003. "Investment under uncertainty, market evolution and coalition spillovers in a game theoretic perspective," Other publications TiSEM 672073a6-492e-4621-8d4a-0, Tilburg University, School of Economics and Management.
- Oddvar M. Kaarbøe & Alexander F. Tieman, 0000.
"Equilibrium Selection in Games with Macroeconomic Complementarities,"
Tinbergen Institute Discussion Papers
99-096/1, Tinbergen Institute.
- Kaarboe, O.M. & Tieman, A.F., 2000. "Equilibrium Selection in Games with Macroeconomic Complementarities," Norway; Department of Economics, University of Bergen 2199, Department of Economics, University of Bergen.
- Johan de Jong & Joep Sonnemans & Jan Tuinstra, "undated".
"The Effect of Futures Markets on the Stability of Commodity Prices,"
Tinbergen Institute Discussion Papers
19-028/II, Tinbergen Institute.
- de Jong, Johan & Sonnemans, Joep & Tuinstra, Jan, 2022. "The effect of futures markets on the stability of commodity prices," Journal of Economic Behavior & Organization, Elsevier, vol. 198(C), pages 176-211.
Cited by:
- Huilian Huang & Tao Xiong, 2023. "A good hedge or safe haven? The hedging ability of China's commodity futures market under extreme market conditions," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(7), pages 968-1035, July.
- Evans, George W. & Hommes, Cars & McGough, Bruce & Salle, Isabelle, 2022.
"Are long-horizon expectations (de-)stabilizing? Theory and experiments,"
Journal of Monetary Economics, Elsevier, vol. 132(C), pages 44-63.
- George Evans & Cars Hommes & Bruce McGough & Isabelle Salle, 2019. "Are Long-Horizon Expectations (De-)Stabilizing? Theory and Experiments," Staff Working Papers 19-27, Bank of Canada.
Articles
- de Jong, Johan & Sonnemans, Joep & Tuinstra, Jan, 2022.
"The effect of futures markets on the stability of commodity prices,"
Journal of Economic Behavior & Organization, Elsevier, vol. 198(C), pages 176-211.
See citations under working paper version above.
- Johan de Jong & Joep Sonnemans & Jan Tuinstra, "undated". "The Effect of Futures Markets on the Stability of Commodity Prices," Tinbergen Institute Discussion Papers 19-028/II, Tinbergen Institute.
- Anufriev, Mikhail & Chernulich, Aleksei & Tuinstra, Jan, 2022.
"Asset price volatility and investment horizons: An experimental investigation,"
Journal of Economic Behavior & Organization, Elsevier, vol. 193(C), pages 19-48.
See citations under working paper version above.
- Mikhail Anufriev & Aleksei Chernulich & Jan Tuinstra, 2020. "Asset Price Volatility and Investment Horizons: An Experimental Investigation," Working Papers 20200053, New York University Abu Dhabi, Department of Social Science, revised Aug 2020.
- Kopányi, Dávid & Rabanal, Jean Paul & Rud, Olga A. & Tuinstra, Jan, 2019.
"Can competition between forecasters stabilize asset prices in learning to forecast experiments?,"
Journal of Economic Dynamics and Control, Elsevier, vol. 109(C).
Cited by:
- Mikhail Anufriev & Aleksei Chernulich & Jan Tuinstra, 2020.
"Asset Price Volatility and Investment Horizons: An Experimental Investigation,"
Working Papers
20200053, New York University Abu Dhabi, Department of Social Science, revised Aug 2020.
- Anufriev, Mikhail & Chernulich, Aleksei & Tuinstra, Jan, 2022. "Asset price volatility and investment horizons: An experimental investigation," Journal of Economic Behavior & Organization, Elsevier, vol. 193(C), pages 19-48.
- Rholes, Ryan & Petersen, Luba, 2021. "Should central banks communicate uncertainty in their projections?," Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 320-341.
- Akin, Zafer, 2020.
"Asymmetric Guessing Games,"
MPRA Paper
103871, University Library of Munich, Germany.
- Zafer Akin, 2023. "Asymmetric guessing games," Theory and Decision, Springer, vol. 94(4), pages 637-676, May.
- Petersen, Luba & Rholes, Ryan, 2022. "Macroeconomic expectations, central bank communication, and background uncertainty: A COVID-19 laboratory experiment," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
- Chernulich, Aleksei & Horowitz, John & Rabanal, Jean Paul & Rud, Olga A & Sharifova , Manizha, 2021. "Entry and exit decisions under public and private information: An experiment," UiS Working Papers in Economics and Finance 2021/3, University of Stavanger.
- Aleksei Chernulich & John Horowitz & Jean Paul Rabanal & Olga Rud & Manizha Sharifova, 2023. "Entry and exit decisions under public and private information: an experiment," Experimental Economics, Springer;Economic Science Association, vol. 26(2), pages 339-356, April.
- Mikhail Anufriev & Aleksei Chernulich & Jan Tuinstra, 2020.
"Asset Price Volatility and Investment Horizons: An Experimental Investigation,"
Working Papers
20200053, New York University Abu Dhabi, Department of Social Science, revised Aug 2020.
- Anufriev, Mikhail & Bao, Te & Sutan, Angela & Tuinstra, Jan, 2019.
"Fee structure and mutual fund choice: An experiment,"
Journal of Economic Behavior & Organization, Elsevier, vol. 158(C), pages 449-474.
See citations under working paper version above.
- Mikhail Anufriev & Te Bao & Angela Sutan & Jan Tuinstra, 2018. "Fee Structure and Mutual Fund Choice: An Experiment," Working Paper Series 45, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Noemi Schmitt & Jan Tuinstra & Frank Westerhoff, 2018.
"Stability and welfare effects of profit taxes within an evolutionary market interaction model,"
Review of International Economics, Wiley Blackwell, vol. 26(3), pages 691-708, August.
See citations under working paper version above.
- Schmitt, Noemi & Tuinstra, Jan & Westerhoff, Frank, 2017. "Stability and welfare effects of profit taxes within an evolutionary market interaction model," BERG Working Paper Series 122, Bamberg University, Bamberg Economic Research Group.
- Anufriev, Mikhail & Chernulich, Aleksei & Tuinstra, Jan, 2018.
"A laboratory experiment on the heuristic switching model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 21-42.
Cited by:
- Bao, Te & Hommes, Cars & Pei, Jiaoying, 2021. "Expectation formation in finance and macroeconomics: A review of new experimental evidence," Journal of Behavioral and Experimental Finance, Elsevier, vol. 32(C).
- Sarah Mignot & Fabio Tramontana & Frank Westerhoff, 2021.
"Speculative asset price dynamics and wealth taxes,"
Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 641-667, December.
- Mignot, Sarah & Tramontana, Fabio & Westerhoff, Frank H., 2021. "Speculative asset price dynamics and wealth taxes," BERG Working Paper Series 169, Bamberg University, Bamberg Economic Research Group.
- Noemi Schmitt & Frank Westerhoff, 2022. "Speculative housing markets and rent control: insights from nonlinear economic dynamics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(1), pages 141-163, January.
- Mikhail Anufriev & Davide Radi & Fabio Tramontana, 2018. "Some reflections on past and future of nonlinear dynamics in economics and finance," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 41(2), pages 91-118, November.
- Schulz, Jan & Mayerhoffer, Daniel M., 2021.
"A network approach to consumption,"
BERG Working Paper Series
173, Bamberg University, Bamberg Economic Research Group.
- Jan Schulz & Daniel M. Mayerhoffer, 2022. "A Network Approach to Consumption," Papers 2203.14259, arXiv.org, revised Apr 2022.
- Thorp, S. & Bateman, H. & Dobrescu, L.I. & Newell, B.R. & Ortmann, A., 2020. "Flicking the switch: Simplifying disclosure to improve retirement plan choices," Journal of Banking & Finance, Elsevier, vol. 121(C).
- Kukacka, Jiri & Sacht, Stephen, 2021.
"Estimation of Heuristic Switching in Behavioral Macroeconomic Models,"
Economics Working Papers
2021-01, Christian-Albrechts-University of Kiel, Department of Economics.
- Kukacka, Jiri & Sacht, Stephen, 2023. "Estimation of heuristic switching in behavioral macroeconomic models," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
- Chernulich, Aleksei, 2021. "Modelling reference dependence for repeated choices: A horse race between models of normalisation," Journal of Economic Psychology, Elsevier, vol. 87(C).
- Chernulich, Aleksei & Horowitz, John & Rabanal, Jean Paul & Rud, Olga A & Sharifova , Manizha, 2021. "Entry and exit decisions under public and private information: An experiment," UiS Working Papers in Economics and Finance 2021/3, University of Stavanger.
- Aleksei Chernulich & John Horowitz & Jean Paul Rabanal & Olga Rud & Manizha Sharifova, 2023. "Entry and exit decisions under public and private information: an experiment," Experimental Economics, Springer;Economic Science Association, vol. 26(2), pages 339-356, April.
- Mikhail Anufriev & Te Bao & Angela Sutan & Jan Tuinstra, 2018.
"Fee Structure and Mutual Fund Choice: An Experiment,"
Working Paper Series
45, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Anufriev, Mikhail & Bao, Te & Sutan, Angela & Tuinstra, Jan, 2019. "Fee structure and mutual fund choice: An experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 158(C), pages 449-474.
- Fabio Lamantia & Anghel Negriu & Jan Tuinstra, 2018.
"Technology choice in an evolutionary oligopoly game,"
Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 41(2), pages 335-356, November.
Cited by:
- Dieci, Roberto & Mignot, Sarah & Westerhoff, Frank H., 2021.
"Production delays, technology choice and cyclical cobweb dynamics,"
BERG Working Paper Series
174, Bamberg University, Bamberg Economic Research Group.
- Dieci, Roberto & Mignot, Sarah & Westerhoff, Frank, 2022. "Production delays, technology choice and cyclical cobweb dynamics," Chaos, Solitons & Fractals, Elsevier, vol. 156(C).
- Mikhail Anufriev & Davide Radi & Fabio Tramontana, 2018. "Some reflections on past and future of nonlinear dynamics in economics and finance," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 41(2), pages 91-118, November.
- Iannucci, Gianluca & Tampieri, Alessandro, 2023. "On the evolutionary interplay between environmental CSR and emission tax," Energy Economics, Elsevier, vol. 128(C).
- Dieci, Roberto & Mignot, Sarah & Westerhoff, Frank H., 2021.
"Production delays, technology choice and cyclical cobweb dynamics,"
BERG Working Paper Series
174, Bamberg University, Bamberg Economic Research Group.
- Cars H. Hommes & Marius I. Ochea & Jan Tuinstra, 2018.
"Evolutionary Competition Between Adjustment Processes in Cournot Oligopoly: Instability and Complex Dynamics,"
Dynamic Games and Applications, Springer, vol. 8(4), pages 822-843, December.
See citations under working paper version above.
- Cars H. Hommes & Marius I. Ochea & Jan Tuinstra, 2016. "Evolutionary Competition between Adjustment Processes in Cournot Oligopoly: Instability and Complex Dynamics," THEMA Working Papers 2016-03, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Schmitt, Noemi & Tuinstra, Jan & Westerhoff, Frank, 2017.
"Side effects of nonlinear profit taxes in an evolutionary market entry model: Abrupt changes, coexisting attractors and hysteresis problems,"
Journal of Economic Behavior & Organization, Elsevier, vol. 135(C), pages 15-38.
See citations under working paper version above.
- Schmitt, Noemi & Tuinstra, Jan & Westerhoff, Frank, 2015. "Side effects of nonlinear profit taxes in an evolutionary market entry model: abrupt changes, coexisting attractors and hysteresis problems," BERG Working Paper Series 103, Bamberg University, Bamberg Economic Research Group.
- Anufriev, Mikhail & Bao, Te & Tuinstra, Jan, 2016.
"Microfoundations for switching behavior in heterogeneous agent models: An experiment,"
Journal of Economic Behavior & Organization, Elsevier, vol. 129(C), pages 74-99.
See citations under working paper version above.
- Mikhail Anufriev & Te Bao & Jan Tuinstra, 2015. "Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment," Working Paper Series 31, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Anufriev, M. & Bao, T. & Tuinstra, J., 2015. "Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment," CeNDEF Working Papers 15-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Tuinstra Jan & in ’t Veld Daan L., 2014.
"Market-Induced Rationalization and Welfare-Enhancing Cartels,"
The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 14(1), pages 189-202, January.
See citations under working paper version above.
- In `t Veld, D. & Tuinstra, J., 2012. "Market-Induced Rationalization and Welfare Enhancing Cartels," CeNDEF Working Papers 12-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Linde, Jona & Sonnemans, Joep & Tuinstra, Jan, 2014.
"Strategies and evolution in the minority game: A multi-round strategy experiment,"
Games and Economic Behavior, Elsevier, vol. 86(C), pages 77-95.
See citations under working paper version above.
- Sonnemans, J. & Tuinstra, J. & Linde, J., 2013. "Strategies and Evolution in the Minority Game: A Multi- Round Strategy Experiment," CeNDEF Working Papers 13-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Jona Linde & Joep Sonnemans & Jan Tuinstra, 2013. "Strategies and Evolution in the Minority Game: A Multi- Round Strategy Experiment," Tinbergen Institute Discussion Papers 13-043/I, Tinbergen Institute.
- Tuinstra, Jan & Wegener, Michael & Westerhoff, Frank, 2014.
"Positive welfare effects of trade barriers in a dynamic partial equilibrium model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 246-264.
Cited by:
- Laura Gardini & Noemi Schmitt & Iryna Sushko & Fabio Tramontana & Frank Westerhoff, 2019. "Necessary and sufficient conditions for the roots of a cubic polynomial and bifurcations of codimension-1, -2, -3 for 3D maps," Working Papers 1908, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2019.
- Noemi Schmitt & Jan Tuinstra & Frank Westerhoff, 2018.
"Stability and welfare effects of profit taxes within an evolutionary market interaction model,"
Review of International Economics, Wiley Blackwell, vol. 26(3), pages 691-708, August.
- Schmitt, Noemi & Tuinstra, Jan & Westerhoff, Frank, 2017. "Stability and welfare effects of profit taxes within an evolutionary market interaction model," BERG Working Paper Series 122, Bamberg University, Bamberg Economic Research Group.
- Sequeira, Tiago & Morão, Hugo, 2020.
"Growth accounting and regressions: New approach and results,"
International Economics, Elsevier, vol. 162(C), pages 67-79.
- Tiago Sequeira & Hugo Morão, 2020. "Growth accounting and regressions: New approach and results," International Economics, CEPII research center, issue 162, pages 67-79.
- Tiago Sequeira & Hugo Morão, 2020. "Growth Accounting and Regressions:new approach and results," Working Papers REM 2020/0113, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank H., 2018.
"Interactions between stock, bond and housing markets,"
BERG Working Paper Series
133, Bamberg University, Bamberg Economic Research Group.
- Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank, 2018. "Interactions between stock, bond and housing markets," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 43-70.
- Anufriev, Mikhail & Chernulich, Aleksei & Tuinstra, Jan, 2018. "A laboratory experiment on the heuristic switching model," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 21-42.
- He, Feng & Lucey, Brian & Wang, Ziwei, 2021. "Trade policy uncertainty and its impact on the stock market -evidence from China-US trade conflict," Finance Research Letters, Elsevier, vol. 40(C).
- Schmitt, Noemi & Westerhoff, Frank, 2015.
"Managing rational routes to randomness,"
Journal of Economic Behavior & Organization, Elsevier, vol. 116(C), pages 157-173.
- Schmitt, Noemi & Westerhoff, Frank, 2015. "Managing rational routes to randomness," BERG Working Paper Series 96, Bamberg University, Bamberg Economic Research Group.
- Schmitt, Noemi & Tuinstra, Jan & Westerhoff, Frank, 2015.
"Side effects of nonlinear profit taxes in an evolutionary market entry model: abrupt changes, coexisting attractors and hysteresis problems,"
BERG Working Paper Series
103, Bamberg University, Bamberg Economic Research Group.
- Schmitt, Noemi & Tuinstra, Jan & Westerhoff, Frank, 2017. "Side effects of nonlinear profit taxes in an evolutionary market entry model: Abrupt changes, coexisting attractors and hysteresis problems," Journal of Economic Behavior & Organization, Elsevier, vol. 135(C), pages 15-38.
- Lamantia, F. & Negriu, A. & Tuinstra, J., 2016. "Evolutionary Cournot competition with endogenous technology choice: (in)stability and optimal policy," CeNDEF Working Papers 16-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Anufriev, Mikhail & Kopányi, Dávid & Tuinstra, Jan, 2013.
"Learning cycles in Bertrand competition with differentiated commodities and competing learning rules,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2562-2581.
See citations under working paper version above.
- Mikhail Anufriev & D?�vid Kop?�nyiz & Jan Tuinstra, 2013. "Learning Cycles in Bertrand Competition with Differentiated Commodities and Competing Learning Rules," Working Paper Series 8, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Anufriev, M. & Tuinstra, J. & Kopányi, D., 2012. "Learning Cycles in Bertrand Competition with Differentiated Commodities and Competing Learning Rules," CeNDEF Working Papers 12-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Anufriev, Mikhail & Tuinstra, Jan, 2013.
"The impact of short-selling constraints on financial market stability in a heterogeneous agents model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1523-1543.
See citations under working paper version above.
- Mikhail Anufriev & Jan Tuinstra, 2013. "The Impact of Short-Selling Constraints on Financial Market Stability in a Heterogeneous Agents Model," Working Paper Series 3, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Anufriev, M. & Tuinstra, J., 2013. "The impact of short-selling constraints on financial market stability in a heterogeneous agents model," CeNDEF Working Papers 13-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Bao, Te & Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan, 2012.
"Individual expectations, limited rationality and aggregate outcomes,"
Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1101-1120.
See citations under working paper version above.
- Te Bao & Cars Hommes & Joep Sonnemans & Jan Tuinstra, 2012. "Individual Expectations, Limited Rationality and Aggregate Outcomes," Tinbergen Institute Discussion Papers 12-016/1, Tinbergen Institute.
- Bao, T. & Hommes, C.H. & Sonnemans, J. & Tuinstra, J., 2010. "Individual Expectations, Limited Rationality and Aggregate Outcomes," CeNDEF Working Papers 10-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Heemeijer Peter & Hommes Cars & Sonnemans Joep & Tuinstra Jan, 2012.
"An Experimental Study on Expectations and Learning in Overlapping Generations Models,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(4), pages 1-49, October.
Cited by:
- Dave, Chetan & Malik, Samreen, 2017. "A tale of fat tails," European Economic Review, Elsevier, vol. 100(C), pages 293-317.
- Brecht Boone & Ewoud Quaghebeur, 2018.
"Beyond Rational Expectations: The Effects Of Heuristic Switching In An Overlapping Generations Model,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
18/943, Ghent University, Faculty of Economics and Business Administration.
- Boone, Brecht & Quaghebeur, Ewoud, 2018. "Beyond rational expectations: The effects of heuristic switching in an Overlapping Generations model," Journal of Economic Behavior & Organization, Elsevier, vol. 155(C), pages 349-364.
- Cavalli, F. & Chen, H.-J. & Li, M.-C. & Naimzada, A. & Pecora, N., 2023. "Heterogeneous expectations and equilibria selection in an evolutionary overlapping generations model," Journal of Mathematical Economics, Elsevier, vol. 104(C).
- Arifovic, J. & Hommes, C.H. & Salle, I., 2016.
"Learning to believe in Simple Equilibria in a Complex OLG Economy - evidence from the lab,"
CeNDEF Working Papers
16-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Arifovic, Jasmina & Hommes, Cars & Salle, Isabelle, 2019. "Learning to believe in simple equilibria in a complex OLG economy - evidence from the lab," Journal of Economic Theory, Elsevier, vol. 183(C), pages 106-182.
- Colucci, Domenico & Valori, Vincenzo, 2015. "Stabilizing inflation in a simple monetary policy model with heterogeneous agents," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 108(C), pages 233-244.
- Cars Hommes, 2017.
"From Self-Fulfilling Mistakes to Behavioral Learning Equilibria,"
Studies in Economic Theory, in: Kazuo Nishimura & Alain Venditti & Nicholas C. Yannelis (ed.), Sunspots and Non-Linear Dynamics, chapter 0, pages 97-123,
Springer.
- Cars Hommes, 2017. "From self-fulfilling mistakes to behavioral learning equilibria," Tinbergen Institute Discussion Papers 17-018/II, Tinbergen Institute.
- Pietro Dindo & Jan Tuinstra, 2011.
"A Class of Evolutionary Models for Participation Games with Negative Feedback,"
Computational Economics, Springer;Society for Computational Economics, vol. 37(3), pages 267-300, March.
See citations under working paper version above.
- Pietro Dindo & Jan Tuinstra, 2010. "A class of evolutionary models for participation games with negative feedback," LEM Papers Series 2010/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Dindo, P.D.E. & Tuinstra, J., 2010. "A class of evolutionary model for participation games with negative feedback," CeNDEF Working Papers 10-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Sadiraj, Vjollca & Tuinstra, Jan & van Winden, Frans, 2010.
"Identification of voters with interest groups improves the electoral chances of the challenger,"
Mathematical Social Sciences, Elsevier, vol. 60(3), pages 210-216, November.
See citations under working paper version above.
- Vjollca Sadiraj & Jan Tuinstra & Frans Van Winden, 2010. "Identification of Voters with Interest Groups Improves the Electoral Chances of the Challenger," CESifo Working Paper Series 3014, CESifo.
- Vjollca Sadiraj & Jan Tuinstra & Frans van Winden, 2009. "Identification of Voters with Interest Groups improves the Electoral Chances of the Challenger," Tinbergen Institute Discussion Papers 09-095/1, Tinbergen Institute.
- Vjollca Sadiraj & Jan Tuinstra & Frans van Winden, 2010. "Identification of Voters with Interest Groups Improves the Electoral Chances of the Challenger," Experimental Economics Center Working Paper Series 2010-05, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University.
- Sonnemans, Joep & Tuinstra, Jan, 2010.
"Positive expectations feedback experiments and number guessing games as models of financial markets,"
Journal of Economic Psychology, Elsevier, vol. 31(6), pages 964-984, December.
See citations under working paper version above.
- Sonnemans, J. & Tuinstra, J., 2008. "Positive expectations feedback experiments and number guessing games as models of financial markets," CeNDEF Working Papers 08-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Sonnemans, J. & Tuinstra, J., 2010. "Positive expectations feedback experiments and number guessing games as models of financial markets," CeNDEF Working Papers 10-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Joep Sonnemans & Jan Tuinstra, 2008. "Positive Expectations Feedback Experiments and Number Guessing Games as Models of Financial Markets," Tinbergen Institute Discussion Papers 08-076/1, Tinbergen Institute.
- Heemeijer, Peter & Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan, 2009.
"Price stability and volatility in markets with positive and negative expectations feedback: An experimental investigation,"
Journal of Economic Dynamics and Control, Elsevier, vol. 33(5), pages 1052-1072, May.
See citations under working paper version above.
- Heemeijer, P. & Hommes, C.H. & Sonnemans, J. & Tuinstra, J., 2006. "Price Stability and Volatility in Markets with Positive and Negative Expectations Feedback: An Experimental Investigation," CeNDEF Working Papers 06-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Marie Goppelsroeder & Maarten Pieter Schinkel & Jan Tuinstra, 2008.
"Quantifying The Scope For Efficiency Defense In Merger Control: The Werden‐Froeb‐Index,"
Journal of Industrial Economics, Wiley Blackwell, vol. 56(4), pages 778-808, December.
See citations under working paper version above.
- Goppelsroeder, M. & Schinkel, M.P. & Tuinstra, J., 2006. "Quantifying the Scope for Efficiency Defense in Merger Control: The Werden-Froeb-Index," CeNDEF Working Papers 06-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Marie Goppelsroeder & Maarten Pieter Schinkel & Jan Tuinstra, 2006. "Quantifying the Scope for Efficiency Defense in Merger Control: The Werden-Froeb-Index," Tinbergen Institute Discussion Papers 06-074/1, Tinbergen Institute.
- Maarten Pieter Schinkel & Jan Tuinstra & Jakob Rüggeberg, 2008.
"Illinois Walls: how barring indirect purchaser suits facilitates collusion,"
RAND Journal of Economics, RAND Corporation, vol. 39(3), pages 683-698, September.
See citations under working paper version above.
- Rüggeberg, J. & Schinkel, M.P. & Tuinstra, J., 2005. "Illinois Walls: How barring indirect purchaser suits facilitates collusion," CeNDEF Working Papers 05-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan & van de Velden, Henk, 2008.
"Expectations and bubbles in asset pricing experiments,"
Journal of Economic Behavior & Organization, Elsevier, vol. 67(1), pages 116-133, July.
See citations under working paper version above.
- Hommes, C.H. & Sonnemans, J. & Tuinstra, J. & Velden, H. van de, 2002. "Expectations and Bubbles in Asset Pricing Experiments," CeNDEF Working Papers 02-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Jan Tuinstra & Florian Wagener, 2007.
"On learning equilibria,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 30(3), pages 493-513, March.
See citations under working paper version above.
- Florian Wagener & Jan Tuinstra, 2004. "On Learning Equilibria," Computing in Economics and Finance 2004 217, Society for Computational Economics.
- Tuinstra, J. & Wagener, F.O.O., 2000. "On learning equilibria," CeNDEF Working Papers 00-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Tuinstra, J. & Wagener, F.O.O., 2003. "On Learning Equilibria," CeNDEF Working Papers 03-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan & Van De Velden, Henk, 2007.
"Learning In Cobweb Experiments,"
Macroeconomic Dynamics, Cambridge University Press, vol. 11(S1), pages 8-33, November.
- Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan & Van De Velden, Henk, 2007. "Learning In Cobweb Experiments," Macroeconomic Dynamics, Cambridge University Press, vol. 11(S1), pages 8-33, November.
See citations under working paper version above.- C.H. Hommes & J.H. Sonnemans & J. Tuinstra & H. van de Velde, 2003. "Learning in Cobweb Experiments," Tinbergen Institute Discussion Papers 03-020/1, Tinbergen Institute.
- Hommes, C.H. & Sonnemans, J. & Tuinstra, J. & Velden, H. van de, 2002. "Learning in Coweb Experiments," CeNDEF Working Papers 02-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Schinkel, Maarten Pieter & Tuinstra, Jan, 2006.
"Imperfect competition law enforcement,"
International Journal of Industrial Organization, Elsevier, vol. 24(6), pages 1267-1297, November.
See citations under working paper version above.
- Schinkel, M.P. & Tuinstra, J., 2004. "Imperfect Competition Law Enforcement," CeNDEF Working Papers 04-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Vjollca Sadiraj & Jan Tuinstra & Frans Winden, 2006.
"A computational electoral competition model with social clustering and endogenous interest groups as information brokers,"
Public Choice, Springer, vol. 129(1), pages 169-187, October.
See citations under working paper version above.
- Vjollca Sadiraj & Jan Tuinstra & Frans van Winden, 2004. "A computational electoral competition model with social clustering and endogenous interest groups as information brokers," Experimental Economics Center Working Paper Series 2006-19, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University.
- Sadiraj, V. & Tuinstra, J. & Winden, F. van, 2004. "A Computational Electoral Competition Model with Social Clustering and Endogenous Interest Groups as Information Brokers," CeNDEF Working Papers 04-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan & van de Velden, Henk, 2005.
"A strategy experiment in dynamic asset pricing,"
Journal of Economic Dynamics and Control, Elsevier, vol. 29(4), pages 823-843, April.
Cited by:
- Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena, 2020.
"Heuristic Switching Model and Exploration-Exploitation Algorithm to Describe Long-Run Expectations in LtFEs: a Comparison,"
Computational Economics, Springer;Society for Computational Economics, vol. 56(3), pages 623-658, October.
- Colasante, Annarita & Alfarano, Simone & Camacho-Cuena, Eva, 2019. "Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: a comparison," MPRA Paper 92391, University Library of Munich, Germany.
- Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena, 2019. "Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: A comparison," Working Papers 2019/02, Economics Department, Universitat Jaume I, Castellón (Spain).
- Sonnemans, Joep & Tuinstra, Jan, 2010.
"Positive expectations feedback experiments and number guessing games as models of financial markets,"
Journal of Economic Psychology, Elsevier, vol. 31(6), pages 964-984, December.
- Sonnemans, J. & Tuinstra, J., 2008. "Positive expectations feedback experiments and number guessing games as models of financial markets," CeNDEF Working Papers 08-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Sonnemans, J. & Tuinstra, J., 2010. "Positive expectations feedback experiments and number guessing games as models of financial markets," CeNDEF Working Papers 10-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Joep Sonnemans & Jan Tuinstra, 2008. "Positive Expectations Feedback Experiments and Number Guessing Games as Models of Financial Markets," Tinbergen Institute Discussion Papers 08-076/1, Tinbergen Institute.
- Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena, 2018.
"The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment,"
Working Papers
2018/02, Economics Department, Universitat Jaume I, Castellón (Spain).
- Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena, 2019. "The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(3), pages 491-520, September.
- Colasante, Annarita & Alfarano, Simone & Camacho-Cuena, Eva, 2018. "The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment," MPRA Paper 84835, University Library of Munich, Germany.
- Branch, William A., 2007. "Sticky information and model uncertainty in survey data on inflation expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 31(1), pages 245-276, January.
- Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena & Mauro Gallegati, 2020.
"Long-run expectations in a learning-to-forecast experiment: a simulation approach,"
Journal of Evolutionary Economics, Springer, vol. 30(1), pages 75-116, January.
- Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena & Mauro Gallegati, 2017. "Long-run expectations in a Learning-to-Forecast Experiment: A Simulation Approach," Working Papers 2017/03, Economics Department, Universitat Jaume I, Castellón (Spain).
- Colasante, Annarita & Alfarano, Simone & Camacho Cuena, Eva & Gallegati, Mauro, 2017. "Long-run expectations in a Learning-to-Forecast-Experiment: a simulation approach," MPRA Paper 77618, University Library of Munich, Germany.
- Orlando Gomes, 2010.
"Consumer confidence, endogenous growth and endogenous cycles,"
Journal of Economic Studies, Emerald Group Publishing Limited, vol. 37(4), pages 377-404, September.
- Gomes, Orlando, 2007. "Consumer confidence, endogenous growth and endogenous cycles," MPRA Paper 2883, University Library of Munich, Germany.
- Simone Alfarano & Eva Camacho-Cuena & Annarita Colasante & Alba Ruiz-Buforn, 2024.
"The effect of time-varying fundamentals in learning-to-forecast experiments,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 19(4), pages 619-647, October.
- Alfarano, Simone & Camacho-Cuena, Eva & Colasante, Annarita & Ruiz-Buforn, Alba, 2022. "The effect of time-varying fundamentals in Learning-to-Forecast Experiments," MPRA Paper 113086, University Library of Munich, Germany.
- Orlando Gomes, .
"Volatility, Heterogeneous Agents and Chaos,"
The Electronic Journal of Evolutionary Modeling and Economic Dynamics, IFReDE - Université Montesquieu Bordeaux IV.
- Orlando Gomes, 2004. "Volatility, Heterogeneous Agents and Chaos," GE, Growth, Math methods 0409010, University Library of Munich, Germany.
- Schunk, Daniel, 2009. "Behavioral heterogeneity in dynamic search situations: Theory and experimental evidence," Journal of Economic Dynamics and Control, Elsevier, vol. 33(9), pages 1719-1738, September.
- Boehl, Gregor, 2022.
"Monetary policy and speculative asset markets,"
European Economic Review, Elsevier, vol. 148(C).
- Gregor Boehl, 2020. "Monetary Policy and Speculative Asset Markets," CRC TR 224 Discussion Paper Series crctr224_2020_224, University of Bonn and University of Mannheim, Germany.
- Linde, Jona & Sonnemans, Joep & Tuinstra, Jan, 2014.
"Strategies and evolution in the minority game: A multi-round strategy experiment,"
Games and Economic Behavior, Elsevier, vol. 86(C), pages 77-95.
- Sonnemans, J. & Tuinstra, J. & Linde, J., 2013. "Strategies and Evolution in the Minority Game: A Multi- Round Strategy Experiment," CeNDEF Working Papers 13-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Jona Linde & Joep Sonnemans & Jan Tuinstra, 2013. "Strategies and Evolution in the Minority Game: A Multi- Round Strategy Experiment," Tinbergen Institute Discussion Papers 13-043/I, Tinbergen Institute.
- Chen, Daniel L. & Schonger, Martin, 2016.
"A Theory of Experiments: Invariance of Equilibrium to the Strategy Method of Elicitation and Implications for Social Preferences,"
IAST Working Papers
16-54, Institute for Advanced Study in Toulouse (IAST), revised Feb 2020.
- Chen, Daniel L. & Schonger, Martin, 2016. "A Theory of Experiments: Invariance of Equilibrium to the Strategy Method of Elicitation and Implications for Social Preferences," TSE Working Papers 16-724, Toulouse School of Economics (TSE), revised Feb 2020.
- Jacopo Cimadomo & Peter Claeys & Mr. Marcos Poplawski Ribeiro, 2016.
"How do Experts Forecast Sovereign Spreads?,"
IMF Working Papers
2016/100, International Monetary Fund.
- Cimadomo, Jacopo & Claeys, Peter & Poplawski-Ribeiro, Marcos, 2016. "How do experts forecast sovereign spreads?," European Economic Review, Elsevier, vol. 87(C), pages 216-235.
- Daniel L. Chen & Martin Schonger, 2023. "Invariance of equilibrium to the strategy method I: theory," Post-Print hal-04550734, HAL.
- Bao, Te & Hennequin, Myrna & Hommes, Cars & Massaro, Domenico, 2020. "Coordination on bubbles in large-group asset pricing experiments," Journal of Economic Dynamics and Control, Elsevier, vol. 110(C).
- Jordi Brandts & Gary Charness, 2011. "The strategy versus the direct-response method: a first survey of experimental comparisons," Experimental Economics, Springer;Economic Science Association, vol. 14(3), pages 375-398, September.
- Michael W. M. Roos & Wolfgang J. Luhan, 2013. "Information, Learning and Expectations in an Experimental Model Economy," Economica, London School of Economics and Political Science, vol. 80(319), pages 513-531, July.
- Orlando Gomes, 2006. "Routes to chaos in macroeconomic theory," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 33(6), pages 437-468, November.
- Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena, 2020.
"Heuristic Switching Model and Exploration-Exploitation Algorithm to Describe Long-Run Expectations in LtFEs: a Comparison,"
Computational Economics, Springer;Society for Computational Economics, vol. 56(3), pages 623-658, October.
- Kirman, Alan & Tuinstra, Jan, 2005.
"Bounded rationality, heterogeneity and market dynamics,"
Journal of Economic Dynamics and Control, Elsevier, vol. 29(4), pages 595-600, April.
Cited by:
- Nikolaos Theriou & George Mlekanis & Dimitrios Maditinos, 2011. "Herding the Mutual Fund Managers in the Athens Stock Exchange," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 131-154.
- J. Emeterio Navarro Barrientos & Frank E. Walter & Frank Schweitzer, 2008.
"Risk-Seeking versus Risk-Avoiding Investments in Noisy Periodic Environments,"
Papers
0801.4305, arXiv.org, revised Sep 2008.
- J. Emeterio Navarro-Barrientos & Frank E. Walter & Frank Schweitzer, 2008. "Risk-Seeking Versus Risk-Avoiding Investments In Noisy Periodic Environments," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., vol. 19(06), pages 971-994.
- Sung-Ha HwangBy & Jungmin Lee, 2017. "Conspicuous consumption and income inequality," Oxford Economic Papers, Oxford University Press, vol. 69(4), pages 870-896.
- Cars Hommes & Joep Sonnemans & Jan Tuinstra & Henk van de Velden, 2005.
"Coordination of Expectations in Asset Pricing Experiments,"
The Review of Financial Studies, Society for Financial Studies, vol. 18(3), pages 955-980.
See citations under working paper version above.
- Cars Hommes & Joep Sonnemans & Jan Tuinstra & Henk van de Velden, 2003. "Coordination of Expectations in Asset Pricing Experiments," Tinbergen Institute Discussion Papers 03-010/1, Tinbergen Institute.
- Vjollca Sadiraj & Jan Tuinstra & Frans Winden, 2005.
"Interest group size dynamics and policymaking,"
Public Choice, Springer, vol. 125(3), pages 271-303, December.
See citations under working paper version above.
- Sadiraj, V. & Tuinstra, J. & Winden, F. van, 2004. "Interest Group Size Dynamics and Policymaking," CeNDEF Working Papers 04-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Sonnemans, Joep & Hommes, Cars & Tuinstra, Jan & van de Velden, Henk, 2004.
"The instability of a heterogeneous cobweb economy: a strategy experiment on expectation formation,"
Journal of Economic Behavior & Organization, Elsevier, vol. 54(4), pages 453-481, August.
See citations under working paper version above.
- Sonnemans, J. & Hommes, C.H. & Tuinstra, J. & van de Velden, H., 1999. "The Instability of a Heterogeneous Cobweb economy: a Strategy Experiment on Expectation Formation," CeNDEF Working Papers 99-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Jan Tuinstra, 2004.
"A Price Adjustment Process In A Model Of Monopolistic Competition,"
International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 6(03), pages 417-442.
Cited by:
- Ahmad Naimzada & Fabio Tramontana, 2011. "Double route to chaos in an heterogeneous triopoly game," Quaderni di Dipartimento 149, University of Pavia, Department of Economics and Quantitative Methods.
- Naimzada, Ahmad & Ricchiuti, Giorgio, 2011.
"Monopoly with local knowledge of demand function,"
Economic Modelling, Elsevier, vol. 28(1-2), pages 299-307, January.
- Naimzada, Ahmad & Ricchiuti, Giorgio, 2011. "Monopoly with local knowledge of demand function," Economic Modelling, Elsevier, vol. 28(1), pages 299-307.
- David Kopanyi, 2015.
"The Coexistence of Stable Equilibria under Least Squares Learning,"
Discussion Papers
2015-10, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
- Kopányi, Dávid, 2017. "The coexistence of stable equilibria under least squares learning," Journal of Economic Behavior & Organization, Elsevier, vol. 141(C), pages 277-300.
- Cars H. Hommes & Marius I. Ochea & Jan Tuinstra, 2018.
"Evolutionary Competition Between Adjustment Processes in Cournot Oligopoly: Instability and Complex Dynamics,"
Dynamic Games and Applications, Springer, vol. 8(4), pages 822-843, December.
- Cars H. Hommes & Marius I. Ochea & Jan Tuinstra, 2016. "Evolutionary Competition between Adjustment Processes in Cournot Oligopoly: Instability and Complex Dynamics," THEMA Working Papers 2016-03, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- William L. Cooper & Tito Homem-de-Mello & Anton J. Kleywegt, 2015. "Learning and Pricing with Models That Do Not Explicitly Incorporate Competition," Operations Research, INFORMS, vol. 63(1), pages 86-103, February.
- den Boer, Arnoud V., 2015. "Tracking the market: Dynamic pricing and learning in a changing environment," European Journal of Operational Research, Elsevier, vol. 247(3), pages 914-927.
- Yu Yu & Weisheng Yu, 2019. "The Complexion of Multi-period Stackelberg Triopoly Game with Bounded Rationality," Computational Economics, Springer;Society for Computational Economics, vol. 53(1), pages 457-478, January.
- Cerboni Baiardi, Lorenzo & Naimzada, Ahmad K., 2018. "An oligopoly model with best response and imitation rules," Applied Mathematics and Computation, Elsevier, vol. 336(C), pages 193-205.
- Fausto Cavalli & Ahmad Naimzada & Marina Pireddu, 2015. "Effects of Size, Composition, and Evolutionary Pressure in Heterogeneous Cournot Oligopolies with Best Response Decisional Mechanisms," Discrete Dynamics in Nature and Society, Hindawi, vol. 2015, pages 1-17, May.
- Lorenzo Cerboni Baiardi & Ahmad K. Naimzada, 2018. "An evolutionary model with best response and imitative rules," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 41(2), pages 313-333, November.
- Ruben Geer & Arnoud V. Boer & Christopher Bayliss & Christine S. M. Currie & Andria Ellina & Malte Esders & Alwin Haensel & Xiao Lei & Kyle D. S. Maclean & Antonio Martinez-Sykora & Asbjørn Nilsen Ris, 2019. "Dynamic pricing and learning with competition: insights from the dynamic pricing challenge at the 2017 INFORMS RM & pricing conference," Journal of Revenue and Pricing Management, Palgrave Macmillan, vol. 18(3), pages 185-203, June.
- Nawaz, Nasreen, 2019.
"Efficiency on the Dynamic Adjustment Path in a Financial Market,"
MPRA Paper
118271, University Library of Munich, Germany, revised 04 Jun 2020.
- Nasreen Nawaz, 2021. "Efficiency on the dynamic adjustment path in a financial market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(1), pages 49-74, January.
- Sarah Mignot & Fabio Tramontana & Frank Westerhoff, 2024.
"Complex dynamics in a nonlinear duopoly model with heuristic expectation formation and learning behavior,"
Annals of Operations Research, Springer, vol. 337(3), pages 809-834, June.
- Mignot, Sarah & Tramontana, Fabio & Westerhoff, Frank H., 2023. "Complex dynamics in a nonlinear duopoly model with heuristic expectation formation and learning behavior," BERG Working Paper Series 187, Bamberg University, Bamberg Economic Research Group.
- Mikhail Anufriev & D?�vid Kop?�nyiz & Jan Tuinstra, 2013.
"Learning Cycles in Bertrand Competition with Differentiated Commodities and Competing Learning Rules,"
Working Paper Series
8, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Anufriev, M. & Tuinstra, J. & Kopányi, D., 2012. "Learning Cycles in Bertrand Competition with Differentiated Commodities and Competing Learning Rules," CeNDEF Working Papers 12-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Anufriev, Mikhail & Kopányi, Dávid & Tuinstra, Jan, 2013. "Learning cycles in Bertrand competition with differentiated commodities and competing learning rules," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2562-2581.
- Ahmed, Muhammad Ashfaq & Nawaz, Nasreen, 2023. "Adam Smith's Perfectly Competitive Market is Not Pareto Efficient: A Dynamic Perspective," MPRA Paper 118362, University Library of Munich, Germany.
- Ruben van de Geer & Arnoud V. den Boer & Christopher Bayliss & Christine Currie & Andria Ellina & Malte Esders & Alwin Haensel & Xiao Lei & Kyle D. S. Maclean & Antonio Martinez-Sykora & Asbj{o}rn Nil, 2018. "Dynamic Pricing and Learning with Competition: Insights from the Dynamic Pricing Challenge at the 2017 INFORMS RM & Pricing Conference," Papers 1804.03219, arXiv.org.
- Lorenzo, Cerboni Baiardi & Ahmad, Naimzada, 2019.
"An evolutionary Cournot oligopoly model with imitators and perfect foresight best responders,"
Working Papers
407, University of Milano-Bicocca, Department of Economics, revised May 2019.
- Lorenzo Cerboni Baiardi & Ahmad K. Naimzada, 2019. "An evolutionary Cournot oligopoly model with imitators and perfect foresight best responders," Metroeconomica, Wiley Blackwell, vol. 70(3), pages 458-475, July.
- Gian Italo Bischi & Fabio Lamantia & Davide Radi, 2018. "Evolutionary oligopoly games with heterogeneous adaptive players," Chapters, in: Luis C. Corchón & Marco A. Marini (ed.), Handbook of Game Theory and Industrial Organization, Volume I, chapter 12, pages 343-370, Edward Elgar Publishing.
- Mikhail Anufriev & Davide Radi & Fabio Tramontana, 2018. "Some reflections on past and future of nonlinear dynamics in economics and finance," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 41(2), pages 91-118, November.
- Askar, S.S. & Alnowibet, K., 2016. "Nonlinear oligopolistic game with isoelastic demand function: Rationality and local monopolistic approximation," Chaos, Solitons & Fractals, Elsevier, vol. 84(C), pages 15-22.
- Askar, S.S., 2021. "On complex dynamics of Cournot-Bertrand game with asymmetric market information," Applied Mathematics and Computation, Elsevier, vol. 393(C).
- Naimzada, Ahmad K. & Tramontana, Fabio, 2009.
"Controlling chaos through local knowledge,"
Chaos, Solitons & Fractals, Elsevier, vol. 42(4), pages 2439-2449.
- Ahmad Naimzada & Fabio Tramontana, 2008. "Controlling Chaos Through Local Knowledge," Working Papers 0810, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2008.
- S. S. Askar & A. Al-khedhairi, 2019. "Investigations of Nonlinear Triopoly Models with Different Mechanisms," Complexity, Hindawi, vol. 2019, pages 1-15, December.
- Askar, S.S., 2022. "On the dynamics of Cournot duopoly game with private firms: Investigations and analysis," Applied Mathematics and Computation, Elsevier, vol. 432(C).
- Andrea Caravaggio & Mauro Sodini, 2018. "Heterogeneous players in a Cournot model with differentiated products," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 41(2), pages 277-295, November.
- Caravaggio, Andrea & Sodini, Mauro, 2020. "Monopoly with differentiated final goods and heterogeneous markets," Chaos, Solitons & Fractals, Elsevier, vol. 130(C).
- Sameh S. Askar, 2020. "The Influences of Asymmetric Market Information on the Dynamics of Duopoly Game," Mathematics, MDPI, vol. 8(7), pages 1-12, July.
- Bischi, Gian Italo & Lamantia, Fabio & Radi, Davide, 2015. "An evolutionary Cournot model with limited market knowledge," Journal of Economic Behavior & Organization, Elsevier, vol. 116(C), pages 219-238.
- Gian-Italo Bischi & Ahmad K. Naimzada & Lucia Sbragia, 2004.
"Oligopoly Games with Local Monopolistic Approximation,"
Working Papers
81, University of Milano-Bicocca, Department of Economics, revised Nov 2004.
- Bischi, Gian Italo & Naimzada, Ahmad K. & Sbragia, Lucia, 2007. "Oligopoly games with Local Monopolistic Approximation," Journal of Economic Behavior & Organization, Elsevier, vol. 62(3), pages 371-388, March.
- Torsten J. Gerpott & Jan Berends, 2022. "Competitive pricing on online markets: a literature review," Journal of Revenue and Pricing Management, Palgrave Macmillan, vol. 21(6), pages 596-622, December.
- Xiaoliang Li, 2021. "Analysis of stability and bifurcation for two heterogeneous triopoly games with the isoelastic demand," Papers 2112.05950, arXiv.org.
- Cerboni Baiardi, Lorenzo & Naimzada, Ahmad K., 2019. "An oligopoly model with rational and imitation rules," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 156(C), pages 254-278.
- Naimzada, Ahmad K. & Sbragia, Lucia, 2006. "Oligopoly games with nonlinear demand and cost functions: Two boundedly rational adjustment processes," Chaos, Solitons & Fractals, Elsevier, vol. 29(3), pages 707-722.
- Cerboni Baiardi, Lorenzo & Lamantia, Fabio & Radi, Davide, 2015. "Evolutionary competition between boundedly rational behavioral rules in oligopoly games," Chaos, Solitons & Fractals, Elsevier, vol. 79(C), pages 204-225.
- Maarten Pieter Schinkel & Jan Tuinstra, 2004.
"Forced Freebies: A Note on Partial Deregulation with Pro Bono Supply Requirements,"
Journal of Regulatory Economics, Springer, vol. 26(2), pages 177-187, September.
See citations under working paper version above.
- Schinkel, M.P. & Tuinstra, J., 2004. "Forced Freebies: A Note on Partial Deregulation with Pro Bono Supply Requirements," CeNDEF Working Papers 04-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Michael Neugart & Jan Tuinstra, 2003.
"Endogenous fluctuations in the demand for education,"
Journal of Evolutionary Economics, Springer, vol. 13(1), pages 29-51, February.
See citations under working paper version above.
- Neugart, M. & Tuinstra, J., 2001. "Endogenous Fluctuations in the Demand of Education," CeNDEF Working Papers 01-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Michael Neugart & Jan Tuinstra, 2002. "Endogenous fluctuations in the demand for education," Computing in Economics and Finance 2002 107, Society for Computational Economics.
- Neugart, Michael & Tuinstra, Jan, 2001. "Endogenous fluctuations in the demand for education," Discussion Papers, Research Unit: Labor Market Policy and Employment FS I 01-209, WZB Berlin Social Science Center.
- Neugart, Michael & Tuinstra, Jan, 2003. "Endogenous fluctuations in the demand for education," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 57330, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Tuinstra, Jan, 2003.
"Beliefs equilibria in an overlapping generations model,"
Journal of Economic Behavior & Organization, Elsevier, vol. 50(2), pages 145-164, February.
See citations under working paper version above.
- Jan Tuinstra, 2001. "Beliefs Equilbria in an Overlapping Generations Model," CeNDEF Workshop Papers, January 2001 4B.4, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Droste, Edward & Hommes, Cars & Tuinstra, Jan, 2002.
"Endogenous fluctuations under evolutionary pressure in Cournot competition,"
Games and Economic Behavior, Elsevier, vol. 40(2), pages 232-269, August.
See citations under working paper version above.
- Droste, E. & Hommes, C.H. & Tuinstra, J., 1999. "Endogenous Fluctuations under Evolutionary Pressure in Cournot Competition," CeNDEF Working Papers 99-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Schinkel, Maarten Pieter & Tuinstra, Jan & Vermeulen, Dries, 2002.
"Convergence of Bayesian learning to general equilibrium in mis-specified models,"
Journal of Mathematical Economics, Elsevier, vol. 38(4), pages 483-508, December.
Cited by:
- David Kopanyi, 2015.
"The Coexistence of Stable Equilibria under Least Squares Learning,"
Discussion Papers
2015-10, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
- Kopányi, Dávid, 2017. "The coexistence of stable equilibria under least squares learning," Journal of Economic Behavior & Organization, Elsevier, vol. 141(C), pages 277-300.
- William L. Cooper & Tito Homem-de-Mello & Anton J. Kleywegt, 2015. "Learning and Pricing with Models That Do Not Explicitly Incorporate Competition," Operations Research, INFORMS, vol. 63(1), pages 86-103, February.
- Ruben Geer & Arnoud V. Boer & Christopher Bayliss & Christine S. M. Currie & Andria Ellina & Malte Esders & Alwin Haensel & Xiao Lei & Kyle D. S. Maclean & Antonio Martinez-Sykora & Asbjørn Nilsen Ris, 2019. "Dynamic pricing and learning with competition: insights from the dynamic pricing challenge at the 2017 INFORMS RM & pricing conference," Journal of Revenue and Pricing Management, Palgrave Macmillan, vol. 18(3), pages 185-203, June.
- Ruben van de Geer & Arnoud V. den Boer & Christopher Bayliss & Christine Currie & Andria Ellina & Malte Esders & Alwin Haensel & Xiao Lei & Kyle D. S. Maclean & Antonio Martinez-Sykora & Asbj{o}rn Nil, 2018. "Dynamic Pricing and Learning with Competition: Insights from the Dynamic Pricing Challenge at the 2017 INFORMS RM & Pricing Conference," Papers 1804.03219, arXiv.org.
- A. A. Brown & L. C. G. Rogers, 2009. "Heterogeneous Beliefs with Finite-Lived Agents," Papers 0907.4953, arXiv.org.
- Torsten J. Gerpott & Jan Berends, 2022. "Competitive pricing on online markets: a literature review," Journal of Revenue and Pricing Management, Palgrave Macmillan, vol. 21(6), pages 596-622, December.
- David Kopanyi, 2015.
"The Coexistence of Stable Equilibria under Least Squares Learning,"
Discussion Papers
2015-10, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
- Tuinstra, Jan, 2000.
"The emergence of political business cycles in a two-sector general equilibrium model,"
European Journal of Political Economy, Elsevier, vol. 16(3), pages 509-534, September.
Cited by:
- Herings, P.J.J., 2001. "Coordinating thoughts on coordination failures," Research Memorandum 030, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Vjollca Sadiraj & Jan Tuinstra & Frans Winden, 2005.
"Interest group size dynamics and policymaking,"
Public Choice, Springer, vol. 125(3), pages 271-303, December.
- Sadiraj, V. & Tuinstra, J. & Winden, F. van, 2004. "Interest Group Size Dynamics and Policymaking," CeNDEF Working Papers 04-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- HERINGS, Jean-Jacques & POLEMARCHAKIS, Heracles, 2000.
"Equilibrium and arbitrage in incomplete asset markets with fixed prices,"
LIDAM Discussion Papers CORE
2000026, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Herings, P. J. J. & Polemarchakis, H., 2002. "Equilibrium and arbitrage in incomplete asset markets with fixed prices," Journal of Mathematical Economics, Elsevier, vol. 37(2), pages 133-155, April.
- Herings, P.J.J. & Polemarchakis, H.M., 2000. "Equilibrium and arbitrage in incomplete asset markets with fixed prices," Research Memorandum 004, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Polemarchakis, H. M. & Herings, P. J. J., 2000. "Equilibrium and arbitrage in incomplete asset markets with fixed prices," HEC Research Papers Series 696, HEC Paris.
- Jean-Jacques Herings & Heracles M. Polemarchakis, 2000. "Equilibrium and Arbitrage in Incomplete Asset Markets with Fixed Prices," Working Papers hal-00598238, HAL.
- Herings, P.J.J. & Konovalov, A., 2000.
"Constrained Suboptimality When Prices are Non-Competitive,"
Other publications TiSEM
be15f070-1da5-453b-ba9e-b, Tilburg University, School of Economics and Management.
- Herings, P. Jean-Jacques & Konovalov, Alexander, 2009. "Constrained suboptimality when prices are non-competitive," Journal of Mathematical Economics, Elsevier, vol. 45(1-2), pages 43-58, January.
- Herings, P.J.J. & Konovalov, A., 2000. "Constrained suboptimality when prices are non-competitive," Research Memorandum 028, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Herings, P.J.J. & Konovalov, A., 2000. "Constrained Suboptimality When Prices are Non-Competitive," Discussion Paper 2000-114, Tilburg University, Center for Economic Research.
- Tuinstra, Jan, 2000.
"A discrete and symmetric price adjustment process on the simplex,"
Journal of Economic Dynamics and Control, Elsevier, vol. 24(5-7), pages 881-907, June.
Cited by:
- Cars H. Hommes & Marius I. Ochea & Jan Tuinstra, 2018.
"Evolutionary Competition Between Adjustment Processes in Cournot Oligopoly: Instability and Complex Dynamics,"
Dynamic Games and Applications, Springer, vol. 8(4), pages 822-843, December.
- Cars H. Hommes & Marius I. Ochea & Jan Tuinstra, 2016. "Evolutionary Competition between Adjustment Processes in Cournot Oligopoly: Instability and Complex Dynamics," THEMA Working Papers 2016-03, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Hommes, Cars & Huang, Hai & Wang, Duo, 2005. "A robust rational route to randomness in a simple asset pricing model," Journal of Economic Dynamics and Control, Elsevier, vol. 29(6), pages 1043-1072, June.
- Kitti, Mitri, 2010. "Convergence of iterative tâtonnement without price normalization," Journal of Economic Dynamics and Control, Elsevier, vol. 34(6), pages 1077-1091, June.
- Kaizoji, Taisei, 2010.
"Multiple equilibria and chaos in a discrete tâtonnement process,"
MPRA Paper
24002, University Library of Munich, Germany.
- Kaizoji, Taisei, 2010. "Multiple equilibria and chaos in a discrete tâtonnement process," Journal of Economic Behavior & Organization, Elsevier, vol. 76(3), pages 597-599, December.
- Tuinstra, J., 2000. "Price adjustment in a model of monopolistic competition," CeNDEF Working Papers 00-13, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Schmitt, Noemi & Tuinstra, Jan & Westerhoff, Frank, 2015.
"Side effects of nonlinear profit taxes in an evolutionary market entry model: abrupt changes, coexisting attractors and hysteresis problems,"
BERG Working Paper Series
103, Bamberg University, Bamberg Economic Research Group.
- Schmitt, Noemi & Tuinstra, Jan & Westerhoff, Frank, 2017. "Side effects of nonlinear profit taxes in an evolutionary market entry model: Abrupt changes, coexisting attractors and hysteresis problems," Journal of Economic Behavior & Organization, Elsevier, vol. 135(C), pages 15-38.
- Hommes, C.H. & Huang, H. & Wang, D., 2002. "A Robust Rational Route to in a Simple Asset Pricing Model," CeNDEF Working Papers 02-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Cars H. Hommes & Marius I. Ochea & Jan Tuinstra, 2018.
"Evolutionary Competition Between Adjustment Processes in Cournot Oligopoly: Instability and Complex Dynamics,"
Dynamic Games and Applications, Springer, vol. 8(4), pages 822-843, December.
- Jan Tuinstra & Claus Weddepohl, 1999.
"On the equivalence between the overlapping-generations model and cyclical general-equilibrium models,"
Journal of Economics, Springer, vol. 70(2), pages 187-207, June.
Cited by:
- Davila, Julio, 2001.
"Time and Uncertainty in Overlapping Generations Economies,"
Journal of Economic Theory, Elsevier, vol. 100(2), pages 356-386, October.
- Julio Dávila, "undated". "Time and Uncertainty in Overlapping Generations Economies," CARESS Working Papres 00-09, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
- Julio Davila, 2001. "Time and Uncertainty in Overlapping Generations Economies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00286027, HAL.
- Julio Dávila, "undated". "Time and Uncertainty in Overlapping Generations Economies," Penn CARESS Working Papers f4274aafd97bb75e2364542f8, Penn Economics Department.
- Julio Davila, 2001. "Time and Uncertainty in Overlapping Generations Economies," Post-Print halshs-00286027, HAL.
- Mikhail Anufriev & Cars Hommes & Tomasz Makarewicz, 2015.
"Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments,"
Working Paper Series
29, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Anufriev, M. & Hommes, C.H. & Makarewicz, T.A., 2015. "Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments," CeNDEF Working Papers 15-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Mikhail Anufriev & Cars Hommes & Tomasz Makarewicz, 2019. "Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments," Journal of the European Economic Association, European Economic Association, vol. 17(5), pages 1538-1584.
- Tuinstra, Jan, 2003.
"Beliefs equilibria in an overlapping generations model,"
Journal of Economic Behavior & Organization, Elsevier, vol. 50(2), pages 145-164, February.
- Jan Tuinstra, 2001. "Beliefs Equilbria in an Overlapping Generations Model," CeNDEF Workshop Papers, January 2001 4B.4, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Julio Dávila, "undated".
"Reducing Overlapping Generations Economies to Finite Economies,"
CARESS Working Papres
00-08, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
- Julio Davila, 2000. "Reducing Overlapping Generations Economies to Finite Economies," Econometric Society World Congress 2000 Contributed Papers 1124, Econometric Society.
- Julio Dávila, "undated". "Reducing Overlapping Generations Economies to Finite Economies," Penn CARESS Working Papers 9819996a2b80f99a81bf1509c, Penn Economics Department.
- Davila, Julio, 2001.
"Time and Uncertainty in Overlapping Generations Economies,"
Journal of Economic Theory, Elsevier, vol. 100(2), pages 356-386, October.
- Tuinstra, Jan, 1997.
"A price adjustment process with symmetry,"
Economics Letters, Elsevier, vol. 57(3), pages 297-303, December.
Cited by:
- Eric Kemp-Benedict, 2011. "Second-Order, Dissipative T\^atonnement: Economic Interpretation and 2-Point Limit Cycles," Papers 1108.0188, arXiv.org, revised Aug 2011.
- Jan Tuinstra & Claus Weddepohl, 1999. "On the equivalence between the overlapping-generations model and cyclical general-equilibrium models," Journal of Economics, Springer, vol. 70(2), pages 187-207, June.
- W D A Bryant, 2009. "General Equilibrium:Theory and Evidence," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6875, October.
- Kaizoji, Taisei, 2010.
"Multiple equilibria and chaos in a discrete tâtonnement process,"
MPRA Paper
24002, University Library of Munich, Germany.
- Kaizoji, Taisei, 2010. "Multiple equilibria and chaos in a discrete tâtonnement process," Journal of Economic Behavior & Organization, Elsevier, vol. 76(3), pages 597-599, December.
- Cavalli, Fausto & Naimzada, Ahmad, 2015. "A tâtonnement process with fading memory, stabilization and optimal speed of convergence," Chaos, Solitons & Fractals, Elsevier, vol. 79(C), pages 116-129.
- Paul Oslington, 2012. "General Equilibrium: Theory and Evidence," The Economic Record, The Economic Society of Australia, vol. 88(282), pages 446-448, September.
Chapters
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