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Christophre Georges

Personal Details

First Name:Christophre
Middle Name:
Last Name:Georges
Suffix:
RePEc Short-ID:pge100
http://people.hamilton.edu/christophre-georges
Terminal Degree:1983 Economics Department; University of Michigan (from RePEc Genealogy)

Affiliation

Department of Economics
Hamilton College

Clinton, New York (United States)
http://www.hamilton.edu/academics/departments?dept=Economics
RePEc:edi:dehamus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. John C. Wallace & Christophre Georges, 2003. "Learning Dynamics, Nonlinear Misspecification, and Trading," Computing in Economics and Finance 2003 209, Society for Computational Economics.
  2. Christophre Georges, 2002. "Learning and Non-Linear Misspecification," Computing in Economics and Finance 2002 117, Society for Computational Economics.
  3. Christophre Georges, 2001. "Learning Dynamics in an Artificial Currency Market," Computing in Economics and Finance 2001 31, Society for Computational Economics.

Articles

  1. Georges, Christophre & Pereira, Javier, 2021. "Market stability with machine learning agents," Journal of Economic Dynamics and Control, Elsevier, vol. 122(C).
  2. Georges, Christophre, 2015. "Risk preference and stability under learning," Economics Letters, Elsevier, vol. 132(C), pages 105-108.
  3. Georges, Christophre & Wallace, John C., 2009. "Learning Dynamics And Nonlinear Misspecification In An Artificial Financial Market," Macroeconomic Dynamics, Cambridge University Press, vol. 13(5), pages 625-655, November.
  4. Georges, Christophre, 2008. "Staggered updating in an artificial financial market," Journal of Economic Dynamics and Control, Elsevier, vol. 32(9), pages 2809-2825, September.
  5. Georges, Christophre, 2008. "Bounded memory, overparameterized forecast rules, and instability," Economics Letters, Elsevier, vol. 98(2), pages 129-135, February.
  6. Georges, Christophre, 2006. "Learning with misspecification in an artificial currency market," Journal of Economic Behavior & Organization, Elsevier, vol. 60(1), pages 70-84, May.
  7. Georges, Christophre, 2003. "Adjustment costs, learning, and indeterminacy," Journal of Economic Dynamics and Control, Elsevier, vol. 28(1), pages 101-116, October.
  8. Christophre Georges, 2002. "An Efficiency Wage Model With Persistent Cycles," Economics Bulletin, AccessEcon, vol. 5(3), pages 1-6.
  9. Warner, Elizabeth J & Georges, Christophre, 2001. "The Credit Channel of Monetary Policy Transmission: Evidence from Stock Returns," Economic Inquiry, Western Economic Association International, vol. 39(1), pages 74-85, January.
  10. Georges, Christophre, 1998. "Profit-Shares, Bargaining, and Unemployment," Economic Inquiry, Western Economic Association International, vol. 36(2), pages 286-291, April.
  11. Thomas R. Michl & Christophre Georges, 1996. "Debt and Taxes in a Marxian Growth Model," Review of Radical Political Economics, Union for Radical Political Economics, vol. 28(3), pages 50-56, September.
  12. Georges, Christophre, 1995. "Adjustment costs and indeterminacy in perfect foresight models," Journal of Economic Dynamics and Control, Elsevier, vol. 19(1-2), pages 39-50.
  13. Georges, Christophre, 1994. "Unemployment persistence under profit sharing," Economics Letters, Elsevier, vol. 45(3), pages 329-334.
  14. Georges Christophre, 1994. "A Dynamic Macroeconomic Model of the Labor-Managed Economy," Journal of Comparative Economics, Elsevier, vol. 18(1), pages 46-63, February.

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

  1. John C. Wallace & Christophre Georges, 2003. "Learning Dynamics, Nonlinear Misspecification, and Trading," Computing in Economics and Finance 2003 209, Society for Computational Economics.

    Cited by:

    1. Georges, Christophre & Wallace, John C., 2009. "Learning Dynamics And Nonlinear Misspecification In An Artificial Financial Market," Macroeconomic Dynamics, Cambridge University Press, vol. 13(5), pages 625-655, November.

  2. Christophre Georges, 2001. "Learning Dynamics in an Artificial Currency Market," Computing in Economics and Finance 2001 31, Society for Computational Economics.

    Cited by:

    1. E. Samanidou & E. Zschischang & D. Stauffer & T. Lux, 2001. "Microscopic Models of Financial Markets," Papers cond-mat/0110354, arXiv.org.
    2. Alfarano, Simone & Lux, Thomas, 2006. "A minimal noise trader model with realistic time series properties," Economics Working Papers 2006-11, Christian-Albrechts-University of Kiel, Department of Economics.

Articles

  1. Georges, Christophre & Pereira, Javier, 2021. "Market stability with machine learning agents," Journal of Economic Dynamics and Control, Elsevier, vol. 122(C).

    Cited by:

    1. Lansing, Kevin J. & LeRoy, Stephen F. & Ma, Jun, 2022. "Examining the sources of excess return predictability: Stochastic volatility or market inefficiency?," Journal of Economic Behavior & Organization, Elsevier, vol. 197(C), pages 50-72.
    2. Iñaki Aldasoro & Leonardo Gambacorta & Anton Korinek & Vatsala Shreeti & Merlin Stein, 2024. "Intelligent financial system: how AI is transforming finance," BIS Working Papers 1194, Bank for International Settlements.

  2. Georges, Christophre, 2015. "Risk preference and stability under learning," Economics Letters, Elsevier, vol. 132(C), pages 105-108.

    Cited by:

    1. Georges, Christophre & Pereira, Javier, 2021. "Market stability with machine learning agents," Journal of Economic Dynamics and Control, Elsevier, vol. 122(C).

  3. Georges, Christophre & Wallace, John C., 2009. "Learning Dynamics And Nonlinear Misspecification In An Artificial Financial Market," Macroeconomic Dynamics, Cambridge University Press, vol. 13(5), pages 625-655, November.

    Cited by:

    1. Yong Shi & Bo Li & Guangle Du, 2021. "Pyramid scheme in stock market: a kind of financial market simulation," Papers 2102.02179, arXiv.org, revised Feb 2021.
    2. Thomas Holtfort, 2019. "From standard to evolutionary finance: a literature survey," Management Review Quarterly, Springer, vol. 69(2), pages 207-232, June.
    3. Georges, Christophre, 2008. "Staggered updating in an artificial financial market," Journal of Economic Dynamics and Control, Elsevier, vol. 32(9), pages 2809-2825, September.
    4. Georges, Christophre, 2008. "Bounded memory, overparameterized forecast rules, and instability," Economics Letters, Elsevier, vol. 98(2), pages 129-135, February.

  4. Georges, Christophre, 2008. "Staggered updating in an artificial financial market," Journal of Economic Dynamics and Control, Elsevier, vol. 32(9), pages 2809-2825, September.

    Cited by:

    1. LeBaron, Blake, 2012. "Heterogeneous gain learning and the dynamics of asset prices," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 424-445.
    2. Chatterji, Shurojit & Lobato, Ignacio N., 2015. "On divergent dynamics with ordinary least squares learning," Journal of Economic Behavior & Organization, Elsevier, vol. 109(C), pages 1-9.
    3. Georges, Christophre, 2015. "Risk preference and stability under learning," Economics Letters, Elsevier, vol. 132(C), pages 105-108.
    4. Carl Chiarella & Xue-Zhong He & Remco C.J. Zwinkels, 2014. "Heterogeneous Expectations in Asset Pricing: Empirical Evidence from the S&P500," Research Paper Series 344, Quantitative Finance Research Centre, University of Technology, Sydney.
    5. Georges, Christophre & Wallace, John C., 2009. "Learning Dynamics And Nonlinear Misspecification In An Artificial Financial Market," Macroeconomic Dynamics, Cambridge University Press, vol. 13(5), pages 625-655, November.
    6. Barunik, J. & Vosvrda, M., 2009. "Can a stochastic cusp catastrophe model explain stock market crashes?," Journal of Economic Dynamics and Control, Elsevier, vol. 33(10), pages 1824-1836, October.
    7. Blake LeBaron, 2010. "Heterogeneous Gain Learning and Long Swings in Asset Prices," Working Papers 10, Brandeis University, Department of Economics and International Business School.
    8. Georges, Christophre & Pereira, Javier, 2021. "Market stability with machine learning agents," Journal of Economic Dynamics and Control, Elsevier, vol. 122(C).
    9. Dieci, Roberto & Westerhoff, Frank, 2010. "Heterogeneous speculators, endogenous fluctuations and interacting markets: A model of stock prices and exchange rates," Journal of Economic Dynamics and Control, Elsevier, vol. 34(4), pages 743-764, April.
    10. Georges, Christophre, 2008. "Bounded memory, overparameterized forecast rules, and instability," Economics Letters, Elsevier, vol. 98(2), pages 129-135, February.

  5. Georges, Christophre, 2008. "Bounded memory, overparameterized forecast rules, and instability," Economics Letters, Elsevier, vol. 98(2), pages 129-135, February.

    Cited by:

    1. Georges, Christophre, 2015. "Risk preference and stability under learning," Economics Letters, Elsevier, vol. 132(C), pages 105-108.
    2. Georges, Christophre & Wallace, John C., 2009. "Learning Dynamics And Nonlinear Misspecification In An Artificial Financial Market," Macroeconomic Dynamics, Cambridge University Press, vol. 13(5), pages 625-655, November.
    3. Georges, Christophre & Pereira, Javier, 2021. "Market stability with machine learning agents," Journal of Economic Dynamics and Control, Elsevier, vol. 122(C).
    4. Georges, Christophre, 2008. "Staggered updating in an artificial financial market," Journal of Economic Dynamics and Control, Elsevier, vol. 32(9), pages 2809-2825, September.

  6. Georges, Christophre, 2006. "Learning with misspecification in an artificial currency market," Journal of Economic Behavior & Organization, Elsevier, vol. 60(1), pages 70-84, May.

    Cited by:

    1. Andrea Morone & Giovanni Ferri, 2008. "The Effect of Rating Agencies on Herd Behaviour," SERIES 0022, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", revised Nov 2008.
    2. 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.
    3. Casari, Marco, 2008. "Markets in equilibrium with firms out of equilibrium: A simulation study," Journal of Economic Behavior & Organization, Elsevier, vol. 65(2), pages 261-276, February.
    4. Lux, Thomas, 2008. "Stochastic behavioral asset pricing models and the stylized facts," Kiel Working Papers 1426, Kiel Institute for the World Economy (IfW Kiel).
    5. Lux, Thomas, 2008. "Stochastic behavioral asset pricing models and the stylized facts," Economics Working Papers 2008-08, Christian-Albrechts-University of Kiel, Department of Economics.
    6. Sylvie Geisendorf, 2011. "Internal selection and market selection in economic Genetic Algorithms," Journal of Evolutionary Economics, Springer, vol. 21(5), pages 817-841, December.
    7. Georges, Christophre & Wallace, John C., 2009. "Learning Dynamics And Nonlinear Misspecification In An Artificial Financial Market," Macroeconomic Dynamics, Cambridge University Press, vol. 13(5), pages 625-655, November.
    8. Manahov, Viktor & Hudson, Robert & Gebka, Bartosz, 2014. "Does high frequency trading affect technical analysis and market efficiency? And if so, how?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 28(C), pages 131-157.
    9. Alfarano, Simone & Lux, Thomas, 2007. "A Noise Trader Model As A Generator Of Apparent Financial Power Laws And Long Memory," Macroeconomic Dynamics, Cambridge University Press, vol. 11(S1), pages 80-101, November.
    10. E. Samanidou & E. Zschischang & D. Stauffer & T. Lux, 2007. "Agent-based Models of Financial Markets," Papers physics/0701140, arXiv.org.
    11. Georges, Christophre, 2008. "Staggered updating in an artificial financial market," Journal of Economic Dynamics and Control, Elsevier, vol. 32(9), pages 2809-2825, September.
    12. Waltman, L. & van Eck, N.J.P., 2009. "A Mathematical Analysis of the Long-run Behavior of Genetic Algorithms for Social Modeling," ERIM Report Series Research in Management ERS-2009-011-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    13. Georges, Christophre, 2008. "Bounded memory, overparameterized forecast rules, and instability," Economics Letters, Elsevier, vol. 98(2), pages 129-135, February.

  7. Christophre Georges, 2002. "An Efficiency Wage Model With Persistent Cycles," Economics Bulletin, AccessEcon, vol. 5(3), pages 1-6.

    Cited by:

    1. M Guerrazzi, 2008. "A Dynamic Efficiency-Wage Model with Continuous Effort and Externalities," Economic Issues Journal Articles, Economic Issues, vol. 13(2), pages 37-58, September.

  8. Warner, Elizabeth J & Georges, Christophre, 2001. "The Credit Channel of Monetary Policy Transmission: Evidence from Stock Returns," Economic Inquiry, Western Economic Association International, vol. 39(1), pages 74-85, January.

    Cited by:

    1. Den Haan, Wouter & Sumner, Steven & Yamashiro, Guy, 2004. "Banks' Loan Portfolio and the Monetary Transmission Mechanism," CEPR Discussion Papers 4725, C.E.P.R. Discussion Papers.
    2. Ellis B. Heath & Seth J. Kopchak, 2015. "The Response of the Mexican Equity Market to US Monetary Surprises," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 14(2), pages 87-111, August.
    3. Basistha, Arabinda & Kurov, Alexander, 2008. "Macroeconomic cycles and the stock market's reaction to monetary policy," Journal of Banking & Finance, Elsevier, vol. 32(12), pages 2606-2616, December.
    4. Silvo Dajcman & Josip Tica, 2017. "The broad credit and bank capital channels of monetary policy transmission in the core and peripheral Euro Area," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 35(2), pages 249-275.
    5. Haitsma, Reinder & Unalmis, Deren & de Haan, Jakob, 2016. "The impact of the ECB's conventional and unconventional monetary policies on stock markets," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 101-116.
    6. McCredie, Bronwyn & Docherty, Paul & Easton, Steve & Uylangco, Katherine, 2016. "The channels of monetary policy triggered by central bank actions and statements in the Australian equity market," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 46-61.
    7. Burton A. Abrams & Margaret Z. Clarke & Russell F. Settle, 2003. "Do Banks Matter? A Credit View Model for Small Open Economies," Working Papers 03-13, University of Delaware, Department of Economics.
    8. Miao Jia, 2016. "The Long-Run Effects of the Fed’s Monetary Policy on the Dynamics among Major Asset Classes," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 51(1), pages 9-19, September.

  9. Georges, Christophre, 1998. "Profit-Shares, Bargaining, and Unemployment," Economic Inquiry, Western Economic Association International, vol. 36(2), pages 286-291, April.

    Cited by:

    1. George J. Bratsiotis, 2005. "Influential Price and Wage Setters, Monetary Policy and Real Effects," Economics Discussion Paper Series 0540, Economics, The University of Manchester.
    2. Goerke, Laszlo, 2012. "Profit Sharing and Relative Consumption," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 66064, Verein für Socialpolitik / German Economic Association.
    3. Chia-ying Liu & Juin-jen Chang, 2011. "Macroeconomic implications of a sharing compensation scheme in a model of endogenous growth," Journal of Economics, Springer, vol. 102(1), pages 57-75, January.

  10. Thomas R. Michl & Christophre Georges, 1996. "Debt and Taxes in a Marxian Growth Model," Review of Radical Political Economics, Union for Radical Political Economics, vol. 28(3), pages 50-56, September.

    Cited by:

    1. Thomas Michl, 2006. "Capitalists, workers, and the burden of debt," Review of Political Economy, Taylor & Francis Journals, vol. 18(4), pages 449-467.
    2. Hager, Sandy Brian, 2013. "Public Debt, Ownership and Power: The Political Economy of Distribution and Redistribution," EconStor Theses, ZBW - Leibniz Information Centre for Economics, number 157991, September.
    3. Thomas R. Michl, 2013. "Public debt, growth, and distribution," Review of Keynesian Economics, Edward Elgar Publishing, vol. 1(1), pages 120-144, January.

  11. Georges, Christophre, 1995. "Adjustment costs and indeterminacy in perfect foresight models," Journal of Economic Dynamics and Control, Elsevier, vol. 19(1-2), pages 39-50.

    Cited by:

    1. Georges, Christophre, 2003. "Adjustment costs, learning, and indeterminacy," Journal of Economic Dynamics and Control, Elsevier, vol. 28(1), pages 101-116, October.
    2. Wen, Yi, 1998. "Investment cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 22(7), pages 1139-1165, May.
    3. Muller, Tobias, 2003. "Migration, unemployment and discrimination," European Economic Review, Elsevier, vol. 47(3), pages 409-427, June.
    4. Wang, Pengfei & Wen, Yi, 2008. "Imperfect competition and indeterminacy of aggregate output," Journal of Economic Theory, Elsevier, vol. 143(1), pages 519-540, November.
    5. Saint-Paul, Gilles, 1998. "A framework for analyzing the political support for active labor market policy," Journal of Public Economics, Elsevier, vol. 67(2), pages 151-165, February.
    6. Pengfei Wang & Yi Wen, 2007. "Incomplete information and self-fulfilling prophecies," Working Papers 2007-033, Federal Reserve Bank of St. Louis.
    7. Pengfei Wang & Yi Wen, 2006. "Imperfect competition and sunspots," Working Papers 2006-015, Federal Reserve Bank of St. Louis.
    8. Kalulumia, Pene & Nyankiye, Francine, 2000. "Labor Adjustment Costs, Macroeconomic Shocks and Real Business Cycles in a Small Open Economy," Journal of Macroeconomics, Elsevier, vol. 22(4), pages 671-694, October.
    9. Turnovsky, Stephen J. & Basher, Md.A., 2009. "Fiscal policy and the structure of production in a two-sector developing economy," Journal of Development Economics, Elsevier, vol. 88(2), pages 205-216, March.
    10. Guo, Jang-Ting & Lansing, Kevin J., 2002. "Fiscal Policy, Increasing Returns, And Endogenous Fluctuations," Macroeconomic Dynamics, Cambridge University Press, vol. 6(5), pages 633-664, November.
    11. Chun-chieh Huang & Ching-chong Lai & Juin-jen Chang, 2004. "Working Hours Reduction and Endogenous Growth," IEAS Working Paper : academic research 04-A006, Institute of Economics, Academia Sinica, Taipei, Taiwan.
    12. Christophre Georges, 2002. "An Efficiency Wage Model With Persistent Cycles," Economics Bulletin, AccessEcon, vol. 5(3), pages 1-6.
    13. M Guerrazzi, 2008. "A Dynamic Efficiency-Wage Model with Continuous Effort and Externalities," Economic Issues Journal Articles, Economic Issues, vol. 13(2), pages 37-58, September.
    14. Chang, Juin-jen & Huang, Chun-chieh & Lai, Ching-chong, 2007. "Working hours reduction and wage contracting style in a dynamic model with labor adjustment costs," Journal of Economic Dynamics and Control, Elsevier, vol. 31(3), pages 971-993, March.
    15. Jinill Kim, 1998. "Indeterminacy and investment adjustment costs," Finance and Economics Discussion Series 1998-38, Board of Governors of the Federal Reserve System (U.S.).

  12. Georges, Christophre, 1994. "Unemployment persistence under profit sharing," Economics Letters, Elsevier, vol. 45(3), pages 329-334.

    Cited by:

    1. Gilberto Tadeu Lima & Jaylson Jair Silveira, 2021. "Evolutionary microdynamics of employee profit sharing as productivity-enhancing device," Journal of Evolutionary Economics, Springer, vol. 31(2), pages 417-449, April.

  13. Georges Christophre, 1994. "A Dynamic Macroeconomic Model of the Labor-Managed Economy," Journal of Comparative Economics, Elsevier, vol. 18(1), pages 46-63, February.

    Cited by:

    1. Nyssens, Marthe & Van der Linden, Bruno, 1998. "Embeddedness, cooperation and popular-economy firms in the informal sector," LIDAM Discussion Papers IRES 1998025, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), revised 00 Oct 1998.
    2. Simon COMMANDER & Natalia ISACHENKOVA & Yulia RODIONOVA, 2013. "Informal employment dynamics in Ukraine: An analytical model of informality in transition economies," International Labour Review, International Labour Organization, vol. 152(3-4), pages 445-467, December.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-EVO: Evolutionary Economics (1) 2001-05-02
  2. NEP-FMK: Financial Markets (1) 2001-05-02
  3. NEP-IFN: International Finance (1) 2001-05-02

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