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Replicator dynamics in a Cobweb model with rationally heterogeneous expectations
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- Shea, Paul, 2015. "Red herrings and revelations: does learning about a new variable worsen forecasts?," Economic Modelling, Elsevier, vol. 49(C), pages 395-406.
- Parke, William R. & Waters, George A., 2014.
"On The Evolutionary Stability Of Rational Expectations,"
Macroeconomic Dynamics, Cambridge University Press, vol. 18(7), pages 1581-1606, October.
- William R. Parke & George A. Waters, 2011. "On the Evolutionary Stability of Rational Expectations," Working Paper Series 20111002, Illinois State University, Department of Economics.
- Evans, George & Gibbs, Christopher & McGough, Bruce, 2021. "A Unified Model of Learning to Forecast," Working Papers 2021-10, University of Sydney, School of Economics.
- Goldbaum, David & Panchenko, Valentyn, 2010. "Learning and adaptation's impact on market efficiency," Journal of Economic Behavior & Organization, Elsevier, vol. 76(3), pages 635-653, December.
- Palczewski, Jan & Schenk-Hoppé, Klaus Reiner & Wang, Tongya, 2016.
"Itchy feet vs cool heads: Flow of funds in an agent-based financial market,"
Journal of Economic Dynamics and Control, Elsevier, vol. 63(C), pages 53-68.
- Jan Palczewsk & Klaus Reiner Schenk-Hoppé & Tongya Wang, 2015. "Itchy Feet vs Cool Heads: Flow of Funds in an Agent-based Financial Market," Economics Discussion Paper Series 1507, Economics, The University of Manchester.
- 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.
- Guse, Eran A., 2010. "Heterogeneous expectations, adaptive learning, and evolutionary dynamics," Journal of Economic Behavior & Organization, Elsevier, vol. 74(1-2), pages 42-57, May.
- 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.
- Pfajfar, D., 2012. "Formation of Rationally Heterogeneous Expectations," Discussion Paper 2012-083, Tilburg University, Center for Economic Research.
- 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.
- David Goldbaum, 2001. "Market Efficiency and Learning in an Endogenously Unstable Environment," Computing in Economics and Finance 2001 105, Society for Computational Economics.
- Shapiro, Dmitry, 2009. "Evolution of heterogeneous beliefs and asset overvaluation," Journal of Mathematical Economics, Elsevier, vol. 45(3-4), pages 277-292, March.
- David Goldbaum, 2013. "Learning and Adaptation as a Source of Market Failure," Working Paper Series 14, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Alberto Locarno, 2012. "Monetary policy in a model with misspecified, heterogeneous and ever-changing expectations," Temi di discussione (Economic working papers) 888, Bank of Italy, Economic Research and International Relations Area.
- 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.
- Andrea Giusto, 2015.
"Learning to Agree: A New Perspective on Price Drift,"
Economics Bulletin, AccessEcon, vol. 35(1), pages 276-282.
- Andrea Giusto, 2013. "Learning to Agree: A New Perspective on Price Drift," Working Papers daleconwp2014-02, Dalhousie University, Department of Economics.
- Goldbaum, David, 2021. "The origins of influence," Economic Modelling, Elsevier, vol. 97(C), pages 380-396.
- Christopher G. Gibbs, 2017.
"Forecast combination, non-linear dynamics, and the macroeconomy,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(3), pages 653-686, March.
- Christopher Gibbs, 2015. "Forecast Combination, Non-linear Dynamics, and the Macroeconomy," Discussion Papers 2015-05, School of Economics, The University of New South Wales.
- Goldbaum, David, 2006. "Self-organization and the persistence of noise in financial markets," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1837-1855.
- Eran Guse & M. C. Sunny Wong, 2022. "Communication and Learning: The Bilateral Information Transmission in the Cobweb Model," Computational Economics, Springer;Society for Computational Economics, vol. 60(2), pages 693-723, August.
- Waters, George A., 2010. "Instability in the cobweb model under the BNN dynamic," Journal of Mathematical Economics, Elsevier, vol. 46(2), pages 230-237, March.
- Berardi, Michele, 2015.
"On the fragility of sunspot equilibria under learning and evolutionary dynamics,"
Journal of Economic Behavior & Organization, Elsevier, vol. 112(C), pages 251-265.
- Michele Berardi, 2013. "On the fragility of sunspot equilibria under learning and evolutionary dynamics," Centre for Growth and Business Cycle Research Discussion Paper Series 186, Economics, The University of Manchester.
- Sögner, Leopold, 2015. "Learning, convergence and economic constraints," Mathematical Social Sciences, Elsevier, vol. 75(C), pages 27-43.
- David Goldbaum, 2016. "Networks formation to assist decision making," Working Paper Series 37, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Paul Grauwe, 2011. "Animal spirits and monetary policy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 423-457, June.
- Ahmad Naimzada & Marina Pireddu, 2020. "A general equilibrium evolutionary model with two groups of agents, generating fashion cycle dynamics," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(1), pages 155-185, June.
- Yingying Xu & Zhixin Liu & Xing Zhang, 2017. "Heterogeneous Or Homogeneous Inflation Expectation Formation Models: A Case Study Of Chinese Households And Financial Participants," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 62(04), pages 859-874, September.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- repec:wvu:wpaper:10-18 is not listed on IDEAS
- Pfajfar, D. & Santoro, E., 2008. "Asymmetries in Inflation Expectation Formation Across Demographic Groups," Cambridge Working Papers in Economics 0824, Faculty of Economics, University of Cambridge.
- Granato, Jim & Guse, Eran A. & Wong, M. C. Sunny, 2008.
"Learning From The Expectations Of Others,"
Macroeconomic Dynamics, Cambridge University Press, vol. 12(3), pages 345-377, June.
- Granato, J. & Guse, E. & Sunny Wong, M.C., 2006. "Learning from the Expectations of Others," Cambridge Working Papers in Economics 0605, Faculty of Economics, University of Cambridge.
- Jim Granato & Eran Guse & Sunny Wong, 2006. "Learning From the Expectations of Others," Computing in Economics and Finance 2006 449, Society for Computational Economics.
- Michele Berardi, 2021.
"Discrete beliefs space and equilibrium: a cautionary note,"
Journal of Evolutionary Economics, Springer, vol. 31(2), pages 505-532, April.
- Michele Berardi, 2018. "Discrete beliefs space and equilibrium: a cautionary note," Centre for Growth and Business Cycle Research Discussion Paper Series 242, Economics, The University of Manchester.
- 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.
- Paul De Grauwe, 2012. "Lectures on Behavioral Macroeconomics," Economics Books, Princeton University Press, edition 1, volume 1, number 9891.
- Guse, Eran A., 2014. "Adaptive learning, endogenous uncertainty, and asymmetric dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 40(C), pages 355-373.
- Michele Berardi, 2015. "Expectations formation under adaptive learning and evolutionary dynamics," Centre for Growth and Business Cycle Research Discussion Paper Series 206, Economics, The University of Manchester.
- David Goldbaum, 2009. "Follow the Leader: Steady State Analysis of a Dynamic Social Network," Working Paper Series 158, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Michele Berardi, 2011. "Heterogeneous sunspots solutions under learning and replicator dynamics," Centre for Growth and Business Cycle Research Discussion Paper Series 160, Economics, The University of Manchester.
- Naimzada, Ahmad & Pireddu, Marina, 2020. "Rational expectations (may) lead to complex dynamics in a Muthian cobweb model with heterogeneous agents," Journal of Economic Behavior & Organization, Elsevier, vol. 177(C), pages 415-432.
- Guo Feng & Liu Chong & Shi Qingling, 2019. "Smart or stupid depends on who is your counterpart: a cobweb model with heterogeneous expectations," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(5), pages 1-17, December.
- Goldbaum, David, 2017.
"Divergent Behavior in Markets with Idiosyncratic Private Information,"
Review of Behavioral Economics, now publishers, vol. 4(2), pages 181-213, September.
- David Goldbaum, 2016. "Divergent behavior in markets with idiosyncratic private information," Working Paper Series 34, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- David Goldbaum, 2004.
"On the Possibility of Informationally Efficient Markets,"
Computing in Economics and Finance 2004
139, Society for Computational Economics.
- David Goldbaum, 2004. "On the Possibility of Informationally Efficient Markets," Working Papers Rutgers University, Newark 2004-009, Department of Economics, Rutgers University, Newark.
- Xu, Yingying & Chang, Hsu-Ling & Lobonţ, Oana-Ramona & Su, Chi-Wei, 2016. "Modeling heterogeneous inflation expectations: empirical evidence from demographic data?," Economic Modelling, Elsevier, vol. 57(C), pages 153-163.
- Giusto, Andrea, 2014. "Adaptive learning and distributional dynamics in an incomplete markets model," Journal of Economic Dynamics and Control, Elsevier, vol. 40(C), pages 317-333.