My bibliography
Save this item
The fragility of sunspots and bubbles
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Marimon Ramon & Spear Stephen E. & Sunder Shyam, 1993.
"Expectationally Driven Market Volatility: An Experimental Study,"
Journal of Economic Theory, Elsevier, vol. 61(1), pages 74-103, October.
- Marimon, R. & Spear, S. & Sunder, S., 1991. "Expectationally-Driven Market Volatility: An Experimental Study," GSIA Working Papers 1991-3, Carnegie Mellon University, Tepper School of Business.
- Ramon Marimon & Stephen E. Spear & Shyam Sunder, 1993. "Expectationally-driven market volatility: An experimental study," Economics Working Papers 21, Department of Economics and Business, Universitat Pompeu Fabra.
- Ramon Marimon & Stephen E. Spear & Shyam Sunder, 1992. "Expectationally-driven market volatility: an experimental study," Discussion Paper / Institute for Empirical Macroeconomics 73, Federal Reserve Bank of Minneapolis.
- Evans George W & Honkapohja Seppo M.S. & Marimon Ramon, 2007.
"Stable Sunspot Equilibria in a Cash-in-Advance Economy,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 7(1), pages 1-38, January.
- George W. Evans & Seppo Honkapohja & Ramon Marimon, 2001. "Stable Sunspot Equilibria in a Cash-in-Advance Economy," CESifo Working Paper Series 611, CESifo.
- George W. Evans & Seppo Honkapohja & Ramon Marimon, 2003. "Stable Sunspot Equilibria in a Cash-in-Advance Economy," Working Papers 14, Barcelona School of Economics.
- George W. Evans & Seppo Honkapohja & Ramon Marimon, 2002. "Stable Sunspot Equilibira in a Cash-in-Advance Economy," University of Oregon Economics Department Working Papers 2001-5, University of Oregon Economics Department, revised 15 Nov 2005.
- George W. Evans & Seppo Honkapohja & Ramon Marimon, 2004. "Stable sunspot equilibria in a cash-in-advance economy," Economics Working Papers 844, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2005.
- Bennett T. McCallum, 2000. "Role of the Minimal State Variable Criterion," NBER Working Papers 7087, National Bureau of Economic Research, Inc.
- McCallum, Bennett T., 2003.
"Multiple-solution indeterminacies in monetary policy analysis,"
Journal of Monetary Economics, Elsevier, vol. 50(5), pages 1153-1175, July.
- Bennett McCallum, "undated". "Multiple-Solution Indeterminacies in Monetary Policy Analysis," GSIA Working Papers 2003-E77, Carnegie Mellon University, Tepper School of Business.
- Bennett T. McCallum, 2003. "Multiple-Solution Indeterminacies in Monetary Policy Analysis," NBER Working Papers 9837, National Bureau of Economic Research, Inc.
- Ennis, Huberto M. & Keister, Todd, 2005.
"Government policy and the probability of coordination failures,"
European Economic Review, Elsevier, vol. 49(4), pages 939-973, May.
- Huberto M. Ennis & Todd Keister, 2003. "Government Policy and the Probability of Coordination Failures," Working Papers 0301, Centro de Investigacion Economica, ITAM.
- Evans, George W & McGough, Bruce, 2018. "Equilibrium selection, observability and backward-stable solutions," Journal of Monetary Economics, Elsevier, vol. 98(C), pages 1-10.
- Su, Chi-Wei & Li, Zheng-Zheng & Tao, Ran & Si, Deng-Kui, 2018. "Testing for multiple bubbles in bitcoin markets: A generalized sup ADF test," Japan and the World Economy, Elsevier, vol. 46(C), pages 56-63.
- Pei Kuang, 2014. "Learning Dynamics with Data (Quasi-) Differencing," Discussion Papers 15-06, Department of Economics, University of Birmingham.
- 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.
- Peter C. B. Phillips & Yangru Wu & Jun Yu, 2011.
"EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(1), pages 201-226, February.
- Peter C. B. Phillips & Yangru Wu & Jun Yu, 2007. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Working Papers 222007, Hong Kong Institute for Monetary Research.
- Peter C.B. Phillips & Yangru Wu & Jun Yu, 2009. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Cowles Foundation Discussion Papers 1699, Cowles Foundation for Research in Economics, Yale University.
- Peter C.B.Phillips & Yangru Wu & Jun Yu, 2009. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Working Papers CoFie-03-2008, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
- Peter C.B. PHILIPS & Yangru WU & Jun YU, 2009. "Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?," Working Papers 19-2009, Singapore Management University, School of Economics.
- Peter C.B. Philips & Yangru Wu & Jun Yu, 2009. "Explosive Behavior in the 1990s Nasdaq : When Did Exuberance Escalate Asset Values?," Finance Working Papers 23050, East Asian Bureau of Economic Research.
- Heinemann, Maik, 1997. "Convergence of Adaptive Learning and the Concept of Expectational Stability in Linear Rational Expectations Models with Multiple Equilibria," Hannover Economic Papers (HEP) dp-207, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- repec:wvu:wpaper:09-01 is not listed on IDEAS
- Honkapohja, Seppo & Mitra, Kaushik, 2004.
"Are non-fundamental equilibria learnable in models of monetary policy?,"
Journal of Monetary Economics, Elsevier, vol. 51(8), pages 1743-1770, November.
- Seppo Honkapohja & Kaushik Mitra, "undated". "Are Non-Fundamental Equilibria Learnable in Models of Monetary Policy?," Discussion Papers 01/05, Department of Economics, University of York.
- Kaushik Mitra & Seppo Honkapohja, 2004. "Are Non-Fundamental Equilibria Learnable in Models of Monetary Policy?," Royal Holloway, University of London: Discussion Papers in Economics 04/13, Department of Economics, Royal Holloway University of London, revised Jul 2004.
- Honkapohja, S. & Mitra, K., 2001. "Are Non-Fundamental Equilibria Learnable in Models of Monetary Policy?," University of Helsinki, Department of Economics 501, Department of Economics.
- Honkapohja, Seppo & Mitra, Kaushik, 2001. "Are Non-Fundamental Equilibria Learnable in Models of Monetary Policy?," CEPR Discussion Papers 2846, C.E.P.R. Discussion Papers.
- Emilio Barucci & Leonardo Landi, 1995. "Learning non-rational expectations equilibria," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 18(1), pages 15-31, March.
- Guocheng Xiang & Juan Tang & Shuntian Yao, 2022. "The Characteristics of the Housing Market and the Goal of Stable and Healthy Development in China’s Cities," JRFM, MDPI, vol. 15(10), pages 1-17, October.
- Sharma, Shahil & Escobari, Diego, 2018.
"Identifying price bubble periods in the energy sector,"
Energy Economics, Elsevier, vol. 69(C), pages 418-429.
- Sharma, Shahil & Escobari, Diego, 2017. "Identifying Price Bubble Periods in the Energy Sector," MPRA Paper 83355, University Library of Munich, Germany.
- Norbert Christopeit & Michael Massmann, 2013.
"Estimating Structural Parameters in Regression Models with Adaptive Learning,"
Tinbergen Institute Discussion Papers
13-111/III, Tinbergen Institute.
- Norbert Christopeit & Michael Massmann, 2015. "Estimating Structural Parameters in Regression Models with Adaptive Learning," Tinbergen Institute Discussion Papers 15-106/III, Tinbergen Institute.
- Kyriazis, Nikolaos & Papadamou, Stephanos & Corbet, Shaen, 2020. "A systematic review of the bubble dynamics of cryptocurrency prices," Research in International Business and Finance, Elsevier, vol. 54(C).
- Desgranges, Gabriel & Negroni, Giorgio, 2003.
"Expectations Coordination On A Sunspot Equilibrium: An Eductive Approach,"
Macroeconomic Dynamics, Cambridge University Press, vol. 7(1), pages 7-41, February.
- G. Desgranges & G. Negroni, 2001. "Expectations Coordination on a Sunspot Equilibrium: an Eductive Approach," THEMA Working Papers 2001-13, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Garratt, Anthony & Hall, Stephen G., 1997. "E-equilibria and adaptive expectations: Output and inflation in the LBS model," Journal of Economic Dynamics and Control, Elsevier, vol. 21(7), pages 1149-1171, June.
- Olivier Loisel, 2004. "Monetary policy rules to preclude booms and busts," Money Macro and Finance (MMF) Research Group Conference 2003 56, Money Macro and Finance Research Group.
- Evans, George W. & Honkapohja, Seppo, 2003.
"Expectational stability of stationary sunspot equilibria in a forward-looking linear model,"
Journal of Economic Dynamics and Control, Elsevier, vol. 28(1), pages 171-181, October.
- George W. Evans & Seppo Honkapohja, 2002. "Expectational Stability of Stationary Sunspot Equilibria in a Forward-looking Linear Model," University of Oregon Economics Department Working Papers 2001-9, University of Oregon Economics Department, revised 14 Jan 2002.
- Petia Ivanova, 2007. "The Fiscal Theory for the Cost Level and Monetarism," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 60-79.
- Christopher Gibbs & Nigel McClung, 2023.
"Does my model predict a forward guidance puzzle?,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 393-423, December.
- Gibbs, Christopher G. & McClung, Nigel, 2019. "Does my model predict a forward guidance puzzle?," Bank of Finland Research Discussion Papers 19/2019, Bank of Finland.
- Gibbs, Christopher G. & McClung, Nigel, 2019. "Does my model predict a forward guidance puzzle?," Bank of Finland Research Discussion Papers 19/2019, Bank of Finland.
- Gauthier, Stephane, 2002.
"Determinacy and Stability under Learning of Rational Expectations Equilibria,"
Journal of Economic Theory, Elsevier, vol. 102(2), pages 354-374, February.
- Gauthier, S., 1999. "Determinacy and Stability Under Learning of Rational Expectations Equilibria," G.R.E.Q.A.M. 99a46, Universite Aix-Marseille III.
- Stéphane Gauthier, 2002. "Determinacy and Stability under Learning of Rational Expectations Equilibria," Post-Print hal-00731065, HAL.
- Gauthier, S., 1999. "Determinacy and Stability under Learning of Rational Expectations Equilibria," DELTA Working Papers 1999-22, DELTA (Ecole normale supérieure).
- Van Zandt, Timothy & Lettau, Martin, 2003.
"Robustness Of Adaptive Expectations As An Equilibrium Selection Device,"
Macroeconomic Dynamics, Cambridge University Press, vol. 7(1), pages 89-118, February.
- Lettau, M. & Van Zandt, T., 1995. "Robustness of Adaptive Expections as an Equilibrium Selection Device," Papers 9598, Tilburg - Center for Economic Research.
- Lettau, M. & Van Zandt, T., 1995. "Robustness of adaptive expectations as an equilibrium selection device," Other publications TiSEM df555a8d-4472-4491-b65e-7, Tilburg University, School of Economics and Management.
- Lettau, M. & Van Zandt, T., 1995. "Robustness of adaptive expectations as an equilibrium selection device," Discussion Paper 1995-98, Tilburg University, Center for Economic Research.
- Van Zandt, Timothy & Lettau, Martin, 2001. "Robustness of Adaptive Expectations as an Equilibrium Selection Device," CEPR Discussion Papers 2882, C.E.P.R. Discussion Papers.
- Evans, George W. & McGough, Bruce, 2020. "Stable near-rational sunspot equilibria," Journal of Economic Theory, Elsevier, vol. 186(C).
- Christopher Gibbs & Nigel McClung, 2023.
"Does my model predict a forward guidance puzzle?,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 393-423, December.
- Christopher Gibbs & Nigel McClung, 2023. "Online Appendix to "Code and data files for "Does my model predict a forward guidance puzzle?"," Online Appendices 22-197, Review of Economic Dynamics.
- McCallum, Bennett T., 2007.
"E-stability vis-a-vis determinacy results for a broad class of linear rational expectations models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 31(4), pages 1376-1391, April.
- Bennett T. McCallum, 2006. "E-Stability vis-a-vis Determinacy Results for a Broad Class of Linear Rational Expectations Models," NBER Working Papers 12441, National Bureau of Economic Research, Inc.
- LeBaron, Blake & Arthur, W. Brian & Palmer, Richard, 1999.
"Time series properties of an artificial stock market,"
Journal of Economic Dynamics and Control, Elsevier, vol. 23(9-10), pages 1487-1516, September.
- Arthur, W.B. & LeBaron, B. & Palmer, R., 1997. "Time Series Properties of an Artificial Stock Market," Working papers 9725, Wisconsin Madison - Social Systems.
- Bennett T. Mccallum, 2003.
"Is The Fiscal Theory of the Price Level Learnable?,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 50(5), pages 634-649, November.
- Bennett T. McCallum, "undated". "Is The Fiscal Theory of the Price Level Learnable?," GSIA Working Papers 2003-24, Carnegie Mellon University, Tepper School of Business.
- Bennett T. McCallum, 2003. "Is the Fiscal Theory of the Price Level Learnable?," NBER Working Papers 9961, National Bureau of Economic Research, Inc.
- Kuang, Pei & Yao, Yao, 2017. "Are rational explosive solutions learnable?," Economics Letters, Elsevier, vol. 157(C), pages 62-66.
- Norbert Christopeit & Michael Massmann, 2010. "Consistent Estimation of Structural Parameters in Regression Models with Adaptive Learning," Tinbergen Institute Discussion Papers 10-077/4, Tinbergen Institute.
- 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.
- Guse, Eran A., 2005. "Stability properties for learning with heterogeneous expectations and multiple equilibria," Journal of Economic Dynamics and Control, Elsevier, vol. 29(10), pages 1623-1642, October.
- Stracca, Livio, 2004. "Behavioral finance and asset prices: Where do we stand?," Journal of Economic Psychology, Elsevier, vol. 25(3), pages 373-405, June.
- Dieppe, Alistair & Pandiella, Alberto González & Hall, Stephen & Willman, Alpo, 2013. "Limited information minimal state variable learning in a medium-scale multi-country model," Economic Modelling, Elsevier, vol. 33(C), pages 808-825.
- Driskill, Robert, 2006. "Multiple equilibria in dynamic rational expectations models: A critical review," European Economic Review, Elsevier, vol. 50(1), pages 171-210, January.
- Zheng-Zheng Li & Ran Tao & Chi-Wei Su & Oana-Ramona Lobonţ, 2019. "Does Bitcoin bubble burst?," Quality & Quantity: International Journal of Methodology, Springer, vol. 53(1), pages 91-105, January.
- George W. Evans & Seppo Honkapohja, 2001. "Expectational Stability of Resonant Frequency Sunspot Equilibria," CESifo Working Paper Series 497, CESifo.
- Lindstrom, Tomas, 1998. "A fuzzy design of the willingness to invest in Sweden," Journal of Economic Behavior & Organization, Elsevier, vol. 36(1), pages 1-17, July.
- Chryssi Giannitsarou, 2003. "Heterogeneous Learning," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(4), pages 885-906, October.
- Wenzelburger, Jan, 2006. "Learning in linear models with expectational leads," Journal of Mathematical Economics, Elsevier, vol. 42(7-8), pages 854-884, November.