Printed from https://ideas.repec.org/s/ams/cdws01.html
Content
2001
- 5B.4 Dollarization Hysteresis and Network Externalities: The Case of Russia
by Nienke Oomes & Andrei Shinkevich - 5A.4 Microeconomic Models for Long-Memory in the Volatility of Financial Time Series
by Gilles Teyssière & Alan Kirman - 5B.3 Neural Networks, VECM's and Divisia Money: Evidence from Taiwan
by Alicia M. Gazely & Jane Binner & Shu-Heng Chen - 5A.3 Asset pricing experiments
by Henk van de Velden - 5A.2 Asset Price and Wealth Dynamics under Heterogeneous Expectations
by Xue-Zhong (Tony) He & Carl Chiarella - 5B.2 Wealth Distribution, Investment in Human Capital and Occupational Choice when Capital Markets are Imperfect
by Riccarda Longaretti - 5A.1 Adaptive Beliefs and the volatility of asset prices
by Andrea Gaunersdorfer & Cars Hommes & Florian Wagener - 4A.4 Success and Failure of Technical Trading Strategies in the Cocoa Futures Market
by Gerwin Griffioen & Peter Boswijk & Cars Hommes - 4B.4 Beliefs Equilbria in an Overlapping Generations Model
by Jan Tuinstra - 4A.3 A Distribution-Based Method For Evaluating Multiscaling In Finance
by Sergio Bianchi - 4B.3 Near-Future Expectations, Intertemporal Substitution, and Business Cycles
by Toshiya Ishikawa - 4A.2 EMU and the Stability and Volatility of Exchange Rates
by Mikael Bask & Xavier de Luna - 4B.2 Business Cycle Models: closing the gap between the different approaches
by Robin de Vilder - 4B.1 Bifurcation-routes leading to multistability in a business-cycle model
by Roberto Dieci & Gian Italo Bischi & Laura Gardini - 4A.1 Chaos and the exchange rate
by Daniela Federici & Giancarlo Gandolfo - 3B.4 Asymmetries and Interaction cycles in Financial Markets
by Roberto Leombruni & Domenico delli Gatti & Mauro Gallegati - 3A.4 Testing for Independence and Linearity using the Correlation Integral
by Sebastiano Manzan - 3B.3 On the Nonlinear Dynamics of Models with a Cash-in-advance Constraint
by Jean-Paul Barinci - 3A.3 Maximum Likelihood Estimations of SDE Dynamics Based on Discrete Time Data How well does the Euler Method Perform?
by Chin-Ying Hsiao & Willi Semmler - 3B.2 On The Dynamical Complexities Of Heterogeneous Growth Rates Paths
by Jean-Pierre Drugeon - 3A.2 Is the German Stock Market Chaotic ? Some NEGM- and BDS-test results for the DAX
by Oliver Moritz - 3A.1 A nonparametric bootstrap test for nonlinear Granger causality
by Cees Diks - 3B.1 Indeterminacy without Externalities
by Harutaka Takahashi - 2A.4 Stochastic Equilibrium: Learning by Exponential Smoothing
by Klaus Pötzelberger & Leopold Sögner - 2B.4 The Influence of Fairness in Multi-Issue and Multi-Stage Bargaining: An Evolutionary Simulation
by Han La Poutré & Enrico Gerding & David van Bragt - 2B.3 Evolving Automata Play the Alternating-Offers Game
by David van Bragt & Han La Poutré - 2A.3 On Dynamics in An Asset Pricing Model with Heterogeneous Expectations
by Taisei Kaizoji & Thomas Lux - 2A.2 The Influence of Heterogeneous Preferences on Asset Prices in an Incomplete Market Model
by Frank Niehaus - 2B.2 Reputation in Endogenous Production Teams
by D. Vencatachellum & M. Breton & P. St-Amour - 2B.1 Another Paper on Ultimatum Games.This Time: Agent Based Simulations
by Thomas Riechmann - 2A.1 Heterogeneous Beliefs in OLG Economies with Endogenous Random Asset Prices
by Jan Wenzelburger - 1B.4 Inflation Regimes in a Simple Model with Interacting Price-Setting Firms
by Edoardo Gaffeo - 1A.4 Adaptive Expectations Coordination in an Economy with Heterogeneous Agents
by Giorgio Negroni - 1B.3 The Phillips Curve as a Long-Run Phenomenon in a Macroeconomic Model with Complex Dynamics
by Gerd Weinrich & Luca Colombo - 1A.3 Expectations Driven Distortions in the Foreign Exchange Market
by Frank Westerhoff - 1B.2 Capital Accumulation And Moral Hazard In An Economy With Heterogeneous Agents
by Radim Bohacek - 1A.2 Rationalizability of Rational Expectations Equilibria on Asset Markets with Asymmetric Information and Learning from Prices
by Maik Heinemann - 1A.1 Error learning behaviour and stability revisited
by Domenico Colucci & V. Valori - 1B.1 Output and Interest Rates. Jump Variable and Phase Diagram Switching Methodologies
by Peter Flaschel & Carl Chiarella & Reiner Franke & Willi Semmler - PO9 Nonlinear deterministic forecasting of noisy financial time series: Does noise reduction matter?
by Abdol S. Soofi & Liangyue Cao - PO8 A new approach to energetic system modeling
by Roma Siugzdaite & Saulius Norvaisas - PO7 Advertising and congestion management policies for a museum temporary exhibition
by Stefania Funari & Bruno Viscolani - PO6 Time varying parameters and stability analysis
by Pietro Senesi - P5 Adaptive economizing in nonlinear environments: Implications for economic modelling and policy analysis
by Richard Day - PO5 Modeling the U.S. Short-Term Interest Rate by Mixture Autoregressive Processes
by Markku Lanne & Pentti Saikkonen - P4 Chaos in fictitious play
by Sebastian van Strien & Colin Sparrow & Christopher Harris - P3 Option prices and implied volatility dynamics under Bayesian learning
by Allan Timmerman & Massimo Guidolin - PO3 On Economic Model of Cycles
by Miloslav S. Vosvrda - P2 Multivariate extremes, aggregation and risk estimation
by Michel Dacorogna & Höskuldur Ari Hauksson & Thomas Domenig & Ulrich Müller & Gennady Samorodnitsky - PO2 Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach
by Jesús Otero & Costas Milas - P1 John Holland's legacy in economics: Artificial adaptive economic agents in retrospect - from 1986 to the present
by Shu-Heng Chen - PO1 Stochastic Consistent Expectations Equilibria
by Cars Hommes
2000
- 5B.1 Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan