| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Dynamic Analysis of Moving Average Rules |
7 |
16 |
95 |
487 |
24 |
66 |
332 |
1,315 |
| A Dynamic Analysis of Moving Average Rules |
3 |
9 |
45 |
421 |
9 |
32 |
147 |
1,259 |
| A Dynamic Analysis of Moving Average Rules |
3 |
10 |
32 |
41 |
8 |
29 |
99 |
125 |
| A Dynamical Analysis of Moving Average Rules |
0 |
0 |
0 |
9 |
14 |
51 |
161 |
1,209 |
| A Nonlinear Structural Model for Volatility Clustering |
0 |
0 |
0 |
35 |
4 |
13 |
42 |
401 |
| A Rational Route to Randomness |
0 |
0 |
0 |
0 |
3 |
12 |
62 |
659 |
| A Robust Rational Route to in a Simple Asset Pricing Model (revised March 2004) |
0 |
2 |
8 |
8 |
1 |
9 |
27 |
27 |
| A nonlinear structural model for volatility clustering |
0 |
6 |
13 |
17 |
1 |
9 |
25 |
36 |
| Adaptive Beliefs and the volatility of asset prices |
1 |
3 |
13 |
240 |
1 |
7 |
24 |
518 |
| Adaptive Rational Equilibrium with Forward Looking Agents, fortcoming in International Journal of Economic Theory (IJET) 2006, special issue in honor of Jean-Michel Grandmont |
1 |
2 |
14 |
17 |
10 |
27 |
88 |
109 |
| Behavioral Heterogeneity in Stock Prices |
4 |
7 |
38 |
217 |
9 |
21 |
86 |
602 |
| Behavioral Heterogeneity in Stock Prices |
0 |
4 |
14 |
16 |
1 |
14 |
49 |
57 |
| Bifurcation Routes to Volatility Clustering |
0 |
0 |
0 |
14 |
0 |
2 |
7 |
171 |
| Bifurcation Routes to Volatility Clustering |
0 |
0 |
7 |
115 |
1 |
4 |
34 |
387 |
| Bifurcation Routes to Volatility Clustering under Evolutionary Learning |
0 |
1 |
3 |
5 |
1 |
4 |
18 |
23 |
| Bounded Rationality and Learning in Complex Markets |
6 |
14 |
43 |
55 |
14 |
32 |
86 |
114 |
| Cobweb Dynamics under Bounded Rationality |
0 |
0 |
0 |
44 |
3 |
6 |
30 |
316 |
| Complex Evolutionary Systems in Behavioral Finance |
5 |
10 |
58 |
103 |
8 |
19 |
104 |
173 |
| Complex Nonlinear Dynamics and Computational Methods |
0 |
0 |
0 |
0 |
1 |
4 |
16 |
145 |
| Complex evolutionary systems in behavioral finance |
4 |
5 |
23 |
62 |
5 |
12 |
41 |
62 |
| Complexity, Evolution and Learning: a simple story of heterogeneous expectations and some empirical and experimental validation |
0 |
4 |
18 |
20 |
2 |
11 |
42 |
51 |
| Consistent Expectations Equilibria |
0 |
0 |
0 |
0 |
2 |
3 |
13 |
162 |
| Consistent Expectations Equilibria and Complex Dynamics in Renewable Resource Markets |
0 |
0 |
0 |
29 |
2 |
4 |
16 |
211 |
| Consistent Expectations Equilibria and Complex Dynamics in Renewable Resource Markets |
0 |
0 |
0 |
0 |
2 |
4 |
9 |
94 |
| Consistent Expectations Equilibria and Complex Dynamics in Renewable Resource Markets |
1 |
1 |
3 |
79 |
2 |
4 |
7 |
132 |
| Coordination of Expectations in Asset Pricing Experiments |
2 |
4 |
16 |
104 |
4 |
11 |
51 |
362 |
| Coordination of Expectations in Asset Pricing Experiments |
3 |
4 |
10 |
28 |
5 |
10 |
32 |
71 |
| Coordination of Expectations in Asset Pricing Experiments (Revised June 2003) |
0 |
0 |
2 |
2 |
0 |
2 |
12 |
14 |
| Coordination of Expectations in Asset Pricing Experiments (Version March 2004) |
0 |
1 |
4 |
4 |
1 |
4 |
14 |
17 |
| Do hedging instruments stabilize markets? |
0 |
0 |
0 |
0 |
1 |
9 |
49 |
588 |
| Does eductive stability imply evolutionary stability? |
0 |
0 |
1 |
1 |
0 |
3 |
8 |
9 |
| E&F Chaos: a user friendly software package for nonlinear economic dynamics |
4 |
11 |
44 |
58 |
9 |
39 |
149 |
192 |
| Economic Dynamics, Contribution to the Encyclopedia of Nonlinear Science, Alwyn Scott (ed.), Routledge, 2004 |
0 |
1 |
3 |
4 |
2 |
5 |
12 |
18 |
| Endogenous Fluctuations under Evolutionary Pressure in Cournot Competition |
0 |
0 |
0 |
25 |
2 |
6 |
33 |
271 |
| Evolution of Market Heuristics |
2 |
4 |
15 |
21 |
6 |
14 |
43 |
65 |
| Evolutionary Dynamics in Financial Markets With Many Trader Types |
0 |
0 |
0 |
72 |
1 |
7 |
45 |
714 |
| Evolutionary dynamics in financial markets with many trader types |
0 |
1 |
11 |
232 |
0 |
4 |
23 |
514 |
| Evolutionary dynamics in financial markets with many trader types |
0 |
0 |
0 |
0 |
3 |
18 |
105 |
617 |
| Evolutionary dynamics in markets with many trader types |
2 |
8 |
22 |
23 |
11 |
26 |
57 |
65 |
| Expectation Driven Price Volatility in an Experimental Cobweb Economy |
0 |
0 |
0 |
15 |
5 |
9 |
27 |
205 |
| Financial Markets as Nonlinear Adaptive Evolutionary Systems |
1 |
7 |
49 |
497 |
2 |
12 |
97 |
824 |
| Financial Markets as Nonlinear Adaptive Evolutionary Systems |
0 |
0 |
0 |
60 |
3 |
7 |
30 |
429 |
| Forming price expectations in positive and negative feedback systems |
0 |
1 |
2 |
2 |
5 |
15 |
35 |
42 |
| Forward and Backward Dynamics in Implicitly Defined Overlapping Generations Models |
0 |
0 |
23 |
23 |
2 |
6 |
54 |
54 |
| Hetergeneous Beliefs and Routes to Chaos in a Simple Asset Pricing Model |
0 |
0 |
0 |
1 |
1 |
7 |
22 |
703 |
| Heterogeneous Agent Models in Economics and Finance |
9 |
26 |
109 |
418 |
12 |
43 |
178 |
740 |
| Heterogeneous Agent Models in Economics and Finance, In: Handbook of Computational Economics II: Agent-Based Computational Economics, edited by Leigh Tesfatsion and Ken Judd, Elsevier, Amsterdam 2006, pp.1109-1186 |
2 |
2 |
13 |
15 |
3 |
5 |
22 |
28 |
| Heterogeneous Agent Models: Two Simple Case Studies |
4 |
6 |
54 |
276 |
12 |
23 |
136 |
735 |
| Heterogeneous Agents Models: two simple examples, forthcoming In: Lines, M. (ed.) Nonlinear Dynamical Systems in Economics, CISM Courses and Lectures, Springer, 2005, pp.131-164 |
0 |
3 |
16 |
24 |
4 |
15 |
59 |
90 |
| Heterogeneous Beliefs and the Non-Linear Cobweb Model |
0 |
0 |
0 |
0 |
3 |
7 |
25 |
238 |
| Heterogeneous beliefs and and routes to complez dynamics in asset pricing models with price contingent contracts |
4 |
8 |
17 |
19 |
4 |
12 |
43 |
49 |
| Heterogeneous beliefs and routes to complex dynamics in asset pricing models with price contingent contracts |
1 |
3 |
12 |
75 |
2 |
6 |
18 |
241 |
| Individual Expectations and Aggregate Behavior in Learning to Forecast Experiments |
5 |
10 |
71 |
71 |
11 |
29 |
119 |
119 |
| Interacting Agents in Finance |
3 |
4 |
24 |
129 |
4 |
14 |
44 |
289 |
| 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 |
1 |
4 |
10 |
13 |
1 |
8 |
42 |
61 |
| Interest Rate Rules and Macroeconomic Stability under Heterogeneous Expectations |
1 |
1 |
2 |
2 |
5 |
10 |
15 |
15 |
| Interest Rate Rules with Heterogeneous Expectations |
4 |
15 |
47 |
69 |
6 |
23 |
86 |
112 |
| Investment constrained endogenous business cycles in a two-dimensional OLG model |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
170 |
| Learning in Coweb Experiments |
0 |
0 |
2 |
2 |
0 |
4 |
20 |
23 |
| Mean Reversion, Bubbles and Heterogeneous Beliefs in Stock Prices |
0 |
0 |
9 |
185 |
1 |
4 |
20 |
248 |
| Modeling the stylized facts in finance through simple nonlinear adaptive systems |
1 |
3 |
15 |
18 |
4 |
11 |
50 |
58 |
| Models of Compelxity in Economics and Finance |
0 |
1 |
19 |
342 |
1 |
4 |
33 |
876 |
| More Hedging Instruments may destablize Markets |
0 |
1 |
16 |
59 |
3 |
8 |
71 |
212 |
| More hedging instruments may destabilize markets |
1 |
1 |
2 |
2 |
1 |
5 |
16 |
16 |
| More hedging instruments may destabilize markets |
1 |
1 |
8 |
11 |
2 |
7 |
25 |
40 |
| More hedging instruments may destabilize markets (Revised version, April 2008) |
3 |
8 |
33 |
39 |
4 |
12 |
61 |
79 |
| Nonlocal onset of instability in an asset pricing model with heterogeneous agents |
0 |
0 |
1 |
1 |
0 |
3 |
11 |
12 |
| Price Stability and Volatility in Markets with Positive and Negative Expectations Feedback: An Experimental Investigation |
3 |
5 |
21 |
26 |
5 |
16 |
59 |
75 |
| Price Stability and Volatility in Markets with Positive and Negative Expectations Feedback: An Experimental Investigation |
0 |
2 |
7 |
7 |
3 |
11 |
25 |
25 |
| Price expectations in the laboratory in positive and negative feedback systems |
1 |
1 |
5 |
39 |
5 |
12 |
32 |
254 |
| Rational Routes to Randomness |
0 |
0 |
0 |
1 |
1 |
2 |
15 |
147 |
| Rational Routes to Randomness |
0 |
0 |
0 |
0 |
6 |
9 |
166 |
543 |
| Rational animal spirits |
0 |
5 |
25 |
220 |
1 |
8 |
34 |
422 |
| STOCHASTIC CONSISTENT EXPECTATIONS EQUILIBRIA |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
183 |
| Stochastic Consistent Expectations Equilibria |
0 |
0 |
0 |
0 |
1 |
3 |
9 |
167 |
| Succes and Failure of Technical Trading Strategies in the Cocoa Futures Market |
0 |
0 |
0 |
0 |
9 |
40 |
104 |
750 |
| Succes and Failure of Technical Trading Strategies in the Cocoa Futures Markets |
0 |
0 |
0 |
49 |
2 |
4 |
32 |
560 |
| Success and Failure of Technical Trading Strategies in the Cocoa Futures Market |
0 |
0 |
0 |
1 |
1 |
8 |
44 |
794 |
| Success and Failure of Technical Trading Strategies in the Cocoa Futures Market |
3 |
11 |
29 |
359 |
6 |
19 |
71 |
842 |
| Testing for Nonlinear Structure and Chaos in Economic Time Series: A Comment |
1 |
4 |
17 |
18 |
1 |
6 |
24 |
28 |
| Testing for Nonlinear Structure and Chaos in Economic Time. A Comment |
1 |
2 |
17 |
120 |
4 |
13 |
41 |
266 |
| The Instability of a Heterogeneous Cobweb economy: a Strategy Experiment on Expectation Formation |
0 |
2 |
7 |
90 |
3 |
11 |
45 |
371 |
| Total Working Papers |
98 |
265 |
1,237 |
5,906 |
322 |
1,030 |
4,270 |
24,010 |