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A Dynamic Analysis of Moving Average Rules |
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0 |
652 |
1 |
1 |
1 |
2,057 |
A Dynamic Analysis of Moving Average Rules |
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0 |
0 |
134 |
0 |
2 |
2 |
514 |
A Dynamic Analysis of Moving Average Rules |
0 |
0 |
0 |
496 |
1 |
1 |
3 |
1,516 |
A Dynamical Analysis of Moving Average Rules |
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0 |
0 |
9 |
0 |
1 |
2 |
1,642 |
A Nonlinear Structural Model for Volatility Clustering |
0 |
0 |
0 |
49 |
0 |
2 |
4 |
606 |
A Rational Route to Randomness |
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0 |
0 |
0 |
0 |
1 |
6 |
1,078 |
A Robust Rational Route to in a Simple Asset Pricing Model |
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0 |
0 |
20 |
0 |
0 |
1 |
117 |
A nonlinear structural model for volatility clustering |
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0 |
0 |
77 |
0 |
1 |
2 |
266 |
Adaptive Beliefs and the volatility of asset prices |
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1 |
1 |
269 |
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2 |
2 |
644 |
Adaptive Rational Equilibrium with Forward Looking Agents, fortcoming in International Journal of Economic Theory (IJET) 2006, special issue in honor of Jean-Michel Grandmont |
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0 |
0 |
52 |
0 |
1 |
1 |
345 |
Analyzing and forecasting economic crises with an agent-based model of the euro area |
2 |
3 |
7 |
29 |
2 |
5 |
15 |
35 |
Animal Spirits, Heterogeneous Expectations and the Amplification and Duration of Crises |
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0 |
0 |
28 |
0 |
1 |
2 |
111 |
Animal Spirits, Heterogeneous Expectations and the Emergence of Booms and Busts |
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0 |
0 |
49 |
0 |
2 |
2 |
126 |
Animal Spirits, Heterogeneous Expectations and the Emergence of Booms and Busts |
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1 |
1 |
53 |
0 |
1 |
2 |
135 |
Are Long-Horizon Expectations (De-)Stabilizing? Theory and Experiments |
0 |
0 |
2 |
49 |
0 |
0 |
2 |
129 |
Behavioral & experimental macroeconomics and policy analysis: a complex systems approach |
0 |
0 |
3 |
147 |
1 |
2 |
12 |
308 |
Behavioral Heterogeneity in Stock Prices |
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0 |
0 |
117 |
1 |
2 |
3 |
376 |
Behavioral Heterogeneity in Stock Prices |
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0 |
0 |
325 |
0 |
0 |
0 |
924 |
Behavioral Heterogeneity in U.S. Inflation Dynamics |
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0 |
1 |
94 |
1 |
2 |
4 |
168 |
Behavioral Heterogeneity in U.S. Inflation Dynamics |
1 |
1 |
2 |
87 |
1 |
1 |
3 |
289 |
Behavioral Learning Equilibria |
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0 |
0 |
14 |
0 |
1 |
1 |
64 |
Behavioral Learning Equilibria |
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0 |
2 |
122 |
0 |
0 |
2 |
234 |
Behavioral Learning Equilibria in New Keynesian Models |
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0 |
0 |
23 |
0 |
3 |
11 |
51 |
Behavioral Learning Equilibria, Persistence Amplification & Monetary Policy |
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0 |
0 |
34 |
0 |
1 |
3 |
91 |
Behaviorally Rational Expectations and Almost Self-Fulfilling Equilibria |
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0 |
0 |
27 |
0 |
0 |
1 |
74 |
Behaviorally Rational Expectations and Almost Self-Fulfilling Equilibria |
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0 |
0 |
19 |
0 |
1 |
2 |
96 |
Bifurcation Routes to Volatility Clustering |
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0 |
1 |
18 |
1 |
3 |
5 |
270 |
Bifurcation Routes to Volatility Clustering |
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0 |
0 |
141 |
0 |
2 |
2 |
469 |
Bifurcation Routes to Volatility Clustering under Evolutionary Learning |
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0 |
0 |
39 |
0 |
2 |
4 |
191 |
Booms, Busts and Behavioural Heterogeneity in Stock Prices |
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0 |
0 |
48 |
1 |
2 |
2 |
134 |
Booms, busts and behavioural heterogeneity in stock prices |
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0 |
0 |
16 |
0 |
1 |
1 |
70 |
Bounded Rationality and Learning in Complex Markets |
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0 |
3 |
206 |
2 |
4 |
9 |
511 |
Bubble Formation and (In)Efficient Markets in Learning-to-Forecast and -optimise Experiments |
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0 |
0 |
38 |
1 |
1 |
1 |
95 |
Bubble Formation and (In)efficient Markets in Learning-to-Forecast and -Optimize Experiments |
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0 |
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101 |
0 |
2 |
2 |
465 |
Bubbles, crashes and information contagion in large-group asset market experiments |
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1 |
29 |
0 |
0 |
1 |
59 |
CANVAS: A Canadian Behavioral Agent-Based Model |
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0 |
8 |
34 |
5 |
12 |
68 |
115 |
Cobweb Dynamics under Bounded Rationality |
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0 |
0 |
44 |
0 |
1 |
1 |
475 |
Comparing behavioural heterogeneity across asset classes |
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0 |
0 |
25 |
1 |
1 |
2 |
71 |
Complex Evolutionary Systems in Behavioral Finance |
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3 |
234 |
0 |
1 |
5 |
518 |
Complex Nonlinear Dynamics and Computational Methods |
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0 |
0 |
0 |
0 |
1 |
2 |
210 |
Complex evolutionary systems in behavioral finance |
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1 |
226 |
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1 |
6 |
471 |
Complexity, Evolution and Learning: a simple story of heterogeneous expectations and some empirical and experimental validation |
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67 |
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1 |
2 |
208 |
Consistent Expectations Equilibria and Complex Dynamics in Renewable Resource Markets |
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102 |
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0 |
1 |
196 |
Consistent Expectations Equilibria and Complex Dynamics in Renewable Resource Markets |
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0 |
1 |
33 |
0 |
1 |
2 |
292 |
Coordination of Expectations in Asset Pricing Experiments |
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1 |
164 |
0 |
1 |
2 |
542 |
Coordination of Expectations in Asset Pricing Experiments (Version March 2004) |
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0 |
0 |
17 |
1 |
2 |
2 |
90 |
Critical Slowing Down as Early Warning Signals for Financial Crises? |
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0 |
1 |
25 |
0 |
2 |
12 |
111 |
Detecting exuberance in house prices across Canadian cities |
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1 |
28 |
0 |
1 |
2 |
90 |
Do hedging instruments stabilize markets? |
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0 |
0 |
0 |
0 |
0 |
1 |
685 |
Do investors trade too much? A laboratory experiment |
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2 |
0 |
0 |
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43 |
Do investors trade too much? A laboratory experiment |
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76 |
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0 |
1 |
80 |
Does eductive stability imply evolutionary stability? |
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13 |
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2 |
2 |
63 |
Does eductive stability imply evolutionary stability? |
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0 |
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14 |
0 |
1 |
1 |
84 |
E&F Chaos: a user friendly software package for nonlinear economic dynamics |
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4 |
275 |
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2 |
26 |
1,086 |
Economic Dynamics, Contribution to the Encyclopedia of Nonlinear Science, Alwyn Scott (ed.), Routledge, 2004 |
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0 |
0 |
31 |
0 |
1 |
7 |
149 |
Endogenous Fluctuations under Evolutionary Pressure in Cournot Competition |
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0 |
0 |
25 |
1 |
3 |
4 |
402 |
Evolution of Market Heuristics |
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0 |
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86 |
0 |
0 |
0 |
249 |
Evolutionary Competition between Adjustment Processes in Cournot Oligopoly: Instability and Complex Dynamics |
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0 |
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30 |
0 |
0 |
1 |
37 |
Evolutionary Dynamics in Financial Markets With Many Trader Types |
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0 |
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75 |
0 |
2 |
3 |
833 |
Evolutionary Selection of Expectations in Positive and Negative Feedback Markets |
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0 |
0 |
26 |
0 |
1 |
1 |
128 |
Evolutionary Selection of Individual Expectations and Aggregate Outcomes |
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0 |
1 |
19 |
0 |
0 |
3 |
91 |
Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments |
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0 |
5 |
61 |
0 |
0 |
12 |
134 |
Evolutionary dynamics in financial markets with many trader types |
0 |
0 |
0 |
265 |
0 |
0 |
2 |
665 |
Evolutionary dynamics in financial markets with many trader types |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
740 |
Evolutionary dynamics in markets with many trader types |
0 |
0 |
0 |
114 |
0 |
1 |
1 |
386 |
Expectation Driven Price Volatility in an Experimental Cobweb Economy |
0 |
0 |
0 |
15 |
1 |
2 |
2 |
307 |
Expectations and Bubbles in Asset Pricing Experiments |
0 |
0 |
0 |
17 |
0 |
1 |
1 |
51 |
Experiments on Expectations in Macroeconomics and Finance |
2 |
2 |
4 |
53 |
2 |
3 |
6 |
141 |
Financial Markets as Nonlinear Adaptive Evolutionary Systems |
0 |
0 |
0 |
599 |
1 |
1 |
1 |
1,132 |
Financial Markets as Nonlinear Adaptive Evolutionary Systems |
0 |
0 |
1 |
73 |
0 |
1 |
2 |
626 |
Fiscal consolidations and heterogeneous expectations |
0 |
0 |
0 |
36 |
1 |
1 |
1 |
67 |
Forming price expectations in positive and negative feedback systems |
0 |
0 |
0 |
15 |
0 |
2 |
2 |
179 |
Forward and Backward Dynamics in Implicitly Defined Overlapping Generations Models |
0 |
0 |
1 |
72 |
0 |
0 |
2 |
240 |
Forward and Backward Dynamics in implicitly defined Overlapping Generations Models |
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0 |
0 |
10 |
1 |
2 |
2 |
87 |
Forward and Backward Dynamics in implicitly defined Overl apping Generations Models |
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0 |
0 |
2 |
0 |
0 |
0 |
27 |
From self-fulfilling mistakes to behavioral learning equilibria |
0 |
0 |
0 |
94 |
0 |
0 |
0 |
79 |
Genetic Algorithm Learning in a New Keynesian Macroeconomic Setup |
0 |
0 |
0 |
55 |
0 |
1 |
1 |
72 |
Hetergeneous Beliefs and Routes to Chaos in a Simple Asset Pricing Model |
0 |
0 |
0 |
1 |
2 |
4 |
13 |
1,045 |
Heterogeneous Agent Models in Economics and Finance |
1 |
2 |
2 |
710 |
2 |
5 |
9 |
1,440 |
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 |
0 |
0 |
0 |
105 |
1 |
3 |
7 |
275 |
Heterogeneous Agent Models: Two Simple Case Studies |
0 |
0 |
0 |
502 |
0 |
0 |
1 |
1,338 |
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 |
0 |
0 |
78 |
0 |
1 |
2 |
289 |
Heterogeneous beliefs and and routes to complez dynamics in asset pricing models with price contingent contracts |
0 |
0 |
0 |
87 |
0 |
1 |
2 |
280 |
Heterogeneous beliefs and routes to complex dynamics in asset pricing models with price contingent contracts |
0 |
0 |
1 |
99 |
0 |
1 |
3 |
311 |
Identifying Booms and Busts in House Prices under Heterogeneous Expectations |
0 |
0 |
0 |
33 |
0 |
1 |
2 |
97 |
Identifying Booms and Busts in House Prices under Heterogeneous Expectations |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
68 |
Individual Expectations and Aggregate Behavior in Learning to Forcast Experiments |
0 |
0 |
0 |
32 |
1 |
2 |
2 |
123 |
Individual Expectations and Aggregate Macro Behavior |
0 |
0 |
0 |
113 |
0 |
1 |
3 |
281 |
Individual Expectations and Aggregate Macro Behavior |
0 |
0 |
1 |
319 |
0 |
0 |
3 |
636 |
Individual Expectations, Limited Rationality and Aggregate Outcomes |
0 |
0 |
0 |
45 |
0 |
2 |
2 |
178 |
Individual Expectations, Limited Rationality and Aggregate Outcomes |
0 |
0 |
0 |
37 |
0 |
1 |
2 |
122 |
Individual expectations and aggregate behavior in learning to forecast experiments |
1 |
2 |
3 |
205 |
1 |
2 |
3 |
722 |
Inflation Targeting and Liquidity Traps Under Endogenous Credibility |
0 |
0 |
2 |
44 |
0 |
1 |
6 |
79 |
Inflation Targeting and Liquidity Traps under Endogenous Credibility |
0 |
0 |
0 |
81 |
0 |
1 |
1 |
287 |
Innovate or Imitate? Behavioural Technological Change |
0 |
0 |
0 |
18 |
0 |
1 |
2 |
85 |
Innovate or Imitate? Behavioural technological change |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
Innovate or imitate? Behavioural Technological Change |
0 |
0 |
0 |
35 |
0 |
1 |
2 |
66 |
Interacting Agents in Finance |
0 |
0 |
1 |
218 |
0 |
2 |
4 |
523 |
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 |
0 |
0 |
0 |
49 |
0 |
1 |
5 |
226 |
Interest Rate Rules and Macroeconomic Stability under Heterogeneous Expectations |
0 |
0 |
0 |
95 |
0 |
0 |
2 |
361 |
Interest Rate Rules with Heterogeneous Expectations |
0 |
0 |
0 |
181 |
1 |
2 |
2 |
410 |
Internal Rationality, Heterogeneity, and Complexity in the New Keynesian Model |
0 |
0 |
0 |
50 |
0 |
0 |
1 |
87 |
Internal rationalityuyuyuy, heterogeneity and complexity in the New Keynesian model |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
77 |
Investment constrained endogenous business cycles in a two-dimensional OLG model |
0 |
0 |
1 |
3 |
0 |
1 |
2 |
210 |
Is more memory in evolutionary selection (de)stabilizing? |
0 |
0 |
0 |
17 |
0 |
1 |
2 |
83 |
Learning in Cobweb Experiments |
0 |
0 |
0 |
194 |
0 |
1 |
4 |
639 |
Learning in Coweb Experiments |
0 |
0 |
0 |
17 |
0 |
2 |
2 |
116 |
Learning in a Complex World Insights from an OLG Lab Experiment |
0 |
0 |
10 |
10 |
1 |
1 |
13 |
13 |
Learning in a Complex World: Insights from an OLG Lab Experiment |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
16 |
Learning to believe in Simple Equilibria in a Complex OLG Economy - evidence from the lab |
0 |
0 |
0 |
160 |
1 |
2 |
2 |
115 |
Learning under misspecification: a behavioral explanation of excess volatility in stock prices and persistence in inflation |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
101 |
Learning, Forecasting and Optimizing: An Experimental Study |
0 |
0 |
0 |
100 |
0 |
0 |
0 |
151 |
Learning, Forecasting and Optimizing: an Experimental Study |
0 |
0 |
0 |
32 |
0 |
1 |
1 |
148 |
Learning, Heterogeneity, and Complexity in the New Keynesian Model |
0 |
1 |
1 |
48 |
0 |
3 |
5 |
96 |
Managing Heterogeneous and Unanchored Expectations: A Monetary Policy Analysis |
0 |
2 |
2 |
96 |
0 |
3 |
5 |
134 |
Managing Self-organization of Expectations through Monetary Policy: a Macro Experiment |
0 |
0 |
1 |
43 |
0 |
0 |
1 |
91 |
Managing Self-organization of Expectations through Monetary Policy: a Macro Experiment |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
26 |
Managing Self-organization of Expectations through Monetary Policy: a Macro Experiment |
0 |
0 |
0 |
46 |
0 |
0 |
0 |
138 |
Managing unanchored, heterogeneous expectations and liquidity traps |
0 |
2 |
2 |
48 |
0 |
2 |
2 |
116 |
Mean Reversion, Bubbles and Heterogeneous Beliefs in Stock Prices |
0 |
0 |
0 |
223 |
0 |
0 |
1 |
350 |
Modeling the stylized facts in finance through simple nonlinear adaptive systems |
0 |
0 |
0 |
55 |
0 |
3 |
4 |
270 |
Models of Compelxity in Economics and Finance |
1 |
3 |
15 |
490 |
2 |
6 |
41 |
1,326 |
Monetary Policy under Behavioral Expectations: Theory and Experiment |
0 |
0 |
0 |
65 |
1 |
1 |
3 |
108 |
Monetary Policy under Behavioral Expectations: Theory and Experiment |
0 |
0 |
0 |
73 |
0 |
0 |
0 |
135 |
Monetary and Fiscal Policy Design at the Zero Lower Bound - Evidence from the Lab |
0 |
0 |
1 |
91 |
0 |
1 |
3 |
145 |
More Hedging Instruments may destablize Markets |
0 |
0 |
0 |
89 |
0 |
0 |
2 |
377 |
More hedging instruments may destabilize markets |
0 |
0 |
0 |
40 |
0 |
0 |
0 |
244 |
More hedging instruments may destabilize markets |
0 |
0 |
2 |
87 |
1 |
3 |
7 |
238 |
More memory under evolutionary learning may lead to chaos |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
Multiple Steady States, Limit Cycles and Chaotic Attractors in Evolutionary Games with Logit Dynamics |
0 |
0 |
0 |
18 |
1 |
2 |
2 |
86 |
Nonlocal onset of instability in an asset pricing model with heterogeneous agents |
0 |
0 |
0 |
13 |
0 |
1 |
1 |
65 |
On the stability of the Cournot equilibrium: An evolutionary approach |
0 |
0 |
0 |
43 |
0 |
1 |
2 |
154 |
PQ Strategies in Monopolistic Competition: Some Insights from the Lab |
0 |
0 |
0 |
63 |
0 |
1 |
3 |
684 |
Path Dependent Coordination of Expectations in Asset Pricing Experiments: a Behavioral Explanation |
0 |
0 |
0 |
30 |
0 |
1 |
1 |
70 |
Price Stability and Volatility in Markets with Positive and Negative Expectations Feedback: An Experimental Investigation |
0 |
0 |
0 |
86 |
0 |
3 |
3 |
397 |
Price expectations in the laboratory in positive and negative feedback systems |
0 |
0 |
0 |
64 |
0 |
0 |
1 |
371 |
Rational Routes to Randomness |
0 |
0 |
0 |
0 |
0 |
3 |
10 |
687 |
Rational Routes to Randomness |
0 |
0 |
0 |
1 |
0 |
2 |
8 |
246 |
Rational animal spirits |
0 |
0 |
0 |
302 |
0 |
0 |
2 |
650 |
Rational vs. Irrational Beliefs in a Complex World |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
58 |
Rational vs. irrational beliefs in a complex world |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
47 |
Reflexivity, Expectations Feedback and Almost Self-fulfilling Equilibria: Economic Theory, Empirical Evidence and Laboratory Experiments |
0 |
0 |
0 |
52 |
1 |
2 |
4 |
177 |
Reflexivity, Expectations Feedback and almost Self-fulfilling Equilibria: Economic Theory, Empirical Evidence and Laboratory Experiments |
0 |
0 |
0 |
24 |
1 |
2 |
2 |
76 |
STOCHASTIC CONSISTENT EXPECTATIONS EQUILIBRIA |
0 |
0 |
0 |
0 |
1 |
3 |
3 |
261 |
Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments |
0 |
0 |
1 |
46 |
0 |
1 |
3 |
52 |
Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments |
0 |
0 |
0 |
66 |
1 |
1 |
3 |
68 |
Stochastic Consistent Expectations Equilibria |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
257 |
Succes and Failure of Technical Trading Strategies in the Cocoa Futures Market |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
931 |
Succes and Failure of Technical Trading Strategies in the Cocoa Futures Markets |
0 |
1 |
2 |
51 |
2 |
5 |
6 |
741 |
Success and Failure of Technical Trading Strategies in the Cocoa Futures Market |
0 |
0 |
0 |
1 |
1 |
3 |
5 |
1,024 |
Success and Failure of Technical Trading Strategies in the Cocoa Futures Market |
0 |
0 |
0 |
412 |
1 |
2 |
3 |
1,029 |
Super-Exponential Bubbles in Lab Experiments: Evidence for Anchoring Over-Optimistic Expectations on Price |
0 |
0 |
0 |
16 |
1 |
1 |
1 |
34 |
Super-exponential bubbles in lab experiments: evidence for anchoring over-optimistic expectations on price |
0 |
0 |
0 |
91 |
0 |
0 |
2 |
251 |
Ten isn’t large! Group size and coordination in a large-scale experiment |
0 |
0 |
0 |
35 |
1 |
1 |
3 |
46 |
Testing for Nonlinear Structure and Chaos in Economic Time Series: A Comment |
0 |
0 |
1 |
66 |
1 |
1 |
2 |
183 |
Testing for Nonlinear Structure and Chaos in Economic Time. A Comment |
0 |
0 |
0 |
172 |
0 |
0 |
0 |
479 |
The COVID-19 Consumption Game-Changer: Evidence from a Large-Scale Multi-Country Survey |
0 |
0 |
0 |
10 |
0 |
1 |
2 |
19 |
The COVID-19 consumption game-changer: evidence from a large-scale multi-country survey |
0 |
0 |
0 |
10 |
1 |
1 |
3 |
50 |
The Formation of a Core Periphery Structure in Heterogeneous Financial Networks |
0 |
0 |
0 |
85 |
2 |
3 |
3 |
186 |
The Heterogeneous Expectations Hypothesis: Some Evidence from the Lab |
0 |
0 |
0 |
50 |
0 |
2 |
3 |
205 |
The Instability of a Heterogeneous Cobweb economy: a Strategy Experiment on Expectation Formation |
0 |
0 |
0 |
129 |
0 |
0 |
0 |
546 |
The formation of a core periphery structure in heterogeneous financial networks |
0 |
0 |
0 |
30 |
1 |
2 |
3 |
89 |
The formation of a core periphery structure in heterogeneous financial networks |
0 |
0 |
2 |
11 |
0 |
1 |
5 |
165 |
What People Believe About Monetary Finance and What We Can(’t) Do About It: Evidence from a Large-Scale, Multi-Country Survey Experiment |
0 |
0 |
2 |
13 |
1 |
1 |
8 |
20 |
What People Believe about Monetary Finance and What We Can(‘t) Do about It: Evidence from a Large-Scale, Multi-Country Survey Experiment |
0 |
0 |
1 |
12 |
1 |
1 |
3 |
9 |
What people believe about monetary finance and what we can(‘t) do about it: Evidence from a large-scale, multi-country survey experiment |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
5 |
When Speculators Meet Constructors: Positive and Negative Feedback in Experimental Housing Markets |
0 |
0 |
1 |
44 |
0 |
0 |
1 |
79 |
Total Working Papers |
8 |
21 |
111 |
14,083 |
60 |
219 |
611 |
51,804 |
Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Rational Route to Randomness |
0 |
0 |
0 |
2 |
3 |
10 |
36 |
2,029 |
A dynamic analysis of moving average rules |
1 |
1 |
6 |
216 |
2 |
2 |
12 |
667 |
A reconsideration of Hicks' non-linear trade cycle model |
0 |
0 |
0 |
53 |
0 |
0 |
0 |
239 |
A reply to Rosser and Kirman |
0 |
0 |
0 |
20 |
0 |
0 |
2 |
55 |
A robust rational route to randomness in a simple asset pricing model |
0 |
0 |
1 |
118 |
0 |
0 |
3 |
269 |
A strategy experiment in dynamic asset pricing |
0 |
0 |
1 |
42 |
0 |
0 |
1 |
131 |
ANIMAL SPIRITS, HETEROGENEOUS EXPECTATIONS, AND THE AMPLIFICATION AND DURATION OF CRISES |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
52 |
Adaptive learning and roads to chaos: The case of the cobweb |
1 |
1 |
2 |
78 |
3 |
3 |
6 |
211 |
Adaptive rational equilibrium with forward looking agents |
0 |
0 |
0 |
41 |
0 |
0 |
0 |
155 |
An Experimental Study on Expectations and Learning in Overlapping Generations Models |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
118 |
Are long-horizon expectations (de-)stabilizing? Theory and experiments |
0 |
0 |
1 |
2 |
2 |
2 |
6 |
23 |
Behavioral Heterogeneity in U.S. Inflation Dynamics |
2 |
2 |
4 |
21 |
2 |
2 |
6 |
53 |
Behavioral and Experimental Macroeconomics and Policy Analysis: A Complex Systems Approach |
1 |
2 |
6 |
52 |
4 |
6 |
17 |
166 |
Behavioral heterogeneity in stock prices |
0 |
0 |
2 |
356 |
1 |
1 |
10 |
841 |
Behavioral learning equilibria |
1 |
2 |
5 |
124 |
5 |
7 |
18 |
363 |
Behavioral learning equilibria in New Keynesian models |
0 |
0 |
2 |
2 |
0 |
2 |
16 |
19 |
Behaviorally Rational Expectations and Almost Self-Fulfilling Equilibria |
0 |
0 |
0 |
32 |
0 |
1 |
3 |
125 |
Bifurcation routes to volatility clustering under evolutionary learning |
0 |
0 |
2 |
57 |
2 |
2 |
7 |
228 |
Book review: Complex economic dynamics volume I: An introduction to dynamical systems and market mechanism, Richard H. Day |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
Booms, busts and behavioural heterogeneity in stock prices |
0 |
0 |
1 |
50 |
0 |
3 |
10 |
158 |
Bubble Formation and (In)Efficient Markets in Learning‐to‐forecast and optimise Experiments |
0 |
0 |
0 |
11 |
1 |
4 |
6 |
41 |
Bubbles, crashes and information contagion in large-group asset market experiments |
0 |
1 |
2 |
4 |
0 |
2 |
10 |
41 |
CONSISTENT EXPECTATIONS EQUILIBRIA |
1 |
1 |
1 |
94 |
2 |
3 |
3 |
210 |
CONSISTENT EXPECTATIONS EQUILIBRIA AND COMPLEX DYNAMICS IN RENEWABLE RESOURCE MARKETS |
0 |
0 |
0 |
15 |
0 |
1 |
2 |
75 |
Carl’s nonlinear cobweb |
0 |
0 |
0 |
12 |
1 |
1 |
2 |
73 |
Chaotic consumption patterns in a simple2-D addiction model |
0 |
0 |
0 |
175 |
0 |
0 |
0 |
1,041 |
Comments on "Testing for nonlinear structure and chaos in economic time series" |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
79 |
Comparing behavioural heterogeneity across asset classes |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
14 |
Contagion between asset markets: A two market heterogeneous agents model with destabilising spillover effects |
0 |
0 |
1 |
13 |
0 |
0 |
1 |
52 |
Coordination of Expectations in Asset Pricing Experiments |
0 |
0 |
3 |
88 |
0 |
0 |
7 |
286 |
Coordination on bubbles in large-group asset pricing experiments |
0 |
0 |
2 |
7 |
0 |
0 |
2 |
39 |
Critical slowing down as an early warning signal for financial crises? |
0 |
0 |
0 |
13 |
0 |
2 |
13 |
84 |
Cycles and chaos in a socialist economy |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
148 |
Do investors trade too much? A laboratory experiment |
0 |
0 |
0 |
11 |
0 |
1 |
3 |
70 |
Does eductive stability imply evolutionary stability? |
0 |
0 |
0 |
25 |
0 |
1 |
1 |
110 |
Dynamics of the cobweb model with adaptive expectations and nonlinear supply and demand |
0 |
0 |
4 |
320 |
1 |
1 |
10 |
955 |
E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics |
0 |
0 |
1 |
78 |
0 |
1 |
6 |
350 |
Economic forecasting with an agent-based model |
1 |
1 |
5 |
35 |
4 |
8 |
50 |
135 |
Endogenous fluctuations under evolutionary pressure in Cournot competition |
0 |
0 |
2 |
67 |
0 |
0 |
3 |
154 |
Evolutionary Competition Between Adjustment Processes in Cournot Oligopoly: Instability and Complex Dynamics |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
24 |
Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments |
0 |
0 |
3 |
59 |
0 |
1 |
5 |
260 |
Evolutionary dynamics in markets with many trader types |
0 |
0 |
1 |
104 |
1 |
2 |
5 |
264 |
Evolutionary selection of expectations in positive and negative feedback markets |
0 |
0 |
0 |
36 |
0 |
0 |
0 |
153 |
Expectation formation in finance and macroeconomics: A review of new experimental evidence |
0 |
0 |
1 |
7 |
0 |
2 |
6 |
39 |
Expectations and bubbles in asset pricing experiments |
1 |
1 |
2 |
169 |
2 |
3 |
13 |
497 |
Financial markets as nonlinear adaptive evolutionary systems |
1 |
1 |
2 |
49 |
2 |
3 |
5 |
211 |
Fiscal consolidations and heterogeneous expectations |
0 |
0 |
0 |
33 |
0 |
0 |
3 |
149 |
Forecasting returns instead of prices exacerbates financial bubbles |
0 |
0 |
1 |
2 |
1 |
2 |
5 |
8 |
Forward and backward dynamics in implicitly defined overlapping generations models |
0 |
0 |
0 |
30 |
1 |
1 |
2 |
167 |
Forward guidance and the role of central bank credibility under heterogeneous beliefs |
0 |
0 |
1 |
4 |
0 |
1 |
6 |
19 |
Genetic algorithm learning in a New Keynesian macroeconomic setup |
0 |
0 |
0 |
4 |
0 |
1 |
1 |
49 |
Heterogeneous beliefs and routes to chaos in a simple asset pricing model |
0 |
6 |
31 |
1,266 |
2 |
14 |
69 |
2,751 |
Heterogeneous beliefs and the non-linear cobweb model |
0 |
0 |
0 |
91 |
0 |
0 |
0 |
288 |
INDIVIDUAL EXPECTATIONS AND AGGREGATE BEHAVIOR IN LEARNING-TO-FORECAST EXPERIMENTS |
0 |
0 |
1 |
58 |
0 |
0 |
2 |
220 |
INTEREST RATE RULES AND MACROECONOMIC STABILITY UNDER HETEROGENEOUS EXPECTATIONS |
0 |
0 |
1 |
44 |
1 |
1 |
9 |
143 |
IS MORE MEMORY IN EVOLUTIONARY SELECTION (DE)STABILIZING? |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
83 |
Identifying booms and busts in house prices under heterogeneous expectations |
0 |
0 |
4 |
42 |
2 |
3 |
10 |
165 |
Individual expectations, limited rationality and aggregate outcomes |
0 |
0 |
2 |
57 |
1 |
3 |
9 |
249 |
Inflation targeting and liquidity traps under endogenous credibility |
3 |
4 |
10 |
44 |
5 |
7 |
23 |
147 |
Innovate or Imitate? Behavioural technological change |
0 |
0 |
0 |
27 |
2 |
3 |
5 |
85 |
LEARNING IN COBWEB EXPERIMENTS |
0 |
0 |
0 |
38 |
0 |
0 |
1 |
144 |
LEARNING IN COBWEB EXPERIMENTS |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
Learning in a complex world: Insights from an OLG lab experiment |
0 |
0 |
2 |
2 |
0 |
1 |
5 |
5 |
Learning to believe in simple equilibria in a complex OLG economy - evidence from the lab |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
53 |
Learning, forecasting and optimizing: An experimental study |
0 |
1 |
2 |
53 |
1 |
2 |
5 |
231 |
Learning, heterogeneity, and complexity in the New Keynesian model |
0 |
0 |
2 |
13 |
0 |
1 |
6 |
57 |
MONETARY AND FISCAL POLICY DESIGN AT THE ZERO LOWER BOUND: EVIDENCE FROM THE LAB |
0 |
0 |
0 |
21 |
0 |
1 |
3 |
63 |
Managing Bubbles in Experimental Asset Markets with Monetary Policy |
0 |
1 |
2 |
2 |
1 |
6 |
10 |
10 |
Managing self-organization of expectations through monetary policy: A macro experiment |
0 |
0 |
1 |
29 |
3 |
5 |
13 |
95 |
Managing unanchored, heterogeneous expectations and liquidity traps |
0 |
0 |
0 |
16 |
0 |
1 |
3 |
96 |
Monetary policy under behavioral expectations: Theory and experiment |
0 |
0 |
0 |
15 |
0 |
2 |
13 |
92 |
More hedging instruments may destabilize markets |
0 |
0 |
1 |
234 |
1 |
1 |
8 |
703 |
More memory under evolutionary learning may lead to chaos |
0 |
0 |
1 |
14 |
0 |
0 |
2 |
67 |
Moving average rules as a source of market instability |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
71 |
Multiple equilibria and limit cycles in evolutionary games with Logit Dynamics |
0 |
0 |
0 |
26 |
0 |
1 |
5 |
131 |
On the consistency of backward-looking expectations: The case of the cobweb |
0 |
2 |
2 |
90 |
0 |
3 |
9 |
295 |
PQ strategies in monopolistic competition: Some insights from the lab |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
89 |
Partial equilibrium analysis in a noisy chaotic market |
0 |
0 |
1 |
26 |
1 |
1 |
8 |
126 |
Path dependent coordination of expectations in asset pricing experiments: A behavioral explanation |
0 |
0 |
0 |
21 |
0 |
1 |
3 |
89 |
Paul De Grauwe and Marianna Grimaldi, The exchange rate in a behavioral finance framework, Princeton University Press (2006) |
0 |
0 |
2 |
152 |
0 |
0 |
2 |
468 |
Paul De Grauwe and Marianna Grimaldi, The exchange rate in a behavioral finance framework, Princeton University Press (2006) |
0 |
0 |
0 |
122 |
1 |
1 |
2 |
885 |
Periodic, almost periodic and chaotic behaviour in Hicks' non-linear trade cycle model |
0 |
0 |
1 |
29 |
0 |
0 |
3 |
112 |
Price level versus inflation targeting under heterogeneous expectations: a laboratory experiment |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
27 |
Price stability and volatility in markets with positive and negative expectations feedback: An experimental investigation |
0 |
0 |
1 |
165 |
0 |
0 |
4 |
538 |
Production delays and price dynamics |
0 |
0 |
2 |
11 |
1 |
1 |
4 |
26 |
Reflexivity, expectations feedback and almost self-fulfilling equilibria: economic theory, empirical evidence and laboratory experiments |
0 |
1 |
2 |
17 |
0 |
2 |
4 |
86 |
Resolution of chaos with application to a modified Samuelson model |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
121 |
Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments |
0 |
0 |
0 |
14 |
1 |
2 |
4 |
51 |
Stability and complex dynamics in a discrete tatonnement model |
0 |
0 |
0 |
31 |
0 |
1 |
2 |
117 |
Super-exponential bubbles in lab experiments: Evidence for anchoring over-optimistic expectations on price |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
85 |
Ten Isn't Large! Group Size and Coordination in a Large-Scale Experiment |
0 |
0 |
1 |
3 |
0 |
0 |
6 |
10 |
The COVID-19 consumption game-changer: Evidence from a large-scale multi-country survey |
0 |
0 |
0 |
9 |
1 |
1 |
2 |
25 |
The formation of a core-periphery structure in heterogeneous financial networks |
0 |
0 |
1 |
19 |
2 |
4 |
13 |
76 |
The heterogeneous expectations hypothesis: Some evidence from the lab |
0 |
0 |
0 |
230 |
1 |
2 |
5 |
640 |
The instability of a heterogeneous cobweb economy: a strategy experiment on expectation formation |
0 |
0 |
0 |
29 |
0 |
2 |
2 |
196 |
When speculators meet suppliers: Positive versus negative feedback in experimental housing markets |
0 |
0 |
1 |
10 |
0 |
0 |
4 |
120 |
“Period three to period two” bifurcation for piecewise linear models |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
31 |
Total Journal Articles |
13 |
28 |
139 |
5,996 |
67 |
157 |
613 |
21,882 |