On information and market dynamics: The case of the U. S. beef market

DOI10.1016/S0165-1889(99)00027-5MaRDI QIDQ1978592zbMATH OpenOpenAlexFDO

Authors Jean-Paul Chavas

Publication date 4 June 2000

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1889(99)00027-5

zbMATH Keywords

market dynamicsprice expectationsmarket fluctuations

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Microeconomic theory (price theory and economic markets) (91B24)

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Cites work

• scientific article; zbMATH DE number 3742449 (Why is no real title available?)
• scientific article; zbMATH DE number 1281936 (Why is no real title available?)
• scientific article; zbMATH DE number 1099371 (Why is no real title available?)
• A Rational Route to Randomness
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
• Large Sample Properties of Generalized Method of Moments Estimators
• Quasi-rational expectations, an alternative to fully rational expectations: An application to US beef cattle supply

Cited in

(17)

• Heterogeneous expectations in the gold market: specification and estimation
• Adaptive expectations and cobweb phenomena: does heterogeneity matter?
• Non-stationary, stable Markov processes on a continuous state space
• On rationally confident beliefs and rational overconfidence
• INDIVIDUAL EXPECTATIONS AND AGGREGATE BEHAVIOR IN LEARNING-TO-FORECAST EXPERIMENTS
• Evolutionary dynamics in markets with many trader types
• The heterogeneous expectations hypothesis: Some evidence from the lab
• Stability analysis of a cobweb model with market interactions
• Price discovery in the Texas cash cattle market
• Cattle cycles, heterogeneous expectations and the age distribution of capital
• Sticky information and model uncertainty in survey data on inflation expectations
• Behavioral heterogeneity in stock prices
• Positive welfare effects of trade barriers in a dynamic partial equilibrium model
• Price stabilization using buffer stocks
• Experimental evidence on inflation expectation formation
• Inflation expectations and macroeconomic dynamics: the case of rational versus extrapolative expectations
• Rational overconfidence and social security: subjective beliefs, objective welfare

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