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(only showing first 100 items - show all)- Fuzzy options with application to default risk analysis for municipal bonds in China
- A simple asset pricing model with social interactions and heterogeneous beliefs
- Explaining fashion cycles: imitators chasing innovators in product space
- Behavioral heterogeneity in stock prices
- Estimation of agent-based models: The case of an asymmetric herding model
- The strategic exploitation of limited information and opportunity in networked markets
- An evolutionary game theory explanation of ARCH effects
- Power-law behaviour, heterogeneity, and trend chasing
- More hedging instruments may destabilize markets
- Fundamentals and technical trading: Behavior of exchange rates in the CEECs
- Stability analysis of a cobweb model with market interactions
- Chaos in the cobweb model with a new learning dynamic
- Learning games
- Heterogeneous expectations, sunspot equilibria and their fragility
- Computation as economics
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- Experimentation, imitation, and stochastic stability
- Nonlinear duopoly games with positive cost externalities due to spillover effects.
- Homoclinic bifurcations in heterogeneous market models.
- An evolutionary approach to learning in a changing environment.
- Two destabilizing strategies may be jointly stabilizing
- On the transition from local regular to global irregular fluctuations
- Local convergence properties of a cobweb model with rationally heterogeneous expectations
- Are transaction taxes a cause of financial instability?
- Dynamic effects of memory in a cobweb model with competing technologies
- Towards a credit network based early warning indicator for crises
- It takes all sorts: a heterogeneous agent explanation for prediction market mispricing
- Booms, busts and behavioural heterogeneity in stock prices
- Bayesian estimation of agent-based models
- Adverse effects of leverage and short-selling constraints in a financial market model with heterogeneous agents
- Optimal monetary policy in a New Keynesian model with heterogeneous expectations
- Itchy feet vs cool heads: flow of funds in an agent-based financial market
- A tale of two correlations: evidence and theory regarding the phase shift between the price level and output
- Fiscal consolidations and heterogeneous expectations
- Agent-based model calibration using machine learning surrogates
- A laboratory experiment on the heuristic switching model
- Oligopoly game: price makers meet price takers
- The role of cognitive limitations and heterogeneous expectations for aggregate production and credit cycle
- Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics
- Estimation of agent-based models using sequential Monte Carlo methods
- Cognitive ability and earnings performance: evidence from double auction market experiments
- Boom-bust dynamics in a stock market participation model with heterogeneous traders
- An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets
- Time-varying arbitrage and dynamic price discovery
- A calibration procedure for analyzing stock price dynamics in an agent-based framework
- Learnability of an equilibrium with private information
- Animal spirits and credit cycles
- A cobweb model of land-use competition between food and bioenergy crops
- Managing monetary policy in a New Keynesian model with many beliefs types
- Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment
- Price competition in a nonlinear differentiated duopoly
- Some reflections on past and future of nonlinear dynamics in economics and finance
- An evolutionary model with best response and imitative rules
- Technology choice in an evolutionary oligopoly game
- A heterogeneous agent model of asset price dynamics with two time delays
- Effects of size, composition, and evolutionary pressure in heterogeneous Cournot oligopolies with best response decisional mechanisms
- Heterogeneous expectations and speculative behavior in insurance-linked securities
- Short-run momentum, long-run mean reversion and excess volatility: an elementary housing model
- When panic makes you blind: a chaotic route to systemic risk
- Contagion between asset markets: a two market heterogeneous agents model with destabilising spillover effects
- Managing unanchored, heterogeneous expectations and liquidity traps
- The strategic environment effect in beauty contest games
- Chaotic dynamics of a piecewise linear model of credit cycles
- Evolutionary competition between adjustment processes in Cournot oligopoly: instability and complex dynamics
- Convergence of locally and globally interacting Markov chains.
- Economically rational expectations equilibrium
- Dynamics of beliefs and learning under \(a_{L}\)-processes -- the heterogeneous case
- Endogenous fluctuations under evolutionary pressure in Cournot competition
- Inflation forecasting using a neural network
- Tests for bounded rationality with a linear dynamic model distorted by heterogeneous expectations
- Expectational diversity in monetary economies
- Heterogeneous beliefs and the non-linear cobweb model
- Endogenous fluctuations in a simple asset pricing model with heterogeneous agents
- On information and market dynamics: The case of the U. S. beef market
- Analysis of global bifurcations in a market share attraction model
- A discrete and symmetric price adjustment process on the simplex
- Chaotic dynamics in a two-dimensional overlapping generations model.
- Statistical properties of genetic learning in a model of exchange rate
- Positive welfare effects of trade barriers in a dynamic partial equilibrium model
- Innovate or imitate? Behavioural technological change
- Herding, trend chasing and market volatility
- Evolutionary competition in a mixed market with socially concerned firms
- Strategy switching in the Japanese stock market
- The bull and bear market model of Huang and Day: some extensions and new results
- Learning cycles in Bertrand competition with differentiated commodities and competing learning rules
- Monetary policy transmission in a model with animal spirits and house price booms and busts
- Expectational stability of sunspot equilibria in non-convex economies
- Exchange rate expectations of chartists and fundamentalists
- Heterogeneous expectations in the gold market: specification and estimation
- Adaptive learning and distributional dynamics in an incomplete markets model
- Adaptive learning, endogenous uncertainty, and asymmetric dynamics
- Best response dynamics with level-\(n\) expectations in two-stage games
- Experimental evidence on inflation expectation formation
- Identifying booms and busts in house prices under heterogeneous expectations
- Income inequality, consumption, credit and credit risk in a data-driven agent-based model
- Can competition between forecasters stabilize asset prices in learning to forecast experiments?
- Monetary policy with a state-dependent inflation target in a behavioral two-country monetary union model
- Speculative asset price dynamics and wealth taxes
- Implicit government guarantees and the externality of portfolio diversification: a complex network approach
- A small-scale agent-based model of institutional and technological change
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