INDIVIDUAL EXPECTATIONS AND AGGREGATE BEHAVIOR IN LEARNING-TO-FORECAST EXPERIMENTS
From MaRDI portal
Publication:5325988
DOI10.1017/S1365100511000162zbMath1273.91341MaRDI QIDQ5325988
Cars H. Hommes, Thomas C. H. Lux
Publication date: 31 July 2013
Published in: Macroeconomic Dynamics (Search for Journal in Brave)
Related Items (8)
Financial frictions, the housing market, and unemployment ⋮ Carl's nonlinear cobweb ⋮ Cognitive ability and earnings performance: evidence from double auction market experiments ⋮ Complexity study on the Cournot–Bertrand mixed duopoly game model with market share preference ⋮ Learning by doing vs. learning from others in a principal-agent model ⋮ The heterogeneous expectations hypothesis: Some evidence from the lab ⋮ Monetary policy rules in a non-rational world: a macroeconomic experiment ⋮ Learning to bid in sequential Dutch auctions
Cites Work
- Unnamed Item
- Genetic learning as an explanation of stylized facts of foreign exchange markets
- The heterogeneous expectations hypothesis: Some evidence from the lab
- Tackling real-coded genetic algorithms: operators and tools for behavioural analysis
- Genetic algorithm learning and the cobweb model
- Expectations and learning under alternative monetary regimes: An experimental approach
- An illustration of the essential difference between individual and social learning, and its consequences for computational analyses.
- Can genetic algorithms explain experimental anomalies?
- Time series properties of an artificial stock market
- On information and market dynamics: The case of the U. S. beef market
- Statistical properties of genetic learning in a model of exchange rate
- Price stability and volatility in markets with positive and negative expectations feedback: an experimental investigation
- A Rational Route to Randomness
- VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
- Inattentive Producers
This page was built for publication: INDIVIDUAL EXPECTATIONS AND AGGREGATE BEHAVIOR IN LEARNING-TO-FORECAST EXPERIMENTS