Herding, a-synchronous updating and heterogeneity in memory in a CBS
DOI10.1016/J.JEDC.2003.12.004zbMATH Open1202.91275OpenAlexW3121153316MaRDI QIDQ953775FDOQ953775
Publication date: 6 November 2008
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: http://papers.tinbergen.nl/03103.pdf
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Cited In (21)
- Asset price dynamics with heterogeneous beliefs and local network interactions
- Production delays, supply distortions and endogenous price dynamics
- Estimation of financial agent-based models with simulated maximum likelihood
- Income inequality, consumption, credit and credit risk in a data-driven agent-based model
- Stochastic model of financial markets reproducing scaling and memory in volatility return intervals
- Innovate or imitate? Behavioural technological change
- When speculators meet suppliers: positive versus negative feedback in experimental housing markets
- Is more memory in evolutionary selection (de)stabilizing?
- Individual expectations, limited rationality and aggregate outcomes
- Heterogeneous expectations in monetary DSGE models
- Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment
- The heterogeneous expectations hypothesis: Some evidence from the lab
- Carl's nonlinear cobweb
- Stability analysis of a cobweb model with market interactions
- Behavioral Heterogeneity in U.S. Inflation Dynamics
- E\&F Chaos: A user friendly software package for nonlinear economic dynamics
- The behavioral economics of currency unions: economic integration and monetary policy
- Cross-section instability in financial markets: impatience, extrapolation, and switching
- Asset prices, traders' behavior and market design
- Bounded rationality and heterogeneous expectations: Euler versus anticipated-utility approach
- Multi-agent-based VaR forecasting
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