Cars Hommes : Citation Profile


Are you Cars Hommes?

Universiteit van Amsterdam (50% share)
Tinbergen Instituut (25% share)
Bank of Canada (25% share)

29

H index

61

i10 index

4807

Citations

RESEARCH PRODUCTION:

79

Articles

156

Papers

2

Books

3

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   29 years (1990 - 2019). See details.
   Cites by year: 165
   Journals where Cars Hommes has often published
   Relations with other researchers
   Recent citing documents: 404.    Total self citations: 158 (3.18 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pho21
   Updated: 2020-05-16    RAS profile: 2020-03-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Massaro, Domenico (14)

Bao, Te (9)

Makarewicz, Tomasz (7)

van der Leij, Marco (7)

Assenza, Tiziana (7)

Salle, Isabelle (5)

Calvert Jump, Robert (4)

Levine, Paul (4)

Anufriev, Mikhail (4)

Demertzis, Maria (4)

Bolt, Wilko (3)

Challet, Damien (3)

Mavromatis, Kostas(Konstantinos) (3)

Weber, Matthias (3)

Diks, Cees (2)

Grazzini, Jakob (2)

Tuinstra, Jan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Cars Hommes.

Is cited by:

Westerhoff, Frank (321)

He, Xuezhong (269)

Chiarella, Carl (179)

Tuinstra, Jan (172)

Anufriev, Mikhail (142)

De Grauwe, Paul (83)

Colasante, Annarita (79)

Gallegati, Mauro (78)

Naimzada, Ahmad (67)

Roventini, Andrea (63)

Alfarano, Simone (63)

Cites to:

Brock, William (200)

Tuinstra, Jan (122)

Sonnemans, Joep (103)

Summers, Lawrence (73)

Chiarella, Carl (72)

Sunder, Shyam (71)

Shleifer, Andrei (71)

Evans, George (67)

Marimon, Ramon (65)

Branch, William (62)

Massaro, Domenico (57)

Main data


Where Cars Hommes has published?


Journals with more than one article published# docs
Journal of Economic Dynamics and Control22
Journal of Economic Behavior & Organization12
Macroeconomic Dynamics6
Economics Letters3
Journal of Economic Theory2
Journal of Evolutionary Economics2
Economic Inquiry2
International Review of Economics & Finance2
European Economic Review2
Physica A: Statistical Mechanics and its Applications2
Journal of Economic Methodology2
Games and Economic Behavior2

Working Papers Series with more than one paper published# docs
CeNDEF Working Papers / Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance76
Tinbergen Institute Discussion Papers / Tinbergen Institute31
Post-Print / HAL3
CeNDEF Workshop Papers, January 2001 / Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance3
BERG Working Paper Series / Bamberg University, Bamberg Economic Research Group2
Computing in Economics and Finance 2004 / Society for Computational Economics2
Staff Working Papers / Bank of Canada2
Computing in Economics and Finance 2001 / Society for Computational Economics2
Working Papers / Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol2
DISCE - Working Papers del Dipartimento di Economia e Finanza / Universit Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE)2
Papers / arXiv.org2

Recent works citing Cars Hommes (2020 and 2019)


YearTitle of citing document
2018A Model-Free Bubble Detection Method: Application to the World Market for Superstar Wines. (2018). Tolhurst, Tor. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274387.

Full description at Econpapers || Download paper

2019Grounding Complexity Economics in Framing Modern Governance. (2019). Kovacs, Oliver. In: Acta Oeconomica. RePEc:aka:aoecon:v:69:y:2019:i:4:p:571-594.

Full description at Econpapers || Download paper

2019Can successful forecasters help stabilize asset prices in a learning to forecast experiment?. (2019). Rud, Olga ; Kopányi, Dávid ; Tuinstra, Jan ; Rabanal, Jean Paul ; Kopanyi, David. In: Working Papers. RePEc:apc:wpaper:140.

Full description at Econpapers || Download paper

2017Detecting intraday financial market states using temporal clustering. (2017). Hendricks, Dieter ; Wilcox, Diane ; Gebbie, Tim. In: Papers. RePEc:arx:papers:1508.04900.

Full description at Econpapers || Download paper

2020A taxonomy of learning dynamics in 2 x 2 games. (2017). Farmer, Doyne ; Sanders, James ; Pangallo, Marco ; Galla, Tobias. In: Papers. RePEc:arx:papers:1701.09043.

Full description at Econpapers || Download paper

2017Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir. In: Papers. RePEc:arx:papers:1703.10639.

Full description at Econpapers || Download paper

2017Deep Learning in (and of) Agent-Based Models: A Prospectus. (2017). van der Hoog, Sander ; Sander van der Hoog, . In: Papers. RePEc:arx:papers:1706.06302.

Full description at Econpapers || Download paper

2019Portfolio Optimization and Model Predictive Control: A Kinetic Approach. (2019). Frank, Martin ; Pareschi, Lorenzo ; Trimborn, Torsten. In: Papers. RePEc:arx:papers:1711.03291.

Full description at Econpapers || Download paper

2017Black was right: Price is within a factor 2 of Value. (2017). Ronia, Sin K ; Seager, P ; Majewski, A ; Lemp, Y ; Ciliberti, S ; Bouchaud, J P. In: Papers. RePEc:arx:papers:1711.04717.

Full description at Econpapers || Download paper

2018SABCEMM-A Simulator for Agent-Based Computational Economic Market Models. (2018). Frank, Martin ; Pabich, Emma ; Beikirch, Max ; Cramer, Simon ; Otte, Philipp ; Trimborn, Torsten. In: Papers. RePEc:arx:papers:1801.01811.

Full description at Econpapers || Download paper

2018Structural Estimation of Behavioral Heterogeneity. (2018). Zheng, Huanhuan ; Shi, Zhentao. In: Papers. RePEc:arx:papers:1802.03735.

Full description at Econpapers || Download paper

2018Agents beliefs and economic regimes polarization in interacting markets. (2018). Naimzada, Ahmad ; Pireddu, Marina ; Pecora, Nicolo ; Cavalli, Fausto. In: Papers. RePEc:arx:papers:1805.00387.

Full description at Econpapers || Download paper

2018When panic makes you blind: a chaotic route to systemic risk. (2018). Marmi, Stefano ; Lillo, Fabrizio ; Mazzarisi, Piero. In: Papers. RePEc:arx:papers:1805.00785.

Full description at Econpapers || Download paper

2018A Macroscopic Portfolio Model: From Rational Agents to Bounded Rationality. (2018). Trimborn, Torsten. In: Papers. RePEc:arx:papers:1805.11036.

Full description at Econpapers || Download paper

2018Co-existence of Trend and Value in Financial Markets: Estimating an Extended Chiarella Model. (2018). Majewski, Adam ; Bouchaud, Jean-Philippe ; Ciliberti, Stefano. In: Papers. RePEc:arx:papers:1807.11751.

Full description at Econpapers || Download paper

2019A Comparison of Economic Agent-Based Model Calibration Methods. (2019). Platt, Donovan. In: Papers. RePEc:arx:papers:1902.05938.

Full description at Econpapers || Download paper

2019Analytic solutions in a continuous-time financial market model. (2019). Andr, Attila ; Bihary, Zsolt. In: Papers. RePEc:arx:papers:1902.09999.

Full description at Econpapers || Download paper

2019Robust Mathematical Formulation and Implementation of Agent-Based Computational Economic Market Models. (2019). Trimborn, Torsten ; Pabich, Emma ; Otte, Philipp ; Frank, Martin ; Cramer, Simon ; Beikirch, Maximilian. In: Papers. RePEc:arx:papers:1904.04951.

Full description at Econpapers || Download paper

2019From Disequilibrium Markets to Equilibrium. (2019). Trimborn, Torsten ; Lax, Christian. In: Papers. RePEc:arx:papers:1912.09679.

Full description at Econpapers || Download paper

2020Financial replicator dynamics: emergence of systemic-risk-averting strategies. (2020). Kavitha, Veeraruna ; Saha, Indrajit. In: Papers. RePEc:arx:papers:2003.00886.

Full description at Econpapers || Download paper

2019Central Bank Communication That Works: Lessons from Lab Experiments. (2019). Kryvtsov, Oleksiy ; Petersen, Luba. In: Staff Working Papers. RePEc:bca:bocawp:19-21.

Full description at Econpapers || Download paper

2020Social Learning and Monetary Policy at the Effective Lower Bound. (2020). Vermandel, Gauthier ; Salle, Isabelle ; Grimaud, Alex ; Arifovic, Jasmina. In: Staff Working Papers. RePEc:bca:bocawp:20-2.

Full description at Econpapers || Download paper

2018Expectation Formation and Learning in the Labour Market with On-the-Job Search and Nash Bargaining. (2018). Zaharieva, Anna ; Damdinsuren, Erdenebulgan. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:604.

Full description at Econpapers || Download paper

2019The reaction function channel of monetary policy and the financial cycle. (2019). Rungcharoenkitkul, Phurichai ; Filardo, Andrew ; Author, Phurichai Rungcharoenkitkul ; Hubert, Paul. In: BIS Working Papers. RePEc:bis:biswps:816.

Full description at Econpapers || Download paper

2017How return and risk experiences shape investor beliefs and preferences. (2017). , Arvid ; Smith, Tom ; Post, Thomas. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:3:p:759-788.

Full description at Econpapers || Download paper

2018Why does on†farm storage fail to mitigate price volatility?. (2018). d'Htel, Elodie Matre ; le Cotty, Tristan. In: Agricultural Economics. RePEc:bla:agecon:v:49:y:2018:i:1:p:71-82.

Full description at Econpapers || Download paper

2019Inflation Targets and the Zero Lower Bound in a Behavioural Macroeconomic Model. (2019). Ji, Yuemei ; de Grauwe, Paul ; DeGrauwe, Paul. In: Economica. RePEc:bla:econom:v:86:y:2019:i:342:p:262-299.

Full description at Econpapers || Download paper

2017TAKING STOCK: A RIGOROUS MODELLING OF ANIMAL SPIRITS IN MACROECONOMICS. (2017). Westerhoff, Frank ; Franke, Reiner ; Zamparelli, Luca ; Veneziani, Roberto. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:5:p:1152-1182.

Full description at Econpapers || Download paper

2018AGENT‐BASED MACROECONOMICS AND DYNAMIC STOCHASTIC GENERAL EQUILIBRIUM MODELS: WHERE DO WE GO FROM HERE?. (2018). Levine, Paul ; Calvert Jump, Robert ; Dilaver, Ozge. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:4:p:1134-1159.

Full description at Econpapers || Download paper

2019A note on the “unique” business cycle in the Keynesian theory. (2019). Murakami, Hiroki. In: Metroeconomica. RePEc:bla:metroe:v:70:y:2019:i:3:p:384-404.

Full description at Econpapers || Download paper

2018The dynamic effects of fiscal reforms and tax competition on tax compliance and migration. (2018). Pezzino, Mario ; Lamantia, Fabio. In: Review of International Economics. RePEc:bla:reviec:v:26:y:2018:i:3:p:672-690.

Full description at Econpapers || Download paper

2018Stability and welfare effects of profit taxes within an evolutionary market interaction model. (2018). Westerhoff, Frank ; Tuinstra, Jan ; Schmitt, Noemi. In: Review of International Economics. RePEc:bla:reviec:v:26:y:2018:i:3:p:691-708.

Full description at Econpapers || Download paper

2017Heterogeneous beliefs and asset price dynamics: a survey of recent evidence. (2017). Verschoor, Willem ; ter Ellen, Saskia. In: Working Paper. RePEc:bno:worpap:2017_22.

Full description at Econpapers || Download paper

2018Central Bank Credibility and Monetary Policy. (2018). Park, Kwangyong. In: Working Papers. RePEc:bok:wpaper:1845.

Full description at Econpapers || Download paper

2019An Asset-Based Framework of Credit Creation (applied to the Global Financial Crisis). (2019). Didier, Sornette ; Becke, Von Der. In: Accounting, Economics, and Law: A Convivium. RePEc:bpj:aelcon:v:9:y:2019:i:2:p:21:n:1.

Full description at Econpapers || Download paper

2019Emissions trading with rolling horizons. (2019). Trotignon, Raphael ; Quemin, Simon. In: Working Papers. RePEc:cec:wpaper:1901.

Full description at Econpapers || Download paper

2018Why is there so much Inertia in Inflation and Output? A Behavioral Explanation. (2018). Ji, Yuemei. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7181.

Full description at Econpapers || Download paper

2018Financial Cycles, Credit Bubbles and Stabilization Policies. (2018). Schuler, Tobias ; Corrado, Luisa. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7422.

Full description at Econpapers || Download paper

2019Rising to the Challenge: Bayesian Estimation and Forecasting Techniques for Macroeconomic Agent-Based Models. (2019). Grazzini, Jakob ; Delli Gatti, Domenico. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7894.

Full description at Econpapers || Download paper

2019Diverse Risk Preferences and Heterogeneous Expectations in an Asset Pricing Model. (2019). Piccillo, Giulia ; Gomez, Thomas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8003.

Full description at Econpapers || Download paper

2019International Business Cycles: Information Matters. (2019). Sopraseuth, Thepthida ; Perego, Erica ; Iliopulos, Eleni. In: Working Papers. RePEc:cii:cepidt:2019-03.

Full description at Econpapers || Download paper

2019Experimental Asset Markets with An Indefinite Horizon. (2019). Duffy, John ; Xie, Huan ; Jiang, Janet Hua. In: CIRANO Working Papers. RePEc:cir:cirwor:2019s-15.

Full description at Econpapers || Download paper

2018Animal Spirits and Fiscal Policy. (2018). Foresti, Pasquale ; de Grauwe, Paul ; DeGrauwe, Paul. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13376.

Full description at Econpapers || Download paper

2019The Sound Of Many Funds Rebalancing. (2019). Fos, Vyacheslav ; Chinco, Alex. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13561.

Full description at Econpapers || Download paper

2019Fiscal Policies in Booms and Busts. (2019). Foresti, Pasquale ; Ji, Yuemei ; de Grauwe, Paul ; DeGrauwe, Paul. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13740.

Full description at Econpapers || Download paper

2018Banks’ leverage behaviour in a two-agent New Keynesian model.. (2018). Punzo, Chiara ; Boitani, Andrea. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def063.

Full description at Econpapers || Download paper

2018Improvements in Bootstrap Inference.. (2018). Monticini, Andrea ; Davidson, Russell. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def070.

Full description at Econpapers || Download paper

2018Fighting Mobile Crime.. (2018). immordino, giovanni ; Crino, Rosario ; Piccolo, Salvatore. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def071.

Full description at Econpapers || Download paper

2018Linguistic skills and the intergenerational transmission of language.. (2018). Di Paolo, Antonio ; Caminal, Ramon ; Cappellari, Lorenzo. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def072.

Full description at Econpapers || Download paper

2018Adult education, the use of Information and Communication Technologies and the impact on quality of life: a case study.. (2018). Brenna, Elenka ; Gitto, Lara. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def073.

Full description at Econpapers || Download paper

2019Cultural Transmission with Incomplete Information: Parental Perceived Efficacy and Group Misrepresentation.. (2019). Panebianco, Fabrizio ; della Lena, Sebastiano. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def079.

Full description at Econpapers || Download paper

2018Agent-Based Models in Economics. (2018). Russo, Alberto ; Richiardi, Matteo ; Gallegati, Mauro ; Fagiolo, Giorgio ; Delli Gatti, Domenico. In: Cambridge Books. RePEc:cup:cbooks:9781108400046.

Full description at Econpapers || Download paper

2018Speculation and Price Indeterminacy in Financial Markets: An Experimental Study. (2018). Sunder, Shyam ; Stock, Thomas ; Huber, Juergen ; Hirota, Shinichi . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2134.

Full description at Econpapers || Download paper

2018The impact of profit taxation on the financial solvency of economic agents. (2018). Antohi, Valentin Marian ; Zlati, Monica Laura. In: Risk in Contemporary Economy. RePEc:ddj:fserec:y:2018:p:43-55.

Full description at Econpapers || Download paper

2018DELFI 2.0, DNBs Macroeconomic Policy Model of the Netherlands. (2018). Vermeulen, Robert ; Kearney, Ide ; Berben, Robert-Paul. In: DNB Occasional Studies. RePEc:dnb:dnbocs:1605.

Full description at Econpapers || Download paper

2018Forward Guidance and the Role of Central Bank Credibility. (2018). Mavromatis, Kostas(Konstantinos) ; Homme, Cars ; Goy, Gavin. In: DNB Working Papers. RePEc:dnb:dnbwpp:614.

Full description at Econpapers || Download paper

2019Equity Risk Premium and Time Horizon: what do the French secular data say ?. (2019). Prat, Georges ; le Bris, David. In: EconomiX Working Papers. RePEc:drm:wpaper:2019-8.

Full description at Econpapers || Download paper

2019Firms’ expectations on the availability of credit since the financial crisis. (2019). Preuss, Carsten ; Ganoulis, Ioannis ; Ferrando, Annalisa. In: Working Paper Series. RePEc:ecb:ecbwps:20192341.

Full description at Econpapers || Download paper

2018An oligopoly model with best response and imitation rules. (2018). Naimzada, Ahmad ; Baiardi, Lorenzo Cerboni. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:336:y:2018:i:c:p:193-205.

Full description at Econpapers || Download paper

2018A novel method based on numerical fitting for oil price trend forecasting. (2018). Zhao, Lu-Tao ; Zeng, Guan-Rong ; Guo, Shi-Qiu ; Wang, YI. In: Applied Energy. RePEc:eee:appene:v:220:y:2018:i:c:p:154-163.

Full description at Econpapers || Download paper

2019When panic makes you blind: A chaotic route to systemic risk. (2019). Marmi, Stefano ; Lillo, Fabrizio ; Mazzarisi, Piero. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:176-199.

Full description at Econpapers || Download paper

2019Home biased expectations and macroeconomic imbalances in a monetary union. (2019). Goy, Gavin ; Bonam, Dennis. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:103:y:2019:i:c:p:25-42.

Full description at Econpapers || Download paper

2019Income inequality, consumption, credit and credit risk in a data-driven agent-based model. (2019). Papadopoulos, Georgios. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:104:y:2019:i:c:p:39-73.

Full description at Econpapers || Download paper

2019The impact of interest rate policy on individual expectations and asset bubbles in experimental markets. (2019). Bao, Te ; Zong, Jichuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:8.

Full description at Econpapers || Download paper

2019Can competition between forecasters stabilize asset prices in learning to forecast experiments?. (2019). Tuinstra, Jan ; Rud, Olga A ; Rabanal, Jean Paul ; Kopanyi, David. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:109:y:2019:i:c:s0165188919301678.

Full description at Econpapers || Download paper

2020Determinants of investor expectations and satisfaction. A study with financial professionals. (2020). Weitzel, Utz ; Lindner, Florian ; Kirchler, Michael ; Schwaiger, Rene. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:110:y:2020:i:c:s016518891930048x.

Full description at Econpapers || Download paper

2020Who inflates the bubble? Forecasters and traders in experimental asset markets. (2020). Palan, Stefan ; Giamattei, Marcus ; Nicklisch, Andreas ; Lambsdorff, Johann Graf ; Graflambsdorff, Johann ; Huber, Jurgen. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:110:y:2020:i:c:s0165188919301113.

Full description at Econpapers || Download paper

2020On the external validity of experimental inflation forecasts: A comparison with five categories of field expectations. (2020). Hubert, Paul ; Cornand, Camille. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:110:y:2020:i:c:s0165188919301459.

Full description at Econpapers || Download paper

2020Are sunspots learnable? An experimental investigation in a simple macroeconomic model. (2020). Evans, George ; Kostyshyna, Olena ; Arifovic, Jasmina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:110:y:2020:i:c:s0165188919301721.

Full description at Econpapers || Download paper

2020Macroeconomic simulation comparison with a multivariate extension of the Markov information criterion. (2020). Barde, Sylvain. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919301927.

Full description at Econpapers || Download paper

2017Empirical properties of a heterogeneous agent model in large dimensions. (2017). Coqueret, Guillaume. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:77:y:2017:i:c:p:180-201.

Full description at Econpapers || Download paper

2017On the bimodality of the distribution of the S&P 500s distortion: Empirical evidence and theoretical explanations. (2017). Westerhoff, Frank ; Schmitt, Noemi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:80:y:2017:i:c:p:34-53.

Full description at Econpapers || Download paper

2017Stabilizing expectations at the zero lower bound: Experimental evidence. (2017). Petersen, Luba ; Arifovic, Jasmina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:21-43.

Full description at Econpapers || Download paper

2017Portfolio diversification and systemic risk in interbank networks. (2017). Tasca, Paolo ; Deghi, Andrea ; Battiston, Stefano. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:96-124.

Full description at Econpapers || Download paper

2017Estimation of financial agent-based models with simulated maximum likelihood. (2017). Baruník, Jozef ; Kukacka, Jiri. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:85:y:2017:i:c:p:21-45.

Full description at Econpapers || Download paper

2018Behavioral uncertainty and the dynamics of traders’ confidence in their price forecasts. (2018). Hanaki, Nobuyuki ; Ishikawa, Ryuichiro ; Akiyama, Eizo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:88:y:2018:i:c:p:121-136.

Full description at Econpapers || Download paper

2018Effects of different ways of incentivizing price forecasts on market dynamics and individual decisions in asset market experiments. (2018). Hanaki, Nobuyuki ; Ishikawa, Ryuichiro ; Akiyama, Eizo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:88:y:2018:i:c:p:51-69.

Full description at Econpapers || Download paper

2018A dynamic network model of the unsecured interbank lending market. (2018). Lelyveld, Iman ; Bräuning, Falk ; Blasques, Francisco ; van Lelyveld, Iman ; Brauning, Falk. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:310-342.

Full description at Econpapers || Download paper

2018Perpetual learning and apparent long memory. (2018). Mavroeidis, Sophocles ; Chevillon, Guillaume. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:343-365.

Full description at Econpapers || Download paper

2018Agent-based model calibration using machine learning surrogates. (2018). Roventini, Andrea ; Sani, Amir ; Lamperti, Francesco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:366-389.

Full description at Econpapers || Download paper

2018The role of cognitive limitations and heterogeneous expectations for aggregate production and credit cycle. (2018). DeGrauwe, Paul ; Gerba, Eddie ; de Grauwe, Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:206-236.

Full description at Econpapers || Download paper

2018A laboratory experiment on the heuristic switching model. (2018). Tuinstra, Jan ; Chernulich, Aleksei ; Anufriev, Mikhail. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:21-42.

Full description at Econpapers || Download paper

2018Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics. (2018). Veneziani, Roberto ; Charpe, Matthieu ; Proao, Christian R ; Galanis, Giorgos ; Flaschel, Peter. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:237-256.

Full description at Econpapers || Download paper

2018Estimation of agent-based models using sequential Monte Carlo methods. (2018). Lux, Thomas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:391-408.

Full description at Econpapers || Download paper

2018Cognitive ability and earnings performance: Evidence from double auction market experiments. (2018). Chen, Shu-Heng ; Tai, Chung-Ching ; Yang, Lee-Xieng . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:409-440.

Full description at Econpapers || Download paper

2018Interactions between stock, bond and housing markets. (2018). Westerhoff, Frank ; Schmitt, Noemi ; Dieci, Roberto. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:43-70.

Full description at Econpapers || Download paper

2018Asset allocation with time series momentum and reversal. (2018). Li, Youwei ; He, Xuezhong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:441-457.

Full description at Econpapers || Download paper

2018Boom-bust dynamics in a stock market participation model with heterogeneous traders. (2018). Naimzada, Ahmad ; Pecora, Nicolo ; Agliari, Anna. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:458-468.

Full description at Econpapers || Download paper

2018An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets. (2018). JAWADI, Fredj ; Ftiti, Zied ; Namouri, Hela. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:469-484.

Full description at Econpapers || Download paper

2018Time-varying arbitrage and dynamic price discovery. (2018). Frijns, Bart. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:485-502.

Full description at Econpapers || Download paper

2018The persistence of social strategies under increasing competitive pressure. (2018). Kopel, Michael ; Lamantia, Fabio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:71-83.

Full description at Econpapers || Download paper

2018Oligopoly game: Price makers meet price takers. (2018). Kopányi, Dávid ; Anufriev, Mikhail ; Kopanyi, David . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:84-103.

Full description at Econpapers || Download paper

2018Asset prices and wealth dynamics in a financial market with random demand shocks. (2018). Dindo, Pietro ; Staccioli, Jacopo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:95:y:2018:i:c:p:187-210.

Full description at Econpapers || Download paper

2017Speculative behavior in a housing market: Boom and bust. (2017). Zheng, Min ; Wang, Shouyang. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:50-64.

Full description at Econpapers || Download paper

2018Herding, social network and volatility. (2018). Wang, Guocheng. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:74-81.

Full description at Econpapers || Download paper

2018No man is an Island: The impact of heterogeneity and local interactions on macroeconomic dynamics. (2018). Roventini, Andrea ; Napoletano, Mauro ; Guerini, Mattia. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:82-95.

Full description at Econpapers || Download paper

2018Complex price dynamics in vertically linked cobweb markets. (2018). Miranda, Mario ; Chaudhry, Muhammad Imran. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:363-378.

Full description at Econpapers || Download paper

2019Central bank forecasts and private expectations: An empirical assessment from three emerging economies. (2019). de Mendonça, Helder ; Barroso, Joseph David ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:234-244.

Full description at Econpapers || Download paper

2017Herding behavior, market sentiment and volatility: Will the bubble resume?. (2017). Uddin, Gazi ; naoui, kamel ; Bekiros, Stelios ; Lucey, Brian ; Jlassi, Mouna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:107-131.

Full description at Econpapers || Download paper

2017Mispricing and trader positions in the S&P 500 index futures market. (2017). Lai, Ya-Wen ; Tang, Mei-Ling ; Lin, Chiou-Fa. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:250-265.

Full description at Econpapers || Download paper

2017Managing monetary policy in a New Keynesian model with many beliefs types. (2017). Pecora, Nicolo ; Spelta, Alessandro. In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:53-58.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Cars Hommes is editor of


Journal
Journal of Economic Dynamics and Control

Works by Cars Hommes:


YearTitleTypeCited
2012Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments In: American Economic Journal: Microeconomics.
[Full Text][Citation analysis]
article79
2011Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments.(2011) In: CeNDEF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 79
paper
2001Success and Failure of Technical Trading Strategies in the Cocoa Futures Market In: CeNDEF Workshop Papers, January 2001.
[Citation analysis]
paper1
2000Succes and Failure of Technical Trading Strategies in the Cocoa Futures Markets.(2000) In: CeNDEF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2001Succes and Failure of Technical Trading Strategies in the Cocoa Futures Market.(2001) In: Computing in Economics and Finance 2001.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2001Success and Failure of Technical Trading Strategies in the Cocoa Futures Market.(2001) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2001Adaptive Beliefs and the volatility of asset prices In: CeNDEF Workshop Papers, January 2001.
[Full Text][Citation analysis]
paper9
2001Stochastic Consistent Expectations Equilibria In: CeNDEF Workshop Papers, January 2001.
[Citation analysis]
paper2
2000STOCHASTIC CONSISTENT EXPECTATIONS EQUILIBRIA.(2000) In: Computing in Economics and Finance 2000.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
2000A Nonlinear Structural Model for Volatility Clustering In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper38
2005A nonlinear structural model for volatility clustering.(2005) In: CeNDEF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38
paper
2000Financial Markets as Nonlinear Adaptive Evolutionary Systems In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper138
2001Financial markets as nonlinear adaptive evolutionary systems.(2001) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 138
article
2001Financial Markets as Nonlinear Adaptive Evolutionary Systems.(2001) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 138
paper
2000Bifurcation Routes to Volatility Clustering In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper23
2001Bifurcation Routes to Volatility Clustering.(2001) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
paper
2000Consistent Expectations Equilibria and Complex Dynamics in Renewable Resource Markets In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper24
2001CONSISTENT EXPECTATIONS EQUILIBRIA AND COMPLEX DYNAMICS IN RENEWABLE RESOURCE MARKETS.(2001) In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
article
2001Consistent Expectations Equilibria and Complex Dynamics in Renewable Resource Markets.(2001) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
paper
2001Evolutionary Dynamics in Financial Markets With Many Trader Types In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper18
2001Evolutionary dynamics in financial markets with many trader types.(2001) In: Working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
2001Evolutionary dynamics in financial markets with many trader types.(2001) In: Computing in Economics and Finance 2001.
[Citation analysis]
This paper has another version. Agregated cites: 18
paper
2001Heterogeneous beliefs and and routes to complez dynamics in asset pricing models with price contingent contracts In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper0
2001Modeling the stylized facts in finance through simple nonlinear adaptive systems In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper13
2002Expectations and Bubbles in Asset Pricing Experiments In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper74
2008Expectations and bubbles in asset pricing experiments.(2008) In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 74
article
2002Learning in Coweb Experiments In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper29
2007LEARNING IN COBWEB EXPERIMENTS.(2007) In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
article
2003Learning in Cobweb Experiments.(2003) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
paper
2002A Robust Rational Route to in a Simple Asset Pricing Model In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper0
2002Evolutionary dynamics in markets with many trader types In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper78
2005Evolutionary dynamics in markets with many trader types.(2005) In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 78
article
2003Bifurcation Routes to Volatility Clustering under Evolutionary Learning In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper64
2008Bifurcation routes to volatility clustering under evolutionary learning.(2008) In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 64
article
2003Does eductive stability imply evolutionary stability? In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper13
2009Does eductive stability imply evolutionary stability?.(2009) In: CeNDEF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2010Does eductive stability imply evolutionary stability?.(2010) In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
article
2003Nonlocal onset of instability in an asset pricing model with heterogeneous agents In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper1
2004Coordination of Expectations in Asset Pricing Experiments (Version March 2004) In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper7
2004Economic Dynamics, Contribution to the Encyclopedia of Nonlinear Science, Alwyn Scott (ed.), Routledge, 2004. In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper0
2004A Dynamic Analysis of Moving Average Rules In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper102
2006A dynamic analysis of moving average rules.(2006) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 102
article
2004A Dynamical Analysis of Moving Average Rules.(2004) In: Computing in Economics and Finance 2004.
[Citation analysis]
This paper has another version. Agregated cites: 102
paper
2005A Dynamic Analysis of Moving Average Rules.(2005) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 102
paper
2004A Dynamic Analysis of Moving Average Rules.(2004) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 102
paper
2004Forming price expectations in positive and negative feedback systems In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper2
2005Heterogeneous Agents Models: two simple examples, forthcoming In: Lines, M. (ed.) Nonlinear Dynamical Systems in Economics, CISM Courses and Lectures, Springer, 2005, pp.131-164. In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper0
2005Heterogeneous 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 In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper1
2005Behavioral Heterogeneity in Stock Prices In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper227
2007Behavioral heterogeneity in stock prices.(2007) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 227
article
2005Behavioral Heterogeneity in Stock Prices.(2005) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 227
paper
2005Testing for Nonlinear Structure and Chaos in Economic Time Series: A Comment In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper0
2005Adaptive Rational Equilibrium with Forward Looking Agents, fortcoming in International Journal of Economic Theory (IJET) 2006, special issue in honor of Jean-Michel Grandmont. In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper0
2006Interacting 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. In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper1
2006Price Stability and Volatility in Markets with Positive and Negative Expectations Feedback: An Experimental Investigation In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper125
2009Price stability and volatility in markets with positive and negative expectations feedback: An experimental investigation.(2009) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 125
article
2006More hedging instruments may destabilize markets In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper74
2008More hedging instruments may destabilize markets.(2008) In: CeNDEF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 74
paper
2009More hedging instruments may destabilize markets.(2009) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 74
article
2008More Hedging Instruments may destablize Markets.(2008) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 74
paper
2006E&F Chaos: a user friendly software package for nonlinear economic dynamics In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper21
2008E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics.(2008) In: Computational Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
article
2007Bounded Rationality and Learning in Complex Markets In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper7
2009Bounded Rationality and Learning in Complex Markets.(2009) In: Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
chapter
2007Evolution of Market Heuristics In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper6
2007Complexity, Evolution and Learning: a simple story of heterogeneous expectations and some empirical and experimental validation. In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper4
2008Complex evolutionary systems in behavioral finance In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper23
2008Complex Evolutionary Systems in Behavioral Finance.(2008) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
paper
2008Interest Rate Rules with Heterogeneous Expectations In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper8
2009Forward and Backward Dynamics in implicitly defined Overlapping Generations Models In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper11
2009Forward and backward dynamics in implicitly defined overlapping generations models.(2009) In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
article
2008Forward and Backward Dynamics in Implicitly Defined Overlapping Generations Models.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2009Individual Expectations and Aggregate Behavior in Learning to Forcast Experiments In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper16
2013INDIVIDUAL EXPECTATIONS AND AGGREGATE BEHAVIOR IN LEARNING-TO-FORECAST EXPERIMENTS.(2013) In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
article
2008Individual expectations and aggregate behavior in learning to forecast experiments.(2008) In: Kiel Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2009Is more memory in evolutionary selection (de)stabilizing? In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper15
2012IS MORE MEMORY IN EVOLUTIONARY SELECTION (DE)STABILIZING?.(2012) In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
article
2009Evolutionary Selection of Individual Expectations and Aggregate Outcomes In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper8
2010Multiple Steady States, Limit Cycles and Chaotic Attractors in Evolutionary Games with Logit Dynamics In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper0
2010Evolutionary Selection of Expectations in Positive and Negative Feedback Markets In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper20
2013Evolutionary selection of expectations in positive and negative feedback markets.(2013) In: Journal of Evolutionary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
article
2010The Heterogeneous Expectations Hypothesis: Some Evidence from the Lab In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper171
2011The heterogeneous expectations hypothesis: Some evidence from the lab.(2011) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 171
article
2010The heterogeneous expectations hypothesis: some evidence from the lab.(2010) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 171
paper
2010Individual Expectations, Limited Rationality and Aggregate Outcomes In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper61
2012Individual expectations, limited rationality and aggregate outcomes.(2012) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 61
article
2012Individual Expectations, Limited Rationality and Aggregate Outcomes.(2012) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 61
paper
2011Individual Expectations and Aggregate Macro Behavior In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper72
2011Individual Expectations and Aggregate Macro Behavior.(2011) In: DNB Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 72
paper
2013Individual Expectations and Aggregate Macro Behavior.(2013) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 72
paper
2011Learning under misspecification: a behavioral explanation of excess volatility in stock prices and persistence in inflation In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper1
2011Learning, Forecasting and Optimizing: an Experimental Study In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper46
2013Learning, forecasting and optimizing: An experimental study.(2013) In: European Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46
article
2012Learning, Forecasting and Optimizing: An Experimental Study.(2012) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46
paper
2011On the stability of the Cournot equilibrium: An evolutionary approach In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper7
2012Behavioral Heterogeneity in U.S. Inflation Dynamics In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper34
2019Behavioral Heterogeneity in U.S. Inflation Dynamics.(2019) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
article
2013Behavioral Heterogeneity in U.S. Inflation Dynamics.(2013) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
paper
2012Animal Spirits, Heterogeneous Expectations and the Amplification and Duration of Crises In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper4
2017ANIMAL SPIRITS, HETEROGENEOUS EXPECTATIONS, AND THE AMPLIFICATION AND DURATION OF CRISES.(2017) In: Economic Inquiry.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2012Behavioral Learning Equilibria In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper22
2014Behavioral learning equilibria.(2014) In: Journal of Economic Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
article
2013Behavioral Learning Equilibria.(2013) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2013Behaviorally Rational Expectations and Almost Self-Fulfilling Equilibria In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper4
2014Behaviorally Rational Expectations and Almost Self-Fulfilling Equilibria.(2014) In: Review of Behavioral Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2013Behaviorally Rational Expectations and Almost Self-Fulfilling Equilibria.(2013) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2013Innovate or Imitate? Behavioural Technological Change In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper13
2014Innovate or Imitate? Behavioural technological change.(2014) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
article
2013Innovate or imitate? Behavioural Technological Change.(2013) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2013Reflexivity, Expectations Feedback and Almost Self-fulfilling Equilibria: Economic Theory, Empirical Evidence and Laboratory Experiments In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper7
2013Reflexivity, expectations feedback and almost self-fulfilling equilibria: economic theory, empirical evidence and laboratory experiments.(2013) In: Journal of Economic Methodology.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2013Reflexivity, Expectations Feedback and almost Self-fulfilling Equilibria: Economic Theory, Empirical Evidence and Laboratory Experiments.(2013) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2014Bubble Formation and (In)efficient Markets in Learning-to-Forecast and -Optimize Experiments In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper24
2017Bubble Formation and (In)Efficient Markets in Learning‐to‐Forecast and optimise Experiments.(2017) In: Economic Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
article
2015Bubble Formation and (In)Efficient Markets in Learning-to-Forecast and -optimise Experiments.(2015) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
paper
2017Bubble Formation and (In)Efficient Markets in Learning‐to‐forecast and optimise Experiments.(2017) In: Economic Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
article
2014The formation of a core periphery structure in heterogeneous financial networks In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper11
2016The formation of a core periphery structure in heterogeneous financial networks.(2016) In: CeNDEF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2016The formation of a core-periphery structure in heterogeneous financial networks.(2016) In: DNB Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2019The Formation of a Core Periphery Structure in Heterogeneous Financial Networks.(2019) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2014Experiments on Expectations in Macroeconomics and Finance In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper17
2014Experiments on Expectations in Macroeconomics and Finance.(2014) In: Research in Experimental Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
chapter
2014Managing Self-organization of Expectations through Monetary Policy: a Macro Experiment In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper10
2018Managing Self-organization of Expectations through Monetary Policy: a Macro Experiment.(2018) In: TSE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2014Booms, busts and behavioural heterogeneity in stock prices In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper11
2017Booms, busts and behavioural heterogeneity in stock prices.(2017) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
article
2015Booms, Busts and Behavioural Heterogeneity in Stock Prices.(2015) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2015Genetic Algorithm Learning in a New Keynesian Macroeconomic Setup In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper0
2017Genetic algorithm learning in a New Keynesian macroeconomic setup.(2017) In: Journal of Evolutionary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2015Inflation Targeting and Liquidity Traps under Endogenous Credibility In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper9
2019Inflation Targeting and Liquidity Traps Under Endogenous Credibility.(2019) In: Staff Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2019Inflation targeting and liquidity traps under endogenous credibility.(2019) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
article
2015Critical Slowing Down as Early Warning Signals for Financial Crises? In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper6
2015Path Dependent Coordination of Expectations in Asset Pricing Experiments: a Behavioral Explanation In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper6
2016Path dependent coordination of expectations in asset pricing experiments: A behavioral explanation.(2016) In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2015Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper8
2019Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments.(2019) In: Journal of the European Economic Association.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2015Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments.(2015) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2015When Speculators Meet Constructors: Positive and Negative Feedback in Experimental Housing Markets In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper1
2015Monetary and Fiscal Policy Design at the Zero Lower Bound - Evidence from the Lab In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper7
2019MONETARY AND FISCAL POLICY DESIGN AT THE ZERO LOWER BOUND: EVIDENCE FROM THE LAB.(2019) In: Economic Inquiry.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2016Managing Heterogeneous and Unanchored Expectations: A Monetary Policy Analysis In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper10
2016Behavioral Learning Equilibria, Persistence Amplification & Monetary Policy In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper0
2016Learning to believe in Simple Equilibria in a Complex OLG Economy - evidence from the lab In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper0
2019Learning to believe in simple equilibria in a complex OLG economy - evidence from the lab.(2019) In: Journal of Economic Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
1999Complex Nonlinear Dynamics and Computational Methods In: CeNDEF Working Papers.
[Citation analysis]
paper5
1999Endogenous Fluctuations under Evolutionary Pressure in Cournot Competition In: CeNDEF Working Papers.
[Citation analysis]
paper61
2002Endogenous fluctuations under evolutionary pressure in Cournot competition.(2002) In: Games and Economic Behavior.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 61
article
1999Cobweb Dynamics under Bounded Rationality In: CeNDEF Working Papers.
[Citation analysis]
paper4
1999The Instability of a Heterogeneous Cobweb economy: a Strategy Experiment on Expectation Formation In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper49
2004The instability of a heterogeneous cobweb economy: a strategy experiment on expectation formation.(2004) In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49
article
1999Expectation Driven Price Volatility in an Experimental Cobweb Economy In: CeNDEF Working Papers.
[Citation analysis]
paper1
2012Super-exponential bubbles in lab experiments: evidence for anchoring over-optimistic expectations on price In: Papers.
[Full Text][Citation analysis]
paper19
2012Super-Exponential Bubbles in Lab Experiments: Evidence for Anchoring Over-Optimistic Expectations on Price.(2012) In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2013Super-exponential bubbles in lab experiments: Evidence for anchoring over-optimistic expectations on price.(2013) In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
article
2015Do investors trade too much? A laboratory experiment In: Papers.
[Full Text][Citation analysis]
paper2
2017Do investors trade too much? A laboratory experiment.(2017) In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2017Do investors trade too much? A laboratory experiment.(2017) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
1998Rational animal spirits In: Working papers.
[Full Text][Citation analysis]
paper5
2002Heterogeneous beliefs and routes to complex dynamics in asset pricing models with price contingent contracts In: Working papers.
[Full Text][Citation analysis]
paper5
1995Rational Routes to Randomness. In: Working papers.
[Citation analysis]
paper780
1996A Rational Route to Randomness..(1996) In: Working papers.
[Citation analysis]
This paper has another version. Agregated cites: 780
paper
1997A Rational Route to Randomness.(1997) In: Econometrica.
[Citation analysis]
This paper has another version. Agregated cites: 780
article
1995Rational Routes to Randomness.(1995) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 780
paper
1996Hetergeneous Beliefs and Routes to Chaos in a Simple Asset Pricing Model. In: Working papers.
[Citation analysis]
paper816
1998Heterogeneous beliefs and routes to chaos in a simple asset pricing model.(1998) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 816
article
1997Models of Compelxity in Economics and Finance. In: Working papers.
[Full Text][Citation analysis]
paper20
2019Are Long-Horizon Expectations (De-)Stabilizing? Theory and Experiments In: Staff Working Papers.
[Full Text][Citation analysis]
paper0
2006Adaptive rational equilibrium with forward looking agents In: International Journal of Economic Theory.
[Full Text][Citation analysis]
article15
2017Comparing behavioural heterogeneity across asset classes In: Working Paper.
[Full Text][Citation analysis]
paper3
2012An Experimental Study on Expectations and Learning in Overlapping Generations Models In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article3
2013Animal Spirits, Heterogeneous Expectations and the Emergence of Booms and Busts In: DISCE - Working Papers del Dipartimento di Economia e Finanza.
[Full Text][Citation analysis]
paper20
2013Animal Spirits, Heterogeneous Expectations and the Emergence of Booms and Busts.(2013) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
paper
2014PQ Strategies in Monopolistic Competition: Some Insights from the Lab In: DISCE - Working Papers del Dipartimento di Economia e Finanza.
[Full Text][Citation analysis]
paper15
2015PQ strategies in monopolistic competition: Some insights from the lab.(2015) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
article
2013Behavioral Rationality and Heterogeneous Expectations in Complex Economic Systems In: Cambridge Books.
[Citation analysis]
book129
2015Behavioral Rationality and Heterogeneous Expectations in Complex Economic Systems.(2015) In: Cambridge Books.
[Citation analysis]
This paper has another version. Agregated cites: 129
book
2013INTEREST RATE RULES AND MACROECONOMIC STABILITY UNDER HETEROGENEOUS EXPECTATIONS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article36
2009Interest Rate Rules and Macroeconomic Stability under Heterogeneous Expectations.(2009) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36
paper
1998CONSISTENT EXPECTATIONS EQUILIBRIA In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article77
2010Inflation Expectations and Stability in an Overlapping Generations Experiment with Money Creation In: DNB Working Papers.
[Full Text][Citation analysis]
paper0
2014Identifying booms and busts in house prices under heterogeneous expectations In: DNB Working Papers.
[Full Text][Citation analysis]
paper20
2019Identifying booms and busts in house prices under heterogeneous expectations.(2019) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
article
2014Identifying Booms and Busts in House Prices under Heterogeneous Expectations.(2014) In: European Economy - Economic Papers 2008 - 2015.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
paper
2014Identifying Booms and Busts in House Prices under Heterogeneous Expectations.(2014) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
paper
2019Behavioral learning equilibria in the New Keynesian model In: DNB Working Papers.
[Full Text][Citation analysis]
paper0
2004Coordination of Expectations in Asset Pricing Experiments In: DNB Staff Reports (discontinued).
[Full Text][Citation analysis]
paper152
2005Coordination of Expectations in Asset Pricing Experiments.(2005) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 152
article
2003Coordination of Expectations in Asset Pricing Experiments.(2003) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 152
paper
2018Behavioral & experimental macroeconomics and policy analysis: a complex systems approach In: Working Paper Series.
[Full Text][Citation analysis]
paper1
2019Contagion between asset markets: A two market heterogeneous agents model with destabilising spillover effects In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article1
2019Managing unanchored, heterogeneous expectations and liquidity traps In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article7
2017Managing unanchored, heterogeneous expectations and liquidity traps.(2017) In: BERG Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2019When speculators meet suppliers: Positive versus negative feedback in experimental housing markets In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article2
2020Coordination on bubbles in large-group asset pricing experiments In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article0
1990Resolution of chaos with application to a modified Samuelson model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article6
1995Cycles and chaos in a socialist economy In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article9
2000Heterogeneous beliefs and the non-linear cobweb model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article34
2005A strategy experiment in dynamic asset pricing In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article22
2005A robust rational route to randomness in a simple asset pricing model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article79
2018Fiscal consolidations and heterogeneous expectations In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article9
2017Fiscal consolidations and heterogeneous expectations.(2017) In: BERG Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2018Carl’s nonlinear cobweb In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article0
1991Adaptive learning and roads to chaos : The case of the cobweb In: Economics Letters.
[Full Text][Citation analysis]
article39
1993Periodic, almost periodic and chaotic behaviour in Hicks non-linear trade cycle model In: Economics Letters.
[Full Text][Citation analysis]
article7
1996Partial equilibrium analysis in a noisy chaotic market In: Economics Letters.
[Full Text][Citation analysis]
article5
2019Monetary policy under behavioral expectations: Theory and experiment In: European Economic Review.
[Full Text][Citation analysis]
article21
2017Monetary Policy under Behavioral Expectations: Theory and Experiment.(2017) In: Bank of Lithuania Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
paper
2015Monetary Policy under Behavioral Expectations: Theory and Experiment.(2015) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
paper
2012Multiple equilibria and limit cycles in evolutionary games with Logit Dynamics In: Games and Economic Behavior.
[Full Text][Citation analysis]
article10
2006Heterogeneous Agent Models in Economics and Finance In: Handbook of Computational Economics.
[Full Text][Citation analysis]
chapter249
2005Heterogeneous Agent Models in Economics and Finance.(2005) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 249
paper
2019Learning, heterogeneity, and complexity in the New Keynesian model In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article1
2018Learning, Heterogeneity, and Complexity in the New Keynesian Model..(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
1994Dynamics of the cobweb model with adaptive expectations and nonlinear supply and demand In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article78
1998On the consistency of backward-looking expectations: The case of the cobweb In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article61
1998Stability and complex dynamics in a discrete tatonnement model In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article10
2006Comments on Testing for nonlinear structure and chaos in economic time series In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article7
2006Moving average rules as a source of market instability In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article19
2013More memory under evolutionary learning may lead to chaos In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article7
2007Paul De Grauwe and Marianna Grimaldi, The exchange rate in a behavioral finance framework, Princeton University Press (2006). In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article0
2007Paul De Grauwe and Marianna Grimaldi, The exchange rate in a behavioral finance framework, Princeton University Press (2006)..(2007) In: International Review of Economics & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
1995A reconsideration of Hicks non-linear trade cycle model In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]
article18
2016Evolutionary Competition between Adjustment Processes in Cournot Oligopoly: Instability and Complex Dynamics In: THEMA Working Papers.
[Full Text][Citation analysis]
paper4
2018Evolutionary Competition Between Adjustment Processes in Cournot Oligopoly: Instability and Complex Dynamics.(2018) In: Dynamic Games and Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2009Forward and Backward Dynamics in implicitly defined Overl apping Generations Models In: Post-Print.
[Full Text][Citation analysis]
paper0
1997Book review: Complex economic dynamics volume I: An introduction to dynamical systems and market mechanism, Richard H. Day In: Discrete Dynamics in Nature and Society.
[Full Text][Citation analysis]
article0
1991“Period three to period two” bifurcation for piecewise linear models In: Journal of Economics.
[Full Text][Citation analysis]
article7
2003Mean Reversion, Bubbles and Heterogeneous Beliefs in Stock Prices In: Computing in Economics and Finance 2003.
[Full Text][Citation analysis]
paper0
2004Do hedging instruments stabilize markets? In: Computing in Economics and Finance 2004.
[Citation analysis]
paper0
2005Price expectations in the laboratory in positive and negative feedback systems In: Computing in Economics and Finance 2005.
[Full Text][Citation analysis]
paper1
1997Chaotic consumption patterns in a simple2-D addiction model In: Economic Theory.
[Full Text][Citation analysis]
article7
2017Internal Rationality, Heterogeneity, and Complexity in the New Keynesian Model In: School of Economics Discussion Papers.
[Full Text][Citation analysis]
paper2
2014A reply to Rosser and Kirman In: Journal of Economic Methodology.
[Full Text][Citation analysis]
article0
2005Heterogeneous Agent Models: Two Simple Case Studies In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper0
2006Interacting Agents in Finance In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper0
2006Testing for Nonlinear Structure and Chaos in Economic Time. A Comment. In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper1
2017From self-fulfilling mistakes to behavioral learning equilibria In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper0
0000Bubbles, crashes and information contagion in large-group asset market experiments In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper2
2017Internal rationalityuyuyuy, heterogeneity and complexity in the New Keynesian model In: Working Papers.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated May, 3 2020. Contact: CitEc Team