28
H index
55
i10 index
4193
Citations
Cars Hommes : Citation Profile
Universiteit van Amsterdam (50% share) | RESEARCH PRODUCTION: 67 Articles 150 Papers 2 Books 3 Chapters EDITOR: Series edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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29 years (1989 - 2018). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Cars Hommes. | Is cited by:
| Cites to:
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Main data
Where Cars Hommes has published?
Recent works citing Cars Hommes (2018 and 2017)
| Year | Title of citing document | |
|---|---|---|
| 2017 | Stock Price Booms and Expected Capital Gains. (2017). Marcet, Albert ; Beutel, Johannes ; Adam, Klaus. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:8:p:2352-2408. Full description at Econpapers || Download paper | |
| 2017 | Detecting 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 | |
| 2017 | A taxonomy of learning dynamics in 2 x 2 games. (2017). Galla, Tobias ; Farmer, Doyne ; Sanders, James ; Pangallo, Marco . In: Papers. RePEc:arx:papers:1701.09043. Full description at Econpapers || Download paper | |
| 2017 | Agent-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 | |
| 2017 | An empirical behavioural order-driven model with price limit rules. (2017). Gu, Gao-Feng ; Zhou, Wei-Xing ; Chen, Wei ; Zhang, Yong-Jie ; Xu, Hai-Chuan ; Xiong, Xiong. In: Papers. RePEc:arx:papers:1704.04354. Full description at Econpapers || Download paper | |
| 2017 | Stock Trading Using PE ratio: A Dynamic Bayesian Network Modeling on Behavioral Finance and Fundamental Investment. (2017). Wang, Hai Zhen ; Sattayatham, Pairote ; Chatpatanasiri, Ratthachat . In: Papers. RePEc:arx:papers:1706.02985. Full description at Econpapers || Download paper | |
| 2017 | Deep 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 | |
| 2018 | Portfolio Optimization and Model Predictive Control: A Kinetic Approach. (2018). Trimborn, Torsten ; Frank, Martin ; Pareschi, Lorenzo. In: Papers. RePEc:arx:papers:1711.03291. Full description at Econpapers || Download paper | |
| 2017 | Black was right: Price is within a factor 2 of Value. (2017). Bouchaud, J P ; Ronia, Sin K ; Seager, P ; Majewski, A ; Lemp, Y ; Ciliberti, S. In: Papers. RePEc:arx:papers:1711.04717. Full description at Econpapers || Download paper | |
| 2018 | SABCEMM-A Simulator for Agent-Based Computational Economic Market Models. (2018). Trimborn, Torsten ; Frank, Martin ; Pabich, Emma ; Beikirch, Max ; Cramer, Simon ; Otte, Philipp. In: Papers. RePEc:arx:papers:1801.01811. Full description at Econpapers || Download paper | |
| 2018 | Structural Estimation of Behavioral Heterogeneity. (2018). Shi, Zhentao ; Zheng, Huanhuan. In: Papers. RePEc:arx:papers:1802.03735. Full description at Econpapers || Download paper | |
| 2018 | Agents 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 | |
| 2018 | When panic makes you blind: a chaotic route to systemic risk. (2018). Mazzarisi, Piero ; Marmi, Stefano ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:1805.00785. Full description at Econpapers || Download paper | |
| 2018 | A 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 | |
| 2018 | Co-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 | |
| 2017 | TransmisiĂłn monetaria bajo regĂmenes alternativos de finanzas corporativas. (2017). DeGrauwe, Paul ; Gerba, Eddie ; de Grauwe, Paul. In: Revista ESPE - Ensayos sobre PolĂtica EconĂłmica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:46-55. Full description at Econpapers || Download paper | |
| 2017 | Monetary transmission under competing corporate finance regimes. (2017). DeGrauwe, Paul ; Gerba, Eddie ; de Grauwe, Paul. In: Revista ESPE - Ensayos sobre PolĂtica EconĂłmica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:78-100. Full description at Econpapers || Download paper | |
| 2017 | How 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 | |
| 2018 | Why does onù⏠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 | |
| 2017 | MONETARY POLICY RULES UNDER HETEROGENEOUS INFLATION EXPECTATIONS. (2017). Brissimis, Sophocles ; Magginas, Nicholas S. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:3:p:1400-1415. Full description at Econpapers || Download paper | |
| 2017 | TAKING 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 | |
| 2018 | AGENTâBASED 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 | |
| 2018 | The 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 | |
| 2018 | Stability 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 | |
| 2017 | Heterogeneous 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 | |
| 2017 | Analyzing Structural Reforms Using a Behavioral Macroeconomic Model. (2017). DeGrauwe, Paul ; Ji, Yuemei ; de Grauwe, Paul. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6518. Full description at Econpapers || Download paper | |
| 2018 | Why 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 | |
| 2018 | Sparse Restricted Perception Equilibrium. (2018). Slobodyan, Sergey ; Audzei, Volha. In: Working Papers. RePEc:cnb:wpaper:2018/8. Full description at Econpapers || Download paper | |
| 2017 | Monetary transmission under competing corporate finance regimes. (2017). Gerba, Eddie ; de Grauwe, Paul ; DeGrauwe, Paul. In: Revista ESPE - ENSAYOS SOBRE POLĂTICA ECONĂMICA. RePEc:col:000107:015471. Full description at Econpapers || Download paper | |
| 2017 | Endogenous Asymmetric Shocks in the Eurozone. The Role of Animal Spirits. (2017). DeGrauwe, Paul ; Ji, Yuemei ; de Grauwe, Paul. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11887. Full description at Econpapers || Download paper | |
| 2017 | Structural Reforms and Monetary Policies in a Behavioural Macroeconomic Model. (2017). DeGrauwe, Paul ; Ji, Yuemei ; de Grauwe, Paul. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12336. Full description at Econpapers || Download paper | |
| 2018 | Animal 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 | |
| 2017 | So close yet so unequal: Reconsidering spatial inequality in U.S. cities.. (2017). Peluso, Eugenio ; Andreoli, Francesco. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def055. Full description at Econpapers || Download paper | |
| 2017 | Is it the way you live or the job you have? Health effects of lifestyles and working conditions.. (2017). Cottini, Elena ; Ghinetti, Paolo . In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def056. Full description at Econpapers || Download paper | |
| 2017 | E Many Pluribus Unum: A Behavioural Macro-Economic Agent Based Model.. (2017). Tettamanzi, Michele. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def062. Full description at Econpapers || Download paper | |
| 2018 | Banksâ 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 | |
| 2018 | Improvements 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 | |
| 2018 | Fighting Mobile Crime.. (2018). immordino, giovanni ; Piccolo, Salvatore ; Crino, Rosario. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def071. Full description at Econpapers || Download paper | |
| 2018 | Linguistic skills and the intergenerational transmission of language.. (2018). Di Paolo, Antonio ; Cappellari, Lorenzo ; Caminal, Ramon. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def072. Full description at Econpapers || Download paper | |
| 2018 | Adult 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 | |
| 2017 | MONETARY POLICY SWITCHING IN THE EURO AREA AND MULTIPLE STEADY STATES: AN EMPIRICAL INVESTIGATION. (2017). Dufrénot, Gilles ; Khayat, Guillaume A ; Dufrenot, Gilles. In: Macroeconomic Dynamics. RePEc:cup:macdyn:v:21:y:2017:i:05:p:1175-1188_00. Full description at Econpapers || Download paper | |
| 2018 | Speculation and Price Indeterminacy in Financial Markets: An Experimental Study. (2018). Hirota, Shinichi ; Sunder, Shyam ; Stock, Thomas ; Huber, Juergen. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2134. Full description at Econpapers || Download paper | |
| 2018 | The 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 | |
| 2018 | An urgent call to get better prepared for unexpected events. (2018). Spaanderman, Jurgen. In: DNB Occasional Studies. RePEc:dnb:dnbocs:1602. Full description at Econpapers || Download paper | |
| 2018 | DELFI 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 | |
| 2017 | Applying complexity theory to interest rates: Evidence of critical transitions in the euro area. (2017). End, Jan Willem ; van den End, Jan Willem. In: DNB Working Papers. RePEc:dnb:dnbwpp:567. Full description at Econpapers || Download paper | |
| 2018 | Forward Guidance and the Role of Central Bank Credibility. (2018). Goy, Gavin ; Mavromatis, Kostas ; Homme, Cars. In: DNB Working Papers. RePEc:dnb:dnbwpp:614. Full description at Econpapers || Download paper | |
| 2017 | Trust, but verify. De-anchoring of inflation expectations under learning and heterogeneity. (2017). Locarno, Alberto ; Gerali, Andrea ; Delle Monache, Davide ; Busetti, Fabio. In: Working Paper Series. RePEc:ecb:ecbwps:20171994. Full description at Econpapers || Download paper | |
| 2017 | Knightian uncertainty and credit cycles. (2017). ƻochowski, Dawid ; Gerba, Eddie. In: Working Paper Series. RePEc:ecb:ecbwps:20172068. Full description at Econpapers || Download paper | |
| 2018 | Behavioral & experimental macroeconomics and policy analysis: a complex systems approach. (2018). Hommes, Cars. In: Working Paper Series. RePEc:ecb:ecbwps:20182201. Full description at Econpapers || Download paper | |
| 2018 | Distinguishing between endogenous and exogenous price volatility in food security assessment: An empirical nonlinear dynamics approach. (2018). Canavari, Maurizio ; Muoz-Carpena, R ; Huffaker, R. In: Agricultural Systems. RePEc:eee:agisys:v:160:y:2018:i:c:p:98-109. Full description at Econpapers || Download paper | |
| 2018 | An 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 | |
| 2018 | A 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 | |
| 2017 | Empirical 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 | |
| 2017 | Bayesian estimation of agent-based models. (2017). Tsionas, Mike ; Richiardi, Matteo ; Grazzini, Jakob. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:77:y:2017:i:c:p:26-47. Full description at Econpapers || Download paper | |
| 2017 | On 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 | |
| 2017 | Stabilizing 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 | |
| 2017 | Impact of value-at-risk models on market stability. (2017). Llacay, Barbara ; Peffer, Gilbert. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:223-256. Full description at Econpapers || Download paper | |
| 2017 | Portfolio 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 | |
| 2017 | Modeling loss-propagation in the global supply network: The dynamic agent-based model acclimate. (2017). Wenz, L ; Frieler, K ; Levermann, A ; Willner, S N ; Otto, C. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:83:y:2017:i:c:p:232-269. Full description at Econpapers || Download paper | |
| 2017 | Estimation of financial agent-based models with simulated maximum likelihood. (2017). BarunĂÂk, 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 | |
| 2018 | Behavioral uncertainty and the dynamics of tradersâ 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 | |
| 2018 | Effects 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 | |
| 2018 | A dynamic network model of the unsecured interbank lending market. (2018). Lelyveld, Iman ; BrÀuning, 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 | |
| 2018 | Perpetual 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 | |
| 2018 | Agent-based model calibration using machine learning surrogates. (2018). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir. 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 | |
| 2018 | Evolutionary dynamics in club goods binary games. (2018). Merlone, Ugo ; Pruscini, Eros ; Bischi, Gian Italo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:104-119. Full description at Econpapers || Download paper | |
| 2018 | Dynamic analysis of discontinuous best response with innovation. (2018). Pezzino, Mario ; Tramontana, Fabio ; Lamantia, Fabio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:120-133. Full description at Econpapers || Download paper | |
| 2018 | The 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 | |
| 2018 | A laboratory experiment on the heuristic switching model. (2018). Chernulich, Aleksei ; Anufriev, Mikhail ; Tuinstra, Jan. 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 | |
| 2018 | Macroeconomic 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 | |
| 2018 | Estimation 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 | |
| 2018 | Cognitive ability and earnings performance: Evidence from double auction market experiments. (2018). Chen, Shu-Heng ; Yang, Lee-Xieng ; TAI, CHUNG-CHING. 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 | |
| 2018 | Interactions 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 | |
| 2018 | Asset 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 | |
| 2018 | Boom-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 | |
| 2018 | An 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 | |
| 2018 | Time-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 | |
| 2018 | The 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 | |
| 2018 | Oligopoly game: Price makers meet price takers. (2018). KopĂÂĄnyi, DĂÂĄvid ; 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 | |
| 2018 | Asset 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 | |
| 2017 | Speculative 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 | |
| 2017 | Taxing financial transactions in fundamentally heterogeneous markets. (2017). Molinari, Massimo ; Gaffeo, Edoardo. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:322-333. Full description at Econpapers || Download paper | |
| 2017 | The impact of the French financial transaction tax on HFT activities and market quality. (2017). Oriol, Nathalie ; Louhichi, Wael ; Harb, Etienne ; Veryzhenko, Iryna. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:307-315. Full description at Econpapers || Download paper | |
| 2018 | Herding, 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 | |
| 2018 | No 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 | |
| 2018 | Complex 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 | |
| 2017 | Herding 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 | |
| 2017 | Mispricing 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 | |
| 2017 | Managing 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 | |
| 2018 | An information theoretic criterion for empirical validation of simulation models. (2018). Lamperti, Francesco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:83-106. Full description at Econpapers || Download paper | |
| 2017 | Disinflations in a model of imperfectly anchored expectations. (2017). Kulish, Mariano ; Gibbs, Christopher. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:157-174. Full description at Econpapers || Download paper | |
| 2017 | A tale of fat tails. (2017). Dave, Chetan ; Malik, Samreen. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:293-317. Full description at Econpapers || Download paper | |
| 2017 | Price bubbles, gender, and expectations in experimental asset markets. (2017). Holt, Charles ; Porzio, Megan ; Song, Michelle Yingze. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:72-94. Full description at Econpapers || Download paper | |
| 2017 | Cash inflow and trading horizon in asset markets. (2017). Razen, Michael ; Kirchler, Michael ; Huber, Jurgen . In: European Economic Review. RePEc:eee:eecrev:v:92:y:2017:i:c:p:359-384. Full description at Econpapers || Download paper | |
| 2018 | It takes all sorts: A heterogeneous agent explanation for prediction market mispricing. (2018). Restocchi, Valerio ; Gerding, Enrico ; McGroarty, Frank. In: European Journal of Operational Research. RePEc:eee:ejores:v:270:y:2018:i:2:p:556-569. Full description at Econpapers || Download paper | |
| 2017 | Portfolio performance across genders and generations: The role of financial innovation. (2017). Davydov, Denis ; Schon, Marcus ; Peltomaki, Jarkko ; Florestedt, Otto . In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:44-51. Full description at Econpapers || Download paper | |
| 2018 | Long memory in financial markets: A heterogeneous agent model perspective. (2018). Li, Youwei ; Liu, Ruipeng ; Zheng, Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:38-51. Full description at Econpapers || Download paper | |
| 2018 | Avoiding regret in an agent-based asset pricing model. (2018). Pruna, Radu T ; Jennings, Nicholas R ; Polukarov, Maria. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:273-277. Full description at Econpapers || Download paper | |
| 2018 | Persistent liquidity shocks and interbank funding. (2018). Bluhm, Marcel . In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:246-262. Full description at Econpapers || Download paper | |
| 2017 | Limited rationality and the strategic environment: Further theory and experimental evidence. (2017). Waldman, Michael ; Schneider, Henry S ; Cooper, Kristen B. In: Games and Economic Behavior. RePEc:eee:gamebe:v:106:y:2017:i:c:p:188-208. 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:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments In: American Economic Journal: Microeconomics. [Full Text][Citation analysis] | article | 55 |
| 2011 | Evolutionary 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: 55 | paper | |
| 2001 | Success and Failure of Technical Trading Strategies in the Cocoa Futures Market In: CeNDEF Workshop Papers, January 2001. [Citation analysis] | paper | 1 |
| 2000 | Succes 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 | |
| 2001 | Succes 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 | |
| 2001 | Success 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 | |
| 2001 | Adaptive Beliefs and the volatility of asset prices In: CeNDEF Workshop Papers, January 2001. [Full Text][Citation analysis] | paper | 9 |
| 2001 | Stochastic Consistent Expectations Equilibria In: CeNDEF Workshop Papers, January 2001. [Citation analysis] | paper | 2 |
| 2000 | STOCHASTIC CONSISTENT EXPECTATIONS EQUILIBRIA.(2000) In: Computing in Economics and Finance 2000. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2000 | A Nonlinear Structural Model for Volatility Clustering In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 38 |
| 2005 | A nonlinear structural model for volatility clustering.(2005) In: CeNDEF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
| 2000 | Financial Markets as Nonlinear Adaptive Evolutionary Systems In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 126 |
| 2001 | Financial markets as nonlinear adaptive evolutionary systems.(2001) In: Quantitative Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 126 | article | |
| 2001 | Financial Markets as Nonlinear Adaptive Evolutionary Systems.(2001) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 126 | paper | |
| 2000 | Bifurcation Routes to Volatility Clustering In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 23 |
| 2001 | Bifurcation Routes to Volatility Clustering.(2001) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2000 | Consistent Expectations Equilibria and Complex Dynamics in Renewable Resource Markets In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 24 |
| 2001 | CONSISTENT 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 | |
| 2001 | Consistent 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 | |
| 2001 | Evolutionary Dynamics in Financial Markets With Many Trader Types In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 18 |
| 2001 | Evolutionary 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 | |
| 2001 | Evolutionary 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 | |
| 2001 | Heterogeneous beliefs and and routes to complez dynamics in asset pricing models with price contingent contracts In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Modeling the stylized facts in finance through simple nonlinear adaptive systems In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2002 | Expectations and Bubbles in Asset Pricing Experiments In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 54 |
| 2008 | Expectations and bubbles in asset pricing experiments.(2008) In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | article | |
| 2002 | Learning in Coweb Experiments In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 26 |
| 2007 | LEARNING IN COBWEB EXPERIMENTS.(2007) In: Macroeconomic Dynamics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | article | |
| 2003 | Learning in Cobweb Experiments.(2003) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2002 | A Robust Rational Route to in a Simple Asset Pricing Model In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Evolutionary dynamics in markets with many trader types In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 73 |
| 2005 | Evolutionary dynamics in markets with many trader types.(2005) In: Journal of Mathematical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | article | |
| 2003 | Bifurcation Routes to Volatility Clustering under Evolutionary Learning In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 61 |
| 2008 | Bifurcation 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: 61 | article | |
| 2003 | Does eductive stability imply evolutionary stability? In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2009 | Does eductive stability imply evolutionary stability?.(2009) In: CeNDEF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2010 | Does eductive stability imply evolutionary stability?.(2010) In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 2003 | Nonlocal onset of instability in an asset pricing model with heterogeneous agents In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2004 | Coordination of Expectations in Asset Pricing Experiments (Version March 2004) In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2004 | Economic Dynamics, Contribution to the Encyclopedia of Nonlinear Science, Alwyn Scott (ed.), Routledge, 2004. In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | A Dynamic Analysis of Moving Average Rules In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 88 |
| 2006 | A 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: 88 | article | |
| 2004 | A Dynamical Analysis of Moving Average Rules.(2004) In: Computing in Economics and Finance 2004. [Citation analysis] This paper has another version. Agregated cites: 88 | paper | |
| 2005 | A Dynamic Analysis of Moving Average Rules.(2005) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 88 | paper | |
| 2004 | A Dynamic Analysis of Moving Average Rules.(2004) In: Research Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 88 | paper | |
| 2004 | Forming price expectations in positive and negative feedback systems In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2005 | Heterogeneous 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] | paper | 0 |
| 2005 | Heterogeneous 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] | paper | 1 |
| 2005 | Behavioral Heterogeneity in Stock Prices In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 191 |
| 2007 | Behavioral heterogeneity in stock prices.(2007) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 191 | article | |
| 2005 | Behavioral Heterogeneity in Stock Prices.(2005) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 191 | paper | |
| 2005 | Testing for Nonlinear Structure and Chaos in Economic Time Series: A Comment In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Adaptive 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] | paper | 0 |
| 2006 | Interacting 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] | paper | 0 |
| 2006 | Price Stability and Volatility in Markets with Positive and Negative Expectations Feedback: An Experimental Investigation In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 101 |
| 2009 | Price 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: 101 | article | |
| 2006 | Price Stability and Volatility in Markets with Positive and Negative Expectations Feedback: An Experimental Investigation.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 101 | paper | |
| 2006 | More hedging instruments may destabilize markets In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 65 |
| 2008 | More hedging instruments may destabilize markets.(2008) In: CeNDEF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 65 | paper | |
| 2009 | More hedging instruments may destabilize markets.(2009) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 65 | article | |
| 2008 | More Hedging Instruments may destablize Markets.(2008) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 65 | paper | |
| 2006 | More hedging instruments may destabilize markets.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 65 | paper | |
| 2006 | E&F Chaos: a user friendly software package for nonlinear economic dynamics In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 19 |
| 2008 | E&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: 19 | article | |
| 2007 | Bounded Rationality and Learning in Complex Markets In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2009 | Bounded Rationality and Learning in Complex Markets.(2009) In: Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | chapter | |
| 2007 | Evolution of Market Heuristics In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2007 | Complexity, Evolution and Learning: a simple story of heterogeneous expectations and some empirical and experimental validation. In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2008 | Complex evolutionary systems in behavioral finance In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 23 |
| 2008 | Complex Evolutionary Systems in Behavioral Finance.(2008) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2008 | Interest Rate Rules with Heterogeneous Expectations In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2009 | Forward and Backward Dynamics in implicitly defined Overlapping Generations Models In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2009 | Forward 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 | |
| 2008 | Forward 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 | |
| 2009 | Individual Expectations and Aggregate Behavior in Learning to Forcast Experiments In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2013 | INDIVIDUAL EXPECTATIONS AND AGGREGATE BEHAVIOR IN LEARNING-TO-FORECAST EXPERIMENTS.(2013) In: Macroeconomic Dynamics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
| 2008 | Individual 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: 10 | paper | |
| 2009 | Is more memory in evolutionary selection (de)stabilizing? In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2012 | IS MORE MEMORY IN EVOLUTIONARY SELECTION (DE)STABILIZING?.(2012) In: Macroeconomic Dynamics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 2009 | Evolutionary Selection of Individual Expectations and Aggregate Outcomes In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2010 | Multiple Steady States, Limit Cycles and Chaotic Attractors in Evolutionary Games with Logit Dynamics In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Evolutionary Selection of Expectations in Positive and Negative Feedback Markets In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2013 | Evolutionary 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: 14 | article | |
| 2010 | The Heterogeneous Expectations Hypothesis: Some Evidence from the Lab In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 136 |
| 2011 | The 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: 136 | article | |
| 2010 | The heterogeneous expectations hypothesis: some evidence from the lab.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 136 | paper | |
| 2010 | Individual Expectations, Limited Rationality and Aggregate Outcomes In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 45 |
| 2012 | Individual 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: 45 | article | |
| 2012 | Individual Expectations, Limited Rationality and Aggregate Outcomes.(2012) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
| 2011 | Individual Expectations and Aggregate Macro Behavior In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 63 |
| 2011 | Individual Expectations and Aggregate Macro Behavior.(2011) In: DNB Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
| 2013 | Individual Expectations and Aggregate Macro Behavior.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
| 2011 | Learning under misspecification: a behavioral explanation of excess volatility in stock prices and persistence in inflation In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Learning, Forecasting and Optimizing: an Experimental Study In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 30 |
| 2013 | Learning, forecasting and optimizing: An experimental study.(2013) In: European Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | article | |
| 2012 | Learning, Forecasting and Optimizing: An Experimental Study.(2012) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2011 | On the stability of the Cournot equilibrium: An evolutionary approach In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2012 | Behavioral Heterogeneity in U.S. Inflation Dynamics In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 26 |
| 2013 | Behavioral Heterogeneity in U.S. Inflation Dynamics.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2012 | Animal Spirits, Heterogeneous Expectations and the Amplification and Duration of Crises In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2017 | ANIMAL 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 | |
| 2012 | Behavioral Learning Equilibria In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 20 |
| 2014 | Behavioral learning equilibria.(2014) In: Journal of Economic Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
| 2013 | Behavioral Learning Equilibria.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2013 | Behaviorally Rational Expectations and Almost Self-Fulfilling Equilibria In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2014 | Behaviorally 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 | |
| 2013 | Behaviorally 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 | |
| 2013 | Innovate or Imitate? Behavioural Technological Change In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2014 | Innovate or Imitate? Behavioural technological change.(2014) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2013 | Innovate or imitate? Behavioural Technological Change.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2013 | Reflexivity, Expectations Feedback and Almost Self-fulfilling Equilibria: Economic Theory, Empirical Evidence and Laboratory Experiments In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2013 | Reflexivity, 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: 4 | article | |
| 2013 | Reflexivity, 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: 4 | paper | |
| 2014 | Bubble Formation and (In)efficient Markets in Learning-to-Forecast and -Optimize Experiments In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2015 | Bubble 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: 12 | paper | |
| 2017 | Bubble Formation and (In)Efficient Markets in Learningâtoâforecast and optimise Experiments.(2017) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2014 | The formation of a core periphery structure in heterogeneous financial networks In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2016 | The 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 | |
| 2016 | The 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 | |
| 2016 | The Formation of a Core Periphery Structure in Heterogeneous Financial Networks.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2014 | Experiments on Expectations in Macroeconomics and Finance In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2014 | Experiments on Expectations in Macroeconomics and Finance.(2014) In: Research in Experimental Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | chapter | |
| 2014 | Managing Self-organization of Expectations through Monetary Policy: a Macro Experiment In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2014 | Booms, busts and behavioural heterogeneity in stock prices In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2017 | Booms, 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: 7 | article | |
| 2015 | Booms, Busts and Behavioural Heterogeneity in Stock Prices.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2015 | Genetic Algorithm Learning in a New Keynesian Macroeconomic Setup In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Genetic 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 | |
| 2015 | Inflation Targeting and Liquidity Traps under Endogenous Credibility In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2015 | Critical Slowing Down as Early Warning Signals for Financial Crises? In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2015 | Path Dependent Coordination of Expectations in Asset Pricing Experiments: a Behavioral Explanation In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2016 | Path 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: 5 | article | |
| 2015 | Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2015 | Simple 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: 2 | paper | |
| 2015 | When Speculators Meet Constructors: Positive and Negative Feedback in Experimental Housing Markets In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Monetary and Fiscal Policy Design at the Zero Lower Bound - Evidence from the Lab In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2016 | Managing Heterogeneous and Unanchored Expectations: A Monetary Policy Analysis In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2016 | Behavioral Learning Equilibria, Persistence Amplification & Monetary Policy In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Learning to believe in Simple Equilibria in a Complex OLG Economy - evidence from the lab In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Complex Nonlinear Dynamics and Computational Methods In: CeNDEF Working Papers. [Citation analysis] | paper | 5 |
| 1999 | Endogenous Fluctuations under Evolutionary Pressure in Cournot Competition In: CeNDEF Working Papers. [Citation analysis] | paper | 55 |
| 2002 | Endogenous fluctuations under evolutionary pressure in Cournot competition.(2002) In: Games and Economic Behavior. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | article | |
| 1999 | Cobweb Dynamics under Bounded Rationality In: CeNDEF Working Papers. [Citation analysis] | paper | 3 |
| 1999 | The Instability of a Heterogeneous Cobweb economy: a Strategy Experiment on Expectation Formation In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 45 |
| 2004 | The 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: 45 | article | |
| 1999 | Expectation Driven Price Volatility in an Experimental Cobweb Economy In: CeNDEF Working Papers. [Citation analysis] | paper | 1 |
| 2012 | Super-exponential bubbles in lab experiments: evidence for anchoring over-optimistic expectations on price In: Papers. [Full Text][Citation analysis] | paper | 13 |
| Super-Exponential Bubbles in Lab Experiments: Evidence for Anchoring Over-Optimistic Expectations on Price.() In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | ||
| 2013 | Super-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: 13 | article | |
| 2015 | Do investors trade too much? A laboratory experiment In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Do 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: 1 | article | |
| 2017 | Do investors trade too much? A laboratory experiment.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1998 | Rational animal spirits In: Working papers. [Full Text][Citation analysis] | paper | 5 |
| 2002 | Heterogeneous beliefs and routes to complex dynamics in asset pricing models with price contingent contracts In: Working papers. [Full Text][Citation analysis] | paper | 5 |
| 1995 | Rational Routes to Randomness. In: Working papers. [Citation analysis] | paper | 24 |
| 1995 | Rational Routes to Randomness.(1995) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 1996 | A Rational Route to Randomness. In: Working papers. [Citation analysis] | paper | 693 |
| 1997 | A Rational Route to Randomness.(1997) In: Econometrica. [Citation analysis] This paper has another version. Agregated cites: 693 | article | |
| 1996 | Hetergeneous Beliefs and Routes to Chaos in a Simple Asset Pricing Model. In: Working papers. [Citation analysis] | paper | 738 |
| 1998 | Heterogeneous 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: 738 | article | |
| 1997 | Models of Compelxity in Economics and Finance. In: Working papers. [Full Text][Citation analysis] | paper | 20 |
| 2006 | Adaptive rational equilibrium with forward looking agents In: International Journal of Economic Theory. [Full Text][Citation analysis] | article | 15 |
| 1989 | Does an Unstable Keynesian Unemployment Equilibrium in a Non-Walrasian Dynamic Macroeconomic Model Imply Chaos? In: Scandinavian Journal of Economics. [Citation analysis] | article | 5 |
| 2017 | Comparing behavioural heterogeneity across asset classes In: Working Paper. [Full Text][Citation analysis] | paper | 2 |
| 2012 | An Experimental Study on Expectations and Learning in Overlapping Generations Models In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2013 | Animal Spirits, Heterogeneous Expectations and the Emergence of Booms and Busts In: DISCE - Working Papers del Dipartimento di Economia e Finanza. [Full Text][Citation analysis] | paper | 19 |
| 2013 | Animal 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: 19 | paper | |
| 2014 | PQ Strategies in Monopolistic Competition: Some Insights from the Lab In: DISCE - Working Papers del Dipartimento di Economia e Finanza. [Full Text][Citation analysis] | paper | 14 |
| 2015 | PQ 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: 14 | article | |
| 2013 | Behavioral Rationality and Heterogeneous Expectations in Complex Economic Systems In: Cambridge Books. [Citation analysis] | book | 97 |
| 2015 | Behavioral Rationality and Heterogeneous Expectations in Complex Economic Systems.(2015) In: Cambridge Books. [Citation analysis] This paper has another version. Agregated cites: 97 | book | |
| 2013 | INTEREST RATE RULES AND MACROECONOMIC STABILITY UNDER HETEROGENEOUS EXPECTATIONS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 32 |
| 2009 | Interest 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: 32 | paper | |
| 1998 | CONSISTENT EXPECTATIONS EQUILIBRIA In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 76 |
| 2010 | Inflation Expectations and Stability in an Overlapping Generations Experiment with Money Creation In: DNB Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Identifying booms and busts in house prices under heterogeneous expectations In: DNB Working Papers. [Full Text][Citation analysis] | paper | 17 |
| 2014 | Identifying 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: 17 | paper | |
| 2014 | Identifying 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: 17 | paper | |
| 2004 | Coordination of Expectations in Asset Pricing Experiments In: DNB Staff Reports (discontinued). [Full Text][Citation analysis] | paper | 127 |
| 2005 | Coordination of Expectations in Asset Pricing Experiments.(2005) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 127 | article | |
| 2003 | Coordination of Expectations in Asset Pricing Experiments.(2003) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 127 | paper | |
| 1990 | Resolution of chaos with application to a modified Samuelson model In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 6 |
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| 2000 | Heterogeneous beliefs and the non-linear cobweb model In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 33 |
| 2005 | A strategy experiment in dynamic asset pricing In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 19 |
| 2005 | A robust rational route to randomness in a simple asset pricing model In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 65 |
| 2018 | Fiscal consolidations and heterogeneous expectations In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 1 |
| 2017 | Fiscal consolidations and heterogeneous expectations.(2017) In: BERG Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | Carlâs nonlinear cobweb In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 1991 | Adaptive learning and roads to chaos : The case of the cobweb In: Economics Letters. [Full Text][Citation analysis] | article | 36 |
| 1993 | Periodic, almost periodic and chaotic behaviour in Hicks non-linear trade cycle model In: Economics Letters. [Full Text][Citation analysis] | article | 7 |
| 1996 | Partial equilibrium analysis in a noisy chaotic market In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 2012 | Multiple equilibria and limit cycles in evolutionary games with Logit Dynamics In: Games and Economic Behavior. [Full Text][Citation analysis] | article | 8 |
| 2006 | Heterogeneous Agent Models in Economics and Finance In: Handbook of Computational Economics. [Full Text][Citation analysis] | chapter | 234 |
| 2005 | Heterogeneous Agent Models in Economics and Finance.(2005) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 234 | paper | |
| 1994 | Dynamics of the cobweb model with adaptive expectations and nonlinear supply and demand In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 74 |
| 1998 | On the consistency of backward-looking expectations: The case of the cobweb In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 59 |
| 1998 | Stability and complex dynamics in a discrete tatonnement model In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 9 |
| 2006 | Comments on Testing for nonlinear structure and chaos in economic time series In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 7 |
| 2006 | Moving average rules as a source of market instability In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 19 |
| 2013 | More memory under evolutionary learning may lead to chaos In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 5 |
| 2007 | Paul 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] | article | 0 |
| 2007 | Paul 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 | |
| 1995 | A reconsideration of Hicks non-linear trade cycle model In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 17 |
| 2016 | Evolutionary Competition between Adjustment Processes in Cournot Oligopoly: Instability and Complex Dynamics In: THEMA Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Forward and Backward Dynamics in implicitly deïŹned Overl apping Generations Models In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
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| 1991 | âPeriod three to period twoâ bifurcation for piecewise linear models In: Journal of Economics. [Full Text][Citation analysis] | article | 7 |
| 2017 | Monetary Policy under Behavioral Expectations: Theory and Experiment In: Bank of Lithuania Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
| 2015 | Monetary Policy under Behavioral Expectations: Theory and Experiment.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2003 | Mean Reversion, Bubbles and Heterogeneous Beliefs in Stock Prices In: Computing in Economics and Finance 2003. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Do hedging instruments stabilize markets? In: Computing in Economics and Finance 2004. [Citation analysis] | paper | 0 |
| 2005 | Price expectations in the laboratory in positive and negative feedback systems In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] | paper | 1 |
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| 2017 | Internal Rationality, Heterogeneity, and Complexity in the New Keynesian Model In: School of Economics Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2014 | A reply to Rosser and Kirman In: Journal of Economic Methodology. [Full Text][Citation analysis] | article | 0 |
| 2005 | Heterogeneous Agent Models: Two Simple Case Studies In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Interacting Agents in Finance In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Testing for Nonlinear Structure and Chaos in Economic Time. A Comment. In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | From self-fulfilling mistakes to behavioral learning equilibria In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | FEATURE ISSUE In: Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 2017 | Managing unanchored, heterogeneous expectations and liquidity traps In: BERG Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
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