Cars Hommes : Citation Profile


Are you Cars Hommes?

Universiteit van Amsterdam (50% share)
Tinbergen Instituut (50% share)

29

H index

58

i10 index

4500

Citations

RESEARCH PRODUCTION:

71

Articles

155

Papers

2

Books

3

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   30 years (1989 - 2019). See details.
   Cites by year: 150
   Journals where Cars Hommes has often published
   Relations with other researchers
   Recent citing documents: 344.    Total self citations: 149 (3.2 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pho21
   Updated: 2019-10-21    RAS profile: 2019-08-02    
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Relations with other researchers


Works with:

Massaro, Domenico (15)

van der Leij, Marco (7)

Assenza, Tiziana (7)

Makarewicz, Tomasz (7)

Bao, Te (6)

Salle, Isabelle (4)

Demertzis, Maria (3)

Challet, Damien (3)

Zeppini, Paolo (3)

Bolt, Wilko (3)

Anufriev, Mikhail (3)

Tuinstra, Jan (2)

Weber, Matthias (2)

Mavromatis, Kostas(Konstantinos) (2)

Grazzini, Jakob (2)

Diks, Cees (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 (302)

He, Xuezhong (267)

Chiarella, Carl (179)

Tuinstra, Jan (147)

Anufriev, Mikhail (138)

Gallegati, Mauro (66)

De Grauwe, Paul (59)

Hanaki, Nobuyuki (58)

Li, Youwei (58)

Roventini, Andrea (57)

Gardini, Laura (56)

Cites to:

Brock, William (198)

Tuinstra, Jan (112)

Sonnemans, Joep (88)

Summers, Lawrence (73)

Chiarella, Carl (73)

Shleifer, Andrei (70)

Sunder, Shyam (66)

Evans, George (65)

Marimon, Ramon (61)

Branch, William (59)

Lebaron, Blake (58)

Main data


Where Cars Hommes has published?


Journals with more than one article published# docs
Journal of Economic Dynamics and Control20
Journal of Economic Behavior & Organization11
Macroeconomic Dynamics6
Economics Letters3
Physica A: Statistical Mechanics and its Applications2
Games and Economic Behavior2
International Review of Economics & Finance2
Economic Inquiry2
Journal of Evolutionary Economics2
Journal of Economic Methodology2

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
CeNDEF Workshop Papers, January 2001 / Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance3
Post-Print / HAL3
Computing in Economics and Finance 2001 / Society for Computational Economics2
BERG Working Paper Series / Bamberg University, Bamberg Economic Research Group2
Staff Working Papers / Bank of Canada2
Computing in Economics and Finance 2004 / Society for Computational Economics2
Papers / arXiv.org2
Working Papers / Warwick Business School, Finance Group2
DISCE - Working Papers del Dipartimento di Economia e Finanza / Universit Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE)2

Recent works citing Cars Hommes (2019 and 2018)


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.

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

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

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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.

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2019Portfolio Optimization and Model Predictive Control: A Kinetic Approach. (2018). Trimborn, Torsten ; Frank, Martin ; Pareschi, Lorenzo. In: Papers. RePEc:arx:papers:1711.03291.

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2017Black 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.

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2018SABCEMM-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.

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

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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.

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

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

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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.

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

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

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

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

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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.

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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.

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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.

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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.

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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.

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2018On controlling chaos in a discrete†time Walrasian tâtonnement process. (2018). Sordi, Serena ; Naimzada, Ahmad. In: Metroeconomica. RePEc:bla:metroe:v:69:y:2018:i:1:p:178-194.

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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.

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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.

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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.

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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.

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

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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.

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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.

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

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2017Super-Exponential RE Bubble Model with Efficient Crashes. (2017). Kreuser, Jerome L ; Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1733.

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

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

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2018Sparse Restricted Perception Equilibrium. (2018). Slobodyan, Sergey ; Audzei, Volha. In: Working Papers. RePEc:cnb:wpaper:2018/8.

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

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

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

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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.

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

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

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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.

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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.

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

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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.

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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.

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2018An urgent call to get better prepared for unexpected events. (2018). Spaanderman, Jurgen. In: DNB Occasional Studies. RePEc:dnb:dnbocs:1602.

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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.

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

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2019Behavioral learning equilibria in the New Keynesian model. (2019). Zhu, Mei ; Ozden, Tolga ; Mavromatis, Kostas ; Hommes, Cars. In: DNB Working Papers. RePEc:dnb:dnbwpp:654.

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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.

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2018Distinguishing 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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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2018Evolutionary 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.

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2018Dynamic 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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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2019Short-run momentum, long-run mean reversion and excess volatility: An elementary housing model. (2019). Westerhoff, Frank ; Schmitt, Noemi. In: Economics Letters. RePEc:eee:ecolet:v:176:y:2019:i:c:p:43-46.

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2018An 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.

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2017Price bubbles, gender, and expectations in experimental asset markets. (2017). Holt, Charles ; Song, Michelle Yingze ; Porzio, Megan. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:72-94.

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2019Rational expectations in an experimental asset market with shocks to market trends. (2019). Weber, Martin ; Noussair, Charles ; Marquardt, Philipp. In: European Economic Review. RePEc:eee:eecrev:v:114:y:2019:i:c:p:116-140.

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2018It 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.

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2017Portfolio 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.

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2018Long 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.

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2019Heterogeneous agent models in financial markets: A nonlinear dynamics approach. (2019). Li, Youwei ; He, Xuezhong ; Zheng, Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:135-149.

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2018Avoiding 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.

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2019Behavioral heterogeneity and excess stock price volatility in China. (2019). Xiong, Xiong ; Zhou, Zhong-Qiang ; Zhang, Wei. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:348-354.

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2018Persistent 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.

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2017Limited 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.

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2019The strategic environment effect in beauty contest games. (2019). Willinger, Marc ; Koriyama, Yukio ; Sutan, Angela ; Hanaki, Nobuyuki. In: Games and Economic Behavior. RePEc:eee:gamebe:v:113:y:2019:i:c:p:587-610.

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

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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.
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article63
2011Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments.(2011) In: CeNDEF Working Papers.
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2001Success and Failure of Technical Trading Strategies in the Cocoa Futures Market In: CeNDEF Workshop Papers, January 2001.
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paper1
2000Succes and Failure of Technical Trading Strategies in the Cocoa Futures Markets.(2000) In: CeNDEF Working Papers.
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2001Succes and Failure of Technical Trading Strategies in the Cocoa Futures Market.(2001) In: Computing in Economics and Finance 2001.
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paper
2001Success and Failure of Technical Trading Strategies in the Cocoa Futures Market.(2001) In: Tinbergen Institute Discussion Papers.
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paper
2001Adaptive Beliefs and the volatility of asset prices In: CeNDEF Workshop Papers, January 2001.
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paper9
2001Stochastic Consistent Expectations Equilibria In: CeNDEF Workshop Papers, January 2001.
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paper2
2000STOCHASTIC CONSISTENT EXPECTATIONS EQUILIBRIA.(2000) In: Computing in Economics and Finance 2000.
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paper
2000A Nonlinear Structural Model for Volatility Clustering In: CeNDEF Working Papers.
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paper38
2005A nonlinear structural model for volatility clustering.(2005) In: CeNDEF Working Papers.
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2000Financial Markets as Nonlinear Adaptive Evolutionary Systems In: CeNDEF Working Papers.
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2001Financial markets as nonlinear adaptive evolutionary systems.(2001) In: Quantitative Finance.
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2001Financial Markets as Nonlinear Adaptive Evolutionary Systems.(2001) In: Tinbergen Institute Discussion Papers.
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2000Bifurcation Routes to Volatility Clustering In: CeNDEF Working Papers.
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paper23
2001Bifurcation Routes to Volatility Clustering.(2001) In: Tinbergen Institute Discussion Papers.
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paper
2000Consistent Expectations Equilibria and Complex Dynamics in Renewable Resource Markets In: CeNDEF Working Papers.
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2001CONSISTENT EXPECTATIONS EQUILIBRIA AND COMPLEX DYNAMICS IN RENEWABLE RESOURCE MARKETS.(2001) In: Macroeconomic Dynamics.
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article
2001Consistent Expectations Equilibria and Complex Dynamics in Renewable Resource Markets.(2001) In: Tinbergen Institute Discussion Papers.
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paper
2001Evolutionary Dynamics in Financial Markets With Many Trader Types In: CeNDEF Working Papers.
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paper18
2001Evolutionary dynamics in financial markets with many trader types.(2001) In: Working papers.
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paper
2001Evolutionary dynamics in financial markets with many trader types.(2001) In: Computing in Economics and Finance 2001.
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paper
2001Heterogeneous beliefs and and routes to complez dynamics in asset pricing models with price contingent contracts In: CeNDEF Working Papers.
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2001Modeling the stylized facts in finance through simple nonlinear adaptive systems In: CeNDEF Working Papers.
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paper13
2002Expectations and Bubbles in Asset Pricing Experiments In: CeNDEF Working Papers.
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paper62
2008Expectations and bubbles in asset pricing experiments.(2008) In: Journal of Economic Behavior & Organization.
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article
2002Learning in Coweb Experiments In: CeNDEF Working Papers.
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paper27
2007LEARNING IN COBWEB EXPERIMENTS.(2007) In: Macroeconomic Dynamics.
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article
2003Learning in Cobweb Experiments.(2003) In: Tinbergen Institute Discussion Papers.
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paper
2002A Robust Rational Route to in a Simple Asset Pricing Model In: CeNDEF Working Papers.
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2002Evolutionary dynamics in markets with many trader types In: CeNDEF Working Papers.
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paper75
2005Evolutionary dynamics in markets with many trader types.(2005) In: Journal of Mathematical Economics.
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article
2003Bifurcation Routes to Volatility Clustering under Evolutionary Learning In: CeNDEF Working Papers.
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paper62
2008Bifurcation routes to volatility clustering under evolutionary learning.(2008) In: Journal of Economic Behavior & Organization.
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article
2003Does eductive stability imply evolutionary stability? In: CeNDEF Working Papers.
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2009Does eductive stability imply evolutionary stability?.(2009) In: CeNDEF Working Papers.
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paper
2010Does eductive stability imply evolutionary stability?.(2010) In: Journal of Economic Behavior & Organization.
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article
2003Nonlocal onset of instability in an asset pricing model with heterogeneous agents In: CeNDEF Working Papers.
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paper1
2004Coordination of Expectations in Asset Pricing Experiments (Version March 2004) In: CeNDEF Working Papers.
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2004Economic Dynamics, Contribution to the Encyclopedia of Nonlinear Science, Alwyn Scott (ed.), Routledge, 2004. In: CeNDEF Working Papers.
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paper0
2004A Dynamic Analysis of Moving Average Rules In: CeNDEF Working Papers.
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paper96
2006A dynamic analysis of moving average rules.(2006) In: Journal of Economic Dynamics and Control.
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article
2004A Dynamical Analysis of Moving Average Rules.(2004) In: Computing in Economics and Finance 2004.
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paper
2005A Dynamic Analysis of Moving Average Rules.(2005) In: Tinbergen Institute Discussion Papers.
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2004A Dynamic Analysis of Moving Average Rules.(2004) In: Research Paper Series.
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2004Forming price expectations in positive and negative feedback systems In: CeNDEF Working Papers.
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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.
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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.
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2005Behavioral Heterogeneity in Stock Prices In: CeNDEF Working Papers.
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paper212
2007Behavioral heterogeneity in stock prices.(2007) In: Journal of Economic Dynamics and Control.
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2005Behavioral Heterogeneity in Stock Prices.(2005) In: Tinbergen Institute Discussion Papers.
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paper
2005Testing for Nonlinear Structure and Chaos in Economic Time Series: A Comment In: CeNDEF Working Papers.
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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.
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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.
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2006Price Stability and Volatility in Markets with Positive and Negative Expectations Feedback: An Experimental Investigation In: CeNDEF Working Papers.
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paper108
2009Price stability and volatility in markets with positive and negative expectations feedback: An experimental investigation.(2009) In: Journal of Economic Dynamics and Control.
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2006Price Stability and Volatility in Markets with Positive and Negative Expectations Feedback: An Experimental Investigation.(2006) In: Working Papers.
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paper
2006More hedging instruments may destabilize markets In: CeNDEF Working Papers.
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paper71
2008More hedging instruments may destabilize markets.(2008) In: CeNDEF Working Papers.
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2009More hedging instruments may destabilize markets.(2009) In: Journal of Economic Dynamics and Control.
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2008More Hedging Instruments may destablize Markets.(2008) In: Tinbergen Institute Discussion Papers.
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2006More hedging instruments may destabilize markets.(2006) In: Working Papers.
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2006E&F Chaos: a user friendly software package for nonlinear economic dynamics In: CeNDEF Working Papers.
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paper20
2008E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics.(2008) In: Computational Economics.
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2007Bounded Rationality and Learning in Complex Markets In: CeNDEF Working Papers.
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paper7
2009Bounded Rationality and Learning in Complex Markets.(2009) In: Chapters.
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chapter
2007Evolution of Market Heuristics In: CeNDEF Working Papers.
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paper5
2007Complexity, Evolution and Learning: a simple story of heterogeneous expectations and some empirical and experimental validation. In: CeNDEF Working Papers.
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paper3
2008Complex evolutionary systems in behavioral finance In: CeNDEF Working Papers.
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paper23
2008Complex Evolutionary Systems in Behavioral Finance.(2008) In: Tinbergen Institute Discussion Papers.
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paper
2008Interest Rate Rules with Heterogeneous Expectations In: CeNDEF Working Papers.
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paper8
2009Forward and Backward Dynamics in implicitly defined Overlapping Generations Models In: CeNDEF Working Papers.
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paper11
2009Forward and backward dynamics in implicitly defined overlapping generations models.(2009) In: Journal of Economic Behavior & Organization.
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2008Forward and Backward Dynamics in Implicitly Defined Overlapping Generations Models.(2008) In: Working Papers.
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paper
2009Individual Expectations and Aggregate Behavior in Learning to Forcast Experiments In: CeNDEF Working Papers.
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2013INDIVIDUAL EXPECTATIONS AND AGGREGATE BEHAVIOR IN LEARNING-TO-FORECAST EXPERIMENTS.(2013) In: Macroeconomic Dynamics.
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2008Individual expectations and aggregate behavior in learning to forecast experiments.(2008) In: Kiel Working Papers.
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paper
2009Is more memory in evolutionary selection (de)stabilizing? In: CeNDEF Working Papers.
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paper14
2012IS MORE MEMORY IN EVOLUTIONARY SELECTION (DE)STABILIZING?.(2012) In: Macroeconomic Dynamics.
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article
2009Evolutionary Selection of Individual Expectations and Aggregate Outcomes In: CeNDEF Working Papers.
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paper8
2010Multiple Steady States, Limit Cycles and Chaotic Attractors in Evolutionary Games with Logit Dynamics In: CeNDEF Working Papers.
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paper0
2010Evolutionary Selection of Expectations in Positive and Negative Feedback Markets In: CeNDEF Working Papers.
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paper16
2013Evolutionary selection of expectations in positive and negative feedback markets.(2013) In: Journal of Evolutionary Economics.
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article
2010The Heterogeneous Expectations Hypothesis: Some Evidence from the Lab In: CeNDEF Working Papers.
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paper152
2011The heterogeneous expectations hypothesis: Some evidence from the lab.(2011) In: Journal of Economic Dynamics and Control.
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2010The heterogeneous expectations hypothesis: some evidence from the lab.(2010) In: Post-Print.
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2010Individual Expectations, Limited Rationality and Aggregate Outcomes In: CeNDEF Working Papers.
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paper52
2012Individual expectations, limited rationality and aggregate outcomes.(2012) In: Journal of Economic Dynamics and Control.
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2012Individual Expectations, Limited Rationality and Aggregate Outcomes.(2012) In: Tinbergen Institute Discussion Papers.
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2011Individual Expectations and Aggregate Macro Behavior In: CeNDEF Working Papers.
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2011Individual Expectations and Aggregate Macro Behavior.(2011) In: DNB Working Papers.
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2013Individual Expectations and Aggregate Macro Behavior.(2013) In: Tinbergen Institute Discussion Papers.
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2011Learning under misspecification: a behavioral explanation of excess volatility in stock prices and persistence in inflation In: CeNDEF Working Papers.
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paper1
2011Learning, Forecasting and Optimizing: an Experimental Study In: CeNDEF Working Papers.
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paper37
2013Learning, forecasting and optimizing: An experimental study.(2013) In: European Economic Review.
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2012Learning, Forecasting and Optimizing: An Experimental Study.(2012) In: Tinbergen Institute Discussion Papers.
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2011On the stability of the Cournot equilibrium: An evolutionary approach In: CeNDEF Working Papers.
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2012Behavioral Heterogeneity in U.S. Inflation Dynamics In: CeNDEF Working Papers.
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paper31
2013Behavioral Heterogeneity in U.S. Inflation Dynamics.(2013) In: Tinbergen Institute Discussion Papers.
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2012Animal Spirits, Heterogeneous Expectations and the Amplification and Duration of Crises In: CeNDEF Working Papers.
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2017ANIMAL SPIRITS, HETEROGENEOUS EXPECTATIONS, AND THE AMPLIFICATION AND DURATION OF CRISES.(2017) In: Economic Inquiry.
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2012Behavioral Learning Equilibria In: CeNDEF Working Papers.
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2014Behavioral learning equilibria.(2014) In: Journal of Economic Theory.
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2013Behavioral Learning Equilibria.(2013) In: Tinbergen Institute Discussion Papers.
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2013Behaviorally Rational Expectations and Almost Self-Fulfilling Equilibria In: CeNDEF Working Papers.
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2014Behaviorally Rational Expectations and Almost Self-Fulfilling Equilibria.(2014) In: Review of Behavioral Economics.
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2013Behaviorally Rational Expectations and Almost Self-Fulfilling Equilibria.(2013) In: Tinbergen Institute Discussion Papers.
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2013Innovate or Imitate? Behavioural Technological Change In: CeNDEF Working Papers.
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2014Innovate or Imitate? Behavioural technological change.(2014) In: Journal of Economic Dynamics and Control.
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2013Innovate or imitate? Behavioural Technological Change.(2013) In: Tinbergen Institute Discussion Papers.
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2013Reflexivity, Expectations Feedback and Almost Self-fulfilling Equilibria: Economic Theory, Empirical Evidence and Laboratory Experiments In: CeNDEF Working Papers.
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2013Reflexivity, expectations feedback and almost self-fulfilling equilibria: economic theory, empirical evidence and laboratory experiments.(2013) In: Journal of Economic Methodology.
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2013Reflexivity, Expectations Feedback and almost Self-fulfilling Equilibria: Economic Theory, Empirical Evidence and Laboratory Experiments.(2013) In: Tinbergen Institute Discussion Papers.
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2014Bubble Formation and (In)efficient Markets in Learning-to-Forecast and -Optimize Experiments In: CeNDEF Working Papers.
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2015Bubble Formation and (In)Efficient Markets in Learning-to-Forecast and -optimise Experiments.(2015) In: Tinbergen Institute Discussion Papers.
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2017Bubble Formation and (In)Efficient Markets in Learning‐to‐forecast and optimise Experiments.(2017) In: Economic Journal.
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2014The formation of a core periphery structure in heterogeneous financial networks In: CeNDEF Working Papers.
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2016The formation of a core periphery structure in heterogeneous financial networks.(2016) In: CeNDEF Working Papers.
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2016The formation of a core-periphery structure in heterogeneous financial networks.(2016) In: DNB Working Papers.
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2019The Formation of a Core Periphery Structure in Heterogeneous Financial Networks.(2019) In: Tinbergen Institute Discussion Papers.
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2014Experiments on Expectations in Macroeconomics and Finance In: CeNDEF Working Papers.
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2014Experiments on Expectations in Macroeconomics and Finance.(2014) In: Research in Experimental Economics.
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2014Managing Self-organization of Expectations through Monetary Policy: a Macro Experiment In: CeNDEF Working Papers.
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2018Managing Self-organization of Expectations through Monetary Policy: a Macro Experiment.(2018) In: TSE Working Papers.
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2014Booms, busts and behavioural heterogeneity in stock prices In: CeNDEF Working Papers.
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2017Booms, busts and behavioural heterogeneity in stock prices.(2017) In: Journal of Economic Dynamics and Control.
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2015Booms, Busts and Behavioural Heterogeneity in Stock Prices.(2015) In: Tinbergen Institute Discussion Papers.
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2015Genetic Algorithm Learning in a New Keynesian Macroeconomic Setup In: CeNDEF Working Papers.
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2017Genetic algorithm learning in a New Keynesian macroeconomic setup.(2017) In: Journal of Evolutionary Economics.
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2015Inflation Targeting and Liquidity Traps under Endogenous Credibility In: CeNDEF Working Papers.
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2019Inflation Targeting and Liquidity Traps Under Endogenous Credibility.(2019) In: Staff Working Papers.
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2015Critical Slowing Down as Early Warning Signals for Financial Crises? In: CeNDEF Working Papers.
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2015Path Dependent Coordination of Expectations in Asset Pricing Experiments: a Behavioral Explanation In: CeNDEF Working Papers.
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paper6
2016Path dependent coordination of expectations in asset pricing experiments: A behavioral explanation.(2016) In: Journal of Economic Behavior & Organization.
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2015Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments In: CeNDEF Working Papers.
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2015Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments.(2015) In: Working Paper Series.
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2015When Speculators Meet Constructors: Positive and Negative Feedback in Experimental Housing Markets In: CeNDEF Working Papers.
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2015Monetary and Fiscal Policy Design at the Zero Lower Bound - Evidence from the Lab In: CeNDEF Working Papers.
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2019MONETARY AND FISCAL POLICY DESIGN AT THE ZERO LOWER BOUND: EVIDENCE FROM THE LAB.(2019) In: Economic Inquiry.
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2016Managing Heterogeneous and Unanchored Expectations: A Monetary Policy Analysis In: CeNDEF Working Papers.
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2016Behavioral Learning Equilibria, Persistence Amplification & Monetary Policy In: CeNDEF Working Papers.
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2016Learning to believe in Simple Equilibria in a Complex OLG Economy - evidence from the lab In: CeNDEF Working Papers.
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1999Complex Nonlinear Dynamics and Computational Methods In: CeNDEF Working Papers.
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1999Endogenous Fluctuations under Evolutionary Pressure in Cournot Competition In: CeNDEF Working Papers.
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paper58
2002Endogenous fluctuations under evolutionary pressure in Cournot competition.(2002) In: Games and Economic Behavior.
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1999Cobweb Dynamics under Bounded Rationality In: CeNDEF Working Papers.
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1999The Instability of a Heterogeneous Cobweb economy: a Strategy Experiment on Expectation Formation In: CeNDEF Working Papers.
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2004The instability of a heterogeneous cobweb economy: a strategy experiment on expectation formation.(2004) In: Journal of Economic Behavior & Organization.
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1999Expectation Driven Price Volatility in an Experimental Cobweb Economy In: CeNDEF Working Papers.
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2012Super-exponential bubbles in lab experiments: evidence for anchoring over-optimistic expectations on price In: Papers.
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2012Super-Exponential Bubbles in Lab Experiments: Evidence for Anchoring Over-Optimistic Expectations on Price.(2012) In: Swiss Finance Institute Research Paper Series.
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2013Super-exponential bubbles in lab experiments: Evidence for anchoring over-optimistic expectations on price.(2013) In: Journal of Economic Behavior & Organization.
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2015Do investors trade too much? A laboratory experiment In: Papers.
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2002Heterogeneous beliefs and routes to complex dynamics in asset pricing models with price contingent contracts In: Working papers.
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