Interacting cobweb markets
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Elsevier in its journal Journal of Economic Behavior & Organization.
Volume (Year): 75 (2010)
Issue (Month): 3 (September)
Contact details of provider:
Web page: http://www.elsevier.com/locate/jebo
Price fluctuations Market interactions Risk aversion Nonlinear dynamics Bifurcation analysis;
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Brock, W.A., 1995.
"A Rational Route to Randomness,"
9530, Wisconsin Madison - Social Systems.
- Sonnemans, Joep & Hommes, Cars & Tuinstra, Jan & van de Velden, Henk, 2004.
"The instability of a heterogeneous cobweb economy: a strategy experiment on expectation formation,"
Journal of Economic Behavior & Organization,
Elsevier, vol. 54(4), pages 453-481, August.
- Sonnemans, J. & Hommes, C.H. & Tuinstra, J. & van de Velden, H., 1999. "The Instability of a Heterogeneous Cobweb economy: a Strategy Experiment on Expectation Formation," CeNDEF Working Papers 99-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Cashin, Paul & McDermott, C. John & Scott, Alasdair, 2002.
"Booms and slumps in world commodity prices,"
Journal of Development Economics,
Elsevier, vol. 69(1), pages 277-296, October.
- Paul Cashin & C John McDermott & Alasdair Scott, 1999. "Booms and slumps in world commodity prices," Reserve Bank of New Zealand Discussion Paper Series G99/8, Reserve Bank of New Zealand.
- C. John McDermott & Paul Cashin & Alasdair Scott, 1999. "Booms and Slumps in World Commodity Prices," IMF Working Papers 99/155, International Monetary Fund.
- C.H. Hommes & J.H. Sonnemans & J. Tuinstra & H. van de Velde, 2003.
"Learning in Cobweb Experiments,"
Tinbergen Institute Discussion Papers
03-020/1, Tinbergen Institute.
- Carl Chiarella & Xue-Zhong He, 2001.
"Dynamics of Beliefs and Learning Under aL Processes - The Heterogeneous Case,"
Research Paper Series
55, Quantitative Finance Research Centre, University of Technology, Sydney.
- Chiarella, Carl & He, Xue-Zhong, 2003. "Dynamics of beliefs and learning under aL-processes -- the heterogeneous case," Journal of Economic Dynamics and Control, Elsevier, vol. 27(3), pages 503-531, January.
- Brock, William A. & Hommes, Cars H., 1998.
"Heterogeneous beliefs and routes to chaos in a simple asset pricing model,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 22(8-9), pages 1235-1274, August.
- Brock, W.A. & Hommes, C.H., 1996. "Hetergeneous Beliefs and Routes to Chaos in a Simple Asset Pricing Model," Working papers 9621, Wisconsin Madison - Social Systems.
- Laurence LASSELLE & Serge SVIZZERO & Clem TISDELL, 2004.
"Stability and Cycles in a Cobweb Model with Heterogeneous Expectations,"
Economics Working Papers
ECO2004/03, European University Institute.
- Lasselle, Laurence & Svizzero, Serge & Tisdell, Clem, 2005. "Stability And Cycles In A Cobweb Model With Heterogeneous Expectations," Macroeconomic Dynamics, Cambridge University Press, vol. 9(05), pages 630-650, November.
- Laurence Lasselle & Serge Svizzero & Clem Tisdell, 2007. "Stability and Cycles in a Cobweb Model with Heterogeneous Expectations," CDMA Working Paper Series 200706, Centre for Dynamic Macroeconomic Analysis.
- Boussard, Jean-Marc, 1996. "When risk generates chaos," Journal of Economic Behavior & Organization, Elsevier, vol. 29(3), pages 433-446, May.
- Richard H. Day, 1994. "Complex Economic Dynamics - Vol. 1: An Introduction to Dynamical Systems and Market Mechanisms," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262041413, December.
- Deaton, A., 1999.
"Commodity Prices and Growth in Aftica,"
186, Princeton, Woodrow Wilson School - Development Studies.
- Reinhart, Carmen & Borenzstein, Eduardo & Khan, Mohsin & Wickham, Peter, 1994.
"The Behavior of Non-Oil Commodity Prices,"
8198, University Library of Munich, Germany.
- Goeree, Jacob K. & Hommes, Cars H., 2000. "Heterogeneous beliefs and the non-linear cobweb model," Journal of Economic Dynamics and Control, Elsevier, vol. 24(5-7), pages 761-798, June.
- Hommes, Cars H. & Rosser,, J. Barkley, 2001.
"Consistent Expectations Equilibria And Complex Dynamics In Renewable Resource Markets,"
Cambridge University Press, vol. 5(02), pages 180-203, April.
- Cars H. Hommes & J. Barkley Rosser, 2001. "Consistent Expectations Equilibria and Complex Dynamics in Renewable Resource Markets," Tinbergen Institute Discussion Papers 01-013/1, Tinbergen Institute.
- Hommes, C.H. & Rosser, B.J., Jr., 2000. "Consistent Expectations Equilibria and Complex Dynamics in Renewable Resource Markets," CeNDEF Working Papers 00-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Hommes, Cars & van Eekelen, Arno, 1996. "Partial equilibrium analysis in a noisy chaotic market," Economics Letters, Elsevier, vol. 53(3), pages 275-282, December.
- Hommes, Cars H., 1998. "On the consistency of backward-looking expectations: The case of the cobweb," Journal of Economic Behavior & Organization, Elsevier, vol. 33(3-4), pages 333-362, January.
- Branch, William A., 2002. "Local convergence properties of a cobweb model with rationally heterogeneous expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 27(1), pages 63-85, November.
- Currie, Martin & Kubin, Ingrid, 1995. "Non-linearities and partial analysis," Economics Letters, Elsevier, vol. 49(1), pages 27-31, July.
- Chavas, Jean-Paul, 2000. "On information and market dynamics: The case of the U.S. beef market," Journal of Economic Dynamics and Control, Elsevier, vol. 24(5-7), pages 833-853, June.
- Chiarella, Carl, 1988. "The cobweb model: Its instability and the onset of chaos," Economic Modelling, Elsevier, vol. 5(4), pages 377-384, October.
- repec:dgr:uvatin:2001013 is not listed on IDEAS
- Chiarella, Carl & He, Xue-Zhong & Hung, Hing & Zhu, Peiyuan, 2006. "An analysis of the cobweb model with boundedly rational heterogeneous producers," Journal of Economic Behavior & Organization, Elsevier, vol. 61(4), pages 750-768, December.
- Baak, Saang Joon, 1999. "Tests for bounded rationality with a linear dynamic model distorted by heterogeneous expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 23(9-10), pages 1517-1543, September.
- Hommes, Cars H., 1994. "Dynamics of the cobweb model with adaptive expectations and nonlinear supply and demand," Journal of Economic Behavior & Organization, Elsevier, vol. 24(3), pages 315-335, August.
- Medio,Alfredo & Lines,Marji, 2001. "Nonlinear Dynamics," Cambridge Books, Cambridge University Press, number 9780521551861, April.
- Onozaki, Tamotsu & Sieg, Gernot & Yokoo, Masanori, 2003. "Stability, chaos and multiple attractors: a single agent makes a difference," Journal of Economic Dynamics and Control, Elsevier, vol. 27(10), pages 1917-1938, August.
- Ingrid Kubin & Laura Gardini, 2013.
"Border collision bifurcations in boom and bust cycles,"
Journal of Evolutionary Economics,
Springer, vol. 23(4), pages 811-829, September.
- Ingrid Kubin & Laura Gardini, 2012. " Border Collision Bifurcations in Boom and Bust Cycles," Department of Economics Working Papers wuwp137, Vienna University of Economics, Department of Economics.
- De Grauwe, Paul & Rovira Kaltwasser, Pablo, 2012. "Animal spirits in the foreign exchange market," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1176-1192.
- S. Casellina & S. Landini & M. Uberti, 2011. "Credit market dynamics: a cobweb model," Computational Economics, Society for Computational Economics, vol. 38(3), pages 221-239, October.
- Tuinstra, Jan & Wegener, Michael & Westerhoff, Frank, 2013. "Positive welfare effects of trade barriers in a dynamic equilibrium model," BERG Working Paper Series 91, Bamberg University, Bamberg Economic Research Group.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.