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On the plausibility of sunspot equilibria

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  • Shu-Heng Chen

    ()

  • Chung-Chih Liao

    ()

  • Pei-Jung Chou

    ()

Abstract

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File URL: http://hdl.handle.net/10.1007/s11403-008-0037-3
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Bibliographic Info

Article provided by Springer in its journal Journal of Economic Interaction and Coordination.

Volume (Year): 3 (2008)
Issue (Month): 1 (June)
Pages: 25-41

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Handle: RePEc:spr:jeicoo:v:3:y:2008:i:1:p:25-41

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Web page: http://www.springer.com/economics/economic+theory/journal/11403

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Related research

Keywords: Sunspots; Agent-based artificial stock markets; Genetic programming; Granger causality test;

References

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  1. Cass, David & Shell, Karl, 1983. "Do Sunspots Matter?," Journal of Political Economy, University of Chicago Press, vol. 91(2), pages 193-227, April.
  2. Blake LeBaron, 1999. "Evolution and Time Horizons in an Agent-Based Stock Market," Computing in Economics and Finance 1999 1342, Society for Computational Economics.
  3. LeBaron, Blake, 2006. "Agent-based Computational Finance," Handbook of Computational Economics, in: Leigh Tesfatsion & Kenneth L. Judd (ed.), Handbook of Computational Economics, edition 1, volume 2, chapter 24, pages 1187-1233 Elsevier.
  4. George W. Evans & Bruce McGough, 2002. "Stable Sunspot Solutions in Models with Predetermined Variables," University of Oregon Economics Department Working Papers 2002-16, University of Oregon Economics Department, revised 29 May 2003.
  5. Atsushi Kajii, 1997. "On the Role of Options in Sunspot Equilibria," Econometrica, Econometric Society, vol. 65(4), pages 977-986, July.
  6. Ramon Marimon & Stephen E. Spear & Shyam Sunder, 1993. "Expectationally-driven market volatility: An experimental study," Economics Working Papers 21, Department of Economics and Business, Universitat Pompeu Fabra.
  7. Shu-Heng Chen & Chung-Chi Liao & Chi-Hsuan Yeh, 2000. "On The Emergent Properties Of Artificial Stock Markets: Some Initial Evidences," Computing in Economics and Finance 2000 328, Society for Computational Economics.
  8. Herbert Dawid, 1996. "Learning of cycles and sunspot equilibria by Genetic Algorithms (*)," Journal of Evolutionary Economics, Springer, vol. 6(4), pages 361-373.
  9. Woodford, Michael, 1986. "Learning to Believe in Sunspots," Working Papers 86-16, C.V. Starr Center for Applied Economics, New York University.
  10. John Duffy & Eric O'N. Fisher, 2005. "Sunspots in the Laboratory," American Economic Review, American Economic Association, vol. 95(3), pages 510-529, June.
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