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Publications

by members of

Center for Nonlinear Dynamics in Economics and Finance (CeNDEF)
Faculteit Economie en Bedrijfskunde
Universiteit van Amsterdam
Amsterdam, Netherlands

(Faculty of Economics and Business, )

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

Undated material is listed at the end

    2009

  1. F.O.O. Wagener, 2009. "Shallow Lake Economics Run Deep: Nonlinear Aspects of an Economic-Ecological Interest Conflict," Tinbergen Institute Discussion Papers 09-033/1, Tinbergen Institute. [Downloadable!]
  2. Te Bao & Yongqin Wang, 2009. "Incomplete Contract and Divisional Structures," Tinbergen Institute Discussion Papers 09-075/1, Tinbergen Institute. [Downloadable!]

    2008

  1. Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2008. "More hedging instruments may destabilize markets (Revised version, April 2008)," CeNDEF Working Papers 08-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  2. Anufriev, M. & Assenza, T. & Hommes, C.H. & Massaro, D., 2008. "Interest Rate Rules with Heterogeneous Expectations," CeNDEF Working Papers 08-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  3. Cars Hommes & Florian Wagener, 2008. "Complex Evolutionary Systems in Behavioral Finance," Tinbergen Institute Discussion Papers 08-054/1, Tinbergen Institute. [Downloadable!]
  4. Hommes, C.H. & Wagener, F.O.O., 2008. "Complex evolutionary systems in behavioral finance," CeNDEF Working Papers 08-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  5. Laura Gardini & Cars Hommes & Fabio Tramontana & Robin de Vilder, 2008. "Forward and Backward Dynamics in Implicitly Defined Overlapping Generations Models," Working Papers 0806, University of Urbino Carlo Bo, Department of Economics, revised 2008. [Downloadable!]
  6. Cars Hommes & Thomas Lux, 2008. "Individual Expectations and Aggregate Behavior in Learning to Forecast Experiments," Kiel Working Papers 1466, Kiel Institute for the World Economy. [Downloadable!]
  7. Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," Discussion Papers 2008-10, School of Economics, The University of New South Wales. [Downloadable!]
  8. Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," Tinbergen Institute Discussion Papers 08-050/4, Tinbergen Institute. [Downloadable!]
  9. Dijk, D. van & Diks, C.G.H. & Panchenko, V., 2008. "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," CeNDEF Working Papers 08-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  10. Diks, C.G.H. & Dijk, D. van & Panchenko, V., 2008. "Out-of-sample comparison of copula specifications in multivariate density forecasts," CeNDEF Working Papers 08-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  11. Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Discussion Papers 2008-23, School of Economics, The University of New South Wales. [Downloadable!]
  12. Kiseleva, T. & Wagener, F.O.O., 2008. "Bifurcations of optimal vector fields in the shallow lake system," CeNDEF Working Papers 08-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  13. Wagener, F.O.O., 2008. "On the Leitmann equivalent problem approach," CeNDEF Working Papers 08-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  14. Dockner, E.J. & Wagener, F.O.O., 2008. "Markov-perfect Nash equilibria in models with a single capital stock (Revised version, August 2008)," CeNDEF Working Papers 08-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  15. Heijnen, P. & Wagener, F.O.O., 2008. "Managing the environment and the economy in the presence of hysteresis and irreversibility," CeNDEF Working Papers 08-13, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  16. Christophe Deissenberg & Sander Van Der Hoog & Herbert Dawid, 2008. "EURACE: A Massively Parallel Agent-Based Model of the European Economy," Working Papers halshs-00339756_v1, HAL. [Downloadable!]
  17. Sander Van Der Hoog & Christophe Deissenberg & Herbert Dawid, 2008. "Production and Finance in EURACE," Working Papers halshs-00339758_v1, HAL. [Downloadable!]
  18. Joep Sonnemans & Jan Tuinstra, 2008. "Positive Expectations Feedback Experiments and Number Guessing Games as Models of Financial Markets," Tinbergen Institute Discussion Papers 08-076/1, Tinbergen Institute. [Downloadable!]
  19. Tiziana Assenzay & Michele Berardi, 2008. "Learning in a Credit Economy," Centre for Growth and Business Cycle Research Discussion Paper Series 100, Economics, The Univeristy of Manchester. [Downloadable!]
  20. Giulio Bottazzi & Pietro Dindo, 2008. "Localized technological externalities and the geographical distribution of firms," LEM Papers Series 2008/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
  21. Giulio Bottazzi & Pietro Dindo, 2008. "An evolutionary model of firms location with technological externalities," LEM Papers Series 2008/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
  22. Haan, M. A. & Heijnen, P. & Schoonbeek, L. & Toolsema, L. A., 2008. "Sound taxation? On the use of self-declared value," CeNDEF Working Papers 08-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  23. Adriaan R. Soetevent & Marco A. Haan & Pim Heijnen, 2008. "Do Auctions and Forced Divestitutes increase Competition?," Tinbergen Institute Discussion Papers 97-117/1, Tinbergen Institute.
  24. Adriaan R. Soetevent & Marco A. Haan & Pim Heijnen, 2008. "Do Auctions and Forced Divestitures increase Competition?," Tinbergen Institute Discussion Papers 08-117/1, Tinbergen Institute. [Downloadable!]
  25. Heijnen, P., 2008. "The Hartwick rule as a conservation law," CeNDEF Working Papers 08-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  26. Jeroen C.J.M. van den Bergh & Paolo Zeppini-Rossi, 2008. "Optimal Diversity in Investments with Recombinant Innovation," Tinbergen Institute Discussion Papers 08-091/1, Tinbergen Institute. [Downloadable!]
  27. Zeppini Rossi, P. & Bergh, J.C.J.M. van der, 2008. "Optimal Diversity in Investments with Recombinant Innovation," CeNDEF Working Papers 08-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]

    2007

  1. Hommes, C.H., 2007. "Complexity, Evolution and Learning: a simple story of heterogeneous expectations and some empirical and experimental validation," CeNDEF Working Papers 07-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  2. Anufriev, M. & Hommes, C.H., 2007. "Evolution of Market Heuristics," CeNDEF Working Papers 07-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  3. Hommes, C.H., 2007. "Bounded Rationality and Learning in Complex Markets," CeNDEF Working Papers 07-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  4. Bekiros, S. & Diks, C.G.H., 2007. "The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality," CeNDEF Working Papers 07-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  5. Bekiros, S. & Diks, C.G.H., 2007. "The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing," CeNDEF Working Papers 07-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  6. Pietro Dindo & Cees Diks, 2007. "Informational differences and learning in an asset market with boundedly rational agents," Working Papers wp07-06, Warwick Business School, Financial Econometrics Research Centre. [Downloadable!]
  7. Mikhail Anufriev & Pietro Dindo, 2007. "Wealth-driven Selection in a Financial Market with Heterogeneous Agents," LEM Papers Series 2007/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
  8. Anufriev, M. & Panchenko, V., 2007. "Asset Prices, Traders' Behavior, and Market Design," CeNDEF Working Papers 07-14, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  9. Anufriev, M. & Dindo, P.D.E., 2007. "Wealth Selection in a Financial Market with Heterogeneous Agents," CeNDEF Working Papers 07-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  10. Pietro Dindo & Mikhail Anufriev, 2007. "Equilibrium Return and Agents' Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model," Working Papers wp07-03, Warwick Business School, Financial Econometrics Research Centre. [Downloadable!]
  11. Agliari Anna & Assenza Tiziana & Delli Gatti Domenico & Santoro Emiliano, 2007. "Credit Cycles in a OLG Economy with Money and Bequest," Money Macro and Finance (MMF) Research Group Conference 2006 103, Money Macro and Finance Research Group. [Downloadable!]
  12. Assenza, Tiziana, 2007. "Borrowing Constraints, Multiple Equilibria and Monetary Policy," MPRA Paper 4049, University Library of Munich, Germany. [Downloadable!]
  13. Assenza, T. & Delli Gatti, D. & Gallegati, M., 2007. "Heterogeneity and Aggregation in a Financial Accelerator Model," CeNDEF Working Papers 07-13, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  14. Agliari, A. & Assenza, T. & Delli Gatti, D. & Santoro, E., 2007. ""Credit Cycle" in an OLG Economy with Money and Bequest," CeNDEF Working Papers 07-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  15. Assenza, T., 2007. "Borrowing Constraints, Multiple Equilibria and Monetary Policy," CeNDEF Working Papers 07-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  16. Heijnen, P., 2007. "The diffusion of differentiated waste disposal taxes in the Netherlands," CeNDEF Working Papers 07-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  17. Heijnen, P., 2007. "Informative advertising by an environmental group," CeNDEF Working Papers 07-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  18. Heijnen, P., 2007. "On the probability of breakdown in participation games," CeNDEF Working Papers 07-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]

    2006

  1. Cars Hommes, 2006. "Interacting Agents in Finance," Tinbergen Institute Discussion Papers 06-029/1, Tinbergen Institute. [Downloadable!]
  2. Cars Hommes & Sebastiano Manzan, 2006. "Testing for Nonlinear Structure and Chaos in Economic Time. A Comment," Tinbergen Institute Discussion Papers 06-030/1, Tinbergen Institute. [Downloadable!]
  3. William Brock & Cars Hommes & Florian Wagener, 2006. "More Hedging Instruments may destablize Markets," Tinbergen Institute Discussion Papers 06-080/1, Tinbergen Institute, revised 30 Apr 2008. [Downloadable!]
  4. Hommes, C.H., 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," CeNDEF Working Papers 06-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  5. Diks, C.G.H. & Hommes, C.H. & Panchenko, V. & Weide, R. van der, 2006. "E&F Chaos: a user friendly software package for nonlinear economic dynamics," CeNDEF Working Papers 06-15, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  6. Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2006. "More hedging instruments may destabilize markets," CeNDEF Working Papers 06-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  7. Heemeijer, P. & Hommes, C.H. & Sonnemans, J. & Tuinstra, J., 2006. "Price Stability and Volatility in Markets with Positive and Negative Expectations Feedback: An Experimental Investigation," CeNDEF Working Papers 06-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  8. Florian Wagener & Cars Hommes & William Brock, 2006. "More hedging instruments may destabilize markets," Working Papers wp06-11, Warwick Business School, Financial Econometrics Research Centre. [Downloadable!]
  9. Jan Tuinstra & Joep Sonnemans & Cars Hommes & Peter Heemeijer, 2006. "Price Stability and Volatility in Markets with Positive and Negative Expectations Feedback: An Experimental Investigation," Working Papers wp06-18, Warwick Business School, Financial Econometrics Research Centre. [Downloadable!]
  10. H. Peter Boswijk & Roy van der Weide, 2006. "Wake me up before you GO-GARCH," Tinbergen Institute Discussion Papers 06-079/4, Tinbergen Institute, revised 21 Sep 2006. [Downloadable!]
  11. H.P. Boswijk & D. Fok & P.-H. Franses, 2006. "A New Multivariate Product Growth Model," Tinbergen Institute Discussion Papers 06-027/4, Tinbergen Institute. [Downloadable!]
  12. Boswijk, H.P. & Weide, R. van der, 2006. "Wake me up before you GO-GARCH," CeNDEF Working Papers 06-13, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  13. Cees Diks & Florian Wagener, 2006. "A Weak Bifurcation Theory for Discrete Time Stochastic Dynamical Systems," Tinbergen Institute Discussion Papers 06-043/1, Tinbergen Institute. [Downloadable!]
  14. Diks, C.G.H. & Panchenko, V., 2006. "Rank-based entropy tests for serial independence," CeNDEF Working Papers 06-14, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  15. Diks, C.G.H. & Dindo, P.D.E., 2006. "Informational differences and learning in an asset market with boundedly rational agents," CeNDEF Working Papers 06-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  16. Diks, C.G.H. & Wagener, F.O.O., 2006. "A weak bifurcation theory for discrete time stochastic dynamical systems," CeNDEF Working Papers 06-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  17. Florian Wagener & Cees Diks, 2006. "A weak bifucation theory for discrete time stochastic dynamical systems," Working Papers wp06-14, Warwick Business School, Financial Econometrics Research Centre. [Downloadable!]
  18. Engelbert J. Dockner & Florian O.O. Wagener, 2006. "Markov-Perfect Nash Equilibria in Models with a Single Capital Stock," Tinbergen Institute Discussion Papers 06-055/1, Tinbergen Institute. [Downloadable!]
  19. Dockner, E.J. & Wagener, F.O.O., 2006. "Markov-Perfect Nash Equilibria in Models With a Single Capital Stock," CeNDEF Working Papers 06-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  20. Wagener, F.O.O., 2006. "Semi-global analysis of periodic and quasi-periodic k:1 and k:2 resonances," CeNDEF Working Papers 06-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  21. Vjollca Sadiraj & Jan Tuinstra & Frans van Winden, 2006. "On the Size of the Winning Set in the Presence of Interest Groups," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
  22. Pietro Dindo & Jan Tuinstra, 2006. "A Behavioral Model for Participation Games with Negative Feedback," Tinbergen Institute Discussion Papers 06-073/1, Tinbergen Institute. [Downloadable!]
  23. Dindo, P.D.E. & Tuinstra, J., 2006. "A Behavioral Model for Participation Games with Negative Feedback," CeNDEF Working Papers 06-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  24. Goppelsroeder, M. & Schinkel, M.P. & Tuinstra, J., 2006. "Quantifying the Scope for Efficiency Defense in Merger Control: The Werden-Froeb-Index," CeNDEF Working Papers 06-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  25. Jan Tuinstra & Pietro Dindo, 2006. "A Behavioral Model for Participation Games with Negative Feedback," Working Papers wp06-15, Warwick Business School, Financial Econometrics Research Centre. [Downloadable!]
  26. Mikhail Anufriev & Giulio Bottazzi, 2006. "Behavioral Consistent Market Equilibria under Procedural Rationality," Computing in Economics and Finance 2006 225, Society for Computational Economics. [Downloadable!]
  27. Anufriev, M. & Bottazzi, G., 2006. "Price and Wealth Dynamics in a Speculative Market with Generic Procedurally Rational Traders," CeNDEF Working Papers 06-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  28. Anufriev, M. & Dindo, P.D.E., 2006. "Equilibrium Return and Agents' Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model," CeNDEF Working Papers 06-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  29. Gulio Bottazzi & Mikhail Anufriev, 2006. "Price and Wealth Dynamics in a Speculative Market with Generic Procedurally Rational Traders," Working Papers wp06-02, Warwick Business School, Financial Econometrics Research Centre. [Downloadable!]
  30. Anna Agliari & Tiziana Assenza & Domenico Delli Gatti & Emiliano Santoro, 2006. "Credit Cycles in a OLG Economy with Money and Bequest," Computing in Economics and Finance 2006 369, Society for Computational Economics.
  31. Bekiros, S. & Georgoutsos, D., 2006. "Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network," CeNDEF Working Papers 06-16, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  32. Bekiros, S. & Georgoutsos, D., 2006. "Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models," CeNDEF Working Papers 06-17, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]

    2005

  1. Carl Chiarella & Tony He & Cars H. Hommes, 2005. "A Dynamic Analysis of Moving Average Rules," Tinbergen Institute Discussion Papers 05-057/1, Tinbergen Institute. [Downloadable!]
  2. Peter Boswijk & Cars H. Hommes & Sebastiano Manzan, 2005. "Behavioral Heterogeneity in Stock Prices," Tinbergen Institute Discussion Papers 05-052/1, Tinbergen Institute. [Downloadable!]
  3. Joep Sonnemans & Peter Heemeijer & Cars Hommes, 2005. "Price expectations in the laboratory in positive and negative feedback systems," Computing in Economics and Finance 2005 165, Society for Computational Economics. [Downloadable!]
  4. Cars Hommes, 2005. "Heterogeneous Agent Models: Two Simple Case Studies," Tinbergen Institute Discussion Papers 05-055/1, Tinbergen Institute. [Downloadable!]
  5. Cars H. Hommes, 2005. "Heterogeneous Agent Models in Economics and Finance," Tinbergen Institute Discussion Papers 05-056/1, Tinbergen Institute. [Downloadable!]
  6. Hommes, C.H.,, 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," CeNDEF Working Papers 05-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  7. Hommes, C.H.,, 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," CeNDEF Working Papers 05-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  8. Brock, W.A. & Dindo, P.D.E. & Hommes, C.H., 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," CeNDEF Working Papers 05-15, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  9. Boswijk, H.P. & Hommes C.H. & Manzan, S., 2005. "Behavioral Heterogeneity in Stock Prices," CeNDEF Working Papers 05-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  10. Hommes, C.H. & Manzan, S., 2005. "Testing for Nonlinear Structure and Chaos in Economic Time Series: A Comment," CeNDEF Working Papers 05-14, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  11. Gaunersdorfer, A. & Hommes, C.H.,, 2005. "A nonlinear structural model for volatility clustering," CeNDEF Working Papers 05-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  12. H. Peter Boswijk & Franc Klaassen, 2005. "Why Frequency Matters for Unit Root Testing," Tinbergen Institute Discussion Papers 04-119/4, Tinbergen Institute. [Downloadable!]
  13. Cees Diks & Valentyn Panchenko, 2005. "Nonparametric Tests for Serial Independence Based on Quadratic Forms," Tinbergen Institute Discussion Papers 05-076/1, Tinbergen Institute. [Downloadable!]
  14. Cees Diks, 2005. "Financial markets with heterogeneous agents as nonlinear news filters," Computing in Economics and Finance 2005 290, Society for Computational Economics.
  15. Cees Diks & Florian Wagener, 2005. "Equivalence and Bifurcations of Finite Order Stochastic Processes," Tinbergen Institute Discussion Papers 05-043/1, Tinbergen Institute. [Downloadable!]
  16. Dennis P. J. Botman & Cees G. H. Diks, 2005. "The Role of Domestic and Foreign Investors in a Simple Model of Speculative Attacks," IMF Working Papers 05/205, International Monetary Fund. [Downloadable!]
  17. Cees Diks & Valentyn Panchenko, 2005. "Test for serial independence based on quadratic forms," Computing in Economics and Finance 2005 279, Society for Computational Economics.
  18. Diks C.G.H. & Wagener, F.O.O., 2005. "Equivalence and bifurcations of finite order stochastic processes," CeNDEF Working Papers 05-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  19. Diks, C.G.H. & Panchenko, V., 2005. "Nonparametric Tests for Serial Independence Based on Quadratic Forms," CeNDEF Working Papers 05-13, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  20. Florian Wagener & Cees Diks, 2005. "Equivalence and bifurcations of finite order stochastic processes," Working Papers wp05-05, Warwick Business School, Financial Econometrics Research Centre. [Downloadable!]
  21. Hoog S. van der, 2005. "On the Micro-Dynamics of a Cash-in-Advance Economy (revised version of WP 04-12)," CeNDEF Working Papers 05-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  22. Hoog S. van der, 2005. "A spatial separation model of a credit economy with optimistic and pessimistic quantity expectations," CeNDEF Working Papers 05-16, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  23. Vjollca Sadiraj & Jan Tuinstra & Frans van Winden, 2005. "On the Size of the Winning Set in the Presence of Interest Groups," Tinbergen Institute Discussion Papers 05-034/1, Tinbergen Institute. [Downloadable!]
  24. Vjollca Sadiraj & Jan Tuinstra & Frans van Winden, 2005. "Voting cycles when a dominant point exists," Experimental Economics Center Working Paper Series 2006-16, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University. [Downloadable!]
  25. Sadiraj, V. & Tuinstra, J. & Winden, F. van, 2005. "On the size of the winning set in the presence of interest groups," CeNDEF Working Papers 05-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  26. Rüggeberg, J. & Schinkel, M.P. & Tuinstra, J., 2005. "Illinois Walls: How barring indirect purchaser suits facilitates collusion," CeNDEF Working Papers 05-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  27. Schinkel, M.P. & Tuinstra, J., 2005. "Illinois Walls in alternative market structures," CeNDEF Working Papers 05-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  28. Mikhail Anufriev, 2005. "Wealth-Driven Competition in a Speculative Financial Market: Examples with Maximizing Agents," LEM Papers Series 2005/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
  29. Mikhail Anufriev & Giulio Bottazzi, 2005. "Price and Wealth Dynamics in a Speculative Market with an Arbitrary Number of Generic Technical Traders," LEM Papers Series 2005/06, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
  30. Giulio Bottazzi & Mikhail Anufriev, 2005. "Price and Wealth Dynamics in a Speculative Market with an Arbitrary Number of Generic Technical Trading Strategies," Computing in Economics and Finance 2005 375, Society for Computational Economics. [Downloadable!]
  31. Anufriev, M., 2005. "Wealth-Driven Competition in a Speculative Financial Market: Examples With Maximizing Agents," CeNDEF Working Papers 05-17, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]

    2004

  1. Cars Hommes & Carl Chiarella & Xue-Zhong He, 2004. "A Dynamical Analysis of Moving Average Rules," Computing in Economics and Finance 2004 238, Society for Computational Economics.
  2. Florian Wagener & William Brock & Cars Hommes, 2004. "Do hedging instruments stabilize markets?," Computing in Economics and Finance 2004 94, Society for Computational Economics.
  3. Carl Chiarella & Xue-Zhong He & Cars Hommes, 2004. "A Dynamic Analysis of Moving Average Rules," Research Paper Series 133, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
  4. Heemeijer, P. & Hommes, C.H. & Sonnemans, J. & Tuinstra, J., 2004. "Forming price expectations in positive and negative feedback systems," CeNDEF Working Papers 04-15, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  5. Hommes, C.H., 2004. "Economic Dynamics, Contribution to the Encyclopedia of Nonlinear Science, Alwyn Scott (ed.), Routledge, 2004," CeNDEF Working Papers 04-13, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  6. Chiarella, C. & He, X.-Z. & Hommes, C.H., 2004. "A Dynamic Analysis of Moving Average Rules," CeNDEF Working Papers 04-14, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  7. Hommes, C.H. & Sonnemans, J. & Tuinstra, J. & Velden, H. van de, 2004. "Coordination of Expectations in Asset Pricing Experiments (Version March 2004)," CeNDEF Working Papers 04-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  8. Valentyn Panchenko & Cees Diks, 2004. "Testing multivariate hypotheses with positive definite bilinear forms," Computing in Economics and Finance 2004 201, Society for Computational Economics.
  9. Cees Diks & Valentyn Panchenko, 2004. "Modified Hiemstra-Jones Test for Granger Non-causality," Computing in Economics and Finance 2004 192, Society for Computational Economics.
  10. Diks, C.G.H. & Panchenko, V., 2004. "A new statistic and practical guidelines for nonparametric Granger causality testing," CeNDEF Working Papers 04-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  11. Diks, C.G.H. & Panchenko, V., 2004. "A note on the Hiemstra-Jones test for Granger non-causality," CeNDEF Working Papers 04-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  12. Florian Wagener, 2004. "Structural analysis of optimal investment for firms with non-concave revenues," Computing in Economics and Finance 2004 187, Society for Computational Economics.
  13. Florian Wagener & Jan Tuinstra, 2004. "On Learning Equilibria," Computing in Economics and Finance 2004 217, Society for Computational Economics. [Downloadable!]
  14. Wagener, F.O.O., 2004. "Skiba points for small discount rates," CeNDEF Working Papers 04-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  15. Ilija I. Zovko, 2004. "Network properties of trading," Computing in Economics and Finance 2004 328, Society for Computational Economics.
  16. Sander van der Hoog, 2004. "Credit and Cash-in-Advance in Disequilibrium Models," Computing in Economics and Finance 2004 294, Society for Computational Economics. [Downloadable!]
  17. Hoog, S. van der, 2004. "On the Micro-Dynamics of a Cash-in-Advance Economy (first version, see revised version WP 05-04)," CeNDEF Working Papers 04-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  18. J. Tuinstra & P. Dindo & C.H. Hommes, 2004. "An evolutionary approach to the El Farol game," Computing in Economics and Finance 2004 211, Society for Computational Economics.
  19. Vjollca Sadiraj & Jan Tuinstra & Frans van Winden, 2004. "A computational electoral competition model with social clustering and endogenous interest groups as information brokers," Experimental Economics Center Working Paper Series 2006-19, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University. [Downloadable!]
  20. Sadiraj, V. & Tuinstra, J. & Winden, F. van, 2004. "Interest Group Size Dynamics and Policymaking (extensive revised version of WP 01-03)," CeNDEF Working Papers 04-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  21. Schinkel, M.P. & Tuinstra, J. & Rueggeberg, J., 2004. "Illinois Walls," CeNDEF Working Papers 04-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  22. Schinkel, M.P. & Tuinstra, J., 2004. "Imperfect Competition Law Enforcement," CeNDEF Working Papers 04-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  23. Schinkel, M.P. & Tuinstra, J., 2004. "Forced Freebies: A Note on Partial Deregulation with Pro Bono Supply Requirements," CeNDEF Working Papers 04-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  24. Kirman, A. & Tuinstra, J., 2004. "Introduction to the Journal of Economic Dynamics and Control special issue on Bounded Rationality, Heterogeneity and Market Dynamics," CeNDEF Working Papers 04-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  25. Sadiraj, V. & Tuinstra, J. & Winden, F. van, 2004. "A Computational Electoral Competition Model with Social Clustering and Endogenous Interest Groups as Information Brokers," CeNDEF Working Papers 04-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  26. Mikhail Anufriev & Giulio Bottazzi, 2004. "Asset Pricing Model with Heterogeneous Investment Horizons," LEM Papers Series 2004/22, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
  27. Mikhail Anufriev & Giulio Bottazzi & Francesca Pancotto, 2004. "Price and Wealth Asymptotic Dynamics with CRRA Technical Trading Strategies," LEM Papers Series 2004/23, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
  28. Dindo, P.D.E., 2004. "A tractable evolutionary model for the Minority Game with asymmetric payoffs," CeNDEF Working Papers 04-17, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]

    2003

  1. Cars Hommes & Joep Sonnemans & Jan Tuinstra & Henk van de Velden, 2003. "Coordination of Expectations in Asset Pricing Experiments," Tinbergen Institute Discussion Papers 03-010/1, Tinbergen Institute. [Downloadable!]
  2. S. Manzan & P. Boswijk & C.H. Hommes, 2003. "Mean Reversion, Bubbles and Heterogeneous Beliefs in Stock Prices," Computing in Economics and Finance 2003 252, Society for Computational Economics. [Downloadable!]
  3. Hommes, C.H. & Wagener, F.O.O., 2003. "Does eductive stability imply evolutionary stability?," CeNDEF Working Papers 03-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  4. Gaunersdorfer, A. & Hommes, C.H. & Wagener, F.O.O., 2003. "Nonlocal onset of instability in an asset pricing model with heterogeneous agents," CeNDEF Working Papers 03-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  5. Gaunersdorfer, A. & Hommes, C.H. & Wagener, F.O.O., 2003. "Bifurcation Routes to Volatility Clustering under Evolutionary Learning," CeNDEF Working Papers 03-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  6. H. Peter Boswijk & Jurgen Doornik, 2003. "Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview," Economics Papers 2003-W10, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
  7. Cees Diks & Roy van der Weide, 2003. "Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS," Tinbergen Institute Discussion Papers 03-103/1, Tinbergen Institute. [Downloadable!]
  8. Cees Diks & Roy van der Weide, 2003. "Heterogeneity as a Natural Source of Randomness," Tinbergen Institute Discussion Papers 03-073/1, Tinbergen Institute. [Downloadable!]
  9. Cees Diks & Roy van der Weide, 2003. "Continuous Beliefs Dynamics," Tinbergen Institute Discussion Papers 03-007/1, Tinbergen Institute. [Downloadable!]
  10. Cees Diks & Svetlana Borovkova, 2003. "Conditional distribution resampling for time series," Computing in Economics and Finance 2003 70, Society for Computational Economics.
  11. Cees Diks, 2003. "The correlation dimension of returns with stochastic volatility," Computing in Economics and Finance 2003 180, Society for Computational Economics.
  12. Diks, C.G.H. & Weide, R. van der, 2003. "Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS," CeNDEF Working Papers 03-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  13. Diks, C.G.H. & Weide, R. van der, 2003. "Heterogeneity as a natural source of randomness," CeNDEF Working Papers 03-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  14. Broer, H.W. & Hanssmann, H. & Jorba, A. & Villanueva, J. & Wagener, F.O.O., 2003. "Quasi-periodic response solutions at normal-internal resonances," CeNDEF Working Papers 03-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  15. Wagener, F.O.O., 2003. "Structural analysis of optimal investment for firms with non-concave production," CeNDEF Working Papers 03-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  16. Tuinstra, J. & Wagener, F.O.O., 2003. "On Learning Equilibria (Revised June 2003)," CeNDEF Working Papers 03-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  17. Cason, T. & Friedman, D. & Wagener, F.O.O., 2003. "The dynamics of price dispersion, or Edgeworth variations," CeNDEF Working Papers 03-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  18. Sander van der Hoog, 2003. "A Dynamic Monetary Exchange Economy with a Moving Horizon Time Structure," Computing in Economics and Finance 2003 188, Society for Computational Economics. [Downloadable!]
  19. Schinkel,Maarten Pieter & Rüggeberg,Jakob & Tuinstra,Jan, 2003. "Illinois Walls," Research Memoranda 027, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]

    2002

  1. Brock,W.A. & Hommes,C.H., 2002. "Heterogeneous beliefs and routes to complex dynamics in asset pricing models with price contingent contracts," Working papers 3, Wisconsin Madison - Social Systems. [Downloadable!]
  2. Hommes, C.H. & Sonnemans, J. & Tuinstra, J. & Velden, H. van de, 2002. "Learning in Coweb Experiments," CeNDEF Working Papers 02-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  3. Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2002. "Evolutionary dynamics in markets with many trader types," CeNDEF Working Papers 02-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  4. Hommes, C.H. & Sonnemans, J. & Tuinstra, J. & Velden, H. van de, 2002. "Coordination of Expectations in Asset Pricing Experiments (Revised June 2003)," CeNDEF Working Papers 02-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  5. Hommes, C.H. & Huang, H. & Wang, D., 2002. "A Robust Rational Route to in a Simple Asset Pricing Model (revised March 2004)," CeNDEF Working Papers 02-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  6. H. Peter Boswijk & Philip Hans Franses, 2002. "How Large is Average Economic Growth? Evidence from a Robust Method," Tinbergen Institute Discussion Papers 02-002/4, Tinbergen Institute. [Downloadable!]
  7. Boswijk, H.P. & Franses, Ph.H.B.F., 2002. "The Econometrics Of The Bass Diffusion Model," Research Paper ERS-2002-66-MKT Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  8. Cees Diks & Roy van der Weid, 2002. "Endogenous Noise from Continuous Choice," Computing in Economics and Finance 2002 382, Society for Computational Economics.
  9. Dennis P J Botman & Cees G H Diks, 2002. "Location of Investors and Capital Flight," Tinbergen Institute Discussion Papers 02-013/1, Tinbergen Institute. [Downloadable!]
  10. Cees Diks, 2002. "Detecting Serial Dependence in Tail Events," Tinbergen Institute Discussion Papers 02-079/1, Tinbergen Institute. [Downloadable!]
  11. Botman, D.P.J. & Diks, C.G.H., 2002. "Location of investors and capitical flight," CeNDEF Working Papers 02-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  12. Diks, C.G.H. & Weide, R. van der, 2002. "Continuous Beliefs Dynamics," CeNDEF Working Papers 02-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  13. Diks, C.G.H., 2002. "Detecting serial dependence in tail events: A test dual to BDS test," CeNDEF Working Papers 02-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  14. Wagener, F.O.O., 2002. "A Gevrey regular KAM theorem and the inverse approximation lemma," CeNDEF Working Papers 02-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  15. Wagener, F.O.O., 2002. "On the quasi-periodic d-fold degenerate bifurcation," CeNDEF Working Papers 02-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  16. Michael Neugart & Jan Tuinstra, 2002. "Endogenous fluctuations in the demand for education," Computing in Economics and Finance 2002 107, Society for Computational Economics.
  17. Heijnen, Pim, 2002. "Price discrimination and price sensitivity in the car market : working paper, comment welcome," CCSO Working Papers 200302, University of Groningen, CCSO Centre for Economic Research. [Downloadable!]

    2001

  1. Gerwin Griffioen & Peter Boswijk & Cars Hommes, 2001. "Success and Failure of Technical Trading Strategies in the Cocoa Futures Market," CeNDEF Workshop Papers, January 2001 4A.4, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  2. Andrea Gaunersdorfer & Cars Hommes & Florian Wagener, 2001. "Adaptive Beliefs and the volatility of asset prices," CeNDEF Workshop Papers, January 2001 5A.1, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  3. Cars Hommes, 2001. "Stochastic Consistent Expectations Equilibria," CeNDEF Workshop Papers, January 2001 PO1, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  4. Andrea Gaunersdorfer & Cars Hommes & Florian O.O. Wagener, 2001. "Bifurcation Routes to Volatility Clustering," Tinbergen Institute Discussion Papers 01-015/1, Tinbergen Institute. [Downloadable!]
  5. Peter Boswijk & Gerwin Griffioen & Cars Hommes, 2001. "Success and Failure of Technical Trading Strategies in the Cocoa Futures Market," Tinbergen Institute Discussion Papers 01-016/1, Tinbergen Institute. [Downloadable!]
  6. Cars H. Hommes, 2001. "Financial Markets as Nonlinear Adaptive Evolutionary Systems," Tinbergen Institute Discussion Papers 01-014/1, Tinbergen Institute. [Downloadable!]
  7. 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. [Downloadable!]
  8. W.A. Brock, C.H. Hommes and F.O.O. Wagener, 2001. "Evolutionary dynamics in financial markets with many trader types," Computing in Economics and Finance 2001 119, Society for Computational Economics.
  9. Boswijk, H.P., Griffioen, G.A.W., Hommes, C.H., 2001. "Succes and Failure of Technical Trading Strategies in the Cocoa Futures Market," Computing in Economics and Finance 2001 120, Society for Computational Economics.
  10. Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2001. "Evolutionary Dynamics in Financial Markets With Many Trader Types," CeNDEF Working Papers 01-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  11. Brock,W.A. & Hommes,C.H., 2001. "Evolutionary dynamics in financial markets with many trader types," Working papers 7, Wisconsin Madison - Social Systems. [Downloadable!]
  12. Hommes, C.H., 2001. "Modeling the stylized facts in finance through simple nonlinear adaptive systems," CeNDEF Working Papers 01-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  13. Brock, W.A. & Hommes, C.H., 2001. "Heterogeneous beliefs and and routes to complez dynamics in asset pricing models with price contingent contracts," CeNDEF Working Papers 01-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  14. H. Peter Boswijk, 2001. "Testing for a Unit Root with Near-Integrated Volatility," Tinbergen Institute Discussion Papers 01-077/4, Tinbergen Institute. [Downloadable!]
  15. H. Peter Boswijk, 2001. "Block Local to Unity and Continuous Record Asymptotics," Tinbergen Institute Discussion Papers 01-078/4, Tinbergen Institute. [Downloadable!]
  16. H.P. Boswijk & P.H. Franses, 2001. "Robust inference on average economic growth," Econometric Institute Report 252, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  17. Cees Diks & Sebastiano Manzan, 2001. "Tests for Serial Independence and Linearity based on Correlation Integrals," Tinbergen Institute Discussion Papers 01-085/1, Tinbergen Institute. [Downloadable!]
  18. Cees Diks, 2001. "A nonparametric bootstrap test for nonlinear Granger causality," CeNDEF Workshop Papers, January 2001 3A.1, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  19. Cees Diks and Roy van der Weide, 2001. "Asset pricing with a continuum of belief types," Computing in Economics and Finance 2001 217, Society for Computational Economics.
  20. Diks, C.G.H. & Manzan, S., 2001. "Tests for serial independence and linearity based on correlation integrals," CeNDEF Working Papers 01-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  21. Jan Tuinstra, 2001. "Beliefs Equilbria in an Overlapping Generations Model," CeNDEF Workshop Papers, January 2001 4B.4, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  22. Neugart, M. & Tuinstra, J., 2001. "Endogenous Fluctuations in the Demand of Education," CeNDEF Working Papers 01-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  23. Sadiraj, V. & Tuinstra, J. & Winden, F. van, 2001. "A dynamic model of endogenous interest group sizes and policymaking," CeNDEF Working Papers 01-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]

    2000

  1. Cars Hommes, 2000. "Stochastic Consistent Expectations Equilibria," Computing in Economics and Finance 2000 188, Society for Computational Economics.
  2. 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.
  3. Gaunersdorfer, A. & Hommes, C.H., 2000. "A Nonlinear Structural Model for Volatility Clustering," CeNDEF Working Papers 00-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  4. Gaunersdorfer, A. & Hommes, C.H. & Wagener, F.O.O., 2000. "Bifurcation Routes to Volatility Clustering," CeNDEF Working Papers 00-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  5. Boswijk, H.P. & Griffioen, G.A.W. & Hommes, C.H., 2000. "Succes and Failure of Technical Trading Strategies in the Cocoa Futures Markets," CeNDEF Working Papers 00-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  6. D.J.C. van Dijk & P.H.B.F. Franses & H.P. Boswijk, 2000. "Asymmetric and common absorption of shocks in nonlinear autoregressive models," Econometric Institute Report 184, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  7. H. Peter Boswijk & Philip Hans Franses & Dick van Dijk, 2000. "Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models," Econometric Society World Congress 2000 Contributed Papers 0765, Econometric Society. [Downloadable!]
  8. H. Peter Boswijk, 2000. "Testing for a Unit Root with Near-Integrated Volatility," Econometric Society World Congress 2000 Contributed Papers 1101, Econometric Society. [Downloadable!]
  9. Boswijk, H.P. & van Dijk, D. & Franses, P.H., 2000. "Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models," CeNDEF Working Papers 00-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  10. Boswijk, H.P., 2000. "Testing for a Unit Root with Near-Integrated Volatility," CeNDEF Working Papers 00-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  11. Diks, C.G.H., 2000. "Dimension estimations, stock returns and volatility clustering," CeNDEF Working Papers 00-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  12. Diks, C.G.H. & Mudelsee, M., 2000. "Redundancies in the Earth's climatological time series," CeNDEF Working Papers 00-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  13. Wagener, F.O.O., 2000. "Skiba Points and Heteroclinic Bifuration in the Shallow Lake System," CeNDEF Working Papers 00-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  14. Sadiraj, V. & Tuinstra, J. & van Winden, F., 2000. "On the dynamics of interest group formation and endogenous policymaking," CeNDEF Working Papers 00-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  15. Jan Tuinstra & Vjollca Sadiraj & Frans van Winden, 2000. "Social Dynamics And Interest Groups In A Model Of Spatial Competition," Computing in Economics and Finance 2000 32, Society for Computational Economics.
  16. Maarten-Pieter Schinkel & Jan Tuinstra & Dries Vermeulen, 2000. "Bayesian learning in mis-specified models," BILTOKI 200005, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística). [Downloadable!]
  17. Vjollca Sadiraj & Jan Tuinstra & Frans A.A.M. van Winden, 2000. "On the Dynamics of Interest Group Formation and Endogenous Policymaking," Tinbergen Institute Discussion Papers 00-022/1, Tinbergen Institute. [Downloadable!]

    1999

  1. Dechert, W.D. & Hommes, C.H., 1999. "Complex Nonlinear Dynamics and Computational Methods," CeNDEF Working Papers 99-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  2. Hommes, C.H., 1999. "Cobweb Dynamics under Bounded Rationality," CeNDEF Working Papers 99-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  3. Droste, E. & Hommes, C.H. & Tuinstra, J., 1999. "Endogenous Fluctuations under Evolutionary Pressure in Cournot Competition," CeNDEF Working Papers 99-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  4. Cars H. Hommes & J. Barkley Rosser, 1999. "Consistent Expectations Equilibria and Complex Dynamics in Renewable Resource Markets," Tinbergen Institute Discussion Papers 99-052/1, Tinbergen Institute.
  5. 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. [Downloadable!]
  6. Hommes, C.H. & Sonnemans, J. & Tuinstra, J. & van de Velden, H., 1999. "Expectation Driven Price Volatility in an Experimental Cobweb Economy," CeNDEF Working Papers 99-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  7. H. Peter Boswijk & Andre Lucas & Nick Taylor, 1999. "A Comparison of Parametric, Semi-nonparametric, Adaptive, and Nonparametric Cointegration Tests," Tinbergen Institute Discussion Papers 99-012/4, Tinbergen Institute. [Downloadable!]
  8. H. Peter Boswijk & Jurgen A. Doornik, 1999. "Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors," Tinbergen Institute Discussion Papers 99-013/4, Tinbergen Institute. [Downloadable!]
  9. Diks, C.G.H., 1999. "Consistent Testing for Serial Independence," CeNDEF Working Papers 99-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  10. Diks, C.G.H., 1999. "Dynamical Behavior of Agent Models," CeNDEF Working Papers 99-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  11. Tuinstra, J., 1999. "Learning in Overlapping Generations Models," CeNDEF Working Papers 99-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.

    1998

  1. Brock,W.A. & Hommes,C.H., 1998. "Rational animal spirits," Working papers 23, Wisconsin Madison - Social Systems. [Downloadable!]
  2. Boswijk, H. Peter & Lucas, Andr‚ & Taylor, Nick, 1998. "A comparison of parametric, semi-nonparametric, adaptive and nonparametric tests," Serie Research Memoranda 0062, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  3. Droste, E. & Tuinstra, J., 1998. "Evolutionary selection of behavioral rules in a Cournot model : a local bifurcation analysis," Discussion Paper 86, Tilburg University, Center for Economic Research. [Downloadable!]

    1997

  1. Brock, W.A. & Hommes, C.H., 1997. "Models of Compelxity in Economics and Finance," Working papers 9706, Wisconsin Madison - Social Systems. [Downloadable!]
  2. Cars Hommes & Gerhard Sorger, 1997. "Consistent Expectations Equilibria," Tinbergen Institute Discussion Papers 97-051/1, Tinbergen Institute.
  3. Jacob K. Goeree & Cars H. Hommes, 1997. "Heterogeneous Beliefs and the Non-Linear Cobweb Model," Tinbergen Institute Discussion Papers 97-115/1, Tinbergen Institute.
  4. Boswijk, H.P. & Franses, P.H., 1997. "Common Persistence in Nonlinear Autoregressive Models," Papers 9702/a, Erasmus University of Rotterdam - Econometric Institute.
  5. H. Peter Boswijk & Philip Hans Franses, 1997. "Common Persistence in Nonlinear Autoregressive Models," Tinbergen Institute Discussion Papers 97-003/4, Tinbergen Institute.
  6. Boswijk, H. Peter & Lucas, Andr‚, 1997. "Semi-nonparametric cointegration testing," Serie Research Memoranda 0041, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

    1996

  1. Brock, W.A. & Hommes, C.H., 1996. "A Rational Route to Randomness," Working papers 9530r, Wisconsin Madison - Social Systems.
  2. 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.
  3. Boswijk,P. & Franses,P.H. & Haldrup,N., 1996. "Multiple Unit Roots in Periodic Autoregression," Economics Working Papers 1996-2, School of Economics and Management, University of Aarhus.
  4. H. Peter Boswijk & Philip Hans Franses, 1996. "Common Persistence in Nonlinear Autoregressive Models," University of California at San Diego, Economics Working Paper Series 96-10, Department of Economics, UC San Diego. [Downloadable!]

    1995

  1. Brock, W.A. & Hommes, C.H., 1995. "Rational Routes to Randomness," Working papers 9506, Wisconsin Madison - Social Systems.
  2. De Vilder, Robin G. & Hommes, Cars, 1995. "Investment constrained endogenous business cycles in a two-dimensional OLG model," CEPREMAP Working Papers (Couverture Orange) 9503, CEPREMAP.
  3. William A. Brock & Cars H. Hommes, 1995. "Rational Routes to Randomness," Working Papers 95-03-029, Santa Fe Institute.
  4. Peter Boswijk & Philip Hans Franses & Niels Haldrup, 1995. "Multiple Unit Roots in Periodic Autoregression," University of California at San Diego, Economics Working Paper Series 95-44, Department of Economics, UC San Diego.

    1992

  1. Boswijk, H.P. & Franses, P.H., 1992. "Testing for Periodique Integration," Papers 9216-a, Erasmus University of Rotterdam - Econometric Institute.

    1988

  1. De Jong, G.C. & Boswijk, H.P. & Cramer, J.S., 1988. "Joint Prediction Of Automobile Ownership And Mileage By A Cross-Section Model," Papers ae_2-88, Universiteit Amsterdam - Institute of Actuarial Sciences and Econometrics.
  2. De Jong, G.C. & Boswijk, H.P. & Cramer, J.S., 1988. "Joint Prediction Of Automobile Ownership And Mileage By A Cross-Section Model," Papers ae_6-88, Universiteit Amsterdam - Institute of Actuarial Sciences and Econometrics.

    Undated

  1. Hommes, C.H., . "Financial Markets as Nonlinear Adaptive Evolutionary Systems," CeNDEF Working Papers 00-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  2. Cars Hommes & Joep Sonnemans & Jan Tuinstra & Henk van de Velden, . "Coordination of Expectations in Asset Pricing Experiments," DNB Staff Reports (discontinued) 119, Netherlands Central Bank. [Downloadable!]
  3. Mikhail Anufriev & Tiziana Assenza & Cars Hommes & Domenico Massaro, . "Interest Rate Rules and Macroeconomic Stability under Heterogeneous Expectations," Tinbergen Institute Discussion Papers 09-040/1, Tinbergen Institute. [Downloadable!]
  4. Cees Diks & Valentyn Panchenko & Dick van Dijk, . "Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts," Tinbergen Institute Discussion Papers 08-105/4, Tinbergen Institute. [Downloadable!]

Journal articles

    2009

  1. Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2009. "More hedging instruments may destabilize markets," Journal of Economic Dynamics and Control, Elsevier, vol. 33(11), pages 1912-1928, November. [Downloadable!] (restricted)
  2. Heemeijer, Peter & Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan, 2009. "Price stability and volatility in markets with positive and negative expectations feedback: An experimental investigation," Journal of Economic Dynamics and Control, Elsevier, vol. 33(5), pages 1052-1072, May. [Downloadable!] (restricted)
  3. Gardini, Laura & Hommes, Cars & Tramontana, Fabio & de Vilder, Robin, 2009. "Forward and backward dynamics in implicitly defined overlapping generations models," Journal of Economic Behavior & Organization, Elsevier, vol. 71(2), pages 110-129, August. [Downloadable!] (restricted)
  4. Anufriev, Mikhail & Panchenko, Valentyn, 2009. "Asset prices, traders' behavior and market design," Journal of Economic Dynamics and Control, Elsevier, vol. 33(5), pages 1073-1090, May. [Downloadable!] (restricted)
  5. Anufriev, Mikhail & Branch, William A., 2009. "Introduction to special issue on complexity in economics and finance," Journal of Economic Dynamics and Control, Elsevier, vol. 33(5), pages 1019-1022, May. [Downloadable!] (restricted)
  6. Assenza, Tiziana & Berardi, Michele, 2009. "Learning in a credit economy," Journal of Economic Dynamics and Control, Elsevier, vol. 33(5), pages 1159-1169, May. [Downloadable!] (restricted)
  7. Bekiros, Stelios D., 2009. "A robust algorithm for parameter estimation in smooth transition autoregressive models," Economics Letters, Elsevier, vol. 103(1), pages 36-38, April. [Downloadable!] (restricted)
  8. Pim Heijnen, 2009. "On the probability of breakdown in participation games," Social Choice and Welfare, Springer, vol. 32(3), pages 493-511, March. [Downloadable!] (restricted)

    2008

  1. Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan & van de Velden, Henk, 2008. "Expectations and bubbles in asset pricing experiments," Journal of Economic Behavior & Organization, Elsevier, vol. 67(1), pages 116-133, July. [Downloadable!] (restricted)
  2. Cees Diks & Cars Hommes & Valentyn Panchenko & Roy Weide, 2008. "E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics," Computational Economics, Springer, vol. 32(1), pages 221-244, September. [Downloadable!] (restricted)
  3. Gaunersdorfer, Andrea & Hommes, Cars H. & Wagener, Florian O.O., 2008. "Bifurcation routes to volatility clustering under evolutionary learning," Journal of Economic Behavior & Organization, Elsevier, vol. 67(1), pages 27-47, July. [Downloadable!] (restricted)
  4. Diks, Cees & Dindo, Pietro, 2008. "Informational differences and learning in an asset market with boundedly rational agents," Journal of Economic Dynamics and Control, Elsevier, vol. 32(5), pages 1432-1465, May. [Downloadable!] (restricted)
  5. Bekiros, Stelios D. & Diks, Cees G.H., 2008. "The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality," Energy Economics, Elsevier, vol. 30(5), pages 2673-2685, September. [Downloadable!] (restricted)
  6. Bekiros, Stelios D. & Diks, Cees G.H., 2008. "The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing," Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1641-1650, December. [Downloadable!] (restricted)
  7. van der Hoog, Sander, 2008. "On the disequilibrium dynamics of sequential monetary economies," Journal of Economic Behavior & Organization, Elsevier, vol. 68(3-4), pages 525-552, December. [Downloadable!] (restricted)
  8. Maarten Pieter Schinkel & Jan Tuinstra & Jakob Rüggeberg, 2008. "Illinois Walls: how barring indirect purchaser suits facilitates collusion," RAND Journal of Economics, RAND Corporation, vol. 39(3), pages 683-698. [Downloadable!] (restricted)
  9. Marie Goppelsroeder & Maarten Pieter Schinkel & Jan Tuinstra, 2008. "QUANTIFYING THE SCOPE FOR EFFICIENCY DEFENSE IN MERGER CONTROL: THE WERDEN-FROEB-INDEX -super-* ," Journal of Industrial Economics, Blackwell Publishing, vol. 56(4), pages 778-808, December. [Downloadable!] (restricted)
  10. Mikhail Anufriev, 2008. "Wealth-driven competition in a speculative financial market: examples with maximizing agents," Quantitative Finance, Taylor and Francis Journals, vol. 8(4), pages 363-380. [Downloadable!] (restricted)
  11. Stelios Bekiros & Dimitris Georgoutsos, 2008. "Extreme returns and the contagion effect between the foreign exchange and the stock market: evidence from Cyprus," Applied Financial Economics, Taylor and Francis Journals, vol. 18(3), pages 239-254. [Downloadable!] (restricted)
  12. S. D. Bekiros & D. A. Georgoutsos, 2008. "Direction-of-change forecasting using a volatility-based recurrent neural network," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(5), pages 407-417. [Downloadable!]
  13. Stelios Bekiros & Dimitris Georgoutsos, 2008. "Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index," European Journal of Finance, Taylor and Francis Journals, vol. 14(5), pages 397-408. [Downloadable!] (restricted)
  14. Bekiros, Stelios D. & Georgoutsos, Dimitris A., 2008. "The extreme-value dependence of Asia-Pacific equity markets," Journal of Multinational Financial Management, Elsevier, vol. 18(3), pages 197-208, July. [Downloadable!] (restricted)
  15. Pim Heijnen & Lambert Schoonbeek, 2008. "Environmental groups in monopolistic markets," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 39(4), pages 379-396, April. [Downloadable!] (restricted)

    2007

  1. Hommes, Cars, 2007. "Paul De Grauwe and Marianna Grimaldi, The exchange rate in a behavioral finance framework, Princeton University Press (2006)," International Review of Economics & Finance, Elsevier, vol. 16(2), pages 300-302. [Downloadable!] (restricted)
  2. Hommes, Cars, 2007. "Paul De Grauwe and Marianna Grimaldi, The exchange rate in a behavioral finance framework, Princeton University Press (2006)," International Review of Economics & Finance, Elsevier, vol. 16(3), pages 455-457. [Downloadable!] (restricted)
  3. Boswijk, H. Peter & Hommes, Cars H. & Manzan, Sebastiano, 2007. "Behavioral heterogeneity in stock prices," Journal of Economic Dynamics and Control, Elsevier, vol. 31(6), pages 1938-1970, June. [Downloadable!] (restricted)
  4. van Dijk, Dick & Hans Franses, Philip & Peter Boswijk, H., 2007. "Absorption of shocks in nonlinear autoregressive models," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4206-4226, May. [Downloadable!] (restricted)
  5. Jan Tuinstra & Florian Wagener, 2007. "On learning equilibria," Economic Theory, Springer, vol. 30(3), pages 493-513, March. [Downloadable!] (restricted)
  6. Stelios D. Bekiros, 2007. "A neurofuzzy model for stock market trading," Applied Economics Letters, Taylor and Francis Journals, vol. 14(1), pages 53-57, January. [Downloadable!] (restricted)

    2006

  1. Hommes, Cars H. & Manzan, Sebastiano, 2006. "Comments on "Testing for nonlinear structure and chaos in economic time series"," Journal of Macroeconomics, Elsevier, vol. 28(1), pages 169-174, March. [Downloadable!] (restricted)
  2. Chiarella, Carl & He, Xue-Zhong & Hommes, Cars, 2006. "A dynamic analysis of moving average rules," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1729-1753. [Downloadable!] (restricted)
  3. William Brock & Pietro Dindo & Cars Hommes, 2006. "Adaptive rational equilibrium with forward looking agents," International Journal of Economic Theory, The International Society for Economic Theory, vol. 2(3-4), pages 241-278. [Downloadable!] (restricted)
  4. Bauwens, Luc & Peter Boswijk, H. & Urbain, Jean-Pierre, 2006. "Causality and exogeneity in econometrics," Journal of Econometrics, Elsevier, vol. 132(2), pages 305-309, June. [Downloadable!] (restricted)
  5. H. Peter Boswijk & Philip Hans Franses, 2006. "Robust Inference on Average Economic Growth," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(3), pages 345-370, 06. [Downloadable!] (restricted)
  6. Diks, Cees, 2006. "Comments on "Global sunspots in OLG models"," Journal of Macroeconomics, Elsevier, vol. 28(1), pages 46-50, March. [Downloadable!] (restricted)
  7. Bullard, Jim & Diks, Cees & Wagener, Florian, 2006. "Computing in economics and finance," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1441-1444. [Downloadable!] (restricted)
  8. Diks, Cees & Panchenko, Valentyn, 2006. "A new statistic and practical guidelines for nonparametric Granger causality testing," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1647-1669. [Downloadable!] (restricted)
  9. Vjollca Sadiraj & Jan Tuinstra & Frans Winden, 2006. "A computational electoral competition model with social clustering and endogenous interest groups as information brokers," Public Choice, Springer, vol. 129(1), pages 169-187, October. [Downloadable!] (restricted)
  10. Schinkel, Maarten Pieter & Tuinstra, Jan, 2006. "Imperfect competition law enforcement," International Journal of Industrial Organization, Elsevier, vol. 24(6), pages 1267-1297, November. [Downloadable!] (restricted)
  11. Anufriev, Mikhail & Bottazzi, Giulio & Pancotto, Francesca, 2006. "Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1787-1835. [Downloadable!] (restricted)
  12. Pim Heijnen & Peter Kooreman, 2006. "Modelling Strategic Responses to Car and Fuel Taxation," Journal of Transport Economics and Policy, London School of Economics and University of Bath, vol. 40(2), pages 203-223, May. [Downloadable!] (restricted)

    2005

  1. Brock, William A. & Hommes, Cars H. & Wagener, Florian O. O., 2005. "Evolutionary dynamics in markets with many trader types," Journal of Mathematical Economics, Elsevier, vol. 41(1-2), pages 7-42, February. [Downloadable!] (restricted)
  2. Hommes, Cars & Huang, Hai & Wang, Duo, 2005. "A robust rational route to randomness in a simple asset pricing model," Journal of Economic Dynamics and Control, Elsevier, vol. 29(6), pages 1043-1072, June. [Downloadable!] (restricted)
  3. Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan & van de Velden, Henk, 2005. "A strategy experiment in dynamic asset pricing," Journal of Economic Dynamics and Control, Elsevier, vol. 29(4), pages 823-843, April. [Downloadable!] (restricted)
  4. Cars Hommes & Joep Sonnemans & Jan Tuinstra & Henk van de Velden, 2005. "Coordination of Expectations in Asset Pricing Experiments," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 18(3), pages 955-980. [Downloadable!] (restricted)
  5. Boswijk, H. Peter & Franses, Philip Hans, 2005. "On the Econometrics of the Bass Diffusion Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 255-268, July. [Downloadable!] (restricted)
  6. Jurgen A. Doornik & H. Peter Boswijk, 2005. "Distribution approximations for cointegration tests with stationary exogenous regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(6), pages 797-810. [Downloadable!]
  7. Diks, Cees & van der Weide, Roy, 2005. "Herding, a-synchronous updating and heterogeneity in memory in a CBS," Journal of Economic Dynamics and Control, Elsevier, vol. 29(4), pages 741-763, April. [Downloadable!] (restricted)
  8. Cason, Timothy N. & Friedman, Daniel & Wagener, Florian, 2005. "The dynamics of price dispersion, or Edgeworth variations," Journal of Economic Dynamics and Control, Elsevier, vol. 29(4), pages 801-822, April. [Downloadable!] (restricted)
  9. Wagener, F.O.O., 2005. "Structural analysis of optimal investment for firms with non-concave revenue," Journal of Economic Behavior & Organization, Elsevier, vol. 57(4), pages 474-489, August. [Downloadable!] (restricted)
  10. Kirman, Alan & Tuinstra, Jan, 2005. "Bounded rationality, heterogeneity and market dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 29(4), pages 595-600, April. [Downloadable!] (restricted)
  11. Vjollca Sadiraj & Jan Tuinstra & Frans Winden, 2005. "Interest group size dynamics and policymaking," Public Choice, Springer, vol. 125(3), pages 271-303, December. [Downloadable!] (restricted)
  12. Bekiros, Stelios D. & Georgoutsos, Dimitris A., 2005. "Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(3), pages 209-228, July. [Downloadable!] (restricted)

    2004

  1. 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. [Downloadable!] (restricted)
  2. H. Peter Boswijk & Jurgen A. Doornik, 2004. "Identifying, estimating and testing restricted cointegrated systems: An overview," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 58(4), pages 440-465. [Downloadable!] (restricted)
  3. Maarten Pieter Schinkel & Jan Tuinstra, 2004. "Forced Freebies: A Note on Partial Deregulation with Pro Bono Supply Requirements," Journal of Regulatory Economics, Springer, vol. 26(2), pages 177-187, 09. [Downloadable!]
  4. Tuinstra, Jan, 2004. "Oligopoly Dynamics: Models and Tools: Tonu Puu and Irina Sushko (Eds.); Springer-Verlag, Berlin, 2002, 313 pages, ISBN 3-540-43186-1," Journal of Economic Behavior & Organization, Elsevier, vol. 54(4), pages 611-614, August. [Downloadable!] (restricted)

    2003

  1. Diks, Cees, 2003. "Detecting serial dependence in tail events: a test dual to the BDS test," Economics Letters, Elsevier, vol. 79(3), pages 319-324, June. [Downloadable!] (restricted)
  2. Wagener, F. O. O., 2003. "Skiba points and heteroclinic bifurcations, with applications to the shallow lake system," Journal of Economic Dynamics and Control, Elsevier, vol. 27(9), pages 1533-1561, July. [Downloadable!] (restricted)
  3. Tuinstra, Jan, 2003. "Beliefs equilibria in an overlapping generations model," Journal of Economic Behavior & Organization, Elsevier, vol. 50(2), pages 145-164, February. [Downloadable!] (restricted)
  4. Michael Neugart & Jan Tuinstra, 2003. "Endogenous fluctuations in the demand for education," Journal of Evolutionary Economics, Springer, vol. 13(1), pages 29-51, 02. [Downloadable!] (restricted)

    2002

  1. Droste, Edward & Hommes, Cars & Tuinstra, Jan, 2002. "Endogenous fluctuations under evolutionary pressure in Cournot competition," Games and Economic Behavior, Elsevier, vol. 40(2), pages 232-269, August. [Downloadable!] (restricted)
  2. Smith, Richard J. & Boswijk, H. Peter, 2002. "Finite sample and asymptotic methods in econometrics," Journal of Econometrics, Elsevier, vol. 111(2), pages 135-140, December. [Downloadable!] (restricted)
  3. Boswijk, H. Peter & Lucas, Andre, 2002. "Semi-nonparametric cointegration testing," Journal of Econometrics, Elsevier, vol. 108(2), pages 253-280, June. [Downloadable!] (restricted)
  4. Schinkel, Maarten Pieter & Tuinstra, Jan & Vermeulen, Dries, 2002. "Convergence of Bayesian learning to general equilibrium in mis-specified models," Journal of Mathematical Economics, Elsevier, vol. 38(4), pages 483-508, December. [Downloadable!] (restricted)

    2001

  1. Hommes, Cars H. & Rosser,, J. Barkley, 2001. "Consistent Expectations Equilibria And Complex Dynamics In Renewable Resource Markets," Macroeconomic Dynamics, Cambridge University Press, vol. 5(02), pages 180-203, April. [Downloadable!]

    2000

  1. 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. [Downloadable!] (restricted)
  2. Tuinstra, Jan, 2000. "The emergence of political business cycles in a two-sector general equilibrium model," European Journal of Political Economy, Elsevier, vol. 16(3), pages 509-534, September. [Downloadable!] (restricted)
  3. Tuinstra, Jan, 2000. "A discrete and symmetric price adjustment process on the simplex," Journal of Economic Dynamics and Control, Elsevier, vol. 24(5-7), pages 881-907, June. [Downloadable!] (restricted)

    1999

  1. Jan Tuinstra & Claus Weddepohl, 1999. "On the equivalence between the overlapping-generations model and cyclical general-equilibrium models," Journal of Economics, Springer, vol. 70(2), pages 187-207, June. [Downloadable!] (restricted)

    1998

  1. Goeree, Jacob K. & Hommes, Cars & Weddepohl, Claus, 1998. "Stability and complex dynamics in a discrete tatonnement model," Journal of Economic Behavior & Organization, Elsevier, vol. 33(3-4), pages 395-410, January. [Downloadable!] (restricted)
  2. 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. [Downloadable!] (restricted)
  3. 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. [Downloadable!] (restricted)
  4. Hommes, Cars & Sorger, Gerhard, 1998. "Consistent Expectations Equilibria," Macroeconomic Dynamics, Cambridge University Press, vol. 2(03), pages 287-321, September. [Downloadable!]
  5. H.Peter Boswijk, 1998. "Book reviews," Econometric Reviews, Taylor and Francis Journals, vol. 17(3), pages 329-334. [Downloadable!] (restricted)

    1997

  1. William A. Brock & Cars H. Hommes, 1997. "A Rational Route to Randomness," Econometrica, Econometric Society, vol. 65(5), pages 1059-1096, September.
  2. Gustav Feichtinger & Cars Hommes & Alexandra Milik, 1997. "Chaotic consumption patterns in a simple2-D addiction model," Economic Theory, Springer, vol. 10(1), pages 147-173. [Downloadable!] (restricted)
  3. Boswijk, H. Peter & Franses, Philip Hans & Haldrup, Niels, 1997. "Multiple unit roots in periodic autoregression," Journal of Econometrics, Elsevier, vol. 80(1), pages 167-193, September. [Downloadable!] (restricted)
  4. H. Peter Boswijk & Jean-Pierre Urbain, 1997. "Lagrance-multiplier tersts for weak exogeneity: a synthesis," Econometric Reviews, Taylor and Francis Journals, vol. 16(1), pages 21-38. [Downloadable!] (restricted)
  5. Tuinstra, Jan, 1997. "A price adjustment process with symmetry," Economics Letters, Elsevier, vol. 57(3), pages 297-303, December. [Downloadable!] (restricted)

    1996

  1. Hommes, Cars & van Eekelen, Arno, 1996. "Partial equilibrium analysis in a noisy chaotic market," Economics Letters, Elsevier, vol. 53(3), pages 275-282, December. [Downloadable!] (restricted)
  2. Boswijk, H Peter, 1996. "Testing Identifiability of Cointegrating Vectors," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(2), pages 153-60, April.

    1995

  1. Hommes, Cars H., 1995. "A reconsideration of Hicks' non-linear trade cycle model," Structural Change and Economic Dynamics, Elsevier, vol. 6(4), pages 435-459, December. [Downloadable!] (restricted)
  2. Hommes, Cars H. & Nusse, Helena E. & Simonovits, Andras, 1995. "Cycles and chaos in a socialist economy," Journal of Economic Dynamics and Control, Elsevier, vol. 19(1-2), pages 155-179. [Downloadable!] (restricted)
  3. Boswijk, H Peter & Franses, Philip Hans, 1995. "Periodic Cointegration: Representation and Inference," The Review of Economics and Statistics, MIT Press, vol. 77(3), pages 436-54, August. [Downloadable!] (restricted)
  4. Boswijk, H. Peter, 1995. "Efficient inference on cointegration parameters in structural error correction models," Journal of Econometrics, Elsevier, vol. 69(1), pages 133-158, September. [Downloadable!] (restricted)
  5. Boswijk, H. Peter, 1995. "Conditional and structural error correction models reply," Journal of Econometrics, Elsevier, vol. 69(1), pages 173-175, September. [Downloadable!] (restricted)
  6. Peter Boswijk, H. & Franses, Philip Hans, 1995. "Testing for periodic integration," Economics Letters, Elsevier, vol. 48(3-4), pages 241-248, June. [Downloadable!] (restricted)

    1994

  1. 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. [Downloadable!] (restricted)
  2. Peter Boswijk, H., 1994. "Testing for an unstable root in conditional and structural error correction models," Journal of Econometrics, Elsevier, vol. 63(1), pages 37-60, July. [Downloadable!] (restricted)

    1993

  1. Hommes, Cars H., 1993. "Periodic, almost periodic and chaotic behaviour in Hicks' non-linear trade cycle model," Economics Letters, Elsevier, vol. 41(4), pages 391-397. [Downloadable!] (restricted)
  2. Boswijk, Peter, 1993. "On the Formulation of Wald Tests on Long-Run Parameters," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 55(1), pages 137-44, February.

    1992

  1. Boswijk, Peter & Franses, Philip Hans, 1992. "Dynamic Specification and Cointegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 369-81, August.

    1991

  1. Hommes, Cars H., 1991. "Adaptive learning and roads to chaos : The case of the cobweb," Economics Letters, Elsevier, vol. 36(2), pages 127-132, June. [Downloadable!] (restricted)
  2. Cars Hommes & Helena Nusse, 1991. "“Period three to period two” bifurcation for piecewise linear models," Journal of Economics, Springer, vol. 54(2), pages 157-169, June. [Downloadable!] (restricted)

    1990

  1. Nusse, H. E. & Hommes, C. H., 1990. "Resolution of chaos with application to a modified Samuelson model," Journal of Economic Dynamics and Control, Elsevier, vol. 14(1), pages 1-19, February. [Downloadable!] (restricted)

    1989

  1. Hommes, Cars H & Nusse, Helena E, 1989. " Does an Unstable Keynesian Unemployment Equilibrium in a Non-Walrasian Dynamic Macroeconomic Model Imply Chaos?," Scandinavian Journal of Economics, Blackwell Publishing, vol. 91(1), pages 161-67.

Chapters

    2006

  1. Hommes, Cars H., 2006. "Heterogeneous Agent Models in Economics and Finance," Handbook of Computational Economics, in: Leigh Tesfatsion & Kenneth L. Judd (ed.), Handbook of Computational Economics, edition 1, volume 2, chapter 23, pages 1109-1186 Elsevier. [Downloadable!] (restricted)
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This page was last updated on 2009-12-2.

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