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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, University of Amsterdam)

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 institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters |

Working papers

Undated material is listed at the end

2023

  1. Cars Hommes & Stefanie J. Huber & Daria Minina & Isabelle Salle, 2023. "Learning in a Complex World: Insights from an OLG Lab Experiment," Staff Working Papers 23-13, Bank of Canada.
  2. Cars Hommes & Julien Pinter & Isabelle Salle, 2023. "What People Believe About Monetary Finance and What We Can(’t) Do About It: Evidence from a Large-Scale, Multi-Country Survey Experiment," Staff Working Papers 23-36, Bank of Canada.
  3. Cars Hommes & Sebastian Poledna, 2023. "Analyzing and forecasting economic crises with an agent-based model of the euro area," Tinbergen Institute Discussion Papers 23-013/II, Tinbergen Institute.
  4. Niko Jaakkola & Florian Wagener & Florian O.O. Wagener, 2023. "Differential Games of Public Investment: Markovian Best Responses in the General Case," CESifo Working Paper Series 10585, CESifo.

2022

  1. Cars Hommes & Kostas Mavromatis & Tolga Özden & Mei Zhu, 2022. "Behavioral Learning Equilibria in New Keynesian Models," Staff Working Papers 22-42, Bank of Canada.
  2. Cars Hommes & Mario He & Sebastian Poledna & Melissa Siqueira & Yang Zhang, 2022. "CANVAS: A Canadian Behavioral Agent-Based Model," Staff Working Papers 22-51, Bank of Canada.
  3. Johannes Boehm & Fabian Greimel & Florian Oswald & Felix Holub & Graham Stark & Matthieu Gomez, 2022. "RegressionTables.jl," SciencePo Working papers Main hal-03945451, HAL.

2021

  1. Alexander Hodbod & Cars Hommes & Stefanie J. Huber & Isabelle Salle, 2021. "The COVID-19 Consumption Game-Changer: Evidence from a Large-Scale Multi-Country Survey," Staff Working Papers 21-57, Bank of Canada.
  2. Ugochi Emenogu & Cars Hommes & Mikael Khan, 2021. "Detecting exuberance in house prices across Canadian cities," Staff Analytical Notes 2021-9, Bank of Canada.
  3. Gregor Boehl & Cars Hommes, 2021. "Rational vs. Irrational Beliefs in a Complex World," CRC TR 224 Discussion Paper Series crctr224_2021_287, University of Bonn and University of Mannheim, Germany.
  4. Florian O. O. Wagener & Aart de Zeeuw & Florian O.O. Wagener, 2021. "Stable Partial Cooperation in Managing Systems with Tipping Points," CESifo Working Paper Series 8944, CESifo.
  5. Isabelle Salle, 2021. "What to Target? Insights from a Lab Experiment," Staff Working Papers 21-53, Bank of Canada.

2020

  1. Jasmina Arifovic & Cars Hommes & Anita Kopányi-Peuker & Isabelle Salle, 2020. "Ten isn’t large! Group size and coordination in a large-scale experiment," Staff Working Papers 20-30, Bank of Canada.
  2. Niko Jaakkola & Florian Wagener & Florian O.O. Wagener, 2020. "All Symmetric Equilibria in Differential Games with Public Goods," CESifo Working Paper Series 8246, CESifo.
  3. Ductor, L. & Goyal, S. & van der Leij, M. & Paez, G. N., 2020. "On the Influence of Top Journals," Cambridge Working Papers in Economics 2029, Faculty of Economics, University of Cambridge.
  4. Mikhail Anufriev & Aleksei Chernulich & Jan Tuinstra, 2020. "Asset Price Volatility and Investment Horizons: An Experimental Investigation," Working Papers 20200053, New York University Abu Dhabi, Department of Social Science, revised Aug 2020.
  5. Jasmina Arifovic & Alex Grimaud & Isabelle Salle & Gauthier Vermandel, 2020. "Social Learning and Monetary Policy at the Effective Lower Bound," Staff Working Papers 20-2, Bank of Canada.
  6. Moritz Drechsel-Grau & Fabian Greimel, 2020. "Falling Behind: Has Rising Inequality Fueled the American Debt Boom?," CRC TR 224 Discussion Paper Series crctr224_2020_159v2, University of Bonn and University of Mannheim, Germany.

2019

  1. George Evans & Cars Hommes & Bruce McGough & Isabelle Salle, 2019. "Are Long-Horizon Expectations (De-)Stabilizing? Theory and Experiments," Staff Working Papers 19-27, Bank of Canada.
  2. Dávid Kopányi & Jean Paul Rabanal & Olga A. Rud & Jan Tuinstra, 2019. "Can successful forecasters help stabilize asset prices in a learning to forecast experiment?," Working Papers 140, Peruvian Economic Association.

2018

  1. Hans M. Amman & Marco Paolo Tucci, 2018. "How active is active learning: value function method vs an approximation method," Department of Economics University of Siena 788, Department of Economics, University of Siena.
  2. Hommes, Cars, 2018. "Behavioral & experimental macroeconomics and policy analysis: a complex systems approach," Working Paper Series 2201, European Central Bank.
  3. Robert Calvert Jump & Cars Hommes & Paul Levine, 2018. "Learning, Heterogeneity, and Complexity in the New Keynesian Model," Working Papers 20181807, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
  4. Fernando Linardi & Cees Diks & Marco van der Leij & Iuri Lazier, 2018. "Dynamic Interbank Network Analysis Using Latent Space Models," Working Papers Series 487, Central Bank of Brazil, Research Department.
  5. Mikhail Anufriev & Te Bao & Angela Sutan & Jan Tuinstra, 2018. "Fee Structure and Mutual Fund Choice: An Experiment," Working Paper Series 45, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  6. Pascal Seppecher & Isabelle Salle & Marc Lavoie, 2018. "What drives markups? Evolutionary pricing in an agent-based stock-flow consistent macroeconomic model," CEPN Working Papers hal-01486597, HAL.
  7. Matteo Coronese & Isabelle Salle, 2018. "The "Rajan Hypothesis": a counter-factual experiment," LEM Papers Series 2018/03, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.

2017

  1. Hans M. Amman & Marco P. Tucci, 2017. "The DUAL Approach in an Infinite Horizon Model," Department of Economics University of Siena 766, Department of Economics, University of Siena.
  2. Saskia ter Ellen & Cars H. Hommes & Remco C.J. Zwinkels, 2017. "Comparing behavioural heterogeneity across asset classes," Working Paper 2017/12, Norges Bank.
  3. Cars Hommes & Domenico Massaro & Matthias Weber, 2017. "Monetary Policy under Behavioral Expectations: Theory and Experiment," Bank of Lithuania Working Paper Series 42, Bank of Lithuania.
  4. Cars Hommes & Robert Calvert Jump & Paul Levine, 2017. "Internal Rationality, Heterogeneity, and Complexity in the New Keynesian Model," School of Economics Discussion Papers 0917, School of Economics, University of Surrey.
  5. Cars Hommes, 2017. "From self-fulfilling mistakes to behavioral learning equilibria," Tinbergen Institute Discussion Papers 17-018/II, Tinbergen Institute.
  6. Cars Hommes & Robert Calvert Jump & Paul Levine, 2017. "Internal rationalityuyuyuy, heterogeneity and complexity in the New Keynesian model," Working Papers 20171706, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
  7. Hommes, Cars H. & Lustenhouwer, Joep, 2017. "Managing unanchored, heterogeneous expectations and liquidity traps," BERG Working Paper Series 131, Bamberg University, Bamberg Economic Research Group.
  8. Hommes, Cars H. & Lustenhouwer, Joep & Mavromatis, Kostas, 2017. "Fiscal consolidations and heterogeneous expectations," BERG Working Paper Series 132, Bamberg University, Bamberg Economic Research Group.
  9. Schmitt, Noemi & Tuinstra, Jan & Westerhoff, Frank, 2017. "Stability and welfare effects of profit taxes within an evolutionary market interaction model," BERG Working Paper Series 122, Bamberg University, Bamberg Economic Research Group.
  10. Isabelle Salle & Pascal Seppecher, 2017. "Stabilizing an Unstable Complex Economy," CEPN Working Papers hal-01527740, HAL.
  11. Isabelle Salle & Murat Yildizoglu & Martin Zumpe & Marc-Alexandre Sénégas, 2017. "Coordination through social learning in a general equilibrium model," Post-Print hal-01848386, HAL.

2016

  1. Hommes, C.H. & Lustenhouwer, J., 2016. "Managing Heterogeneous and Unanchored Expectations: A Monetary Policy Analysis," CeNDEF Working Papers 16-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  2. Hommes, C.H. & Zhu, M., 2016. "Behavioral Learning Equilibria, Persistence Amplification & Monetary Policy," CeNDEF Working Papers 16-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  3. Arifovic, J. & Hommes, C.H. & Salle, I., 2016. "Learning to believe in Simple Equilibria in a Complex OLG Economy - evidence from the lab," CeNDEF Working Papers 16-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  4. Cars H. Hommes & Marius I. Ochea & Jan Tuinstra, 2016. "Evolutionary Competition between Adjustment Processes in Cournot Oligopoly: Instability and Complex Dynamics," THEMA Working Papers 2016-03, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  5. Moutaz Altaghlibi & Florian Wagener, 2016. "Unconditional Aid and Green Growth," Tinbergen Institute Discussion Papers 16-037/II, Tinbergen Institute.
  6. Jeroen Hinloopen & Grega Smrkolj & Florian Wagener, 2016. "R&D Cooperatives and Market Collusion: A Global Dynamic Approach," Tinbergen Institute Discussion Papers 16-048/II, Tinbergen Institute.
  7. Lamantia, F. & Negriu, A. & Tuinstra, J., 2016. "Evolutionary Cournot competition with endogenous technology choice: (in)stability and optimal policy," CeNDEF Working Papers 16-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  8. Seppecher, P. & Salle, I. & Lang, D., 2016. "Is the Market Really a Good Teacher?," CeNDEF Working Papers 16-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.

2015

  1. Hommes, C.H. & Makarewicz, T.A. & Massaro, D. & Smits, T., 2015. "Genetic Algorithm Learning in a New Keynesian Macroeconomic Setup," CeNDEF Working Papers 15-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  2. Hommes, C.H. & Lustenhouwer, J., 2015. "Inflation Targeting and Liquidity Traps under Endogenous Credibility," CeNDEF Working Papers 15-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  3. Diks, C.G.H. & Hommes, C.H. & Wang, J., 2015. "Critical Slowing Down as Early Warning Signals for Financial Crises?," CeNDEF Working Papers 15-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  4. Agliari, A. & Hommes, C.H. & Pecora, N., 2015. "Path Dependent Coordination of Expectations in Asset Pricing Experiments: a Behavioral Explanation," CeNDEF Working Papers 15-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  5. Anufriev, M. & Hommes, C.H. & Makarewicz, T.A., 2015. "Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments," CeNDEF Working Papers 15-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  6. Hommes, C.H. & Bao, T., 2015. "When Speculators Meet Constructors: Positive and Negative Feedback in Experimental Housing Markets," CeNDEF Working Papers 15-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  7. Hommes, C.H. & Massaro, D. & Salle, I., 2015. "Monetary and Fiscal Policy Design at the Zero Lower Bound - Evidence from the Lab," CeNDEF Working Papers 15-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  8. Joao da Gama Batista & Domenico Massaro & Jean-Philippe Bouchaud & Damien Challet & Cars Hommes, 2015. "Do investors trade too much? A laboratory experiment," Papers 1512.03743, arXiv.org.
  9. Sebastian Poledna & Jos'e Luis Molina-Borboa & Seraf'in Mart'inez-Jaramillo & Marco van der Leij & Stefan Thurner, 2015. "The multi-layer network nature of systemic risk and its implications for the costs of financial crises," Papers 1505.04276, arXiv.org.
  10. Anufriev, M. & Bao, T. & Tuinstra, J., 2015. "Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment," CeNDEF Working Papers 15-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  11. Anufriev, M. & Bao, Te & Sutin, Angelina R. & Tuinstra, Jan, 2015. "Fee structure, return chasing and mutual fund choice," Research Report 15006-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  12. Mikhail Anufriev & Te Bao & Angela Sutan & Jan Tuinstra, 2015. "Fee structure, return chasing and mutual fund choice: an experiment," Working Paper Series 30, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  13. Schmitt, Noemi & Tuinstra, Jan & Westerhoff, Frank, 2015. "Side effects of nonlinear profit taxes in an evolutionary market entry model: abrupt changes, coexisting attractors and hysteresis problems," BERG Working Paper Series 103, Bamberg University, Bamberg Economic Research Group.
  14. David Kopanyi, 2015. "The Coexistence of Stable Equilibria under Least Squares Learning," Discussion Papers 2015-10, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
  15. David Kopanyi & Anita Kopanyi-Peuker, 2015. "Endogenous information disclosure in experimental oligopolies," Discussion Papers 2015-11, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.

2014

  1. Bao, T. & Hommes, C.H. & Makarewicz, T.A., 2014. "Bubble Formation and (In)efficient Markets in Learning-to-Forecast and -Optimize Experiments," CeNDEF Working Papers 14-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  2. Hommes, C.H. & in 't Veld, D. & van der Leij, M., 2014. "The formation of a core periphery structure in heterogeneous financial networks," CeNDEF Working Papers 14-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  3. Assenza, T. & Bao, T. & Massaro, D. & Hommes, C.H., 2014. "Experiments on Expectations in Macroeconomics and Finance," CeNDEF Working Papers 14-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  4. Assenza, T. & Heemeijer, P. & Hommes, C.H. & Massaro, D., 2014. "Managing Self-organization of Expectations through Monetary Policy: a Macro Experiment," CeNDEF Working Papers 14-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  5. Hommes, C.H. & in 't Veld, D., 2014. "Booms, busts and behavioural heterogeneity in stock prices," CeNDEF Working Papers 14-14, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  6. Tiziana Assenza & Jakob Grazzini & Cars Hommes & Domenico Massaro, 2014. "PQ Strategies in Monopolistic Competition: Some Insights from the Lab," DISCE - Working Papers del Dipartimento di Economia e Finanza def011, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
  7. Wilko Bolt & Maria Demertzis & Cees Diks & Cars Hommes & Marco van der Leij, 2014. "Identifying Booms and Busts in House Prices under Heterogeneous Expectations," European Economy - Economic Papers 2008 - 2015 540, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  8. Grega Smrkolj & Florian Wagener, 2014. "Research among Copycats: R&D, Spillovers, and Feedback Strategies," Tinbergen Institute Discussion Papers 14-112/II, Tinbergen Institute, revised 22 Jun 2017.
  9. Schinkel, M.P. & Tóth, L. & Tuinstra, J., 2014. "Discretionary Authority and Prioritizing in Government Agencies," CeNDEF Working Papers 14-15, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  10. Seppecher, P. & Salle, I., 2014. "Deleveraging crises and deep recessions: a behavioural approach," CeNDEF Working Papers 14-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  11. Murat Yildizoglu & Sénégas Marc-Alexandre & Isabelle Salle & Martin Zumpe, 2014. "Modeling Social Learning in an Agent–Based Baseline Macro Model," Post-Print hal-02196584, HAL.
  12. Kopányi, D., 2014. "Coexisting stable equilibria under least squares learning," CeNDEF Working Papers 14-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.

2013

  1. Hommes, C.H., 2013. "Behaviorally Rational Expectations and Almost Self-Fulfilling Equilibria," CeNDEF Working Papers 13-17, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  2. Hommes, C.H. & Zeppini Rossi, P., 2013. "Innovate or Imitate? Behavioural Technological Change," CeNDEF Working Papers 13-18, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  3. Hommes, C.H., 2013. "Reflexivity, Expectations Feedback and Almost Self-fulfilling Equilibria: Economic Theory, Empirical Evidence and Laboratory Experiments," CeNDEF Working Papers 13-19, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  4. Tiziana Assenza & William Brock & Cars Hommes, 2013. "Animal Spirits, Heterogeneous Expectations and the Emergence of Booms and Busts," DISCE - Working Papers del Dipartimento di Economia e Finanza def007, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
  5. Papana, A. & Kyrtsou, K. & Kugiumtzis, D. & Diks, C.G.H., 2013. "Partial Symbolic Transfer Entropy," CeNDEF Working Papers 13-16, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  6. Diks, C.G.H. & Wolski, M., 2013. "Nonlinear Granger Causality: Guidelines for Multivariate Analysis," CeNDEF Working Papers 13-15, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  7. Hinloopen, J. & Smrkolj, G. & Wagener, F.O.O., 2013. "In Defense of Trusts: R&D Cooperation in Global Perspective," CeNDEF Working Papers 13-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  8. Wagener, F.O.O., 2013. "Expectations in Experiments," CeNDEF Working Papers 13-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  9. Wagener, F.O.O., 2013. "Economics of environmental regime shifts," CeNDEF Working Papers 13-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  10. Anufriev, M. & Tuinstra, J., 2013. "The impact of short-selling constraints on financial market stability in a heterogeneous agents model," CeNDEF Working Papers 13-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  11. Sonnemans, J. & Tuinstra, J. & Linde, J., 2013. "Strategies and Evolution in the Minority Game: A Multi- Round Strategy Experiment," CeNDEF Working Papers 13-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  12. Anufriev, M. & Tuinstra, J. & Bao, T., 2013. "Fund Choice Behavior and Estimation of Switching Models: An Experiment," CeNDEF Working Papers 13-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  13. 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.
  14. Isabelle Salle & Pascal Seppecher, 2013. "Social Learning about Consumption," GREDEG Working Papers 2013-18, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, revised Sep 2013.
  15. Isabelle SALLE & Marc-Alexandre SENEGAS & Murat YILDIZOGLU, 2013. "How Transparent About Its Inflation Target Should a Central Bank be? An Agent-Based Model Assessment," Cahiers du GREThA (2007-2019) 2013-24, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
  16. Isabelle Salle & Murat Yildizoglu & Marc-Alexandre Sénégas, 2013. "Inflation targeting in a learning economy: an ABM perspective," Post-Print hal-00778979, HAL.
  17. Isabelle Salle, 2013. "Ciblage de l’inflation,transparence et anticipations – une revue de la littérature récente," Post-Print hal-01135592, HAL.
  18. Kopányi, D., 2013. "Price-Quantity Competition under Strategic Uncertainty," CeNDEF Working Papers 13-13, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.

2012

  1. H.M. Amman & D.A. Kendrick, 2012. "Conjectures on the policy function in the presence of optimal experimentation," Working Papers 12-09, Utrecht School of Economics.
  2. Cornea, A. & Hommes, C.H. & Massaro, D., 2012. "Behavioral Heterogeneity in U.S. Inflation Dynamics," CeNDEF Working Papers 12-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  3. Assenza, T. & Brock, W.A. & Hommes, C.H., 2012. "Animal Spirits, Heterogeneous Expectations and the Amplification and Duration of Crises," CeNDEF Working Papers 12-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  4. Hommes, C.H. & Zhu, M., 2012. "Behavioral Learning Equilibria," CeNDEF Working Papers 12-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  5. Andreas Husler & Didier Sornette & Cars H. Hommes, 2012. "Super-exponential bubbles in lab experiments: evidence for anchoring over-optimistic expectations on price," Papers 1205.0635, arXiv.org.
  6. Wagener, F.O.O., 2012. "Regime shifts: early warnings," CeNDEF Working Papers 12-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  7. Marco van der Leij & Jaromir Kovarik, 2012. "Risk aversion and social networks," Working Papers. Serie AD 2012-01, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  8. Ott Toomet & Marco van der Leij & Meredith Rolfe, 2012. "Social Networks and Labor Market Inequality between Ethnicities and Races," Tinbergen Institute Discussion Papers 12-120/II, Tinbergen Institute.
  9. Anufriev, M. & Tuinstra, J. & Kopányi, D., 2012. "Learning Cycles in Bertrand Competition with Differentiated Commodities and Competing Learning Rules," CeNDEF Working Papers 12-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  10. In `t Veld, D. & Tuinstra, J., 2012. "Market-Induced Rationalization and Welfare Enhancing Cartels," CeNDEF Working Papers 12-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  11. Murat YILDIZOGLU & Isabelle SALLE, 2012. "Efficient Sampling and Metamodeling for Computational Economic Models," Cahiers du GREThA (2007-2019) 2012-18, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
  12. Isabelle SALLE & Martin ZUMPE & Murat YILDIZOGLU & Marc-Alexandre SENEGAS, 2012. "Modelling Social Learning in an Agent-Based New Keynesian Macroeconomic Model," Cahiers du GREThA (2007-2019) 2012-20, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
  13. Isabelle Salle & Martin Zumpe & Murat Yildizoglu & Marc-Alexandre Sénégas, 2012. "Modelling social learning in an agent-based new keynesian macroeconomic model, society for computational economics," Post-Print hal-00779346, HAL.
  14. Isabelle Salle & Marc-Alexandre Sénégas & Murat Yildizoglu, 2012. "How transparent a central bank should be? An agent based model assessment," Post-Print hal-00798164, HAL.

2011

  1. D.A. Kendrick & H.M. Amman, 2011. "A Taylor Rule for Fiscal Policy," Working Papers 11-17, Utrecht School of Economics.
  2. M.P. Tucci & D.A. Kendrick & H.M. Amman, 2011. "Expected optimal feedback with Time-Varying Parameters," Working Papers 11-18, Utrecht School of Economics.
  3. Assenza, T. & Heemeijer, P. & Hommes, C.H. & Massaro, D., 2011. "Individual Expectations and Aggregate Macro Behavior," CeNDEF Working Papers 11-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  4. Hommes, C.H. & Zhu, M., 2011. "Learning under misspecification: a behavioral explanation of excess volatility in stock prices and persistence in inflation," CeNDEF Working Papers 11-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  5. Anufriev, M. & Hommes, C.H., 2011. "Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments," CeNDEF Working Papers 11-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  6. Bao, T. & Duffy, J. & Hommes, C.H., 2011. "Learning, Forecasting and Optimizing: an Experimental Study," CeNDEF Working Papers 11-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  7. Hommes, C.H. & Ochea, M. & Tuinstra, J., 2011. "On the stability of the Cournot equilibrium: An evolutionary approach," CeNDEF Working Papers 11-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  8. Diks, C.G.H. & Wagener, F.O.O., 2011. "Phenomenological and ratio bifurcations of a class of discrete time stochastic processes," CeNDEF Working Papers 11-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  9. Bolt, W. & Demertzis, D. & Diks, C.G.H. & Van der Leij, M.J., 2011. "Complex Methods in Economics: An Example of Behavioral Heterogeneity in House Prices," CeNDEF Working Papers 11-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  10. Cees Diks & Valentyn Panchenko & Dick van Dijk, 2011. "Likelihood-based scoring rules for comparing density forecasts in tails," Post-Print hal-00834423, HAL.
  11. De Zeeuw, A. & Polasky, S. & Wagener, F.O.O., 2011. "The Size of Stable International Environmental Agreements in the case of Stock Pollution," CeNDEF Working Papers 11-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  12. Kiseleva, T. & Wagener, F.O.O., 2011. "Bifurcations of Optimal Vector Fields," CeNDEF Working Papers 11-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  13. Hinloopen, J. & Smrkolj, G. & Wagener, F.O.O., 2011. "From Mind to Market: A Global, Dynamic Analysis of R&D," CeNDEF Working Papers 11-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  14. Murat Yildizoglu & Marc-Alexandre Sénégas & Isabelle Salle & Martin Zumpe, 2011. "Learning the optimal buffer-stock consumption rule of Carroll," Post-Print hal-00645763, HAL.

2010

  1. Marco P. Tucci & David A. Kendrick & Hans M. Amman, 2010. "The parameter set in an adaptive control Monte Carlo experiment: Some considerations," Post-Print hal-00732676, HAL.
  2. Hommes, C.H. & Ochea, M., 2010. "Multiple Steady States, Limit Cycles and Chaotic Attractors in Evolutionary Games with Logit Dynamics," CeNDEF Working Papers 10-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  3. Anufriev, M. & Hommes, C.H. & Philipse, R., 2010. "Evolutionary Selection of Expectations in Positive and Negative Feedback Markets," CeNDEF Working Papers 10-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  4. Hommes, C.H., 2010. "The Heterogeneous Expectations Hypothesis: Some Evidence from the Lab," CeNDEF Working Papers 10-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  5. Bao, T. & Hommes, C.H. & Sonnemans, J. & Tuinstra, J., 2010. "Individual Expectations, Limited Rationality and Aggregate Outcomes," CeNDEF Working Papers 10-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  6. De Zeeuw, A. & Polasky, S. & Wagener, F.O.O., 2010. "Optimal Management with Potential Regime Shifts," CeNDEF Working Papers 10-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  7. Marco van der Leij & Sanjeev Goyal, 2010. "Strong ties in a small world," Working Papers. Serie AD 2010-02, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  8. Anufriev, M. & Tuinstra, J., 2010. "The impact of short-selling constraints on financial market stability in a model with heterogeneous agents," CeNDEF Working Papers 10-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  9. Dindo, P.D.E. & Tuinstra, J., 2010. "A class of evolutionary model for participation games with negative feedback," CeNDEF Working Papers 10-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  10. Vjollca Sadiraj & Jan Tuinstra & Frans Van Winden, 2010. "Identification of Voters with Interest Groups Improves the Electoral Chances of the Challenger," CESifo Working Paper Series 3014, CESifo.

2009

  1. Gardini, L. & Hommes, C.H. & Tramontana, F. & de Vilder, R., 2009. "Forward and Backward Dynamics in implicitly defined Overlapping Generations Models," CeNDEF Working Papers 09-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  2. Hommes, C.H. & Lux, T., 2009. "Individual Expectations and Aggregate Behavior in Learning to Forcast Experiments," CeNDEF Working Papers 09-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  3. Hommes, C.H. & Kiseleva, T. & Kuznetsov, Y. & Verbic, M., 2009. "Is more memory in evolutionary selection (de)stabilizing?," CeNDEF Working Papers 09-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  4. Anufriev, M. & Hommes, C.H., 2009. "Evolutionary Selection of Individual Expectations and Aggregate Outcomes," CeNDEF Working Papers 09-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  5. Laura Gardini & Cars Hommes & Fabio Tramontana & Robin de Vilder, 2009. "Forward and Backward Dynamics in implicitly defined Overl apping Generations Models," Post-Print hal-00693817, HAL.
  6. De Gooijer, J. & Diks, C.G.H. & Gatarek, L., 2009. "Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns," CeNDEF Working Papers 09-13, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  7. Wagener, F.O.O., 2009. "Shallow lake economics run deep: Nonlinear aspects of an economic-ecological interest conflict," CeNDEF Working Papers 09-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  8. Wagener, F.O.O., 2009. "A parametrised version of Moser's modifying terms theorem," CeNDEF Working Papers 09-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  9. Wagener, F.O.O., 2009. "On conjugate points and the Leitmann equivalent problem approach," CeNDEF Working Papers 09-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  10. Kiseleva, T. & Wagener, F.O.O., 2009. "Bifurcations of optimal vector fields in the shallow lake model," CeNDEF Working Papers 09-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  11. Moghayer, S. & Wagener, F.O.O., 2009. "Genesis of indifference thresholds and infinitely many indifference points in discrete time infinite horizon optimisation problems," CeNDEF Working Papers 09-14, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  12. Cyril Coste & Raphael Douady & Ilija I. Zovko, 2009. "The StressVaR: A New Risk Concept for Superior Fund Allocation," Papers 0911.4030, arXiv.org.

2008

  1. D.A. Kendrick & H.M. Amman, 2008. "Comparison of Policy Functions from the Optimal Learning and Adaptive Control Frameworks," Working Papers 08-19, Utrecht School of Economics.
  2. D.A. Kendrick & H.M. Amman & M.P. Tucci, 2008. "Learning About Learning in Dynamic Economic Models," Working Papers 08-20, Utrecht School of Economics.
  3. 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.
  4. 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.
  5. Hommes, Cars & Lux, Thomas, 2008. "Individual expectations and aggregate behavior in learning to forecast experiments," Kiel Working Papers 1466, Kiel Institute for the World Economy (IfW Kiel).
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. Van der Leij, Marco J. & Buhai, I. Sebastian, 2008. "A Social Network Analysis of Occupational Segregation," Coalition Theory Network Working Papers 6224, Fondazione Eni Enrico Mattei (FEEM).
  12. Sonnemans, J. & Tuinstra, J., 2008. "Positive expectations feedback experiments and number guessing games as models of financial markets," CeNDEF Working Papers 08-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.

2007

  1. 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.
  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.
  3. 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.
  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.
  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.
  6. Ilija I. Zovko & J. Doyne Farmer, 2007. "Correlations and clustering in the trading of members of the London Stock Exchange," Papers 0709.3261, arXiv.org.
  7. Ramer, R., 2007. "Timing in Canonical Models of Duopoly," CeNDEF Working Papers 07-15, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  8. Ramer, R., 2007. "Coalition Formation and Value Distribution in TU Games," CeNDEF Working Papers 07-16, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.

2006

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. Cars Hommes, 2006. "Interacting Agents in Finance," Tinbergen Institute Discussion Papers 06-029/1, Tinbergen Institute.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. Fafchamps, Marcel & van der Leij, J & Goyal, Sanjeev, 2006. "Matching and Network Effects," Economics Discussion Papers 8902, University of Essex, Department of Economics.
  13. Marcel Fafchamps & Marco J. van der Leij & Tinbergen Institute and Erasmus University & Sanjeev Goyal & University of Essex, 2006. "Scientific Networks and Co-authorship," Economics Series Working Papers 256, University of Oxford, Department of Economics.
  14. 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.
  15. 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.

2005

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. Cars Hommes, 2005. "Heterogeneous Agent Models: Two Simple Case Studies," Tinbergen Institute Discussion Papers 05-055/1, Tinbergen Institute.
  8. Cars H. Hommes, 2005. "Heterogeneous Agent Models in Economics and Finance," Tinbergen Institute Discussion Papers 05-056/1, Tinbergen Institute.
  9. Cees Diks, 2005. "Financial markets with heterogeneous agents as nonlinear news filters," Computing in Economics and Finance 2005 290, Society for Computational Economics.
  10. Cees Diks & Valentyn Panchenko, 2005. "Test for serial independence based on quadratic forms," Computing in Economics and Finance 2005 279, Society for Computational Economics.
  11. 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.
  12. 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.
  13. Franses, Ph.H.B.F. & van der Leij, M.J. & Paap, R., 2005. "A simple test for GARCH against a stochastic volatility," Econometric Institute Research Papers EI 2005-41, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  14. 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.
  15. 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.
  16. 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.
  17. 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.

2004

  1. Hans Amman & David Kendrick & Ruben Mercado, 2004. "Computational Economics: Help for the Underestimated Undergraduate," Computing in Economics and Finance 2004 347, Society for Computational Economics.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. Florian Wagener & William Brock & Cars Hommes, 2004. "Do hedging instruments stabilize markets?," Computing in Economics and Finance 2004 94, Society for Computational Economics.
  7. Valentyn Panchenko & Cees Diks, 2004. "Testing multivariate hypotheses with positive definite bilinear forms," Computing in Economics and Finance 2004 201, Society for Computational Economics.
  8. Cees Diks & Valentyn Panchenko, 2004. "Modified Hiemstra-Jones Test for Granger Non-causality," Computing in Economics and Finance 2004 192, Society for Computational Economics.
  9. 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.
  10. 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.
  11. 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.
  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. Ilija I. Zovko, 2004. "Network properties of trading," Computing in Economics and Finance 2004 328, Society for Computational Economics.
  14. Sanjeev Goyal & Marco van der Leij & José Luis Moraga Gonzales, 2004. "Economics: An Emerging Small World?," CESifo Working Paper Series 1287, CESifo.
  15. 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.
  16. 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.
  17. 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.
  18. Sadiraj, V. & Tuinstra, J. & Winden, F. van, 2004. "Interest Group Size Dynamics and Policymaking," CeNDEF Working Papers 04-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  19. 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.
  20. 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.
  21. 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.

2003

  1. Hans M. Amman & David A. Kendrick, 2003. "A Classification System for Economic Stochastic Control Models," Computing in Economics and Finance 2003 114, Society for Computational Economics.
  2. Hans Amman & Floortje Alkemade & Han la Poutre, 2003. "Intermediaries in an Electronic Trade Network," Computing in Economics and Finance 2003 6, Society for Computational Economics.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. Cees Diks & Svetlana Borovkova, 2003. "Conditional distribution resampling for time series," Computing in Economics and Finance 2003 70, Society for Computational Economics.
  9. Cees Diks, 2003. "The correlation dimension of returns with stochastic volatility," Computing in Economics and Finance 2003 180, Society for Computational Economics.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. J. Doyne Farmer & Paolo Patelli & Ilija I. Zovko, 2003. "The Predictive Power of Zero Intelligence in Financial Markets," Papers cond-mat/0309233, arXiv.org, revised Feb 2004.
  15. Marco J. van der Leij, 2003. "Competing Transport Networks," Tinbergen Institute Discussion Papers 03-009/1, Tinbergen Institute.

2002

  1. F. Alkemade & H. M. Amman & J. A. La Poutre, 2002. "The Role of Information in an Electronic Trade Network," Computing in Economics and Finance 2002 376, Society for Computational Economics.
  2. Hommes, C.H. & Sonnemans, J. & Tuinstra, J. & Velden, H. van de, 2002. "Expectations and Bubbles in Asset Pricing Experiments," CeNDEF Working Papers 02-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  3. 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.
  4. Hommes, C.H. & Huang, H. & Wang, D., 2002. "A Robust Rational Route to in a Simple Asset Pricing Model," CeNDEF Working Papers 02-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  5. 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.
  6. 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.
  7. Cees Diks & Roy van der Weid, 2002. "Endogenous Noise from Continuous Choice," Computing in Economics and Finance 2002 382, Society for Computational Economics.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. Schinkel, M.P. & Tuinstra, J., 2002. "Imperfect antitrust enforcement," Research Memorandum 031, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).

2001

  1. Hans Amman and David Kendrick, 2001. "Modeling the Lucas critique as an open loop feedback process with time-varying parameters," Computing in Economics and Finance 2001 4, Society for Computational Economics.
  2. 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.
  3. 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.
  4. Cars Hommes, 2001. "Stochastic Consistent Expectations Equilibria," CeNDEF Workshop Papers, January 2001 PO1, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. Franses, Ph.H.B.F. & van der Leij, M.J. & Paap, R., 2001. "Modeling and forecasting outliers and level shifts in absolute returns," Econometric Institute Research Papers EI 2001-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  12. 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.
  13. 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.
  14. 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.

2000

  1. Hans Amman & David Kendrick, 2000. "Mitigation Of The Lucas Critique With Stochastic Control Methods," Computing in Economics and Finance 2000 182, Society for Computational Economics.
  2. 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.
  3. Hommes, C.H., 2000. "Financial Markets as Nonlinear Adaptive Evolutionary Systems," CeNDEF Working Papers 00-03, 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. 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.
  6. 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.
  7. 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.
  8. 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.
  9. Tuinstra, J. & Wagener, F.O.O., 2000. "On learning equilibria," CeNDEF Working Papers 00-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  10. 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.
  11. Tuinstra, J., 2000. "Price adjustment in a model of monopolistic competition," CeNDEF Working Papers 00-13, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  12. Schinkel, Maarten-Pieter & Tuinstra, Jan & Vermeulen, Dries, 2000. "Bayesian learning in mis-specified models," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  13. 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.

1999

  1. Hans Amman & David Kendrick, 1999. "Stochastic Policy Design for Models with Rational Expectations and Time-Varying Parameters," Computing in Economics and Finance 1999 633, Society for Computational Economics.
  2. 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.
  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. 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.
  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.
  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. 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.
  8. 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.
  9. 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.
  2. Droste, E.J.R. & Tuinstra, J., 1998. "Evolutionary Selection of Behavioral Rules in a Cournot Model : A Local Bifurcation Analysis," Discussion Paper 1998-86, Tilburg University, Center for Economic Research.

1997

  1. Hans M. Amman & David A. Kendrick, 1997. "Teaching Macroeconomics with Gams," CARE Working Papers 9702, The University of Texas at Austin, Center for Applied Research in Economics.
  2. Hans M. Amman & David A. Kendrick, 1997. "Computing the Steady State of Linear Quadratic Optimization Models with Rational Expectations," CARE Working Papers 9707, The University of Texas at Austin, Center for Applied Research in Economics.
  3. Hans M. Amman & David A. Kendrick, 1997. "Linear Quadratic Optimization for Models with Rational Expectations," CARE Working Papers 9708, The University of Texas at Austin, Center for Applied Research in Economics.
  4. Brock, W.A. & Hommes, C.H., 1997. "Models of Compelxity in Economics and Finance," Working papers 9706, Wisconsin Madison - Social Systems.

1996

  1. Hans M. Amman & David A. Kendrick, 1996. "The DUALI/DUALPC Software for Optimal Control Models: Introduction," CARE Working Papers 9602, The University of Texas at Austin, Center for Applied Research in Economics.
  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.

1995

  1. Hans M. Amman & David A. Kendrick, 1995. "Programming Languages in Economics," CARE Working Papers 9504, The University of Texas at Austin, Center for Applied Research in Economics.
  2. Brock, W.A. & Hommes, C.H., 1995. "Rational Routes to Randomness," Working papers 9506, Wisconsin Madison - Social Systems.
  3. 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.

1982

  1. Ramer, Ronald, 1982. "On Mathematical Models of Exploitation and Class; A Comment on Roemer's Book," University of Amsterdam, Actuarial Science and Econometrics Archive 293062, University of Amsterdam, Faculty of Economics and Business.

Undated

  1. Hans M. Amman & David A. Kendrick & Heinz Neudecker, "undated". "Numerical Steady State Solutions for Nonlinear Dynamic Optimization Models," Computing in Economics and Finance 1996 _003, Society for Computational Economics.
  2. Hans M. Amman & David Kendrick, "undated". "Should Macroeconomic Policy Makers Consider Parameter Covariances?," Computing in Economics and Finance 1997 8, Society for Computational Economics.
  3. Mikhail Anufriev & Tiziana Assenza & Cars Hommes & Domenico Massaro, 0000. "Interest Rate Rules and Macroeconomic Stability under Heterogeneous Expectations," Tinbergen Institute Discussion Papers 09-040/1, Tinbergen Institute.
  4. Cars Hommes & Anita Kopányi-Peuker & Joep Sonnemans, "undated". "Bubbles, crashes and information contagion in large-group asset market experiments," Tinbergen Institute Discussion Papers 19-016/II, Tinbergen Institute.
  5. Johan de Jong & Joep Sonnemans & Jan Tuinstra, "undated". "The Effect of Futures Markets on the Stability of Commodity Prices," Tinbergen Institute Discussion Papers 19-028/II, Tinbergen Institute.

Journal articles

2023

  1. Jasmina Arifovic & Cars Hommes & Anita Kopányi-Peuker & Isabelle Salle, 2023. "Ten Isn't Large! Group Size and Coordination in a Large-Scale Experiment," American Economic Journal: Microeconomics, American Economic Association, vol. 15(1), pages 580-617, February.
  2. Poledna, Sebastian & Miess, Michael Gregor & Hommes, Cars & Rabitsch, Katrin, 2023. "Economic forecasting with an agent-based model," European Economic Review, Elsevier, vol. 151(C).
  3. Nobuyuki Hanaki & Cars Hommes & Dávid Kopányi & Anita Kopányi-Peuker & Jan Tuinstra, 2023. "Forecasting returns instead of prices exacerbates financial bubbles," Experimental Economics, Springer;Economic Science Association, vol. 26(5), pages 1185-1213, November.
  4. Cars Hommes & Kostas Mavromatis & Tolga Özden & Mei Zhu, 2023. "Behavioral learning equilibria in New Keynesian models," Quantitative Economics, Econometric Society, vol. 14(4), pages 1401-1445, November.
  5. Buhai, I. Sebastian & van der Leij, Marco J., 2023. "A Social Network Analysis of Occupational Segregation," Journal of Economic Dynamics and Control, Elsevier, vol. 147(C).
  6. Linde, Jona & Gietl, Daniel & Sonnemans, Joep & Tuinstra, Jan, 2023. "The effect of quantity and quality of information in strategy tournaments," Journal of Economic Behavior & Organization, Elsevier, vol. 211(C), pages 305-323.

2022

  1. Hommes, Cars & Li, Kai & Wagener, Florian, 2022. "Production delays and price dynamics," Journal of Economic Behavior & Organization, Elsevier, vol. 194(C), pages 341-362.
  2. Goy, Gavin & Hommes, Cars & Mavromatis, Kostas, 2022. "Forward guidance and the role of central bank credibility under heterogeneous beliefs," Journal of Economic Behavior & Organization, Elsevier, vol. 200(C), pages 1240-1274.
  3. Evans, George W. & Hommes, Cars & McGough, Bruce & Salle, Isabelle, 2022. "Are long-horizon expectations (de-)stabilizing? Theory and experiments," Journal of Monetary Economics, Elsevier, vol. 132(C), pages 44-63.
  4. Florian Wagener, 2022. "Dynamic Games in Environmental Economics and Management," Dynamic Games and Applications, Springer, vol. 12(3), pages 747-750, September.
  5. Anufriev, Mikhail & Chernulich, Aleksei & Tuinstra, Jan, 2022. "Asset price volatility and investment horizons: An experimental investigation," Journal of Economic Behavior & Organization, Elsevier, vol. 193(C), pages 19-48.
  6. de Jong, Johan & Sonnemans, Joep & Tuinstra, Jan, 2022. "The effect of futures markets on the stability of commodity prices," Journal of Economic Behavior & Organization, Elsevier, vol. 198(C), pages 176-211.
  7. Salle, Isabelle, 2022. "Comment on “No firm is an island? How industry conditions shape firms’ expectations” by Philippe Andrade, Olivier Coibion, Erwan Gautier and Yuriy Gorodnichenko," Journal of Monetary Economics, Elsevier, vol. 125(C), pages 57-61.

2021

  1. Cars Hommes, 2021. "Behavioral and Experimental Macroeconomics and Policy Analysis: A Complex Systems Approach," Journal of Economic Literature, American Economic Association, vol. 59(1), pages 149-219, March.
  2. Bao, Te & Hommes, Cars & Pei, Jiaoying, 2021. "Expectation formation in finance and macroeconomics: A review of new experimental evidence," Journal of Behavioral and Experimental Finance, Elsevier, vol. 32(C).
  3. Hodbod, Alexander & Hommes, Cars & Huber, Stefanie J. & Salle, Isabelle, 2021. "The COVID-19 consumption game-changer: Evidence from a large-scale multi-country survey," European Economic Review, Elsevier, vol. 140(C).
  4. Hommes, Cars & Makarewicz, Tomasz, 2021. "Price level versus inflation targeting under heterogeneous expectations: a laboratory experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 182(C), pages 39-82.
  5. ter Ellen, Saskia & Hommes, Cars H. & Zwinkels, Remco C.J., 2021. "Comparing behavioural heterogeneity across asset classes," Journal of Economic Behavior & Organization, Elsevier, vol. 185(C), pages 747-769.
  6. Assenza, T. & Heemeijer, P. & Hommes, C.H. & Massaro, D., 2021. "Managing self-organization of expectations through monetary policy: A macro experiment," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 170-186.
  7. Cars Hommes & Anita Kopányi-Peuker & Joep Sonnemans, 2021. "Bubbles, crashes and information contagion in large-group asset market experiments," Experimental Economics, Springer;Economic Science Association, vol. 24(2), pages 414-433, June.
  8. Wagener, Florian & de Zeeuw, Aart, 2021. "Stable partial cooperation in managing systems with tipping points," Journal of Environmental Economics and Management, Elsevier, vol. 109(C).
  9. Maurits H W Oostenbroek & Marco J van der Leij & Quinten A Meertens & Cees G H Diks & Heleen M Wortelboer, 2021. "Link-based influence maximization in networks of health promotion professionals," PLOS ONE, Public Library of Science, vol. 16(8), pages 1-21, August.

2020

  1. Amman, Hans M. & Kendrick, David A. & Tucci, Marco P., 2020. "Approximating The Value Function For Optimal Experimentation," Macroeconomic Dynamics, Cambridge University Press, vol. 24(5), pages 1073-1086, July.
  2. Hans M. Amman & Marco P. Tucci, 2020. "How Active is Active Learning: Value Function Method Versus an Approximation Method," Computational Economics, Springer;Society for Computational Economics, vol. 56(3), pages 675-693, October.
  3. Hans M. Amman & Marco P. Tucci, 2020. "Guest Editorial: Special Issue on Experimentation in Economics," Computational Economics, Springer;Society for Computational Economics, vol. 56(3), pages 599-600, October.
  4. Bao, Te & Hennequin, Myrna & Hommes, Cars & Massaro, Domenico, 2020. "Coordination on bubbles in large-group asset pricing experiments," Journal of Economic Dynamics and Control, Elsevier, vol. 110(C).
  5. in 't Veld, Daan & van der Leij, Marco & Hommes, Cars, 2020. "The formation of a core-periphery structure in heterogeneous financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 119(C).
  6. Linardi, Fernando & Diks, Cees & van der Leij, Marco & Lazier, Iuri, 2020. "Dynamic interbank network analysis using latent space models," Journal of Economic Dynamics and Control, Elsevier, vol. 112(C).

2019

  1. Cars Hommes & Domenico Massaro & Isabelle Salle, 2019. "Monetary And Fiscal Policy Design At The Zero Lower Bound: Evidence From The Lab," Economic Inquiry, Western Economic Association International, vol. 57(2), pages 1120-1140, April.
  2. Hommes, Cars & Vroegop, Joris, 2019. "Contagion between asset markets: A two market heterogeneous agents model with destabilising spillover effects," Journal of Economic Dynamics and Control, Elsevier, vol. 100(C), pages 314-333.
  3. Hommes, Cars & Lustenhouwer, Joep, 2019. "Managing unanchored, heterogeneous expectations and liquidity traps," Journal of Economic Dynamics and Control, Elsevier, vol. 101(C), pages 1-16.
  4. Bolt, Wilko & Demertzis, Maria & Diks, Cees & Hommes, Cars & Leij, Marco van der, 2019. "Identifying booms and busts in house prices under heterogeneous expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 103(C), pages 234-259.
  5. Bao, Te & Hommes, Cars, 2019. "When speculators meet suppliers: Positive versus negative feedback in experimental housing markets," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
  6. Hommes, Cars & Massaro, Domenico & Weber, Matthias, 2019. "Monetary policy under behavioral expectations: Theory and experiment," European Economic Review, Elsevier, vol. 118(C), pages 193-212.
  7. Calvert Jump, Robert & Hommes, Cars & Levine, Paul, 2019. "Learning, heterogeneity, and complexity in the New Keynesian model," Journal of Economic Behavior & Organization, Elsevier, vol. 166(C), pages 446-470.
  8. Arifovic, Jasmina & Hommes, Cars & Salle, Isabelle, 2019. "Learning to believe in simple equilibria in a complex OLG economy - evidence from the lab," Journal of Economic Theory, Elsevier, vol. 183(C), pages 106-182.
  9. Hommes, Cars & Lustenhouwer, Joep, 2019. "Inflation targeting and liquidity traps under endogenous credibility," Journal of Monetary Economics, Elsevier, vol. 107(C), pages 48-62.
  10. Mikhail Anufriev & Cars Hommes & Tomasz Makarewicz, 2019. "Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments," Journal of the European Economic Association, European Economic Association, vol. 17(5), pages 1538-1584.
  11. Cees Diks & Cars Hommes & Juanxi Wang, 2019. "Critical slowing down as an early warning signal for financial crises?," Empirical Economics, Springer, vol. 57(4), pages 1201-1228, October.
  12. Adriana Cornea-Madeira & Cars Hommes & Domenico Massaro, 2019. "Behavioral Heterogeneity in U.S. Inflation Dynamics," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(2), pages 288-300, April.
  13. Altaghlibi, Moutaz & Wagener, Florian, 2019. "Unconditional aid and green growth," Journal of Economic Dynamics and Control, Elsevier, vol. 105(C), pages 158-181.
  14. Smrkolj, Grega & Wagener, Florian, 2019. "Research among copycats: R&D, spillovers, and feedback strategies," International Journal of Industrial Organization, Elsevier, vol. 65(C), pages 82-120.
  15. Kopányi, Dávid & Rabanal, Jean Paul & Rud, Olga A. & Tuinstra, Jan, 2019. "Can competition between forecasters stabilize asset prices in learning to forecast experiments?," Journal of Economic Dynamics and Control, Elsevier, vol. 109(C).
  16. Anufriev, Mikhail & Bao, Te & Sutan, Angela & Tuinstra, Jan, 2019. "Fee structure and mutual fund choice: An experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 158(C), pages 449-474.
  17. Isabelle Salle & Marc-Alexandre Sénégas & Murat Yıldızoğlu, 2019. "How transparent about its inflation target should a central bank be?," Journal of Evolutionary Economics, Springer, vol. 29(1), pages 391-427, March.
  18. Pascal Seppecher & Isabelle Salle & Dany Lang, 2019. "Is the market really a good teacher?," Journal of Evolutionary Economics, Springer, vol. 29(1), pages 299-335, March.

2018

  1. Hommes, Cars & Lustenhouwer, Joep & Mavromatis, Kostas, 2018. "Fiscal consolidations and heterogeneous expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 87(C), pages 173-205.
  2. Hommes, Cars, 2018. "Carl’s nonlinear cobweb," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 7-20.
  3. Cars H. Hommes & Marius I. Ochea & Jan Tuinstra, 2018. "Evolutionary Competition Between Adjustment Processes in Cournot Oligopoly: Instability and Complex Dynamics," Dynamic Games and Applications, Springer, vol. 8(4), pages 822-843, December.
  4. Noemi Schmitt & Jan Tuinstra & Frank Westerhoff, 2018. "Stability and welfare effects of profit taxes within an evolutionary market interaction model," Review of International Economics, Wiley Blackwell, vol. 26(3), pages 691-708, August.
  5. Anufriev, Mikhail & Chernulich, Aleksei & Tuinstra, Jan, 2018. "A laboratory experiment on the heuristic switching model," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 21-42.
  6. Fabio Lamantia & Anghel Negriu & Jan Tuinstra, 2018. "Technology choice in an evolutionary oligopoly game," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 41(2), pages 335-356, November.
  7. Salle, Isabelle & Seppecher, Pascal, 2018. "Stabilizing an unstable complex economy on the limitations of simple rules," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 289-317.
  8. Pascal Seppecher & Isabelle L Salle & Marc Lavoie, 2018. "What drives markups? Evolutionary pricing in an agent-based stock-flow consistent macroeconomic model," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 27(6), pages 1045-1067.
  9. Anufriev, Mikhail & Kopányi, Dávid, 2018. "Oligopoly game: Price makers meet price takers," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 84-103.

2017

  1. Tiziana Assenza & William A. Brock & Cars H. Hommes, 2017. "Animal Spirits, Heterogeneous Expectations, And The Amplification And Duration Of Crises," Economic Inquiry, Western Economic Association International, vol. 55(1), pages 542-564, January.
  2. Hommes, Cars & in ’t Veld, Daan, 2017. "Booms, busts and behavioural heterogeneity in stock prices," Journal of Economic Dynamics and Control, Elsevier, vol. 80(C), pages 101-124.
  3. da Gama Batista, João & Massaro, Domenico & Bouchaud, Jean-Philippe & Challet, Damien & Hommes, Cars, 2017. "Do investors trade too much? A laboratory experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 140(C), pages 18-34.
  4. Cars Hommes & Tomasz Makarewicz & Domenico Massaro & Tom Smits, 2017. "Genetic algorithm learning in a New Keynesian macroeconomic setup," Journal of Evolutionary Economics, Springer, vol. 27(5), pages 1133-1155, November.
  5. Te Bao & Cars Hommes & Tomasz Makarewicz, 2017. "Bubble Formation and (In)Efficient Markets in Learning‐to‐forecast and optimise Experiments," Economic Journal, Royal Economic Society, vol. 127(605), pages 581-609, October.
  6. Jeroen Hinloopen & Grega Smrkolj & Florian Wagener, 2017. "Research and Development Cooperatives and Market Collusion: A Global Dynamic Approach," Journal of Optimization Theory and Applications, Springer, vol. 174(2), pages 567-612, August.
  7. Schmitt, Noemi & Tuinstra, Jan & Westerhoff, Frank, 2017. "Side effects of nonlinear profit taxes in an evolutionary market entry model: Abrupt changes, coexisting attractors and hysteresis problems," Journal of Economic Behavior & Organization, Elsevier, vol. 135(C), pages 15-38.
  8. Salle, Isabelle & Yildizoglu, Murat & Zumpe, Martin & Sénégas, Marc-Alexandre, 2017. "Coordination through social learning in a general equilibrium model," Journal of Economic Behavior & Organization, Elsevier, vol. 141(C), pages 64-82.
  9. Kopányi, Dávid, 2017. "The coexistence of stable equilibria under least squares learning," Journal of Economic Behavior & Organization, Elsevier, vol. 141(C), pages 277-300.

2016

  1. Agliari, Anna & Hommes, Cars H. & Pecora, Nicolò, 2016. "Path dependent coordination of expectations in asset pricing experiments: A behavioral explanation," Journal of Economic Behavior & Organization, Elsevier, vol. 121(C), pages 15-28.
  2. Smrkolj, Grega & Wagener, Florian, 2016. "Dynamic R&D with spillovers: A comment," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 453-457.
  3. Anufriev, Mikhail & Bao, Te & Tuinstra, Jan, 2016. "Microfoundations for switching behavior in heterogeneous agent models: An experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 129(C), pages 74-99.
  4. Salle, Isabelle & Seppecher, Pascal, 2016. "Social Learning About Consumption," Macroeconomic Dynamics, Cambridge University Press, vol. 20(7), pages 1795-1825, October.
  5. de Groot Ruiz, Adrian & Ramer, Roald & Schram, Arthur, 2016. "Formal versus informal legislative bargaining," Games and Economic Behavior, Elsevier, vol. 96(C), pages 1-17.

2015

  1. Assenza, Tiziana & Grazzini, Jakob & Hommes, Cars & Massaro, Domenico, 2015. "PQ strategies in monopolistic competition: Some insights from the lab," Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 62-77.
  2. Poledna, Sebastian & Molina-Borboa, José Luis & Martínez-Jaramillo, Serafín & van der Leij, Marco & Thurner, Stefan, 2015. "The multi-layer network nature of systemic risk and its implications for the costs of financial crises," Journal of Financial Stability, Elsevier, vol. 20(C), pages 70-81.
  3. Salle, Isabelle L., 2015. "Modeling expectations in agent-based models — An application to central bank's communication and monetary policy," Economic Modelling, Elsevier, vol. 46(C), pages 130-141.
  4. Pascal Seppecher & Isabelle Salle, 2015. "Deleveraging crises and deep recessions: a behavioural approach," Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3771-3790, July.

2014

  1. Kendrick David A. & Amman Hans M., 2014. "Quarterly Fiscal Policy," The Economists' Voice, De Gruyter, vol. 11(1), pages 1-6, November.
  2. Hans Amman & Panos Pardalos, 2014. "Special issue in honor of Berç Rustem," Computational Management Science, Springer, vol. 11(3), pages 195-196, July.
  3. Hans Amman & David Kendrick, 2014. "Comparison of policy functions from the optimal learning and adaptive control frameworks," Computational Management Science, Springer, vol. 11(3), pages 221-235, July.
  4. Hommes, Cars & Zeppini, Paolo, 2014. "Innovate or Imitate? Behavioural technological change," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 308-324.
  5. Hommes, Cars & Zhu, Mei, 2014. "Behavioral learning equilibria," Journal of Economic Theory, Elsevier, vol. 150(C), pages 778-814.
  6. Hommes, Cars H., 2014. "Behaviorally Rational Expectations and Almost Self-Fulfilling Equilibria," Review of Behavioral Economics, now publishers, vol. 1(1-2), pages 75-97, January.
  7. Cars Hommes, 2014. "A reply to Rosser and Kirman," Journal of Economic Methodology, Taylor & Francis Journals, vol. 21(3), pages 317-321, September.
  8. Diks, Cees & Panchenko, Valentyn & Sokolinskiy, Oleg & van Dijk, Dick, 2014. "Comparing the accuracy of multivariate density forecasts in selected regions of the copula support," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 79-94.
  9. Florian Wagener, 2014. "Expectations in Experiments," Annual Review of Economics, Annual Reviews, vol. 6(1), pages 421-443, August.
  10. Engelbert Dockner & Florian Wagener, 2014. "Markov perfect Nash equilibria in models with a single capital stock," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(3), pages 585-625, August.
  11. Lorenzo Ductor & Marcel Fafchamps & Sanjeev Goyal & Marco J. van der Leij, 2014. "Social Networks and Research Output," The Review of Economics and Statistics, MIT Press, vol. 96(5), pages 936-948, December.
  12. Tuinstra Jan & in ’t Veld Daan L., 2014. "Market-Induced Rationalization and Welfare-Enhancing Cartels," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 14(1), pages 189-202, January.
  13. Tuinstra, Jan & Wegener, Michael & Westerhoff, Frank, 2014. "Positive welfare effects of trade barriers in a dynamic partial equilibrium model," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 246-264.
  14. Linde, Jona & Sonnemans, Joep & Tuinstra, Jan, 2014. "Strategies and evolution in the minority game: A multi-round strategy experiment," Games and Economic Behavior, Elsevier, vol. 86(C), pages 77-95.
  15. Yıldızoğlu, Murat & Sénégas, Marc-Alexandre & Salle, Isabelle & Zumpe, Martin, 2014. "Learning The Optimal Buffer-Stock Consumption Rule Of Carroll," Macroeconomic Dynamics, Cambridge University Press, vol. 18(4), pages 727-752, June.
  16. Isabelle Salle & Murat Yıldızoğlu, 2014. "Efficient Sampling and Meta-Modeling for Computational Economic Models," Computational Economics, Springer;Society for Computational Economics, vol. 44(4), pages 507-536, December.

2013

  1. Marco Tucci & David Kendrick & Hans Amman, 2013. "Expected Optimal Feedback with Time-Varying Parameters," Computational Economics, Springer;Society for Computational Economics, vol. 42(3), pages 351-371, October.
  2. Hommes, Cars & Lux, Thomas, 2013. "Individual Expectations And Aggregate Behavior In Learning-To-Forecast Experiments," Macroeconomic Dynamics, Cambridge University Press, vol. 17(2), pages 373-401, March.
  3. Anufriev, Mikhail & Assenza, Tiziana & Hommes, Cars & Massaro, Domenico, 2013. "Interest Rate Rules And Macroeconomic Stability Under Heterogeneous Expectations," Macroeconomic Dynamics, Cambridge University Press, vol. 17(8), pages 1574-1604, December.
  4. Bao, Te & Duffy, John & Hommes, Cars, 2013. "Learning, forecasting and optimizing: An experimental study," European Economic Review, Elsevier, vol. 61(C), pages 186-204.
  5. Hüsler, A. & Sornette, D. & Hommes, C.H., 2013. "Super-exponential bubbles in lab experiments: Evidence for anchoring over-optimistic expectations on price," Journal of Economic Behavior & Organization, Elsevier, vol. 92(C), pages 304-316.
  6. Diks, Cees & Hommes, Cars & Zeppini, Paolo, 2013. "More memory under evolutionary learning may lead to chaos," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(4), pages 808-812.
  7. Mikhail Anufriev & Cars Hommes & Raoul Philipse, 2013. "Evolutionary selection of expectations in positive and negative feedback markets," Journal of Evolutionary Economics, Springer, vol. 23(3), pages 663-688, July.
  8. Cars Hommes, 2013. "Reflexivity, expectations feedback and almost self-fulfilling equilibria: economic theory, empirical evidence and laboratory experiments," Journal of Economic Methodology, Taylor & Francis Journals, vol. 20(4), pages 406-419, December.
  9. Hinloopen, Jeroen & Smrkolj, Grega & Wagener, Florian, 2013. "From mind to market: A global, dynamic analysis of R&D," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2729-2754.
  10. Heijnen, P. & Wagener, F.O.O., 2013. "Avoiding an ecological regime shift is sound economic policy," Journal of Economic Dynamics and Control, Elsevier, vol. 37(7), pages 1322-1341.
  11. Florian Wagener, 2013. "Shallow lake economics run deep: nonlinear aspects of an economic-ecological interest conflict," Computational Management Science, Springer, vol. 10(4), pages 423-450, December.
  12. Toomet, Ott & Van Der Leij, Marco & Rolfe, Meredith, 2013. "Social networks and labor market inequality between ethnicities and races," Network Science, Cambridge University Press, vol. 1(3), pages 321-352, December.
  13. Anufriev, Mikhail & Kopányi, Dávid & Tuinstra, Jan, 2013. "Learning cycles in Bertrand competition with differentiated commodities and competing learning rules," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2562-2581.
  14. Anufriev, Mikhail & Tuinstra, Jan, 2013. "The impact of short-selling constraints on financial market stability in a heterogeneous agents model," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1523-1543.
  15. Isabelle Salle, 2013. "Ciblage de l'inflation, transparence et anticipations – une revue de la littérature récente," Revue d'économie politique, Dalloz, vol. 123(5), pages 697-736.
  16. Salle, Isabelle & Yıldızoğlu, Murat & Sénégas, Marc-Alexandre, 2013. "Inflation targeting in a learning economy: An ABM perspective," Economic Modelling, Elsevier, vol. 34(C), pages 114-128.

2012

  1. Mikhail Anufriev & Cars Hommes, 2012. "Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments," American Economic Journal: Microeconomics, American Economic Association, vol. 4(4), pages 35-64, November.
  2. Heemeijer Peter & Hommes Cars & Sonnemans Joep & Tuinstra Jan, 2012. "An Experimental Study on Expectations and Learning in Overlapping Generations Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(4), pages 1-49, October.
  3. Hommes, Cars & Kiseleva, Tatiana & Kuznetsov, Yuri & Verbic, Miroslav, 2012. "Is More Memory In Evolutionary Selection (De)Stabilizing?," Macroeconomic Dynamics, Cambridge University Press, vol. 16(3), pages 335-357, June.
  4. Bao, Te & Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan, 2012. "Individual expectations, limited rationality and aggregate outcomes," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1101-1120.
  5. Hommes, Cars H. & Ochea, Marius I., 2012. "Multiple equilibria and limit cycles in evolutionary games with Logit Dynamics," Games and Economic Behavior, Elsevier, vol. 74(1), pages 434-441.
  6. Jan G. De Gooijer & Cees G. H. Diks & Łukasz T. Gątarek, 2012. "Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 4(1), pages 23-44, March.

2011

  1. Hommes, Cars, 2011. "The heterogeneous expectations hypothesis: Some evidence from the lab," Journal of Economic Dynamics and Control, Elsevier, vol. 35(1), pages 1-24, January.
  2. Diks, Cees & Panchenko, Valentyn & van Dijk, Dick, 2011. "Likelihood-based scoring rules for comparing density forecasts in tails," Journal of Econometrics, Elsevier, vol. 163(2), pages 215-230, August.
  3. Polasky, Stephen & de Zeeuw, Aart & Wagener, Florian, 2011. "Optimal management with potential regime shifts," Journal of Environmental Economics and Management, Elsevier, vol. 62(2), pages 229-240, September.
  4. van der Leij Marco & Goyal Sanjeev, 2011. "Strong Ties in a Small World," Review of Network Economics, De Gruyter, vol. 10(2), pages 1-22, June.
  5. Pietro Dindo & Jan Tuinstra, 2011. "A Class of Evolutionary Models for Participation Games with Negative Feedback," Computational Economics, Springer;Society for Computational Economics, vol. 37(3), pages 267-300, March.

2010

  1. Tucci, Marco P. & Kendrick, David A. & Amman, Hans M., 2010. "The parameter set in an adaptive control Monte Carlo experiment: Some considerations," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1531-1549, September.
  2. Hommes, Cars & Wagener, Florian, 2010. "Does eductive stability imply evolutionary stability?," Journal of Economic Behavior & Organization, Elsevier, vol. 75(1), pages 25-39, July.
  3. Diks, Cees & Panchenko, Valentyn & van Dijk, Dick, 2010. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1596-1609, September.
  4. Kiseleva, Tatiana & Wagener, F.O.O., 2010. "Bifurcations of optimal vector fields in the shallow lake model," Journal of Economic Dynamics and Control, Elsevier, vol. 34(5), pages 825-843, May.
  5. Marcel Fafchamps & Sanjeev Goyal & Marco J. van der Leij, 2010. "Matching and Network Effects," Journal of the European Economic Association, MIT Press, vol. 8(1), pages 203-231, March.
  6. Sonnemans, Joep & Tuinstra, Jan, 2010. "Positive expectations feedback experiments and number guessing games as models of financial markets," Journal of Economic Psychology, Elsevier, vol. 31(6), pages 964-984, December.
  7. Sadiraj, Vjollca & Tuinstra, Jan & van Winden, Frans, 2010. "Identification of voters with interest groups improves the electoral chances of the challenger," Mathematical Social Sciences, Elsevier, vol. 60(3), pages 210-216, November.

2009

  1. Floortje Alkemade & Han Poutré & Hans Amman, 2009. "Robust Evolutionary Algorithm Design for Socio-Economic Simulation: A Correction," Computational Economics, Springer;Society for Computational Economics, vol. 33(1), pages 99-101, February.
  2. 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.
  3. 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.
  4. 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.
  5. F. O. O. Wagener, 2009. "On the Leitmann Equivalent Problem Approach," Journal of Optimization Theory and Applications, Springer, vol. 142(1), pages 229-242, July.

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.
  2. 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.
  3. Cees Diks & Cars Hommes & Valentyn Panchenko & Roy Weide, 2008. "E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics," Computational Economics, Springer;Society for Computational Economics, vol. 32(1), pages 221-244, September.
  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.
  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.
  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.
  7. Diks Cees & Panchenko Valentyn, 2008. "Rank-based Entropy Tests for Serial Independence," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(1), pages 1-21, March.
  8. Philip Hans Franses & Marco van der Leij & Richard Paap, 2008. "A Simple Test for GARCH Against a Stochastic Volatility Model," Journal of Financial Econometrics, Oxford University Press, vol. 6(3), pages 291-306, Summer.
  9. Marie Goppelsroeder & Maarten Pieter Schinkel & Jan Tuinstra, 2008. "Quantifying The Scope For Efficiency Defense In Merger Control: The Werden‐Froeb‐Index," Journal of Industrial Economics, Wiley Blackwell, vol. 56(4), pages 778-808, December.
  10. 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, September.

2007

  1. Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan & Van De Velden, Henk, 2007. "Learning In Cobweb Experiments," Macroeconomic Dynamics, Cambridge University Press, vol. 11(S1), pages 8-33, November.
  2. 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.
  3. 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.
  4. Jan Tuinstra & Florian Wagener, 2007. "On learning equilibria," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 30(3), pages 493-513, March.

2006

  1. David Kendrick & P. Mercado & Hans Amman, 2006. "Computational Economics: Help for the Underestimated Undergraduate," Computational Economics, Springer;Society for Computational Economics, vol. 27(2), pages 261-271, May.
  2. David Kendrick & Hans Amman, 2006. "A Classification System for Economic Stochastic Control Models," Computational Economics, Springer;Society for Computational Economics, vol. 27(4), pages 453-481, June.
  3. Floortje Alkemade & Han Poutré & Hans Amman, 2006. "Robust Evolutionary Algorithm Design for Socio-economic Simulation," Computational Economics, Springer;Society for Computational Economics, vol. 28(4), pages 355-370, November.
  4. 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, September.
  5. 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.
  6. 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.
  7. Chiarella, Carl & He, Xue-Zhong & Hommes, Cars, 2006. "Moving average rules as a source of market instability," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(1), pages 12-17.
  8. Diks, Cees, 2006. "Comments on "Global sunspots in OLG models"," Journal of Macroeconomics, Elsevier, vol. 28(1), pages 46-50, March.
  9. 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.
  10. 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.
  11. F. O. O. Wagener, 2006. "Skiba Points for Small Discount Rates," Journal of Optimization Theory and Applications, Springer, vol. 128(2), pages 261-277, February.
  12. Sanjeev Goyal & Marco J. van der Leij & José Luis Moraga-Gonzalez, 2006. "Economics: An Emerging Small World," Journal of Political Economy, University of Chicago Press, vol. 114(2), pages 403-432, April.
  13. Schinkel, Maarten Pieter & Tuinstra, Jan, 2006. "Imperfect competition law enforcement," International Journal of Industrial Organization, Elsevier, vol. 24(6), pages 1267-1297, November.
  14. 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.
  15. van Benthem, A.A. & Kramer, G.J. & Ramer, R., 2006. "An options approach to investment in a hydrogen infrastructure," Energy Policy, Elsevier, vol. 34(17), pages 2949-2963, November.

2005

  1. 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.
  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.
  3. 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.
  4. Cars Hommes & Joep Sonnemans & Jan Tuinstra & Henk van de Velden, 2005. "Coordination of Expectations in Asset Pricing Experiments," The Review of Financial Studies, Society for Financial Studies, vol. 18(3), pages 955-980.
  5. 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.
  6. Diks Cees & Panchenko Valentyn, 2005. "A Note on the Hiemstra-Jones Test for Granger Non-causality," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(2), pages 1-9, June.
  7. 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.
  8. 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.
  9. 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.
  10. Vjollca Sadiraj & Jan Tuinstra & Frans Winden, 2005. "Interest group size dynamics and policymaking," Public Choice, Springer, vol. 125(3), pages 271-303, December.

2004

  1. Honlonkou, Albert N. & Yap, Roberto C. & Sengupta, Ramprasad & Bhardwaj, Geetesh & Kang, Sang Mok & Lee, Myunghun & Bhattarai, Madhusudan & Hammig, Michael & Amman, Hans M. & Duraiappah, Anantha Kumar, 2004. "Summaries," Environment and Development Economics, Cambridge University Press, vol. 9(3), pages 279-287, July.
  2. Amman, Hans M. & Duraiappah, Anantha Kumar, 2004. "Land tenure and conflict resolution: a game theoretic approach in the Narok district in Kenya," Environment and Development Economics, Cambridge University Press, vol. 9(3), pages 383-407, July.
  3. 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.
  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.
  5. 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, September.
  6. Jan Tuinstra, 2004. "A Price Adjustment Process In A Model Of Monopolistic Competition," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 6(03), pages 417-442.

2003

  1. Amman, Hans M. & Kendrick, David A., 2003. "Mitigation of the Lucas critique with stochastic control methods," Journal of Economic Dynamics and Control, Elsevier, vol. 27(11-12), pages 2035-2057, September.
  2. 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.
  3. 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.
  4. Tuinstra, Jan, 2003. "Beliefs equilibria in an overlapping generations model," Journal of Economic Behavior & Organization, Elsevier, vol. 50(2), pages 145-164, February.
  5. Michael Neugart & Jan Tuinstra, 2003. "Endogenous fluctuations in the demand for education," Journal of Evolutionary Economics, Springer, vol. 13(1), pages 29-51, February.

2002

  1. Amman, Hans M. & Rustem, Berc, 2002. "The work of David Kendrick," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1353-1358, August.
  2. 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.
  3. Diks Cees & Manzan Sebastiano, 2002. "Tests for Serial Independence and Linearity Based on Correlation Integrals," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(2), pages 1-22, July.
  4. Richard Paap & Philip Hans Franses & Marco Van Der Leij, 2002. "Modelling and forecasting level shifts in absolute returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(5), pages 601-616.
  5. 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.

2001

  1. Amman, Hans M & Duraiappah, Anantha Kumar, 2001. "Modeling Instrumental Rationality, Land Tenure and Conflict Resolution," Computational Economics, Springer;Society for Computational Economics, vol. 18(3), pages 251-257, December.
  2. 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.
  3. C. H. Hommes, 2001. "Financial markets as nonlinear adaptive evolutionary systems," Quantitative Finance, Taylor & Francis Journals, vol. 1(1), pages 149-167.

2000

  1. H. M. Amman & D. A. Kendrick, 2000. "Stochastic Policy Design in a Learning Environment with Rational Expectations," Journal of Optimization Theory and Applications, Springer, vol. 105(3), pages 509-520, June.
  2. 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.
  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.
  4. 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.

1999

  1. Amman, Hans & Kendrick, David, 1999. "Linear-Quadratic Optimization For Models With Rational Expectations," Macroeconomic Dynamics, Cambridge University Press, vol. 3(4), pages 534-543, December.
  2. Kendrick, David A & Amman, Hans M, 1999. "Programming Languages in Economics," Computational Economics, Springer;Society for Computational Economics, vol. 14(1-2), pages 151-181, October.
  3. Alvarez, Francisco & Amman, Hans, 1999. "Learning-by-Doing under Uncertainty," Computational Economics, Springer;Society for Computational Economics, vol. 14(3), pages 255-262, December.
  4. Amman, Hans M & Kendrick, David A, 1999. "Should Macroeconomic Policy Makers Consider Parameter Covariances?," Computational Economics, Springer;Society for Computational Economics, vol. 14(3), pages 263-267, December.
  5. 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.

1998

  1. McAdam, Peter, 1998. "Handbook of computational economics : H.M. Amman, D.A. Kendrick, J. Rust, (eds.), vol. 1. North-Holland, Amsterdam, 1996, pp. xxi + 827, $163.75/265.0 Dutch Guilders. (ISBN 0-444-89857-3)," Journal of Economic Dynamics and Control, Elsevier, vol. 22(3), pages 483-487, March.
  2. Amman, Hans M. & Kendrick, David A., 1998. "Computing the steady state of linear quadratic optimization models with rational expectations," Economics Letters, Elsevier, vol. 58(2), pages 185-191, February.
  3. Mercado, P Ruben & Kendrick, David A & Amman, Hans, 1998. "Teaching Macroeconomics with GAMS," Computational Economics, Springer;Society for Computational Economics, vol. 12(2), pages 125-149, October.
  4. Hommes, Cars & Sorger, Gerhard, 1998. "Consistent Expectations Equilibria," Macroeconomic Dynamics, Cambridge University Press, vol. 2(3), pages 287-321, September.
  5. 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.
  6. 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.
  7. 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.

1997

  1. Amman, Hans M. & Kendrick, David A., 1997. "Active learning: A correction," Journal of Economic Dynamics and Control, Elsevier, vol. 21(10), pages 1613-1614, August.
  2. Amman, Hans M. & Neudecker, Heinz, 1997. "Numerical solutions of the algebraic matrix Riccati equation," Journal of Economic Dynamics and Control, Elsevier, vol. 21(2-3), pages 363-369.
  3. Amman, Hans M., 1997. "The JEDC and computational economics," Journal of Economic Dynamics and Control, Elsevier, vol. 21(6), pages 905-906, June.
  4. Amman, Hans M, 1997. "What Is Computational Economics?," Computational Economics, Springer;Society for Computational Economics, vol. 10(2), pages 103-105, May.
  5. William A. Brock & Cars H. Hommes, 1997. "A Rational Route to Randomness," Econometrica, Econometric Society, vol. 65(5), pages 1059-1096, September.
  6. Cars Hommes, 1997. "Book review: Complex economic dynamics volume I: An introduction to dynamical systems and market mechanism, Richard H. Day," Discrete Dynamics in Nature and Society, Hindawi, vol. 1, pages 1-2, January.
  7. Gustav Feichtinger & Cars Hommes & Alexandra Milik, 1997. "Chaotic consumption patterns in a simple2-D addiction model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 10(1), pages 147-173.
  8. Tuinstra, Jan, 1997. "A price adjustment process with symmetry," Economics Letters, Elsevier, vol. 57(3), pages 297-303, December.
  9. Anderson, Simon P. & Goeree, Jacob K. & Ramer, Roald, 1997. "Location, Location, Location," Journal of Economic Theory, Elsevier, vol. 77(1), pages 102-127, November.

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.

1995

  1. Amman, Hans M. & Kendrick, David A. & Achath, Sudhakar, 1995. "Solving stochastic optimization models with learning and rational expectations," Economics Letters, Elsevier, vol. 48(1), pages 9-13, April.
  2. Amman, Hans M & Kendrick, David A, 1995. "Nonconvexities in Stochastic Control Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 36(2), pages 455-475, May.
  3. 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.
  4. 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.

1994

  1. Amman, Hans M. & Kendrick, David A., 1994. "Active learning Monte Carlo results," Journal of Economic Dynamics and Control, Elsevier, vol. 18(1), pages 119-124, January.
  2. 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.

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.

1992

  1. Ruijgrok, Th. & Diks, C., 1992. "Quasicrystalline polymers," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 183(1), pages 51-53.

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.
  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.

1990

  1. Amman, Hans M., 1990. "Implementing stochastic control software on supercomputing machines," Journal of Economic Dynamics and Control, Elsevier, vol. 14(2), pages 265-279, May.
  2. 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.

1986

  1. Amman, Hans M., 1986. "Are supercomputers useful for optimal control experiments?," Journal of Economic Dynamics and Control, Elsevier, vol. 10(1-2), pages 127-129, June.

Books

Undated material is listed at the end

2014

  1. Roberto Dieci & Xue-Zhong He & Cars Hommes (ed.), 2014. "Nonlinear Economic Dynamics and Financial Modelling," Springer Books, Springer, edition 127, number 978-3-319-07470-2, June.

2013

  1. Hommes,Cars, 2013. "Behavioral Rationality and Heterogeneous Expectations in Complex Economic Systems," Cambridge Books, Cambridge University Press, number 9781107019294.

1996

  1. H. M. Amman & D. A. Kendrick & J. Rust (ed.), 1996. "Handbook of Computational Economics," Handbook of Computational Economics, Elsevier, edition 1, volume 1, number 1.

Undated

  1. Hans M. Amman & David A. Kendrick, . "Computational Economics," Online economics textbooks, SUNY-Oswego, Department of Economics, number comp1.

Chapters

2022

  1. Johan de Jong & Joep Sonnemans & Jan Tuinstra, 2022. "Using results from learning to forecast laboratory experiments to predict the effect of futures markets on spot market stability," Chapters, in: Sascha Füllbrunn & Ernan Haruvy (ed.), Handbook of Experimental Finance, chapter 20, pages 250-266, Edward Elgar Publishing.

2017

  1. Cars Hommes, 2017. "From Self-Fulfilling Mistakes to Behavioral Learning Equilibria," Studies in Economic Theory, in: Kazuo Nishimura & Alain Venditti & Nicholas C. Yannelis (ed.), Sunspots and Non-Linear Dynamics, chapter 0, pages 97-123, Springer.

2014

  1. Tiziana Assenza & Te Bao & Cars Hommes & Domenico Massaro, 2014. "Experiments on Expectations in Macroeconomics and Finance," Research in Experimental Economics, in: Experiments in Macroeconomics, volume 17, pages 11-70, Emerald Group Publishing Limited.

2012

  1. Dávid Kopányi, 2012. "Heterogeneous Learning in Bertrand Competition with Differentiated Goods," Lecture Notes in Economics and Mathematical Systems, in: Andrea Teglio & Simone Alfarano & Eva Camacho-Cuena & Miguel Ginés-Vilar (ed.), Managing Market Complexity, edition 127, chapter 0, pages 155-166, Springer.

2009

  1. Cars H. Hommes, 2009. "Bounded Rationality and Learning in Complex Markets," Chapters, in: J. Barkley Rosser Jr. (ed.), Handbook of Research on Complexity, chapter 5, Edward Elgar Publishing.
  2. Cars Hommes, 2009. "Complexity, Evolution and Learning," Advances in Spatial Science, in: Aura Reggiani & Peter Nijkamp (ed.), Complexity and Spatial Networks, chapter 0, pages 91-104, Springer.

2008

  1. David A. Kendrick & Marco P. Tucci & Hans M. Amman, 2008. "Duali: Software for Solving Stochastic Control Problems in Economics," Springer Books, in: Erricos J. Kontoghiorghes & Berç Rustem & Peter Winker (ed.), Computational Methods in Financial Engineering, pages 393-419, Springer.
  2. Mikhail Anufriev & Cars Hommes, 2008. "Evolutionary Switching between Forecasting Heuristics: An Explanation of an Asset-Pricing Experiment," Lecture Notes in Economics and Mathematical Systems, in: Klaus Schredelseker & Florian Hauser (ed.), Complexity and Artificial Markets, chapter 4, pages 41-53, Springer.

2007

  1. Andrea Gaunersdorfer & Cars Hommes, 2007. "A Nonlinear Structural Model for Volatility Clustering," Springer Books, in: Gilles Teyssière & Alan P. Kirman (ed.), Long Memory in Economics, pages 265-288, Springer.

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.

2003

  1. Floortje Alkemade & J. (Han) A. La Poutré & Hans M. Amman, 2003. "An Agent-Based Evolutionary Trade Network Simulation," Chapters, in: Anna Nagurney (ed.), Innovations in Financial and Economic Networks, chapter 11, pages 237-255, Edward Elgar Publishing.

2001

  1. William A. Brock & Cars H. Hommes, 2001. "A Rational Route to Randomness," Chapters, in: W. D. Dechert (ed.), Growth Theory, Nonlinear Dynamics and Economic Modelling, chapter 16, pages 402-438, Edward Elgar Publishing.

1996

  1. Amman, Hans, 1996. "Numerical methods for linear-quadratic models," Handbook of Computational Economics, in: H. M. Amman & D. A. Kendrick & J. Rust (ed.), Handbook of Computational Economics, edition 1, volume 1, chapter 13, pages 587-618, Elsevier.

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