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Consistent Expectations Equilibria and Complex Dynamics in Renewable Resource Markets

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Author Info
Cars H. Hommes () (University of Amsterdam)
J. Barkley Rosser (Jr., James Madison University)

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Abstract

Price fluctuations under adaptive learning in renewable resource markets such as fisheries are examined. Optimal fishery management with logistic fish pOpUlation growth implies a backward- bending, discounted supply curve for bioeconomic equilibrium sustained yield. Higher discount rates bend supply backwards more to generate multiple steady state rational expectations equilibria. Under bounded rationality adaptive learning of a linear forecasting rule generates steady state, 2- cycle as weIl as chaotic consistent expectations equilibria (CEE), which are self-fulfilling in sample average and autocorrelations. The possibility of "learning to believe in chaos" is robust and even enhanced by dynamic noise.

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Paper provided by Tinbergen Institute in its series Tinbergen Institute Discussion Papers with number 01-013/1.

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Date of creation: 06 Feb 2001
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Handle: RePEc:dgr:uvatin:20010013

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Web page: http://www.tinbergen.nl/

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  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. [Downloadable!]
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