This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Interaction and Markets

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Kirman, A.

Additional information is available for the following registered author(s):

Abstract

The state in which economic agents find themselves depends on the states of the other individuals in the economy. This dependance may be direct or indirect and involves the network through which agents interact. This paperdescribes models which lie between two polar extremes. On the one hand th ere is the Walrasian model in which individuals react independently to central price signals and are only linked to each other through those signals. On the other hand there is the full blown game theoretic approach in which all individuals interact with each other and are aware of this.

Download Info
To our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.

Publisher Info
Paper provided by Universite Aix-Marseille III in its series G.R.E.Q.A.M. with number 97a02.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length: 69 pages
Date of creation: 1997
Date of revision:
Handle: RePEc:fth:aixmeq:97a02

Contact details of provider:
Postal: G.R.E.Q.A.M., (GROUPE DE RECHERCHE EN ECONOMIE QUANTITATIVE D'AIX MARSEILLE), CENTRE DE VIEILLE CHARITE, 2 RUE DE LA CHARITE, 13002 MARSEILLE.
Phone: 04.91.14.07.70
Fax: 04.91.90.02.27
Email:
Web page: http://www.vcharite.univ-mrs.fr/GREQAM/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Thomas Krichel).

Related research
Keywords: MARKET; COMMUNICATION;

Other versions of this item:

Find related papers by JEL classification:
C0 - Mathematical and Quantitative Methods - - General
D0 - Microeconomics - - General
D5 - Microeconomics - - General Equilibrium and Disequilibrium

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Sandro Sapio, 2004. "Market Design, Bidding Rules, and Long Memory in Electricity Prices," LEM Papers Series 2004/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
  2. Rama Cont & Jean-Philippe Bouchaud, 1997. "Herd behavior and aggregate fluctuations in financial markets," Science & Finance (CFM) working paper archive 500028, Science & Finance, Capital Fund Management. [Downloadable!]
  3. Sean Holly & Emiliano Santoro, 2007. "Financial Fragility, Heterogeneous Firms and the Cross Section of the Business Cycle," Money Macro and Finance (MMF) Research Group Conference 2006 96, Money Macro and Finance Research Group. [Downloadable!]
    Other versions:
  4. Rama CONT & Jean-Philippe BOUCHAUD, 1997. "Herd behavior and aggregate fluctuations in financial markets," Finance 9712008, EconWPA, revised 30 Dec 1997. [Downloadable!]
  5. 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!]
  6. Bernard Paulré, 2001. "Enjeux et dilemmes de l'économie cognitive," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00135486_v1, HAL. [Downloadable!]
  7. Jaime Lozano, 1999. "Economía institucional y ciencia económica," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 1(1), pages 99-128, July-dece. [Downloadable!]
  8. Domenico Colucci & Vincenzo Valori, 2004. "Generalised Fading Memory Learning in a Cobweb Model: some evidence," Computing in Economics and Finance 2004 272, Society for Computational Economics. [Downloadable!]
  9. C.H. Hommes & J.H. Sonnemans & J. Tuinstra & H. van de Velde, 2003. "Learning in Cobweb Experiments," Tinbergen Institute Discussion Papers 03-020/1, Tinbergen Institute. [Downloadable!]
  10. Assenza, T. & Delli Gatti, D. & Gallegati, M., 2007. "Heterogeneity and Aggregation in a Financial Accelerator Model," CeNDEF Working Papers 07-13, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  11. Hommes, C.H. & Sonnemans, J. & Tuinstra, J. & Velden, H. van de, 2002. "Learning in Coweb Experiments," CeNDEF Working Papers 02-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
Statistics
Access and download statistics

Did you know? A few items listed on IDEAS are over 2000 years old!

This page was last updated on 2009-11-20.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.