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Behavioural Anomalies, Bounded Rationality and Simple Heuristics

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Author Info
Suren Basov
Liam Blanckenberg
Lata Gangadharan

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Abstract

The use of bounded rationality in explaining economic phenomena has attracted growing attention. In spite of this, there is still considerable disagreement regarding the meaning of bounded rationality. Basov (2005) argues that when modeling boundedly rational behaviour it is desirable to start with an explicit formulation of the learning process. A complete understanding of the boundedly rational decision-making process requires development of an evolutionary-dynamic model which can give rise to such learning processes. Evolutionary dynamics implies that individuals use heuristics to adjust their choices in light of past experiences, moving in the direction that appears most beneficial, where these adjustment rules are assumed ‘hardwired’ into human cognition through the process of biological evolution. In this paper we elaborate on the latter point by building a model of evolutionary selection relevant to heuristics. We show that in addition to explaining the origin of learning rules this approach also sheds light on some well documented preference anomalies.

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Paper provided by The University of Melbourne in its series Department of Economics - Working Papers Series with number 1012.

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Length: 25 pages
Date of creation: 2007
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Handle: RePEc:mlb:wpaper:1012

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Related research
Keywords: Bounded Rationality Heuristics Replicator Dynamics

Find related papers by JEL classification:
C0 - Mathematical and Quantitative Methods - - General
D7 - Microeconomics - - Analysis of Collective Decision-Making

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  6. Knetsch, Jack L & Sinden, J A, 1984. "Willingness to Pay and Compensation Demanded: Experimental Evidence of an Unexpected Disparity in Measures of Value," The Quarterly Journal of Economics, MIT Press, vol. 99(3), pages 507-21, August. [Downloadable!] (restricted)
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  11. Simon P. Anderson & Jacob K. Goeree & Charles A. Holt, 1998. "Rent Seeking with Bounded Rationality: An Analysis of the All-Pay Auction," Journal of Political Economy, University of Chicago Press, vol. 106(4), pages 828-853, August. [Downloadable!] (restricted)
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