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Was Hayek an Ace?

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Author Info
Nicolaas J. Vriend () (Queen Mary and Westfield College, University of London)

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Abstract

In order to address the question whether Hayek might have been an Agent-based Computational Economist (ACE) avant-la-lettre, we consider an ACE model concerning the phenomenon of information contagion. Alongside increasing returns, network externalities, and information cascades, information contagion has been presented in the literature as an explanation for particular patterns of macrobehavior that may seem at odds with the underlying micromotives. But whereas these other explanations have been shown to have a proper microfoundation, information contagion has remained a phenomenon that seemed to occur only when certain ad hoc rules of thumb for individual behavior are assumed. We show how information-contagious behavior can emerge in a coevolutionary process of interacting adaptive agents, how this is related to various Hayekian themes, and how ACE research in general is an application of Hayek's methodological insights.

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Publisher Info
Paper provided by Queen Mary, University of London, Department of Economics in its series Working Papers with number 403.

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Date of creation: May 1999
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Handle: RePEc:qmw:qmwecw:wp403

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Web page: http://www.econ.qmul.ac.uk
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Related research
Keywords: Hayek Agent-based Computational Economics Decentralized interaction Distributed knowledge Reinforcement learning Information aggregation Self-organization Spontaneous order Methodology

Other versions of this item:

Find related papers by JEL classification:
B21 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Microeconomics
B31 - Schools of Economic Thought and Methodology - - History of Thought: Individuals - - - Individuals
B41 - Schools of Economic Thought and Methodology - - Economic Methodology - - - Economic Methodology
D11 - Microeconomics - - Household Behavior - - - Consumer Economics: Theory
D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search, Learning, and Information
O33 - Economic Development, Technological Change, and Growth - - Technological Change - - - Technological Change: Choices and Consequences; Diffusion Processes

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References listed on IDEAS
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. Kirman, Alan P. & Vriend, Nicolaas J., 2001. "Evolving market structure: An ACE model of price dispersion and loyalty," Journal of Economic Dynamics and Control, Elsevier, vol. 25(3-4), pages 459-502, March. [Downloadable!] (restricted)
  2. repec:isu:genres:2051 is not listed on IDEAS
  3. Bikhchandani, Sushil & Hirshleifer, David & Welch, Ivo, 1992. "A Theory of Fads, Fashion, Custom, and Cultural Change in Informational Cascades," Journal of Political Economy, University of Chicago Press, vol. 100(5), pages 992-1026, October. [Downloadable!] (restricted)
  4. Ellison, Glenn & Fudenberg, Drew, 1993. "Rules of Thumb for Social Learning," Journal of Political Economy, University of Chicago Press, vol. 101(4), pages 612-43, August. [Downloadable!] (restricted)
    Other versions:
  5. W. Brian Arthur, 1992. "On Learning and Adaptation in the Economy," Working Papers 854, Queen's University, Department of Economics.
  6. Alan P. Kirman, 1994. "Economies with Interacting Agents," Working Papers 94-05-030, Santa Fe Institute.
    Other versions:
  7. Lane, David & Vescovini, Roberta, 1996. "Decision Rules and Market Share: Aggregation in an Information Contagion Model," Industrial and Corporate Change, Oxford University Press, vol. 5(1), pages 127-46.
  8. Banerjee, Abhijit V, 1992. "A Simple Model of Herd Behavior," The Quarterly Journal of Economics, MIT Press, vol. 107(3), pages 797-817, August. [Downloadable!] (restricted)
  9. Dosi, Giovanni & Ermoliev, Yuri & Kaniovski, Yuri, 1994. "Generalized urn schemes and technological dynamics," Journal of Mathematical Economics, Elsevier, vol. 23(1), pages 1-19, January. [Downloadable!] (restricted)
  10. Katz, Michael L & Shapiro, Carl, 1994. "Systems Competition and Network Effects," Journal of Economic Perspectives, American Economic Association, vol. 8(2), pages 93-115, Spring. [Downloadable!] (restricted)
  11. Narduzzo, Alessandro & Warglien, Massimo, 1996. "Learning from the Experience of Others: An Experiment on Information Contagion," Industrial and Corporate Change, Oxford University Press, vol. 5(1), pages 113-26.
    Other versions:
  12. Gode, Dhananjay K & Sunder, Shyam, 1993. "Allocative Efficiency of Markets with Zero-Intelligence Traders: Market as a Partial Substitute for Individual Rationality," Journal of Political Economy, University of Chicago Press, vol. 101(1), pages 119-37, February. [Downloadable!] (restricted)
  13. Katz, Michael L & Shapiro, Carl, 1985. "Network Externalities, Competition, and Compatibility," American Economic Review, American Economic Association, vol. 75(3), pages 424-40, June. [Downloadable!] (restricted)
  14. Katz, Michael L & Shapiro, Carl, 1986. "Technology Adoption in the Presence of Network Externalities," Journal of Political Economy, University of Chicago Press, vol. 94(4), pages 822-41, August. [Downloadable!] (restricted)
  15. Vriend, Nicolaas J., 1996. "Rational behavior and economic theory," Journal of Economic Behavior & Organization, Elsevier, vol. 29(2), pages 263-285, March. [Downloadable!] (restricted)
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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. Buda, Rodolphe, 2001. "Les algorithmes de la modélisation : une analyse critique pour la modélisation économique," MPRA Paper 3926, University Library of Munich, Germany, revised Jul 2004. [Downloadable!]
  2. Fontana Magda, 2008. "The complexity approach to economics : a Paradigm shift," CESMEP Working Papers 200801, University of Turin. [Downloadable!]
  3. David Chavalarias, 2006. "Metamimetic Games : Modeling Metadynamics in Social Cognition," Post-Print hal-00007743_v3, HAL. [Downloadable!]
  4. Fontana Magda, 2005. "Computer simulations, mathematics and economics," CESMEP Working Papers 200506, University of Turin. [Downloadable!]
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