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Citations for "Random economies with many interacting agents"

by Follmer, Hans

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  1. Cars Hommes, 2006. "Interacting Agents in Finance," Tinbergen Institute Discussion Papers, Tinbergen Institute 06-029/1, Tinbergen Institute.
  2. Edward L. Glaeser & Jose A. Scheinkman, 2001. "Non-Market Interactions," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research 1914, Harvard - Institute of Economic Research.
  3. Mordecai Kurz, . "Endogenous Uncertainty: A Unified View of Market Volatility," Working Papers, Stanford University, Department of Economics 98013, Stanford University, Department of Economics.
  4. Pigeard de Almeida Prado, Fernando & Belitsky, Vladimir & Ferreira, Alex Luiz, 2011. "Social interactions, product differentiation and discontinuity of demand," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 47(4-5), pages 642-653.
  5. Thomas Lux, 2008. "Stochastic Behavioral Asset Pricing Models and the Stylized Facts," Kiel Working Papers, Kiel Institute for the World Economy 1426, Kiel Institute for the World Economy.
  6. Evstigneev,Igor & Taksar,Michael, 1992. "Stochastic equilibria on graphs,I," Discussion Paper Serie A, University of Bonn, Germany 391, University of Bonn, Germany.
  7. Cars Hommes, 2006. "Interacting Agents in Finance," Tinbergen Institute Discussion Papers, Tinbergen Institute 06-029/1, Tinbergen Institute.
  8. Barkley Rosser, J. Jr., 2001. "Complex ecologic-economic dynamics and environmental policy," Ecological Economics, Elsevier, Elsevier, vol. 37(1), pages 23-37, April.
  9. Semeshenko, Viktoriya & Gordon, Mirta B. & Nadal, Jean-Pierre, 2008. "Collective states in social systems with interacting learning agents," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 387(19), pages 4903-4916.
  10. Grandmont Jean-michel, 1991. "Transformation of the commodity space, behavioral heterogeneity and the aggregation problem," CEPREMAP Working Papers (Couverture Orange) 9114, CEPREMAP.
  11. Jean-Philippe Bouchaud, 2012. "Crises and collective socio-economic phenomena: simple models and challenges," Papers 1209.0453, arXiv.org, revised Dec 2012.
  12. Rich, Karl M. & Winter-Nelson, Alex & Brozovic, Nicholas, 2005. "Regionalization and foot-and-mouth disease control in South America: Lessons from spatial models of coordination and interactions," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 45(2-3), pages 526-540, May.
  13. U. Horst & Jose A. Scheinkman, 2010. "Equilibria in Systems of Social Interactions," Levine's Working Paper Archive 506439000000000119, David K. Levine.
  14. Igor Evstigneev & Michael Taksar, 2006. "Dynamic interaction models of economic equilibrium," The School of Economics Discussion Paper Series, Economics, The University of Manchester 0623, Economics, The University of Manchester.
  15. Calvo-Armengol, Antoni, 2003. "A decentralized market with trading links," Mathematical Social Sciences, Elsevier, Elsevier, vol. 45(1), pages 83-103, February.
  16. Alberto Bisin & Andrea Moro & Giorgio Topa, 2011. "The Empirical Content of Models with Multiple Equilibria in Economies with Social Interactions," NBER Working Papers 17196, National Bureau of Economic Research, Inc.
  17. Blume,L.E. & Durlauf,S.N., 2005. "Identifying social interactions : a review," Working papers, Wisconsin Madison - Social Systems 12, Wisconsin Madison - Social Systems.
  18. repec:att:wimass:9617 is not listed on IDEAS
  19. Berninghaus, Siegfried K. & Schwalbe, Ulrich, 1996. "Evolution, interaction, and Nash equilibria," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 29(1), pages 57-85, January.
  20. Mordecai Kurz, 1997. "Social States of Belief and the Determinants of the Equity Risk Premium in A Rational Belief Equilibrium," Working Papers, Stanford University, Department of Economics 97026, Stanford University, Department of Economics.
  21. Thomas Lux, 2007. "Rational Forecasts or Social Opinion Dynamics? Identification of Interaction Effects in a Business Climate Survey," Working Papers, Warwick Business School, Finance Group wp07-11, Warwick Business School, Finance Group.
  22. Orlean, Andre, 1995. "Bayesian interactions and collective dynamics of opinion: Herd behavior and mimetic contagion," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 28(2), pages 257-274, October.
  23. Calvó-Armengol, Antoni & Zenou, Yves, 2003. "Social Networks and Crime Decisions: The Role of Social Structure in Facilitating Delinquent Behavior," Working Paper Series, Research Institute of Industrial Economics 601, Research Institute of Industrial Economics.
  24. Wooders, Myrna & Edward Cartwright & Selten, Reinhard, 2002. "Social Conformity And Equilibrium In Pure Strategies In Games With Many Players," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics 636, University of Warwick, Department of Economics.
  25. Bisin, Alberto & Horst, Ulrich & Ozgur, Onur, 2006. "Rational expectations equilibria of economies with local interactions," Journal of Economic Theory, Elsevier, Elsevier, vol. 127(1), pages 74-116, March.
  26. Shi-Nan Cao & Jing Deng & Honggang Li, 2010. "Prospect theory and risk appetite: an application to traders’ strategies in the financial market," Journal of Economic Interaction and Coordination, Springer, Springer, vol. 5(2), pages 249-259, December.
  27. I. V. Evstigneev & M. I. Taksar, 2001. "Stochastic Economies with Locally Interacting Agents," Working Papers, Santa Fe Institute 01-03-018, Santa Fe Institute.
  28. Levy, Moshe, 2008. "Stock market crashes as social phase transitions," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 32(1), pages 137-155, January.
  29. Carl Chiarella & Xue-Zhong He & Min Zheng, 2007. "The Stochastic Dynamics of Speculative Prices," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney 208, Quantitative Finance Research Centre, University of Technology, Sydney.
  30. Gerard Weisbuch & Alan Kirman & Dorothea Herreiner, 1995. "Market Organization," Working Papers, Santa Fe Institute 95-11-102, Santa Fe Institute.
  31. William A. Brock & Steven N. Durlauf, 1995. "Discrete Choice with Social Interactions I: Theory," NBER Working Papers 5291, National Bureau of Economic Research, Inc.
  32. Horst, Ulrich, 2010. "Dynamic systems of social interactions," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 73(2), pages 158-170, February.
  33. Chiarella, Carl & He, Xue-Zhong & Zheng, Min, 2011. "An analysis of the effect of noise in a heterogeneous agent financial market model," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 35(1), pages 148-162, January.
  34. Cowan,Robin & Jonard,Nicolas, 1999. "Network Structure and the Diffusion of Knowledge," Research Memorandum, Maastricht University, Maastricht Economic Research Institute on Innovation and Technology (MERIT) 026, Maastricht University, Maastricht Economic Research Institute on Innovation and Technology (MERIT).
  35. Gérard Weisbuch & Guillaume Deffuant & Frederic Amblard & Jean Pierre Nadal, 2001. "Interacting Agents and Continuous Opinions Dynamics," Working Papers, Santa Fe Institute 01-11-072, Santa Fe Institute.
  36. Kosfeld, Michael, 2005. "Rumours and markets," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 41(6), pages 646-664, September.
  37. Martin Hohnisch, 2003. "Hildenbrand Distribution Economies as Limiting Empirical Distributions of Random Economies," Bonn Econ Discussion Papers, University of Bonn, Germany bgse28_2003, University of Bonn, Germany.
  38. Wooders, M. & Selten, R. & Cartwright, E., 2001. "Some First Results for Noncooperative Pregames : Social Conformity and Equilibrium in Pure Strategies," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics 589, University of Warwick, Department of Economics.
  39. Harras, Georges & Sornette, Didier, 2011. "How to grow a bubble: A model of myopic adapting agents," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 80(1), pages 137-152.
  40. Rosser Jr., J. Barkley, 2010. "Is a transdisciplinary perspective on economic complexity possible?," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 75(1), pages 3-11, July.
  41. Randal J. Verbrugge, 1998. "Local Complementarities and Aggregate Fluctuations," Macroeconomics, EconWPA 9809016, EconWPA, revised 30 Sep 1998.
  42. Martin Hohnisch, 2005. "Local Interactions as a Decentralized Mechanism Coordinating Equilibrium Expectations," Bonn Econ Discussion Papers, University of Bonn, Germany bgse30_2005, University of Bonn, Germany.
  43. Nicolas Jonard & Murat Yildizoglu, . "Technological Diversity in an Evolutionary Industry Model with Localized Learning and Network Externalities," Computing in Economics and Finance 1997, Society for Computational Economics 13, Society for Computational Economics.
  44. D. Sornette, 2014. "Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based models," Papers 1404.0243, arXiv.org.
  45. Bischi, Gian-Italo & Gallegati, Mauro & Gardini, Laura & Leombruni, Roberto & Palestrini, Antonio, 2006. "Herd Behavior And Nonfundamental Asset Price Fluctuations In Financial Markets," Macroeconomic Dynamics, Cambridge University Press, Cambridge University Press, vol. 10(04), pages 502-528, September.
  46. Levy, Moshe, 2005. "Social phase transitions," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 57(1), pages 71-87, May.
  47. Chen, Shu-Heng & Chang, Chia-Ling & Wen, Ming-Chang, 2013. "Social networks and macroeconomic stability," Economics Discussion Papers, Kiel Institute for the World Economy 2013-4, Kiel Institute for the World Economy.
  48. Cars H. Hommes, 2005. "Heterogeneous Agent Models in Economics and Finance," Tinbergen Institute Discussion Papers, Tinbergen Institute 05-056/1, Tinbergen Institute.
  49. Auerswald, Philip & Kauffman, Stuart & Lobo, Jose & Shell, Karl, 2000. "The production recipes approach to modeling technological innovation: An application to learning by doing," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 24(3), pages 389-450, March.
  50. Choudhary, M. Ali & Michael Orszag, J., 2008. "A cobweb model with local externalities," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 32(3), pages 821-847, March.
  51. Cowan,Robin, 2004. "Network models of innovation and knowledge diffusion," Research Memorandum, Maastricht University, Maastricht Economic Research Institute on Innovation and Technology (MERIT) 016, Maastricht University, Maastricht Economic Research Institute on Innovation and Technology (MERIT).
  52. 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, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance 06-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  53. 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, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance 05-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  54. Rosser Jr., J. Barkley, 2007. "The rise and fall of catastrophe theory applications in economics: Was the baby thrown out with the bathwater?," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 31(10), pages 3255-3280, October.
  55. Cont, Rama & Löwe, Matthias, 2010. "Social distance, heterogeneity and social interactions," Journal of Mathematical Economics, Elsevier, Elsevier, vol. 46(4), pages 572-590, July.
  56. Durlauf,S.N. & Walker,J.R., 1999. "Social interaction and fertility transitions," Working papers, Wisconsin Madison - Social Systems 28, Wisconsin Madison - Social Systems.
  57. Remenik, Daniel, 2009. "Limit theorems for individual-based models in economics and finance," Stochastic Processes and their Applications, Elsevier, Elsevier, vol. 119(8), pages 2401-2435, August.
  58. Paolo Dai Pra & Fulvio Fontini & Elena Sartori & Marco Tolotti, 2011. "Endogenous equilibria in liquid markets with frictions and boundedly rational agents," Working Papers 7, Department of Management, Università Ca' Foscari Venezia.
  59. Denis Phan & Stephane Pajot & Jean-Pierre Nadal, 2003. "The Monopolist's Market with Discrete Choices and Network Externality Revisited: Small-Worlds, Phase Transition and Avalanches in an ACE Framework," Computing in Economics and Finance 2003, Society for Computational Economics 150, Society for Computational Economics.
  60. Szczypińska, Anna & Piotrowski, Edward W., 2009. "Inconsistency of the judgment matrix in the AHP method and the decision maker’s knowledge," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 388(6), pages 907-915.
  61. D'Ignazio, A. & Giovannetti, E., 2004. "From Exogenous to Endogenous Networks: Internet Applications," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge 0445, Faculty of Economics, University of Cambridge.
  62. Randal J. Verbrugge, 1998. "A Framework for Studying Economic Interactions (with applications to corruption and business cycles)," Game Theory and Information, EconWPA 9809006, EconWPA, revised 01 Oct 1998.
  63. Iancu, Aurel, 2011. "Models of Financial System Fragility," Journal for Economic Forecasting, Institute for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 230-256, March.
  64. Fontana Magda, 2008. "The complexity approach to economics : a Paradigm shift," CESMEP Working Papers, University of Turin 200801, University of Turin.
  65. Cars H. Hommes, 2005. "Heterogeneous Agent Models in Economics and Finance," Tinbergen Institute Discussion Papers, Tinbergen Institute 05-056/1, Tinbergen Institute.
  66. Chen, Shu-Heng & Chang, Chia-Ling & Tseng, Yi-Heng, 2014. "Social networks, social interaction and macroeconomic dynamics: How much could Ernst Ising help DSGE?," Research in International Business and Finance, Elsevier, Elsevier, vol. 30(C), pages 312-335.
  67. Jérome VICENTE (GRES-LEREPS), 2003. "From interaction economics to economic geography : theories and evidences (In French)," Cahiers du GRES, Groupement de Recherches Economiques et Sociales 2003-02, Groupement de Recherches Economiques et Sociales.
  68. Steven N. Durlauf, 1996. "Statistical Mechanics Approaches to Socioeconomic Behavior," NBER Technical Working Papers, National Bureau of Economic Research, Inc 0203, National Bureau of Economic Research, Inc.
  69. Gu, Gao-Feng & Chen, Wei & Zhou, Wei-Xing, 2008. "Empirical regularities of order placement in the Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 387(13), pages 3173-3182.
  70. Bell, Ann Maria, 2002. "Locally interdependent preferences in a general equilibrium environment," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 47(3), pages 309-333, March.
  71. Weisbuch, Gerard, 2000. "Environment and institutions: a complex dynamical systems approach," Ecological Economics, Elsevier, Elsevier, vol. 35(3), pages 381-391, December.