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Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance

CeNDEF Workshop Papers, January 2001

Contact information of Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance:
Postal: Dept. of Economics and Econometrics, Universiteit van Amsterdam, Roetersstraat 11, NL - 1018 WB Amsterdam, The Netherlands
Phone: + 31 20 525 52 58
Fax: + 31 20 525 52 83
Web page: http://www.fee.uva.nl/cendef/
More information through EDIRC

For technical questions regarding this series, please contact (Christopher F. Baum)
Series handle: repec:ams:cdws01

2001

PO5 Modeling the U.S. Short-Term Interest Rate by Mixture Autoregressive Processes
by Markku Lanne & Pentti Saikkonen
PO3 On Economic Model of Cycles
by Miloslav S. Vosvrda
PO2 Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach
by Jesús Otero & Costas Milas
PO1 Stochastic Consistent Expectations Equilibria
by Cars Hommes
5B.2 Wealth Distribution, Investment in Human Capital and Occupational Choice when Capital Markets are Imperfect
by Riccarda Longaretti
5A.4 Microeconomic Models for Long-Memory in the Volatility of Financial Time Series
by Gilles Teyssière & Alan Kirman
5A.3 Asset pricing experiments
by Henk van de Velden
4B.4 Beliefs Equilbria in an Overlapping Generations Model
by Jan Tuinstra
4B.3 Near-Future Expectations, Intertemporal Substitution, and Business Cycles
by Toshiya Ishikawa
4B.2 Business Cycle Models: closing the gap between the different approaches
by Robin de Vilder
4A.1 Chaos and the exchange rate
by Daniela Federici & Giancarlo Gandolfo
3B.1 Indeterminacy without Externalities
by Harutaka Takahashi
3A.4 Testing for Independence and Linearity using the Correlation Integral
by Sebastiano Manzan
3A.3 Maximum Likelihood Estimations of SDE Dynamics Based on Discrete Time Data How well does the Euler Method Perform?
by Chin-Ying Hsiao & Willi Semmler
3A.2 Is the German Stock Market Chaotic ? Some NEGM- and BDS-test results for the DAX
by Oliver Moritz
2B.4 The Influence of Fairness in Multi-Issue and Multi-Stage Bargaining: An Evolutionary Simulation
by Han La Poutré & Enrico Gerding & David van Bragt
2B.2 Reputation in Endogenous Production Teams
by D. Vencatachellum & M. Breton & P. St-Amour
2A.3 On Dynamics in An Asset Pricing Model with Heterogeneous Expectations
by Taisei Kaizoji & Thomas Lux
2A.1 Heterogeneous Beliefs in OLG Economies with Endogenous Random Asset Prices
by Jan Wenzelburger
PO9 Nonlinear deterministic forecasting of noisy financial time series: Does noise reduction matter?
by Abdol S. Soofi & Liangyue Cao
PO8 A new approach to energetic system modeling
by Roma Siugzdaite & Saulius Norvaisas
PO7 Advertising and congestion management policies for a museum temporary exhibition
by Stefania Funari & Bruno Viscolani
PO6 Time varying parameters and stability analysis
by Pietro Senesi
5B.4 Dollarization Hysteresis and Network Externalities: The Case of Russia
by Nienke Oomes & Andrei Shinkevich
5B.3 Neural Networks, VECM's and Divisia Money: Evidence from Taiwan
by Alicia M. Gazely & Jane Binner & Shu-Heng Chen
5A.2 Asset Price and Wealth Dynamics under Heterogeneous Expectations
by Xue-Zhong (Tony) He & Carl Chiarella
5A.1 Adaptive Beliefs and the volatility of asset prices
by Andrea Gaunersdorfer & Cars Hommes & Florian Wagener [Downloadable!]
P5 Adaptive economizing in nonlinear environments: Implications for economic modelling and policy analysis
by Richard Day
4A.4 Success and Failure of Technical Trading Strategies in the Cocoa Futures Market
by Gerwin Griffioen & Peter Boswijk & Cars Hommes
4A.3 A Distribution-Based Method For Evaluating Multiscaling In Finance
by Sergio Bianchi
4A.2 EMU and the Stability and Volatility of Exchange Rates
by Mikael Bask & Xavier de Luna
4B.1 Bifurcation-routes leading to multistability in a business-cycle model
by Roberto Dieci & Gian Italo Bischi & Laura Gardini
P4 Chaos in fictitious play
by Sebastian van Strien & Colin Sparrow & Christopher Harris
3B.4 Asymmetries and Interaction cycles in Financial Markets
by Roberto Leombruni & Domenico delli Gatti & Mauro Gallegati
3B.3 On the Nonlinear Dynamics of Models with a Cash-in-advance Constraint
by Jean-Paul Barinci
3B.2 On The Dynamical Complexities Of Heterogeneous Growth Rates Paths
by Jean-Pierre Drugeon
3A.1 A nonparametric bootstrap test for nonlinear Granger causality
by Cees Diks
P3 Option prices and implied volatility dynamics under Bayesian learning
by Allan Timmerman & Massimo Guidolin
2A.4 Stochastic Equilibrium: Learning by Exponential Smoothing
by Klaus Pötzelberger & Leopold Sögner [Downloadable!]
2B.3 Evolving Automata Play the Alternating-Offers Game
by David van Bragt & Han La Poutré
2A.2 The Influence of Heterogeneous Preferences on Asset Prices in an Incomplete Market Model
by Frank Niehaus
2B.1 Another Paper on Ultimatum Games.This Time: Agent Based Simulations
by Thomas Riechmann
P2 Multivariate extremes, aggregation and risk estimation
by Michel Dacorogna & Höskuldur Ari Hauksson & Thomas Domenig & Ulrich Müller & Gennady Samorodnitsky
1B.4 Inflation Regimes in a Simple Model with Interacting Price-Setting Firms
by Edoardo Gaffeo
1B.3 The Phillips Curve as a Long-Run Phenomenon in a Macroeconomic Model with Complex Dynamics
by Gerd Weinrich & Luca Colombo
1B.2 Capital Accumulation And Moral Hazard In An Economy With Heterogeneous Agents
by Radim Bohacek
1A.1 Error learning behaviour and stability revisited
by Domenico Colucci & V. Valori
P1 John Holland's legacy in economics: Artificial adaptive economic agents in retrospect - from 1986 to the present
by Shu-Heng Chen
1B.1 Output and Interest Rates. Jump Variable and Phase Diagram Switching Methodologies
by Peter Flaschel & Carl Chiarella & Reiner Franke & Willi Semmler
1A.4 Adaptive Expectations Coordination in an Economy with Heterogeneous Agents
by Giorgio Negroni
1A.3 Expectations Driven Distortions in the Foreign Exchange Market
by Frank Westerhoff
1A.2 Rationalizability of Rational Expectations Equilibria on Asset Markets with Asymmetric Information and Learning from Prices
by Maik Heinemann

2000

5B.1 Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data
by Christopher F. Baum & Mustafa Caglayan & Neslihan Ozkan [Downloadable!]

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