IDEAS home Printed from https://ideas.repec.org/a/cup/macdyn/v4y2000i03p373-414_01.html
   My bibliography  Save this article

Evolutionary Algorithms In Macroeconomic Models

Author

Listed:
  • Arifovic, Jasmina

Abstract

No abstract is available for this item.

Suggested Citation

  • Arifovic, Jasmina, 2000. "Evolutionary Algorithms In Macroeconomic Models," Macroeconomic Dynamics, Cambridge University Press, vol. 4(03), pages 373-414, September.
  • Handle: RePEc:cup:macdyn:v:4:y:2000:i:03:p:373-414_01
    as

    Download full text from publisher

    File URL: http://journals.cambridge.org/abstract_S1365100500016059
    File Function: link to article abstract page
    Download Restriction: no

    References listed on IDEAS

    as
    1. Estrella, Arturo & Hardouvelis, Gikas A, 1991. " The Term Structure as a Predictor of Real Economic Activity," Journal of Finance, American Finance Association, vol. 46(2), pages 555-576, June.
    2. Geske, Robert & Roll, Richard, 1983. " The Fiscal and Monetary Linkage between Stock Returns and Inflation," Journal of Finance, American Finance Association, vol. 38(1), pages 1-33, March.
    3. Backus, David K & Kehoe, Patrick J & Kydland, Finn E, 1992. "International Real Business Cycles," Journal of Political Economy, University of Chicago Press, pages 745-775.
    4. Fama, Eugene F., 1990. "Term-structure forecasts of interest rates, inflation and real returns," Journal of Monetary Economics, Elsevier, vol. 25(1), pages 59-76, January.
    5. Sims, Christopher A., 1992. "Interpreting the macroeconomic time series facts : The effects of monetary policy," European Economic Review, Elsevier, vol. 36(5), pages 975-1000, June.
    6. Gordon, David B & Leeper, Eric M, 1994. "The Dynamic Impacts of Monetary Policy: An Exercise in Tentative Identification," Journal of Political Economy, University of Chicago Press, vol. 102(6), pages 1228-1247, December.
    7. Canova, Fabio & De Nicolo', Gianni, 1995. "Stock returns and real activity: A structural approach," European Economic Review, Elsevier, vol. 39(5), pages 981-1015, May.
    8. Mishkin, Frederic S., 1990. "What does the term structure tell us about future inflation?," Journal of Monetary Economics, Elsevier, vol. 25(1), pages 77-95, January.
    9. Bernanke, Ben S & Blinder, Alan S, 1992. "The Federal Funds Rate and the Channels of Monetary Transmission," American Economic Review, American Economic Association, pages 901-921.
    10. Bekaert, Geert & Hodrick, Robert J, 1992. " Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets," Journal of Finance, American Finance Association, vol. 47(2), pages 467-509, June.
    11. James, Christopher & Koreisha, Sergio & Partch, Megan, 1985. " A VARMA Analysis of the Causal Relations among Stock Returns, Real Output, and Nominal Interest Rates," Journal of Finance, American Finance Association, vol. 40(5), pages 1375-1384, December.
    12. Fama, Eugene F, 1990. " Stock Returns, Expected Returns, and Real Activity," Journal of Finance, American Finance Association, vol. 45(4), pages 1089-1108, September.
    13. Bernanke, Ben S & Blinder, Alan S, 1992. "The Federal Funds Rate and the Channels of Monetary Transmission," American Economic Review, American Economic Association, pages 901-921.
    14. Harvey, Campbell R., 1988. "The real term structure and consumption growth," Journal of Financial Economics, Elsevier, vol. 22(2), pages 305-333, December.
    15. Lee, Bong-Soo, 1992. " Causal Relations among Stock Returns, Interest Rates, Real Activity, and Inflation," Journal of Finance, American Finance Association, vol. 47(4), pages 1591-1603, September.
    16. Fama, Eugene F, 1981. "Stock Returns, Real Activity, Inflation, and Money," American Economic Review, American Economic Association, pages 545-565.
    17. John H. Cochrane & Lars Peter Hansen, 1992. "Asset Pricing Explorations for Macroeconomics," NBER Chapters,in: NBER Macroeconomics Annual 1992, Volume 7, pages 115-182 National Bureau of Economic Research, Inc.
    18. Canzoneri, Matthew B & Vallés Liberal, Javier & Viñals, José, 1996. "Do Exchange Rates Move to Address International Macroeconomic Imbalances?," CEPR Discussion Papers 1498, C.E.P.R. Discussion Papers.
    19. Plosser, Charles I. & Geert Rouwenhorst, K., 1994. "International term structures and real economic growth," Journal of Monetary Economics, Elsevier, vol. 33(1), pages 133-155, February.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. repec:eee:jeborg:v:141:y:2017:i:c:p:64-82 is not listed on IDEAS
    2. repec:eee:dyncon:v:82:y:2017:i:c:p:21-43 is not listed on IDEAS
    3. Isabelle SALLE (GREThA, CNRS, UMR 5113) & Martin ZUMPE (GREThA, CNRS, UMR 5113) & Murat YILDIZOGLU (GREThA, CNRS, UMR 5113) & Marc-Alexandre SENEGAS (GREThA, CNRS, UMR 5113), 2012. "Modelling Social Learning in an Agent-Based New Keynesian Macroeconomic Model," Cahiers du GREThA 2012-20, Groupe de Recherche en Economie Théorique et Appliquée.
    4. Salle, Isabelle & Yıldızoğlu, Murat & Sénégas, Marc-Alexandre, 2013. "Inflation targeting in a learning economy: An ABM perspective," Economic Modelling, Elsevier, pages 114-128.
    5. Karolina Safarzyńska & Jeroen Bergh, 2010. "Evolutionary models in economics: a survey of methods and building blocks," Journal of Evolutionary Economics, Springer, pages 329-373.
    6. Serguei Kaniovski, 2005. "Product differentiation and competitive selection," Journal of Evolutionary Economics, Springer, pages 567-580.
    7. Howitt, Peter & Özak, Ömer, 2014. "Adaptive consumption behavior," Journal of Economic Dynamics and Control, Elsevier, vol. 39(C), pages 37-61.
    8. Serguei Kaniovski, 2005. "Product Differentiation and Competitive Selection," WIFO Working Papers 252, WIFO.
    9. Salle, Isabelle & Seppecher, Pascal, 2016. "Social Learning About Consumption," Macroeconomic Dynamics, Cambridge University Press, pages 1795-1825.
    10. Duffy, John & Ünver, M.Utku, 2008. "Internet auctions with artificial adaptive agents: A study on market design," Journal of Economic Behavior & Organization, Elsevier, vol. 67(2), pages 394-417, August.
    11. Vincze, János & Varga, Gergely, 2016. "Megtakarítási típusok - egy adaptív-evolúciós megközelítés
      [Types of saving - an adaptive-evolutionary approach]
      ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 162-187.
    12. Jasmina Arifovic & James Bullard & Olena Kostyshyna, 2013. "Social Learning and Monetary Policy Rules," Economic Journal, Royal Economic Society, vol. 123(567), pages 38-76, March.
    13. Salle, Isabelle L., 2015. "Modeling expectations in agent-based models — An application to central bank's communication and monetary policy," Economic Modelling, Elsevier, vol. 46(C), pages 130-141.
    14. Haber Gottfried, 2008. "Monetary and Fiscal Policy Analysis With an Agent-Based Macroeconomic Model," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 228(2-3), pages 276-295, April.
    15. James B. Bullard, 2006. "The learnability criterion and monetary policy," Review, Federal Reserve Bank of St. Louis, issue May, pages 203-217.
    16. Seppecher, P. & Salle, I. & Lang, D., 2016. "Is the Market Really a Good Teacher?," CeNDEF Working Papers 16-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    17. Scott Wheeler & Nigel Bean & Janice Gaffney & Peter Taylor, 2006. "A Markov analysis of social learning and adaptation," Journal of Evolutionary Economics, Springer, pages 299-319.
    18. Seppecher, P. & Salle, I. & Lang, D., 2016. "Is the Market Really a Good Teacher?," CeNDEF Working Papers 16-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    19. John Ledyard & Jasmina Arifovic, 2003. "Computer Testbeds: The Dynamics of Groves-Ledyard Mechanisms," Computing in Economics and Finance 2003 244, Society for Computational Economics.
    20. Robert Somogyi & Janos Vincze, 2011. "Price Rigidity and Strategic Uncertainty An Agent-based Approach," IEHAS Discussion Papers 1135, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences.
    21. Arifovic, Jasmina & Ledyard, John, 2011. "A behavioral model for mechanism design: Individual evolutionary learning," Journal of Economic Behavior & Organization, Elsevier, vol. 78(3), pages 374-395, May.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cup:macdyn:v:4:y:2000:i:03:p:373-414_01. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Keith Waters). General contact details of provider: http://journals.cambridge.org/jid_MDY .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.