IDEAS home Printed from https://ideas.repec.org/d/cnuvanl.html

Publications

by members of

Universiteit van Amsterdam → Faculteit Economie en Bedrijfskunde → Center for Nonlinear Dynamics in Economics and Finance (CeNDEF)

University of Amsterdam → Faculty of Economics and Business

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters |

Working papers

2026

  1. Maxime Saxena & Marco Pangallo & Cars Hommes & Fabio Caccioli & R. Maria del Rio-Chanona, 2026, "Machine Spirits: Speculation and Adaptation of LLM Agents in Asset Markets," Papers, arXiv.org, number 2604.18602, Apr, revised Apr 2026.
  2. Tinnefeld, Franziska & Wagener, Florian, 2026, "Winners and losers from trade? Product and process innovation in a 3×3 model," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 404836, Jul, DOI: 10.22004/ag.econ.404836.
  3. Grega Smrkolj & Florian Wagener, 2026, "R&D Competition and Cooperation with Distance-Dependent Spillovers," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 26-041/II, Jun.

2025

  1. R. Maria del Rio-Chanona & Marco Pangallo & Cars Hommes, 2025, "Can Generative AI agents behave like humans? Evidence from laboratory market experiments," Papers, arXiv.org, number 2505.07457, May.
  2. Olena Kostyshyna & Isabelle Salle & Hung Truong, 2025, "Anchored Inflation Expectations: What Recent Data Reveal," Staff Working Papers, Bank of Canada, number 25-5, Jan, DOI: 10.34989/swp-2025-5.
  3. Jim Bullard & Alex Grimaud & Isabelle Salle & Gauthier Vermandel, 2025, "Soft Landing and Inflation Scares," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-001/VI, Jan.
  4. Niko Jaakkola & Florian Wagener, 2025, "Monotone optimal trajectories," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-061/II, Oct.

2024

  1. Cars Hommes & Stefanie J. Huber & Daria Minina & Isabelle Salle, 2024, "Learning in a Complex World Insights from an OLG Lab Experiment," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 283, Mar.
  2. Mikhail Anufriev & Frieder Neunhoeffer & Jan Tuinstra, 2024, "Time pressure reduces financial bubbles: Evidence from a forecasting experiment," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2024/0351, Oct.

2023

  1. Cars Hommes & Julien Pinter & Isabelle Salle, 2023, "What People Believe About Monetary Finance and What We Can(’t) Do About It: Evidence from a Large-Scale, Multi-Country Survey Experiment," Staff Working Papers, Bank of Canada, number 23-36, Jun, DOI: 10.34989/swp-2023-36.
  2. Cars Hommes & Sebastian Poledna, 2023, "Analyzing and forecasting economic crises with an agent-based model of the euro area," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-013/II, Mar.
  3. Salle, Isabelle & Gorodnichenko, Yuriy & Coibion, Olivier, 2023, "Lifetime Memories of Inflation: Evidence from Surveys and the Lab," CEPR Discussion Papers, Centre for Economic Policy Research, number 18684, Dec.
  4. Jasmina Arifovic & Isabelle Salle & Hung Truong, 2023, "History-Dependent Monetary Regimes: A Lab Experiment and a Henk Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-028/VI, May.
  5. Alex Grimaud & Isabelle Salle & Gauthier Vermandel, 2023, "Social learning expectations: microfoundations and a Dynare toolbox," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp339, Jul.

2022

  1. Hans M. Amman & Marco P. Tucci, 2022, "The Dual Approch in an Infinite Horizon Model with a Time-Varying Parameter," Department of Economics University of Siena, Department of Economics, University of Siena, number 889, Oct.
  2. Cars Hommes & Kostas Mavromatis & Tolga Özden & Mei Zhu, 2022, "Behavioral Learning Equilibria in New Keynesian Models," Staff Working Papers, Bank of Canada, number 22-42, Sep, DOI: 10.34989/swp-2022-42.
  3. Cars Hommes & Mario He & Sebastian Poledna & Melissa Siqueira & Yang Zhang, 2022, "CANVAS: A Canadian Behavioral Agent-Based Model," Staff Working Papers, Bank of Canada, number 22-51, Dec, DOI: 10.34989/swp-2022-51.
  4. Anita Kopányi-Peuker & Matthias Weber, 2022, "The Role of the End Time in Experimental Asset Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-32, Apr.
  5. Lustenhouwer, Joep & Salle, Isabelle, 2022, "Forecast revisions in the presence of news: a lab investigation," Working Papers, University of Heidelberg, Department of Economics, number 0714, May.

2021

  1. Alexander Hodbod & Cars Hommes & Stefanie J. Huber & Isabelle Salle, 2021, "The COVID-19 Consumption Game-Changer: Evidence from a Large-Scale Multi-Country Survey," Staff Working Papers, Bank of Canada, number 21-57, Nov, DOI: 10.34989/swp-2021-57.
  2. Ugochi Emenogu & Cars Hommes & Mikael Khan, 2021, "Detecting exuberance in house prices across Canadian cities," Staff Analytical Notes, Bank of Canada, number 2021-9, May, DOI: 10.34989/san-2021-9.
  3. Gregor Boehl & Cars Hommes, 2021, "Rational vs. Irrational Beliefs in a Complex World," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2021_287, Apr.
  4. Isabelle Salle, 2021, "What to Target? Insights from a Lab Experiment," Staff Working Papers, Bank of Canada, number 21-53, Oct, DOI: 10.34989/swp-2021-53.
  5. Florian O. O. Wagener & Aart de Zeeuw & Florian O.O. Wagener, 2021, "Stable Partial Cooperation in Managing Systems with Tipping Points," CESifo Working Paper Series, CESifo, number 8944.

2020

  1. Jasmina Arifovic & Cars Hommes & Anita Kopányi-Peuker & Isabelle Salle, 2020, "Ten isn’t large! Group size and coordination in a large-scale experiment," Staff Working Papers, Bank of Canada, number 20-30, Jul, DOI: 10.34989/swp-2020-30.
  2. Jasmina Arifovic & Alex Grimaud & Isabelle Salle & Gauthier Vermandel, 2020, "Social Learning and Monetary Policy at the Effective Lower Bound," Staff Working Papers, Bank of Canada, number 20-2, Jan, DOI: 10.34989/swp-2020-2.
  3. Mikhail Anufriev & Aleksei Chernulich & Jan Tuinstra, 2020, "Asset Price Volatility and Investment Horizons: An Experimental Investigation," Working Papers, New York University Abu Dhabi, Department of Social Science, number 20200053, Aug, revised Aug 2020.
  4. Ductor, L. & Goyal, S. & van der Leij, M. & Paez, G. N., 2020, "On the Influence of Top Journals," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2029, Apr.
  5. Niko Jaakkola & Florian Wagener & Florian O.O. Wagener, 2020, "All Symmetric Equilibria in Differential Games with Public Goods," CESifo Working Paper Series, CESifo, number 8246.
  6. Ilija I. Zovko, 2020, "Matching in size: How market impact depends on the concentration of trading," Papers, arXiv.org, number 2012.10262, Dec.

2019

  1. George Evans & Cars Hommes & Bruce McGough & Isabelle Salle, 2019, "Are Long-Horizon Expectations (De-)Stabilizing? Theory and Experiments," Staff Working Papers, Bank of Canada, number 19-27, Aug, DOI: 10.34989/swp-2019-27.
  2. Anita Kopányi-Peuker & Jin Di Zheng, 2019, ""I" on You: Identity in the Dictator Game," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-049/II, Jul.
  3. Dávid Kopányi & Jean Paul Rabanal & Olga A. Rud & Jan Tuinstra, 2019, "Can successful forecasters help stabilize asset prices in a learning to forecast experiment?," Working Papers, Peruvian Economic Association, number 140, Jan.

2018

  1. Hans M. Amman & Marco Paolo Tucci, 2018, "How active is active learning: value function method vs an approximation method," Department of Economics University of Siena, Department of Economics, University of Siena, number 788, Oct.
  2. Hommes, Cars, 2018, "Behavioral & experimental macroeconomics and policy analysis: a complex systems approach," Working Paper Series, European Central Bank, number 2201, Nov.
  3. Robert Calvert Jump & Cars Hommes & Paul Levine, 2018, "Learning, Heterogeneity, and Complexity in the New Keynesian Model," Working Papers, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol, number 20181807, Jan.
  4. Kopanyi-Peuker, Anita & Weber, Matthias, 2018, "Experience Does not Eliminate Bubbles: Experimental Evidence," SocArXiv, Center for Open Science, number ecj7q, Dec, DOI: 10.31235/osf.io/ecj7q.
  5. Anita (A.G.) Kopanyi-Peuker, 2018, "Yes, I'll do it: a large-scale experiment on the volunteer's dilemma," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-072/II, Jul.
  6. Pascal Seppecher & Isabelle Salle & Marc Lavoie, 2018, "What drives markups? Evolutionary pricing in an agent-based stock-flow consistent macroeconomic model," Post-Print, HAL, number hal-01612320, Dec, DOI: 10.1093/icc/dty011.
  7. Matteo Coronese & Isabelle Salle, 2018, "The "Rajan Hypothesis": a counter-factual experiment," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2018/03, Jan.
  8. Mikhail Anufriev & Te Bao & Angela Sutan & Jan Tuinstra, 2018, "Fee Structure and Mutual Fund Choice: An Experiment," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 45, Jun.
  9. Fernando Linardi & Cees Diks & Marco van der Leij & Iuri Lazier, 2018, "Dynamic Interbank Network Analysis Using Latent Space Models," Working Papers Series, Central Bank of Brazil, Research Department, number 487, Nov.

2017

  1. Hans M. Amman & Marco P. Tucci, 2017, "The DUAL Approach in an Infinite Horizon Model," Department of Economics University of Siena, Department of Economics, University of Siena, number 766, Dec.
  2. Saskia ter Ellen & Cars H. Hommes & Remco C.J. Zwinkels, 2017, "Comparing behavioural heterogeneity across asset classes," Working Paper, Norges Bank, number 2017/12, Jun.
  3. Cars Hommes & Domenico Massaro & Matthias Weber, 2017, "Monetary Policy under Behavioral Expectations: Theory and Experiment," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 42, Mar.
  4. Cars Hommes & Robert Calvert Jump & Paul Levine, 2017, "Internal Rationality, Heterogeneity, and Complexity in the New Keynesian Model," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0917, Nov.
  5. Cars Hommes, 2017, "From self-fulfilling mistakes to behavioral learning equilibria," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-018/II, Jan.
  6. Cars Hommes & Robert Calvert Jump & Paul Levine, 2017, "Internal rationalityuyuyuy, heterogeneity and complexity in the New Keynesian model," Working Papers, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol, number 20171706, Jan.
  7. Hommes, Cars H. & Lustenhouwer, Joep, 2017, "Managing unanchored, heterogeneous expectations and liquidity traps," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 131.
  8. Hommes, Cars H. & Lustenhouwer, Joep & Mavromatis, Kostas, 2017, "Fiscal consolidations and heterogeneous expectations," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 132.
  9. Isabelle Salle & Murat Yildizoglu & Martin Zumpe & Marc-Alexandre Sénégas, 2017, "Coordination through social learning in a general equilibrium model," Post-Print, HAL, number hal-01848386, DOI: 10.1016/j.jebo.2017.05.020.
  10. Isabelle Salle & Pascal Seppecher, 2017, "Stabilizing an Unstable Complex Economy," Working Papers, HAL, number hal-01527740, May.
  11. Isabelle Salle & Pascal Seppecher, 2017, "Stabilizing an Unstable Complex Economy-On the limitations of simple rules," CEPN Working Papers, Centre d'Economie de l'Université de Paris Nord, number 2017-07, Apr.
  12. Schmitt, Noemi & Tuinstra, Jan & Westerhoff, Frank, 2017, "Stability and welfare effects of profit taxes within an evolutionary market interaction model," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 122.
  13. Ilija I. Zovko, 2017, "Navigating dark liquidity (How Fisher catches Poisson in the Dark)," Papers, arXiv.org, number 1710.06350, Oct.

2016

  1. Hommes, C.H. & Lustenhouwer, J., 2016, "Managing Heterogeneous and Unanchored Expectations: A Monetary Policy Analysis," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 16-01.
  2. Hommes, C.H. & Zhu, M., 2016, "Behavioral Learning Equilibria, Persistence Amplification & Monetary Policy," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 16-03.
  3. Arifovic, J. & Hommes, C.H. & Salle, I., 2016, "Learning to believe in Simple Equilibria in a Complex OLG Economy - evidence from the lab," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 16-06.
  4. Cars H. Hommes & Marius I. Ochea & Jan Tuinstra, 2016, "Evolutionary Competition between Adjustment Processes in Cournot Oligopoly: Instability and Complex Dynamics," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2016-03.
  5. Seppecher, P. & Salle, I. & Lang, D., 2016, "Is the Market Really a Good Teacher?," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 16-04.
  6. Lamantia, F. & Negriu, A. & Tuinstra, J., 2016, "Evolutionary Cournot competition with endogenous technology choice: (in)stability and optimal policy," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 16-08.
  7. Moutaz Altaghlibi & Florian Wagener, 2016, "Unconditional Aid and Green Growth," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-037/II, May.
  8. Jeroen Hinloopen & Grega Smrkolj & Florian Wagener, 2016, "R&D Cooperatives and Market Collusion: A Global Dynamic Approach," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-048/II, Jun.

2015

  1. Hommes, C.H. & Makarewicz, T.A. & Massaro, D. & Smits, T., 2015, "Genetic Algorithm Learning in a New Keynesian Macroeconomic Setup," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 15-01.
  2. Hommes, C.H. & Lustenhouwer, J., 2015, "Inflation Targeting and Liquidity Traps under Endogenous Credibility," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 15-03.
  3. Diks, C.G.H. & Hommes, C.H. & Wang, J., 2015, "Critical Slowing Down as Early Warning Signals for Financial Crises?," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 15-04.
  4. Agliari, A. & Hommes, C.H. & Pecora, N., 2015, "Path Dependent Coordination of Expectations in Asset Pricing Experiments: a Behavioral Explanation," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 15-05.
  5. Anufriev, M. & Hommes, C.H. & Makarewicz, T.A., 2015, "Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 15-07.
  6. Hommes, C.H. & Bao, T., 2015, "When Speculators Meet Constructors: Positive and Negative Feedback in Experimental Housing Markets," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 15-10.
  7. Hommes, C.H. & Massaro, D. & Salle, I., 2015, "Monetary and Fiscal Policy Design at the Zero Lower Bound - Evidence from the Lab," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 15-11.
  8. Joao da Gama Batista & Domenico Massaro & Jean-Philippe Bouchaud & Damien Challet & Cars Hommes, 2015, "Do investors trade too much? A laboratory experiment," Papers, arXiv.org, number 1512.03743, Dec.
  9. David Kopanyi & Anita Kopanyi-Peuker, 2015, "Endogenous information disclosure in experimental oligopolies," Discussion Papers, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham, number 2015-11, Nov.
  10. Anita Kopányi-Peuker & Theo Offerman & Randolph Sloof, 2015, "Team Production benefits from a Permanent Fear of Exclusion," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-067/VII, May.
  11. David Kopanyi, 2015, "The Coexistence of Stable Equilibria under Least Squares Learning," Discussion Papers, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham, number 2015-10, Oct.
  12. Anufriev, M. & Bao, T. & Tuinstra, J., 2015, "Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 15-09.
  13. Anufriev, M. & Bao, Te & Sutin, Angelina R. & Tuinstra, Jan, 2015, "Fee structure, return chasing and mutual fund choice," Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management), number 15006-EEF.
  14. Mikhail Anufriev & Te Bao & Angela Sutan & Jan Tuinstra, 2015, "Fee structure, return chasing and mutual fund choice: an experiment," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 30, Apr.
  15. Schmitt, Noemi & Tuinstra, Jan & Westerhoff, Frank, 2015, "Side effects of nonlinear profit taxes in an evolutionary market entry model: abrupt changes, coexisting attractors and hysteresis problems," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 103.
  16. Sebastian Poledna & Jos'e Luis Molina-Borboa & Seraf'in Mart'inez-Jaramillo & Marco van der Leij & Stefan Thurner, 2015, "The multi-layer network nature of systemic risk and its implications for the costs of financial crises," Papers, arXiv.org, number 1505.04276, May.

2014

  1. Wilko Bolt & Maria Demertzis & Cees Diks & Cars Hommes & Marco van der Leij, 2014, "Identifying Booms and Busts in House Prices under Heterogeneous Expectations," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 540, Dec.
  2. Bao, T. & Hommes, C.H. & Makarewicz, T.A., 2014, "Bubble Formation and (In)efficient Markets in Learning-to-Forecast and -Optimize Experiments," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 14-01.
  3. Hommes, C.H. & in 't Veld, D. & van der Leij, M., 2014, "The formation of a core periphery structure in heterogeneous financial networks," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 14-04.
  4. Assenza, T. & Bao, T. & Massaro, D. & Hommes, C.H., 2014, "Experiments on Expectations in Macroeconomics and Finance," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 14-05.
  5. Assenza, T. & Heemeijer, P. & Hommes, C.H. & Massaro, D., 2014, "Managing Self-organization of Expectations through Monetary Policy: a Macro Experiment," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 14-07.
  6. Hommes, C.H. & in 't Veld, D., 2014, "Booms, busts and behavioural heterogeneity in stock prices," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 14-14.
  7. Tiziana Assenza & Jakob Grazzini & Cars Hommes & Domenico Massaro, 2014, "PQ Strategies in Monopolistic Competition: Some Insights from the Lab," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def011, Mar.
  8. Kopányi, D., 2014, "Coexisting stable equilibria under least squares learning," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 14-06.
  9. Seppecher, P. & Salle, I., 2014, "Deleveraging crises and deep recessions: a behavioural approach," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 14-10.
  10. Murat Yildizoglu & Sénégas Marc-Alexandre & Isabelle Salle & Martin Zumpe, 2014, "Modeling Social Learning in an Agent–Based Baseline Macro Model," Post-Print, HAL, number hal-02196584, Jun.
  11. Schinkel, M.P. & Tóth, L. & Tuinstra, J., 2014, "Discretionary Authority and Prioritizing in Government Agencies," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 14-15.
  12. Grega Smrkolj & Florian Wagener, 2014, "Research among Copycats: R&D, Spillovers, and Feedback Strategies," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 14-112/II, Aug, revised 22 Jun 2017.

2013

  1. Papana, A. & Kyrtsou, K. & Kugiumtzis, D. & Diks, C.G.H., 2013, "Partial Symbolic Transfer Entropy," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 13-16.
  2. Diks, C.G.H. & Wolski, M., 2013, "Nonlinear Granger Causality: Guidelines for Multivariate Analysis," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 13-15.
  3. Hommes, C.H., 2013, "Behaviorally Rational Expectations and Almost Self-Fulfilling Equilibria," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 13-17.
  4. Hommes, C.H. & Zeppini Rossi, P., 2013, "Innovate or Imitate? Behavioural Technological Change," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 13-18.
  5. Hommes, C.H., 2013, "Reflexivity, Expectations Feedback and Almost Self-fulfilling Equilibria: Economic Theory, Empirical Evidence and Laboratory Experiments," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 13-19.
  6. Tiziana Assenza & William Brock & Cars Hommes, 2013, "Animal Spirits, Heterogeneous Expectations and the Emergence of Booms and Busts," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def007, Dec.
  7. Cees Diks & Cars Hommes & Paolo Zeppini, 2013, "More memory under evolutionary learning may lead to chaos," Post-Print, HAL, number hal-04575563, Feb, DOI: 10.1016/j.physa.2012.10.045.
  8. Kopányi, D., 2013, "Price-Quantity Competition under Strategic Uncertainty," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 13-13.
  9. Isabelle Salle & Pascal Seppecher, 2013, "Social Learning about Consumption," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2013-18, May, revised Sep 2013.
  10. Isabelle SALLE & Marc-Alexandre SENEGAS & Murat YILDIZOGLU, 2013, "How Transparent About Its Inflation Target Should a Central Bank be? An Agent-Based Model Assessment," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2013-24.
  11. Isabelle Salle & Murat Yildizoglu & Marc-Alexandre Sénégas, 2013, "Inflation targeting in a learning economy: an ABM perspective," Post-Print, HAL, number hal-00778979, DOI: 10.1016/j.econmod.2013.01.031.
  12. Isabelle Salle, 2013, "Ciblage de l’inflation,transparence et anticipations – une revue de la littérature récente," Post-Print, HAL, number hal-01135592.
  13. Anufriev, M. & Tuinstra, J., 2013, "The impact of short-selling constraints on financial market stability in a heterogeneous agents model," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 13-01.
  14. Sonnemans, J. & Tuinstra, J. & Linde, J., 2013, "Strategies and Evolution in the Minority Game: A Multi- Round Strategy Experiment," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 13-02.
  15. Anufriev, M. & Tuinstra, J. & Bao, T., 2013, "Fund Choice Behavior and Estimation of Switching Models: An Experiment," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 13-04.
  16. Tuinstra, Jan & Wegener, Michael & Westerhoff, Frank, 2013, "Positive welfare effects of trade barriers in a dynamic equilibrium model," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 91.
  17. Hinloopen, J. & Smrkolj, G. & Wagener, F.O.O., 2013, "In Defense of Trusts: R&D Cooperation in Global Perspective," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 13-05.
  18. Wagener, F.O.O., 2013, "Expectations in Experiments," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 13-07.
  19. Wagener, F.O.O., 2013, "Economics of environmental regime shifts," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 13-08.

2012

  1. H.M. Amman & D.A. Kendrick, 2012, "Conjectures on the policy function in the presence of optimal experimentation," Working Papers, Utrecht School of Economics, number 12-09.
  2. Cornea, A. & Hommes, C.H. & Massaro, D., 2012, "Behavioral Heterogeneity in U.S. Inflation Dynamics," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 12-03.
  3. Assenza, T. & Brock, W.A. & Hommes, C.H., 2012, "Animal Spirits, Heterogeneous Expectations and the Amplification and Duration of Crises," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 12-07.
  4. Hommes, C.H. & Zhu, M., 2012, "Behavioral Learning Equilibria," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 12-09.
  5. Andreas Husler & Didier Sornette & Cars H. Hommes, 2012, "Super-exponential bubbles in lab experiments: evidence for anchoring over-optimistic expectations on price," Papers, arXiv.org, number 1205.0635, May.
  6. Anita Kopanyi-Peuker & Theo Offerman & Randolph Sloof, 2012, "Fostering Cooperation through the Enhancement of Own Vulnerability," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-132/I, Dec.
  7. Anufriev, M. & Tuinstra, J. & Kopányi, D., 2012, "Learning Cycles in Bertrand Competition with Differentiated Commodities and Competing Learning Rules," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 12-05.
  8. Murat YILDIZOGLU & Isabelle SALLE, 2012, "Efficient Sampling and Metamodeling for Computational Economic Models," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2012-18.
  9. Isabelle SALLE & Martin ZUMPE & Murat YILDIZOGLU & Marc-Alexandre SENEGAS, 2012, "Modelling Social Learning in an Agent-Based New Keynesian Macroeconomic Model," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2012-20.
  10. Isabelle Salle & Martin Zumpe & Murat Yildizoglu & Marc-Alexandre Sénégas, 2012, "Modelling social learning in an agent-based new keynesian macroeconomic model, society for computational economics," Post-Print, HAL, number hal-00779346, Jun.
  11. Isabelle Salle & Marc-Alexandre Sénégas & Murat Yildizoglu, 2012, "How transparent a central bank should be? An agent based model assessment," Post-Print, HAL, number hal-00798164, Sep.
  12. In `t Veld, D. & Tuinstra, J., 2012, "Market-Induced Rationalization and Welfare Enhancing Cartels," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 12-06.
  13. Marco van der Leij & Jaromir Kovarik, 2012, "Risk aversion and social networks," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2012-01, Jan.
  14. Ott Toomet & Marco van der Leij & Meredith Rolfe, 2012, "Social Networks and Labor Market Inequality between Ethnicities and Races," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-120/II, Nov.
  15. Wagener, F.O.O., 2012, "Regime shifts: early warnings," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 12-01.

2011

  1. D.A. Kendrick & H.M. Amman, 2011, "A Taylor Rule for Fiscal Policy," Working Papers, Utrecht School of Economics, number 11-17, Oct.
  2. M.P. Tucci & D.A. Kendrick & H.M. Amman, 2011, "Expected optimal feedback with Time-Varying Parameters," Working Papers, Utrecht School of Economics, number 11-18.
  3. Diks, C.G.H. & Wagener, F.O.O., 2011, "Phenomenological and ratio bifurcations of a class of discrete time stochastic processes," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 11-03.
  4. Bolt, W. & Demertzis, D. & Diks, C.G.H. & Van der Leij, M.J., 2011, "Complex Methods in Economics: An Example of Behavioral Heterogeneity in House Prices," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 11-12.
  5. Cees Diks & Valentyn Panchenko & Dick van Dijk, 2011, "Likelihood-based scoring rules for comparing density forecasts in tails," Post-Print, HAL, number hal-00834423, Jun, DOI: 10.1016/j.jeconom.2011.04.001.
  6. Assenza, T. & Heemeijer, P. & Hommes, C.H. & Massaro, D., 2011, "Individual Expectations and Aggregate Macro Behavior," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 11-01.
  7. Hommes, C.H. & Zhu, M., 2011, "Learning under misspecification: a behavioral explanation of excess volatility in stock prices and persistence in inflation," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 11-04.
  8. Anufriev, M. & Hommes, C.H., 2011, "Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 11-06.
  9. Bao, T. & Duffy, J. & Hommes, C.H., 2011, "Learning, Forecasting and Optimizing: an Experimental Study," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 11-08.
  10. Hommes, C.H. & Ochea, M. & Tuinstra, J., 2011, "On the stability of the Cournot equilibrium: An evolutionary approach," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 11-10.
  11. Murat Yildizoglu & Marc-Alexandre Sénégas & Isabelle Salle & Martin Zumpe, 2011, "Learning the optimal buffer-stock consumption rule of Carroll," Post-Print, HAL, number hal-00645763, Mar.
  12. De Zeeuw, A. & Polasky, S. & Wagener, F.O.O., 2011, "The Size of Stable International Environmental Agreements in the case of Stock Pollution," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 11-02.
  13. Kiseleva, T. & Wagener, F.O.O., 2011, "Bifurcations of Optimal Vector Fields," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 11-05.
  14. Hinloopen, J. & Smrkolj, G. & Wagener, F.O.O., 2011, "From Mind to Market: A Global, Dynamic Analysis of R&D," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 11-11.
  15. Cyril Coste & Raphaël Douady & Ilija I. Zovko, 2011, "The Stress VaR: A New Risk Concept for Extreme Risk and Fund Allocation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00666234, DOI: 10.3905/jai.2011.13.3.010.

2010

  1. Marco P. Tucci & David A. Kendrick & Hans M. Amman, 2010, "The parameter set in an adaptive control Monte Carlo experiment: Some considerations," Post-Print, HAL, number hal-00732676, Sep, DOI: 10.1016/j.jedc.2010.06.014.
  2. Hommes, C.H. & Ochea, M., 2010, "Multiple Steady States, Limit Cycles and Chaotic Attractors in Evolutionary Games with Logit Dynamics," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 10-04.
  3. Anufriev, M. & Hommes, C.H. & Philipse, R., 2010, "Evolutionary Selection of Expectations in Positive and Negative Feedback Markets," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 10-05.
  4. Hommes, C.H., 2010, "The Heterogeneous Expectations Hypothesis: Some Evidence from the Lab," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 10-06.
  5. Bao, T. & Hommes, C.H. & Sonnemans, J. & Tuinstra, J., 2010, "Individual Expectations, Limited Rationality and Aggregate Outcomes," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 10-07.
  6. Anufriev, M. & Tuinstra, J., 2010, "The impact of short-selling constraints on financial market stability in a model with heterogeneous agents," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 10-03.
  7. Dindo, P.D.E. & Tuinstra, J., 2010, "A class of evolutionary model for participation games with negative feedback," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 10-09.
  8. Vjollca Sadiraj & Jan Tuinstra & Frans Van Winden, 2010, "Identification of Voters with Interest Groups Improves the Electoral Chances of the Challenger," CESifo Working Paper Series, CESifo, number 3014.
  9. Marco van der Leij & Sanjeev Goyal, 2010, "Strong ties in a small world," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2010-02, Jan.
  10. De Zeeuw, A. & Polasky, S. & Wagener, F.O.O., 2010, "Optimal Management with Potential Regime Shifts," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 10-10.

2009

  1. De Gooijer, J. & Diks, C.G.H. & Gatarek, L., 2009, "Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 09-13.
  2. Gardini, L. & Hommes, C.H. & Tramontana, F. & de Vilder, R., 2009, "Forward and Backward Dynamics in implicitly defined Overlapping Generations Models," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 09-02.
  3. Hommes, C.H. & Lux, T., 2009, "Individual Expectations and Aggregate Behavior in Learning to Forcast Experiments," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 09-03.
  4. Hommes, C.H. & Kiseleva, T. & Kuznetsov, Y. & Verbic, M., 2009, "Is more memory in evolutionary selection (de)stabilizing?," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 09-07.
  5. Anufriev, M. & Hommes, C.H., 2009, "Evolutionary Selection of Individual Expectations and Aggregate Outcomes," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 09-09.
  6. Laura Gardini & Cars Hommes & Fabio Tramontana & Robin de Vilder, 2009, "Forward and Backward Dynamics in implicitly defined Overl apping Generations Models," Post-Print, HAL, number hal-00693817, May, DOI: 10.1016/j.jebo.2008.09.010.
  7. Wagener, F.O.O., 2009, "Shallow lake economics run deep: Nonlinear aspects of an economic-ecological interest conflict," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 09-05.
  8. Wagener, F.O.O., 2009, "A parametrised version of Moser's modifying terms theorem," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 09-06.
  9. Wagener, F.O.O., 2009, "On conjugate points and the Leitmann equivalent problem approach," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 09-08.
  10. Kiseleva, T. & Wagener, F.O.O., 2009, "Bifurcations of optimal vector fields in the shallow lake model," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 09-12.
  11. Moghayer, S. & Wagener, F.O.O., 2009, "Genesis of indifference thresholds and infinitely many indifference points in discrete time infinite horizon optimisation problems," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 09-14.
  12. Cyril Coste & Raphael Douady & Ilija I. Zovko, 2009, "The StressVaR: A New Risk Concept for Superior Fund Allocation," Papers, arXiv.org, number 0911.4030, Nov.

2008

  1. D.A. Kendrick & H.M. Amman, 2008, "Comparison of Policy Functions from the Optimal Learning and Adaptive Control Frameworks," Working Papers, Utrecht School of Economics, number 08-19, Aug.
  2. D.A. Kendrick & H.M. Amman & M.P. Tucci, 2008, "Learning About Learning in Dynamic Economic Models," Working Papers, Utrecht School of Economics, number 08-20, Aug.
  3. Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008, "Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails," Discussion Papers, School of Economics, The University of New South Wales, number 2008-10, May.
  4. Diks, C.G.H. & Dijk, D. van & Panchenko, V., 2008, "Out-of-sample comparison of copula specifications in multivariate density forecasts," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 08-10.
  5. Hommes, C.H. & Wagener, F.O.O., 2008, "Complex evolutionary systems in behavioral finance," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 08-05.
  6. Anufriev, M. & Assenza, T. & Hommes, C.H. & Massaro, D., 2008, "Interest Rate Rules with Heterogeneous Expectations," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 08-08.
  7. Sonnemans, J. & Tuinstra, J., 2008, "Positive expectations feedback experiments and number guessing games as models of financial markets," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 08-07.
  8. Van der Leij, Marco J. & Buhai, I. Sebastian, 2008, "A Social Network Analysis of Occupational Segregation," Coalition Theory Network Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 6224, Mar, DOI: 10.22004/ag.econ.6224.
  9. Kiseleva, T. & Wagener, F.O.O., 2008, "Bifurcations of optimal vector fields in the shallow lake system," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 08-01.
  10. Wagener, F.O.O., 2008, "On the Leitmann equivalent problem approach," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 08-06.
  11. Heijnen, P. & Wagener, F.O.O., 2008, "Managing the environment and the economy in the presence of hysteresis and irreversibility," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 08-13.

2007

  1. Bekiros, S. & Diks, C.G.H., 2007, "The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 07-11.
  2. Bekiros, S. & Diks, C.G.H., 2007, "The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 07-08.
  3. Hommes, C.H., 2007, "Bounded Rationality and Learning in Complex Markets," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 07-01.
  4. Anufriev, M. & Hommes, C.H., 2007, "Evolution of Market Heuristics," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 07-06.
  5. Hommes, C.H., 2007, "Complexity, Evolution and Learning: a simple story of heterogeneous expectations and some empirical and experimental validation," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 07-07.
  6. Ramer, R., 2007, "Timing in Canonical Models of Duopoly," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 07-15.
  7. Ramer, R., 2007, "Coalition Formation and Value Distribution in TU Games," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 07-16.
  8. Ilija I. Zovko & J. Doyne Farmer, 2007, "Correlations and clustering in the trading of members of the London Stock Exchange," Papers, arXiv.org, number 0709.3261, Sep.

2006

  1. Diks, C.G.H. & Panchenko, V., 2006, "Rank-based entropy tests for serial independence," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 06-14.
  2. Diks, C.G.H. & Dindo, P.D.E., 2006, "Informational differences and learning in an asset market with boundedly rational agents," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 06-11.
  3. Diks, C.G.H. & Hommes, C.H. & Panchenko, V. & Weide, R. van der, 2006, "E&F Chaos: a user friendly software package for nonlinear economic dynamics," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 06-15.
  4. Diks, C.G.H. & Wagener, F.O.O., 2006, "A weak bifurcation theory for discrete time stochastic dynamical systems," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 06-04.
  5. 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, number 06-01.
  6. Heemeijer, P. & Hommes, C.H. & Sonnemans, J. & Tuinstra, J., 2006, "Price Stability and Volatility in Markets with Positive and Negative Expectations Feedback: An Experimental Investigation," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 06-05.
  7. Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2006, "More hedging instruments may destabilize markets," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 06-12.
  8. Cars Hommes, 2006, "Interacting Agents in Finance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-029/1, Mar.
  9. Cars Hommes & Sebastiano Manzan, 2006, "Testing for Nonlinear Structure and Chaos in Economic Time. A Comment," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-030/1, Mar.
  10. Goppelsroeder, M. & Schinkel, M.P. & Tuinstra, J., 2006, "Quantifying the Scope for Efficiency Defense in Merger Control: The Werden-Froeb-Index," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 06-09.
  11. Dindo, P.D.E. & Tuinstra, J., 2006, "A Behavioral Model for Participation Games with Negative Feedback," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 06-10.
  12. Fafchamps, Marcel & van der Leij, J & Goyal, Sanjeev, 2006, "Matching and Network Effects," Economics Discussion Papers, University of Essex, Department of Economics, number 8902.
  13. Marcel Fafchamps & Marco J. van der Leij & Tinbergen Institute and Erasmus University & Sanjeev Goyal & University of Essex, 2006, "Scientific Networks and Co-authorship," Economics Series Working Papers, University of Oxford, Department of Economics, number 256, Feb.
  14. Wagener, F.O.O., 2006, "Semi-global analysis of periodic and quasi-periodic k:1 and k:2 resonances," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 06-06.
  15. Dockner, E.J. & Wagener, F.O.O., 2006, "Markov-Perfect Nash Equilibria in Models With a Single Capital Stock," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 06-07.

2005

  1. Cees Diks, 2005, "Financial markets with heterogeneous agents as nonlinear news filters," Computing in Economics and Finance 2005, Society for Computational Economics, number 290, Nov.
  2. Cees Diks & Valentyn Panchenko, 2005, "Test for serial independence based on quadratic forms," Computing in Economics and Finance 2005, Society for Computational Economics, number 279, Nov.
  3. Diks C.G.H. & Wagener, F.O.O., 2005, "Equivalence and bifurcations of finite order stochastic processes," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 05-09.
  4. Diks, C.G.H. & Panchenko, V., 2005, "Nonparametric Tests for Serial Independence Based on Quadratic Forms," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 05-13.
  5. Hommes, C.H., 2005, "Heterogeneous Agents Models: two simple examples, forthcoming In: Lines, M. (ed.) Nonlinear Dynamical Systems in Economics, CISM Courses and Lectures, Springer, 2005, pp.131-164," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 05-01.
  6. 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, pp.1109-1186," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 05-03.
  7. Boswijk, H.P. & Hommes C.H. & Manzan, S., 2005, "Behavioral Heterogeneity in Stock Prices," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 05-12.
  8. Hommes, C.H. & Manzan, S., 2005, "Testing for Nonlinear Structure and Chaos in Economic Time Series: A Comment," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 05-14.
  9. Brock, W.A. & Dindo, P.D.E. & Hommes, C.H., 2005, "Adaptive Rational Equilibrium with Forward Looking Agents, fortcoming in International Journal of Economic Theory (IJET) 2006, special issue in honor of Jean-Michel Grandmont," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 05-15.
  10. Joep Sonnemans & Peter Heemeijer & Cars Hommes, 2005, "Price expectations in the laboratory in positive and negative feedback systems," Computing in Economics and Finance 2005, Society for Computational Economics, number 165, Nov.
  11. Cars Hommes, 2005, "Heterogeneous Agent Models: Two Simple Case Studies," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-055/1, May.
  12. Cars H. Hommes, 2005, "Heterogeneous Agent Models in Economics and Finance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-056/1, May.
  13. Sadiraj, V. & Tuinstra, J. & Winden, F. van, 2005, "On the size of the winning set in the presence of interest groups," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 05-08.
  14. Rüggeberg, J. & Schinkel, M.P. & Tuinstra, J., 2005, "Illinois Walls: How barring indirect purchaser suits facilitates collusion," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 05-10.
  15. Schinkel, M.P. & Tuinstra, J., 2005, "Illinois Walls in alternative market structures," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 05-11.
  16. Vjollca Sadiraj & Jan Tuinstra & Frans van Winden, 2005, "Voting cycles when a dominant point exists," Experimental Economics Center Working Paper Series, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University, number 2006-16, Feb.
  17. Franses, Ph.H.B.F. & van der Leij, M.J. & Paap, R., 2005, "A simple test for GARCH against a stochastic volatility," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2005-41, Jan.

2004

  1. Hans Amman & David Kendrick & Ruben Mercado, 2004, "Computational Economics: Help for the Underestimated Undergraduate," Computing in Economics and Finance 2004, Society for Computational Economics, number 347, Aug.
  2. Valentyn Panchenko & Cees Diks, 2004, "Testing multivariate hypotheses with positive definite bilinear forms," Computing in Economics and Finance 2004, Society for Computational Economics, number 201, Aug.
  3. Cees Diks & Valentyn Panchenko, 2004, "Modified Hiemstra-Jones Test for Granger Non-causality," Computing in Economics and Finance 2004, Society for Computational Economics, number 192, Aug.
  4. Diks, C.G.H. & Panchenko, V., 2004, "A new statistic and practical guidelines for nonparametric Granger causality testing," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 04-11.
  5. Diks, C.G.H. & Panchenko, V., 2004, "A note on the Hiemstra-Jones test for Granger non-causality," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 04-10.
  6. Hommes, C.H. & Sonnemans, J. & Tuinstra, J. & Velden, H. van de, 2004, "Coordination of Expectations in Asset Pricing Experiments (Version March 2004)," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 04-02.
  7. Hommes, C.H., 2004, "Economic Dynamics, Contribution to the Encyclopedia of Nonlinear Science, Alwyn Scott (ed.), Routledge, 2004," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 04-13.
  8. Chiarella, C. & He, X.-Z. & Hommes, C.H., 2004, "A Dynamic Analysis of Moving Average Rules," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 04-14.
  9. Heemeijer, P. & Hommes, C.H. & Sonnemans, J. & Tuinstra, J., 2004, "Forming price expectations in positive and negative feedback systems," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 04-15.
  10. Florian Wagener & William Brock & Cars Hommes, 2004, "Do hedging instruments stabilize markets?," Computing in Economics and Finance 2004, Society for Computational Economics, number 94, Aug.
  11. Schinkel, M.P. & Tuinstra, J. & Rueggeberg, J., 2004, "Illinois Walls," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 04-03.
  12. Schinkel, M.P. & Tuinstra, J., 2004, "Forced Freebies: A Note on Partial Deregulation with Pro Bono Supply Requirements," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 04-04.
  13. Kirman, A. & Tuinstra, J., 2004, "Introduction to the Journal of Economic Dynamics and Control special issue on Bounded Rationality, Heterogeneity and Market Dynamics," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 04-05.
  14. Sadiraj, V. & Tuinstra, J. & Winden, F. van, 2004, "Interest Group Size Dynamics and Policymaking," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 04-06.
  15. Schinkel, M.P. & Tuinstra, J., 2004, "Imperfect Competition Law Enforcement," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 04-07.
  16. Sadiraj, V. & Tuinstra, J. & Winden, F. van, 2004, "A Computational Electoral Competition Model with Social Clustering and Endogenous Interest Groups as Information Brokers," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 04-08.
  17. J. Tuinstra & P. Dindo & C.H. Hommes, 2004, "An evolutionary approach to the El Farol game," Computing in Economics and Finance 2004, Society for Computational Economics, number 211, Aug.
  18. Sanjeev Goyal & Marco van der Leij & José Luis Moraga Gonzales, 2004, "Economics: An Emerging Small World?," CESifo Working Paper Series, CESifo, number 1287.
  19. Wagener, F.O.O., 2004, "Skiba points for small discount rates," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 04-09.
  20. Florian Wagener, 2004, "Structural analysis of optimal investment for firms with non-concave revenues," Computing in Economics and Finance 2004, Society for Computational Economics, number 187, Aug.
  21. Ilija I. Zovko, 2004, "Network properties of trading," Computing in Economics and Finance 2004, Society for Computational Economics, number 328, Aug.

2003

  1. Hans M. Amman & David A. Kendrick, 2003, "A Classification System for Economic Stochastic Control Models," Computing in Economics and Finance 2003, Society for Computational Economics, number 114, Aug.
  2. Hans Amman & Floortje Alkemade & Han la Poutre, 2003, "Intermediaries in an Electronic Trade Network," Computing in Economics and Finance 2003, Society for Computational Economics, number 6, Aug.
  3. Cees Diks & Svetlana Borovkova, 2003, "Conditional distribution resampling for time series," Computing in Economics and Finance 2003, Society for Computational Economics, number 70, Aug.
  4. Cees Diks, 2003, "The correlation dimension of returns with stochastic volatility," Computing in Economics and Finance 2003, Society for Computational Economics, number 180, Aug.
  5. Diks, C.G.H. & Weide, R. van der, 2003, "Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 03-06.
  6. Diks, C.G.H. & Weide, R. van der, 2003, "Heterogeneity as a natural source of randomness," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 03-05.
  7. Gaunersdorfer, A. & Hommes, C.H. & Wagener, F.O.O., 2003, "Bifurcation Routes to Volatility Clustering under Evolutionary Learning," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 03-03.
  8. Hommes, C.H. & Wagener, F.O.O., 2003, "Does eductive stability imply evolutionary stability?," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 03-04.
  9. Gaunersdorfer, A. & Hommes, C.H. & Wagener, F.O.O., 2003, "Nonlocal onset of instability in an asset pricing model with heterogeneous agents," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 03-10.
  10. S. Manzan & P. Boswijk & C.H. Hommes, 2003, "Mean Reversion, Bubbles and Heterogeneous Beliefs in Stock Prices," Computing in Economics and Finance 2003, Society for Computational Economics, number 252, Aug.
  11. Cars Hommes & Joep Sonnemans & Jan Tuinstra & Henk van de Velden, 2003, "Coordination of Expectations in Asset Pricing Experiments," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-010/1, Jan.
  12. Marco J. van der Leij, 2003, "Competing Transport Networks," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-009/1, Jan.
  13. Wagener, F.O.O., 2003, "Structural analysis of optimal investment for firms with non-concave production," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 03-08.
  14. Broer, H.W. & Hanssmann, H. & Jorba, A. & Villanueva, J. & Wagener, F.O.O., 2003, "Quasi-periodic response solutions at normal-internal resonances," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 03-09.
  15. J. Doyne Farmer & Paolo Patelli & Ilija I. Zovko, 2003, "The Predictive Power of Zero Intelligence in Financial Markets," Papers, arXiv.org, number cond-mat/0309233, Sep, revised Feb 2004.

2002

  1. F. Alkemade & H. M. Amman & J. A. La Poutre, 2002, "The Role of Information in an Electronic Trade Network," Computing in Economics and Finance 2002, Society for Computational Economics, number 376, Jul.
  2. Cees Diks & Roy van der Weid, 2002, "Endogenous Noise from Continuous Choice," Computing in Economics and Finance 2002, Society for Computational Economics, number 382, Jul.
  3. Botman, D.P.J. & Diks, C.G.H., 2002, "Location of investors and capitical flight," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 02-01.
  4. Diks, C.G.H. & Weide, R. van der, 2002, "Continuous Beliefs Dynamics," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 02-11.
  5. Diks, C.G.H., 2002, "Detecting serial dependence in tail events: A test dual to BDS test," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 02-09.
  6. Hommes, C.H. & Sonnemans, J. & Tuinstra, J. & Velden, H. van de, 2002, "Expectations and Bubbles in Asset Pricing Experiments," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 02-05.
  7. Hommes, C.H. & Sonnemans, J. & Tuinstra, J. & Velden, H. van de, 2002, "Learning in Coweb Experiments," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 02-06.
  8. Hommes, C.H. & Huang, H. & Wang, D., 2002, "A Robust Rational Route to in a Simple Asset Pricing Model," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 02-08.
  9. Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2002, "Evolutionary dynamics in markets with many trader types," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 02-10.
  10. Brock,W.A. & Hommes,C.H., 2002, "Heterogeneous beliefs and routes to complex dynamics in asset pricing models with price contingent contracts," Working papers, Wisconsin Madison - Social Systems, number 3.
  11. Schinkel, M.P. & Tuinstra, J., 2002, "Imperfect antitrust enforcement," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 031, Jan, DOI: 10.26481/umamet.2002031.
  12. Wagener, F.O.O., 2002, "On the quasi-periodic d-fold degenerate bifurcation," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 02-03.
  13. Wagener, F.O.O., 2002, "A Gevrey regular KAM theorem and the inverse approximation lemma," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 02-04.

2001

  1. Hans Amman and David Kendrick, 2001, "Modeling the Lucas critique as an open loop feedback process with time-varying parameters," Computing in Economics and Finance 2001, Society for Computational Economics, number 4, Apr.
  2. Cees Diks, 2001, "A nonparametric bootstrap test for nonlinear Granger causality," CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 3A.1, Jan.
  3. Cees Diks and Roy van der Weide, 2001, "Asset pricing with a continuum of belief types," Computing in Economics and Finance 2001, Society for Computational Economics, number 217, Apr.
  4. Diks, C.G.H. & Manzan, S., 2001, "Tests for serial independence and linearity based on correlation integrals," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 01-02.
  5. Gerwin Griffioen & Peter Boswijk & Cars Hommes, 2001, "Success and Failure of Technical Trading Strategies in the Cocoa Futures Market," CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 4A.4, Jan.
  6. Andrea Gaunersdorfer & Cars Hommes & Florian Wagener, 2001, "Adaptive Beliefs and the volatility of asset prices," CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 5A.1, Jan.
  7. Cars Hommes, 2001, "Stochastic Consistent Expectations Equilibria," CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number PO1, Jan.
  8. Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2001, "Evolutionary Dynamics in Financial Markets With Many Trader Types," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 01-01.
  9. Brock, W.A. & Hommes, C.H., 2001, "Heterogeneous beliefs and and routes to complez dynamics in asset pricing models with price contingent contracts," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 01-05.
  10. Hommes, C.H., 2001, "Modeling the stylized facts in finance through simple nonlinear adaptive systems," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 01-06.
  11. Jan Tuinstra, 2001, "Beliefs Equilbria in an Overlapping Generations Model," CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 4B.4, Jan.
  12. Sadiraj, V. & Tuinstra, J. & Winden, F. van, 2001, "A dynamic model of endogenous interest group sizes and policymaking," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 01-03.
  13. Neugart, M. & Tuinstra, J., 2001, "Endogenous Fluctuations in the Demand of Education," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 01-04.
  14. Franses, Ph.H.B.F. & van der Leij, M.J. & Paap, R., 2001, "Modeling and forecasting outliers and level shifts in absolute returns," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2001-34, Nov.

2000

  1. Hans Amman & David Kendrick, 2000, "Mitigation Of The Lucas Critique With Stochastic Control Methods," Computing in Economics and Finance 2000, Society for Computational Economics, number 182, Jul.
  2. Diks, C.G.H., 2000, "Dimension estimations, stock returns and volatility clustering," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 00-08.
  3. Diks, C.G.H. & Mudelsee, M., 2000, "Redundancies in the Earth's climatological time series," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 00-07.
  4. Gaunersdorfer, A. & Hommes, C.H., 2000, "A Nonlinear Structural Model for Volatility Clustering," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 00-02.
  5. Hommes, C.H., 2000, "Financial Markets as Nonlinear Adaptive Evolutionary Systems," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 00-03.
  6. Gaunersdorfer, A. & Hommes, C.H. & Wagener, F.O.O., 2000, "Bifurcation Routes to Volatility Clustering," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 00-04.
  7. Hommes, C.H. & Rosser, B.J., Jr., 2000, "Consistent Expectations Equilibria and Complex Dynamics in Renewable Resource Markets," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 00-05.
  8. Sadiraj, V. & Tuinstra, J. & van Winden, F., 2000, "On the dynamics of interest group formation and endogenous policymaking," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 00-01.
  9. Tuinstra, J. & Wagener, F.O.O., 2000, "On learning equilibria," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 00-12.
  10. Tuinstra, J., 2000, "Price adjustment in a model of monopolistic competition," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 00-13.
  11. Jan Tuinstra & Vjollca Sadiraj & Frans van Winden, 2000, "Social Dynamics And Interest Groups In A Model Of Spatial Competition," Computing in Economics and Finance 2000, Society for Computational Economics, number 32, Jul.
  12. Wagener, F.O.O., 2000, "Skiba Points and Heteroclinic Bifuration in the Shallow Lake System," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 00-11.

1999

  1. Hans Amman & David Kendrick, 1999, "Stochastic Policy Design for Models with Rational Expectations and Time-Varying Parameters," Computing in Economics and Finance 1999, Society for Computational Economics, number 633, Mar.
  2. Diks, C.G.H., 1999, "Consistent Testing for Serial Independence," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 99-02.
  3. Diks, C.G.H., 1999, "Dynamical Behavior of Agent Models," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 99-08.
  4. Dechert, W.D. & Hommes, C.H., 1999, "Complex Nonlinear Dynamics and Computational Methods," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 99-01.
  5. Droste, E. & Hommes, C.H. & Tuinstra, J., 1999, "Endogenous Fluctuations under Evolutionary Pressure in Cournot Competition," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 99-04.
  6. Hommes, C.H., 1999, "Cobweb Dynamics under Bounded Rationality," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 99-05.
  7. Sonnemans, J. & Hommes, C.H. & Tuinstra, J. & van de Velden, H., 1999, "The Instability of a Heterogeneous Cobweb economy: a Strategy Experiment on Expectation Formation," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 99-06.
  8. Hommes, C.H. & Sonnemans, J. & Tuinstra, J. & van de Velden, H., 1999, "Expectation Driven Price Volatility in an Experimental Cobweb Economy," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 99-07.
  9. Tuinstra, J., 1999, "Learning in Overlapping Generations Models," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 99-03.

1998

  1. Brock,W.A. & Hommes,C.H., 1998, "Rational animal spirits," Working papers, Wisconsin Madison - Social Systems, number 23.
  2. Droste, E.J.R. & Tuinstra, J., 1998, "Evolutionary Selection of Behavioral Rules in a Cournot Model : A Local Bifurcation Analysis," Discussion Paper, Tilburg University, Center for Economic Research, number 1998-86.

1997

  1. Hans M. Amman & David A. Kendrick, 1997, "Teaching Macroeconomics with Gams," CARE Working Papers, The University of Texas at Austin, Center for Applied Research in Economics, number 9702, Jun.
  2. Hans M. Amman & David A. Kendrick, 1997, "Computing the Steady State of Linear Quadratic Optimization Models with Rational Expectations," CARE Working Papers, The University of Texas at Austin, Center for Applied Research in Economics, number 9707, Jul.
  3. Hans M. Amman & David A. Kendrick, 1997, "Linear Quadratic Optimization for Models with Rational Expectations," CARE Working Papers, The University of Texas at Austin, Center for Applied Research in Economics, number 9708, Jul.
  4. Brock, W.A. & Hommes, C.H., 1997, "Models of Compelxity in Economics and Finance," Working papers, Wisconsin Madison - Social Systems, number 9706.

1996

  1. Hans M. Amman & David A. Kendrick, 1996, "The DUALI/DUALPC Software for Optimal Control Models: Introduction," CARE Working Papers, The University of Texas at Austin, Center for Applied Research in Economics, number 9602, May.
  2. Brock, W.A. & Hommes, C.H., 1996, "Hetergeneous Beliefs and Routes to Chaos in a Simple Asset Pricing Model," Working papers, Wisconsin Madison - Social Systems, number 9621.

1995

  1. Hans M. Amman & David A. Kendrick, 1995, "Programming Languages in Economics," CARE Working Papers, The University of Texas at Austin, Center for Applied Research in Economics, number 9504, Jun.
  2. Brock, W.A. & Hommes, C.H., 1995, "Rational Routes to Randomness," Working papers, Wisconsin Madison - Social Systems, number 9506.
  3. De Vilder, Robin G. & Hommes, Cars, 1995, "Investment constrained endogenous business cycles in a two-dimensional OLG model," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 9503.

1982

  1. Ramer, Ronald, 1982, "On Mathematical Models of Exploitation and Class; A Comment on Roemer's Book," University of Amsterdam, Actuarial Science and Econometrics Archive, University of Amsterdam, Faculty of Economics and Business, number 293062, Sep, DOI: 10.22004/ag.econ.293062.

Undated

  1. Hans M. Amman & David A. Kendrick & Heinz Neudecker, undated, "Numerical Steady State Solutions for Nonlinear Dynamic Optimization Models," Computing in Economics and Finance 1996, Society for Computational Economics, number _003.
  2. Hans M. Amman & David Kendrick, undated, "Should Macroeconomic Policy Makers Consider Parameter Covariances?," Computing in Economics and Finance 1997, Society for Computational Economics, number 8.
  3. Mikhail Anufriev & Tiziana Assenza & Cars Hommes & Domenico Massaro, 0, "Interest Rate Rules and Macroeconomic Stability under Heterogeneous Expectations," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-040/1, 00.
  4. Cars Hommes & Anita Kopányi-Peuker & Joep Sonnemans, undated, "Bubbles, crashes and information contagion in large-group asset market experiments," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-016/II.
  5. Johan de Jong & Joep Sonnemans & Jan Tuinstra, undated, "The Effect of Futures Markets on the Stability of Commodity Prices," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-028/II.

Journal articles

2026

  1. Hommes, Cars & Poledna, Sebastian, 2026, "Forecasting economic crises: The Great Recession, the sovereign debt crisis, and COVID-19 in the euro area," Economic Modelling, Elsevier, volume 158, issue C, DOI: 10.1016/j.econmod.2026.107497.
  2. Bullard, James & Grimaud, Alex & Salle, Isabelle & Vermandel, Gauthier, 2026, "Soft landing and inflation scares," Journal of Monetary Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.jmoneco.2025.103871.
  3. Langelaan, Faan & van Langevelde, Frank & Wagener, Florian, 2026, "Resilience of pastoralist livelihoods in dry grazing systems under different preferences," Ecological Economics, Elsevier, volume 249, issue C, DOI: 10.1016/j.ecolecon.2026.109120.
  4. Jaakkola, Niko & Wagener, Florian, 2026, "Monotone optimal trajectories in continuous-time infinite horizon optimal control problems," Journal of Mathematical Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.jmateco.2026.103256.

2025

  1. Dawid, Herbert & Hommes, Cars & Petersen, Luba, 2025, "Introduction to the special issue on computational and experimental economics in memory of Jasmina Arifovic," Journal of Economic Dynamics and Control, Elsevier, volume 172, issue C, DOI: 10.1016/j.jedc.2024.104978.
  2. Hommes, Cars & He, Mario & Poledna, Sebastian & Siqueira, Melissa & Zhang, Yang, 2025, "CANVAS: A Canadian behavioral agent-based model for monetary policy," Journal of Economic Dynamics and Control, Elsevier, volume 172, issue C, DOI: 10.1016/j.jedc.2024.104986.
  3. Di Francesco, Tommaso & Hommes, Cars, 2025, "Sentiment-driven speculation in financial markets with heterogeneous beliefs: A machine learning approach," Journal of Economic Dynamics and Control, Elsevier, volume 175, issue C, DOI: 10.1016/j.jedc.2025.105092.
  4. Boehl, Gregor & Hommes, Cars, 2025, "Rational vs. irrational beliefs in a complex world," Journal of Economic Behavior & Organization, Elsevier, volume 232, issue C, DOI: 10.1016/j.jebo.2025.106898.
  5. Grimaud, Alex & Salle, Isabelle & Vermandel, Gauthier, 2025, "A Dynare toolbox for social learning expectations," Journal of Economic Dynamics and Control, Elsevier, volume 172, issue C, DOI: 10.1016/j.jedc.2024.104984.
  6. Lustenhouwer, Joep & Salle, Isabelle, 2025, "Learning to be rational in the presence of news: A lab investigation," European Economic Review, Elsevier, volume 172, issue C, DOI: 10.1016/j.euroecorev.2024.104948.
  7. Duffy, John & Jiang, Janet & Petersen, Luba & Puzzello, Daniela & Salle, Isabelle, 2025, "Introduction to the Special Issue in Honor of Jasmina Arifovic," Journal of Economic Behavior & Organization, Elsevier, volume 239, issue C, DOI: 10.1016/j.jebo.2025.107256.
  8. Jasmina Arifovic & Alex Grimaud & Isabelle Salle & Gauthier Vermandel, 2025, "Social Learning and Monetary Policy at the Effective Lower Bound," Journal of Money, Credit and Banking, Blackwell Publishing, volume 57, issue 2-3, pages 439-475, March, DOI: 10.1111/jmcb.13133.
  9. Florian Wagener, 2025, "On the infinite horizon linear-quadratic regulator problem and the Leitmann transformation," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 33, issue 2, pages 345-349, June, DOI: 10.1007/s10100-025-00959-y.

2024

  1. Hans Amman & Ruben Mercado & Berç Rustem, 2024, "In Memoriam David A. Kendrick (1937–2024)," Computational Economics, Springer;Society for Computational Economics, volume 63, issue 5, pages 1697-1704, May, DOI: 10.1007/s10614-024-10612-6.
  2. Hommes, Cars & Huber, Stefanie J. & Minina, Daria & Salle, Isabelle, 2024, "Learning in a complex world: Insights from an OLG lab experiment," Journal of Economic Behavior & Organization, Elsevier, volume 220, issue C, pages 813-837, DOI: 10.1016/j.jebo.2024.03.004.
  3. Myrna Hennequin & Cars Hommes, 2024, "Managing Bubbles in Experimental Asset Markets with Monetary Policy," Journal of Money, Credit and Banking, Blackwell Publishing, volume 56, issue 2-3, pages 429-454, March, DOI: 10.1111/jmcb.13050.
  4. Kopányi-Peuker, Anita & Weber, Matthias, 2024, "The role of the end time in experimental asset markets," Journal of Corporate Finance, Elsevier, volume 88, issue C, DOI: 10.1016/j.jcorpfin.2024.102647.
  5. Arifovic, Jasmina & de Jong, Johan & Kopányi-Peuker, Anita, 2024, "Bank choice, bank runs, and coordination in the presence of two banks," Journal of Economic Behavior & Organization, Elsevier, volume 225, issue C, pages 392-410, DOI: 10.1016/j.jebo.2024.06.031.

2023

  1. Jasmina Arifovic & Cars Hommes & Anita Kopányi-Peuker & Isabelle Salle, 2023, "Ten Isn't Large! Group Size and Coordination in a Large-Scale Experiment," American Economic Journal: Microeconomics, American Economic Association, volume 15, issue 1, pages 580-617, February, DOI: 10.1257/mic.20200290.
  2. Poledna, Sebastian & Miess, Michael Gregor & Hommes, Cars & Rabitsch, Katrin, 2023, "Economic forecasting with an agent-based model," European Economic Review, Elsevier, volume 151, issue C, DOI: 10.1016/j.euroecorev.2022.104306.
  3. Nobuyuki Hanaki & Cars Hommes & Dávid Kopányi & Anita Kopányi-Peuker & Jan Tuinstra, 2023, "Forecasting returns instead of prices exacerbates financial bubbles," Experimental Economics, Springer;Economic Science Association, volume 26, issue 5, pages 1185-1213, November, DOI: 10.1007/s10683-023-09815-9.
  4. Cars Hommes & Kostas Mavromatis & Tolga Özden & Mei Zhu, 2023, "Behavioral learning equilibria in New Keynesian models," Quantitative Economics, Econometric Society, volume 14, issue 4, pages 1401-1445, November, DOI: 10.3982/QE1533.
  5. Salle, Isabelle L., 2023, "What to target? Insights from a lab experiment," Journal of Economic Behavior & Organization, Elsevier, volume 212, issue C, pages 514-533, DOI: 10.1016/j.jebo.2023.05.031.
  6. Linde, Jona & Gietl, Daniel & Sonnemans, Joep & Tuinstra, Jan, 2023, "The effect of quantity and quality of information in strategy tournaments," Journal of Economic Behavior & Organization, Elsevier, volume 211, issue C, pages 305-323, DOI: 10.1016/j.jebo.2023.04.024.
  7. Buhai, I. Sebastian & van der Leij, Marco J., 2023, "A Social Network Analysis of Occupational Segregation," Journal of Economic Dynamics and Control, Elsevier, volume 147, issue C, DOI: 10.1016/j.jedc.2022.104593.

2022

  1. Hommes, Cars & Li, Kai & Wagener, Florian, 2022, "Production delays and price dynamics," Journal of Economic Behavior & Organization, Elsevier, volume 194, issue C, pages 341-362, DOI: 10.1016/j.jebo.2021.12.033.
  2. Goy, Gavin & Hommes, Cars & Mavromatis, Kostas, 2022, "Forward guidance and the role of central bank credibility under heterogeneous beliefs," Journal of Economic Behavior & Organization, Elsevier, volume 200, issue C, pages 1240-1274, DOI: 10.1016/j.jebo.2020.06.025.
  3. Evans, George W. & Hommes, Cars & McGough, Bruce & Salle, Isabelle, 2022, "Are long-horizon expectations (de-)stabilizing? Theory and experiments," Journal of Monetary Economics, Elsevier, volume 132, issue C, pages 44-63, DOI: 10.1016/j.jmoneco.2022.08.002.
  4. Salle, Isabelle, 2022, "Comment on “No firm is an island? How industry conditions shape firms’ expectations” by Philippe Andrade, Olivier Coibion, Erwan Gautier and Yuriy Gorodnichenko," Journal of Monetary Economics, Elsevier, volume 125, issue C, pages 57-61, DOI: 10.1016/j.jmoneco.2021.06.003.
  5. Anufriev, Mikhail & Chernulich, Aleksei & Tuinstra, Jan, 2022, "Asset price volatility and investment horizons: An experimental investigation," Journal of Economic Behavior & Organization, Elsevier, volume 193, issue C, pages 19-48, DOI: 10.1016/j.jebo.2021.11.019.
  6. de Jong, Johan & Sonnemans, Joep & Tuinstra, Jan, 2022, "The effect of futures markets on the stability of commodity prices," Journal of Economic Behavior & Organization, Elsevier, volume 198, issue C, pages 176-211, DOI: 10.1016/j.jebo.2022.03.025.
  7. Florian Wagener, 2022, "Dynamic Games in Environmental Economics and Management," Dynamic Games and Applications, Springer, volume 12, issue 3, pages 747-750, September, DOI: 10.1007/s13235-022-00456-w.

2021

  1. Cars Hommes, 2021, "Behavioral and Experimental Macroeconomics and Policy Analysis: A Complex Systems Approach," Journal of Economic Literature, American Economic Association, volume 59, issue 1, pages 149-219, March, DOI: 10.1257/jel.20191434.
  2. Bao, Te & Hommes, Cars & Pei, Jiaoying, 2021, "Expectation formation in finance and macroeconomics: A review of new experimental evidence," Journal of Behavioral and Experimental Finance, Elsevier, volume 32, issue C, DOI: 10.1016/j.jbef.2021.100591.
  3. Hodbod, Alexander & Hommes, Cars & Huber, Stefanie J. & Salle, Isabelle, 2021, "The COVID-19 consumption game-changer: Evidence from a large-scale multi-country survey," European Economic Review, Elsevier, volume 140, issue C, DOI: 10.1016/j.euroecorev.2021.103953.
  4. Hommes, Cars & Makarewicz, Tomasz, 2021, "Price level versus inflation targeting under heterogeneous expectations: a laboratory experiment," Journal of Economic Behavior & Organization, Elsevier, volume 182, issue C, pages 39-82, DOI: 10.1016/j.jebo.2020.11.011.
  5. ter Ellen, Saskia & Hommes, Cars H. & Zwinkels, Remco C.J., 2021, "Comparing behavioural heterogeneity across asset classes," Journal of Economic Behavior & Organization, Elsevier, volume 185, issue C, pages 747-769, DOI: 10.1016/j.jebo.2019.12.013.
  6. Assenza, T. & Heemeijer, P. & Hommes, C.H. & Massaro, D., 2021, "Managing self-organization of expectations through monetary policy: A macro experiment," Journal of Monetary Economics, Elsevier, volume 117, issue C, pages 170-186, DOI: 10.1016/j.jmoneco.2019.12.005.
  7. Cars Hommes & Anita Kopányi-Peuker & Joep Sonnemans, 2021, "Bubbles, crashes and information contagion in large-group asset market experiments," Experimental Economics, Springer;Economic Science Association, volume 24, issue 2, pages 414-433, June, DOI: 10.1007/s10683-020-09664-w.
  8. Anita Kopányi-Peuker & Matthias Weber & Lauren Cohen, 2021, "Experience Does Not Eliminate Bubbles: Experimental Evidence," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 9, pages 4450-4485.
  9. Maurits H W Oostenbroek & Marco J van der Leij & Quinten A Meertens & Cees G H Diks & Heleen M Wortelboer, 2021, "Link-based influence maximization in networks of health promotion professionals," PLOS ONE, Public Library of Science, volume 16, issue 8, pages 1-21, August, DOI: 10.1371/journal.pone.0256604.
  10. Wagener, Florian & de Zeeuw, Aart, 2021, "Stable partial cooperation in managing systems with tipping points," Journal of Environmental Economics and Management, Elsevier, volume 109, issue C, DOI: 10.1016/j.jeem.2021.102499.

2020

  1. Amman, Hans M. & Kendrick, David A. & Tucci, Marco P., 2020, "Approximating The Value Function For Optimal Experimentation," Macroeconomic Dynamics, Cambridge University Press, volume 24, issue 5, pages 1073-1086, July.
  2. Hans M. Amman & Marco P. Tucci, 2020, "How Active is Active Learning: Value Function Method Versus an Approximation Method," Computational Economics, Springer;Society for Computational Economics, volume 56, issue 3, pages 675-693, October, DOI: 10.1007/s10614-020-09968-2.
  3. Hans M. Amman & Marco P. Tucci, 2020, "Guest Editorial: Special Issue on Experimentation in Economics," Computational Economics, Springer;Society for Computational Economics, volume 56, issue 3, pages 599-600, October, DOI: 10.1007/s10614-020-10036-y.
  4. Bao, Te & Hennequin, Myrna & Hommes, Cars & Massaro, Domenico, 2020, "Coordination on bubbles in large-group asset pricing experiments," Journal of Economic Dynamics and Control, Elsevier, volume 110, issue C, DOI: 10.1016/j.jedc.2019.05.009.
  5. in 't Veld, Daan & van der Leij, Marco & Hommes, Cars, 2020, "The formation of a core-periphery structure in heterogeneous financial networks," Journal of Economic Dynamics and Control, Elsevier, volume 119, issue C, DOI: 10.1016/j.jedc.2020.103972.
  6. Linardi, Fernando & Diks, Cees & van der Leij, Marco & Lazier, Iuri, 2020, "Dynamic interbank network analysis using latent space models," Journal of Economic Dynamics and Control, Elsevier, volume 112, issue C, DOI: 10.1016/j.jedc.2019.103792.

2019

  1. Cars Hommes & Domenico Massaro & Isabelle Salle, 2019, "Monetary And Fiscal Policy Design At The Zero Lower Bound: Evidence From The Lab," Economic Inquiry, Western Economic Association International, volume 57, issue 2, pages 1120-1140, April, DOI: 10.1111/ecin.12741.
  2. Hommes, Cars & Vroegop, Joris, 2019, "Contagion between asset markets: A two market heterogeneous agents model with destabilising spillover effects," Journal of Economic Dynamics and Control, Elsevier, volume 100, issue C, pages 314-333, DOI: 10.1016/j.jedc.2018.10.005.
  3. Hommes, Cars & Lustenhouwer, Joep, 2019, "Managing unanchored, heterogeneous expectations and liquidity traps," Journal of Economic Dynamics and Control, Elsevier, volume 101, issue C, pages 1-16, DOI: 10.1016/j.jedc.2019.01.004.
  4. Bolt, Wilko & Demertzis, Maria & Diks, Cees & Hommes, Cars & Leij, Marco van der, 2019, "Identifying booms and busts in house prices under heterogeneous expectations," Journal of Economic Dynamics and Control, Elsevier, volume 103, issue C, pages 234-259, DOI: 10.1016/j.jedc.2019.04.003.
  5. Bao, Te & Hommes, Cars, 2019, "When speculators meet suppliers: Positive versus negative feedback in experimental housing markets," Journal of Economic Dynamics and Control, Elsevier, volume 107, issue C, pages 1-1, DOI: 10.1016/j.jedc.2019.103730.
  6. Hommes, Cars & Massaro, Domenico & Weber, Matthias, 2019, "Monetary policy under behavioral expectations: Theory and experiment," European Economic Review, Elsevier, volume 118, issue C, pages 193-212, DOI: 10.1016/j.euroecorev.2019.05.009.
  7. Calvert Jump, Robert & Hommes, Cars & Levine, Paul, 2019, "Learning, heterogeneity, and complexity in the New Keynesian model," Journal of Economic Behavior & Organization, Elsevier, volume 166, issue C, pages 446-470, DOI: 10.1016/j.jebo.2019.07.014.
  8. Arifovic, Jasmina & Hommes, Cars & Salle, Isabelle, 2019, "Learning to believe in simple equilibria in a complex OLG economy - evidence from the lab," Journal of Economic Theory, Elsevier, volume 183, issue C, pages 106-182, DOI: 10.1016/j.jet.2019.05.001.
  9. Hommes, Cars & Lustenhouwer, Joep, 2019, "Inflation targeting and liquidity traps under endogenous credibility," Journal of Monetary Economics, Elsevier, volume 107, issue C, pages 48-62, DOI: 10.1016/j.jmoneco.2019.01.027.
  10. Mikhail Anufriev & Cars Hommes & Tomasz Makarewicz, 2019, "Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments," Journal of the European Economic Association, European Economic Association, volume 17, issue 5, pages 1538-1584.
  11. Cees Diks & Cars Hommes & Juanxi Wang, 2019, "Critical slowing down as an early warning signal for financial crises?," Empirical Economics, Springer, volume 57, issue 4, pages 1201-1228, October, DOI: 10.1007/s00181-018-1527-3.
  12. Adriana Cornea-Madeira & Cars Hommes & Domenico Massaro, 2019, "Behavioral Heterogeneity in U.S. Inflation Dynamics," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 37, issue 2, pages 288-300, April, DOI: 10.1080/07350015.2017.1321548.
  13. Kopányi-Peuker, Anita, 2019, "Yes, I’ll do it: A large-scale experiment on the volunteer’s dilemma," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 80, issue C, pages 211-218, DOI: 10.1016/j.socec.2019.04.004.
  14. Kopányi, Dávid & Rabanal, Jean Paul & Rud, Olga A. & Tuinstra, Jan, 2019, "Can competition between forecasters stabilize asset prices in learning to forecast experiments?," Journal of Economic Dynamics and Control, Elsevier, volume 109, issue C, DOI: 10.1016/j.jedc.2019.103770.
  15. Isabelle Salle & Marc-Alexandre Sénégas & Murat Yıldızoğlu, 2019, "How transparent about its inflation target should a central bank be?," Journal of Evolutionary Economics, Springer, volume 29, issue 1, pages 391-427, March, DOI: 10.1007/s00191-018-0558-4.
  16. Pascal Seppecher & Isabelle Salle & Dany Lang, 2019, "Is the market really a good teacher?," Journal of Evolutionary Economics, Springer, volume 29, issue 1, pages 299-335, March, DOI: 10.1007/s00191-018-0571-7.
  17. Anufriev, Mikhail & Bao, Te & Sutan, Angela & Tuinstra, Jan, 2019, "Fee structure and mutual fund choice: An experiment," Journal of Economic Behavior & Organization, Elsevier, volume 158, issue C, pages 449-474, DOI: 10.1016/j.jebo.2018.12.013.
  18. Altaghlibi, Moutaz & Wagener, Florian, 2019, "Unconditional aid and green growth," Journal of Economic Dynamics and Control, Elsevier, volume 105, issue C, pages 158-181, DOI: 10.1016/j.jedc.2019.06.006.
  19. Smrkolj, Grega & Wagener, Florian, 2019, "Research among copycats: R&D, spillovers, and feedback strategies," International Journal of Industrial Organization, Elsevier, volume 65, issue C, pages 82-120, DOI: 10.1016/j.ijindorg.2019.02.002.

2018

  1. Hommes, Cars & Lustenhouwer, Joep & Mavromatis, Kostas, 2018, "Fiscal consolidations and heterogeneous expectations," Journal of Economic Dynamics and Control, Elsevier, volume 87, issue C, pages 173-205, DOI: 10.1016/j.jedc.2017.12.002.
  2. Hommes, Cars, 2018, "Carl’s nonlinear cobweb," Journal of Economic Dynamics and Control, Elsevier, volume 91, issue C, pages 7-20, DOI: 10.1016/j.jedc.2017.12.007.
  3. Cars H. Hommes & Marius I. Ochea & Jan Tuinstra, 2018, "Evolutionary Competition Between Adjustment Processes in Cournot Oligopoly: Instability and Complex Dynamics," Dynamic Games and Applications, Springer, volume 8, issue 4, pages 822-843, December, DOI: 10.1007/s13235-018-0238-x.
  4. Kopányi-Peuker, Anita & Offerman, Theo & Sloof, Randolph, 2018, "Team production benefits from a permanent fear of exclusion," European Economic Review, Elsevier, volume 103, issue C, pages 125-149, DOI: 10.1016/j.euroecorev.2018.01.005.
  5. Anufriev, Mikhail & Kopányi, Dávid, 2018, "Oligopoly game: Price makers meet price takers," Journal of Economic Dynamics and Control, Elsevier, volume 91, issue C, pages 84-103, DOI: 10.1016/j.jedc.2018.02.013.
  6. Salle, Isabelle & Seppecher, Pascal, 2018, "Stabilizing an unstable complex economy on the limitations of simple rules," Journal of Economic Dynamics and Control, Elsevier, volume 91, issue C, pages 289-317, DOI: 10.1016/j.jedc.2018.02.014.
  7. Pascal Seppecher & Isabelle L Salle & Marc Lavoie, 2018, "What drives markups? Evolutionary pricing in an agent-based stock-flow consistent macroeconomic model," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, volume 27, issue 6, pages 1045-1067.
  8. Noemi Schmitt & Jan Tuinstra & Frank Westerhoff, 2018, "Stability and welfare effects of profit taxes within an evolutionary market interaction model," Review of International Economics, Wiley Blackwell, volume 26, issue 3, pages 691-708, August, DOI: 10.1111/roie.12319.
  9. Anufriev, Mikhail & Chernulich, Aleksei & Tuinstra, Jan, 2018, "A laboratory experiment on the heuristic switching model," Journal of Economic Dynamics and Control, Elsevier, volume 91, issue C, pages 21-42, DOI: 10.1016/j.jedc.2018.04.004.
  10. Fabio Lamantia & Anghel Negriu & Jan Tuinstra, 2018, "Technology choice in an evolutionary oligopoly game," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 41, issue 2, pages 335-356, November, DOI: 10.1007/s10203-018-0215-2.

2017

  1. Tiziana Assenza & William A. Brock & Cars H. Hommes, 2017, "Animal Spirits, Heterogeneous Expectations, And The Amplification And Duration Of Crises," Economic Inquiry, Western Economic Association International, volume 55, issue 1, pages 542-564, January.
  2. Hommes, Cars & in ’t Veld, Daan, 2017, "Booms, busts and behavioural heterogeneity in stock prices," Journal of Economic Dynamics and Control, Elsevier, volume 80, issue C, pages 101-124, DOI: 10.1016/j.jedc.2017.05.006.
  3. da Gama Batista, João & Massaro, Domenico & Bouchaud, Jean-Philippe & Challet, Damien & Hommes, Cars, 2017, "Do investors trade too much? A laboratory experiment," Journal of Economic Behavior & Organization, Elsevier, volume 140, issue C, pages 18-34, DOI: 10.1016/j.jebo.2017.05.013.
  4. Cars Hommes & Tomasz Makarewicz & Domenico Massaro & Tom Smits, 2017, "Genetic algorithm learning in a New Keynesian macroeconomic setup," Journal of Evolutionary Economics, Springer, volume 27, issue 5, pages 1133-1155, November, DOI: 10.1007/s00191-017-0511-y.
  5. Te Bao & Cars Hommes & Tomasz Makarewicz, 2017, "Bubble Formation and (In)Efficient Markets in Learning‐to‐forecast and optimise Experiments," Economic Journal, Royal Economic Society, volume 127, issue 605, pages 581-609, October, DOI: 10.1111/ecoj.12341.
  6. Kopányi-Peuker, Anita & Offerman, Theo & Sloof, Randolph, 2017, "Fostering cooperation through the enhancement of own vulnerability," Games and Economic Behavior, Elsevier, volume 101, issue C, pages 273-290, DOI: 10.1016/j.geb.2015.10.001.
  7. Kopányi, Dávid, 2017, "The coexistence of stable equilibria under least squares learning," Journal of Economic Behavior & Organization, Elsevier, volume 141, issue C, pages 277-300, DOI: 10.1016/j.jebo.2017.06.005.
  8. Salle, Isabelle & Yildizoglu, Murat & Zumpe, Martin & Sénégas, Marc-Alexandre, 2017, "Coordination through social learning in a general equilibrium model," Journal of Economic Behavior & Organization, Elsevier, volume 141, issue C, pages 64-82, DOI: 10.1016/j.jebo.2017.05.020.
  9. Schmitt, Noemi & Tuinstra, Jan & Westerhoff, Frank, 2017, "Side effects of nonlinear profit taxes in an evolutionary market entry model: Abrupt changes, coexisting attractors and hysteresis problems," Journal of Economic Behavior & Organization, Elsevier, volume 135, issue C, pages 15-38, DOI: 10.1016/j.jebo.2017.01.008.
  10. Jeroen Hinloopen & Grega Smrkolj & Florian Wagener, 2017, "Research and Development Cooperatives and Market Collusion: A Global Dynamic Approach," Journal of Optimization Theory and Applications, Springer, volume 174, issue 2, pages 567-612, August, DOI: 10.1007/s10957-017-1133-0.

2016

  1. Agliari, Anna & Hommes, Cars H. & Pecora, Nicolò, 2016, "Path dependent coordination of expectations in asset pricing experiments: A behavioral explanation," Journal of Economic Behavior & Organization, Elsevier, volume 121, issue C, pages 15-28, DOI: 10.1016/j.jebo.2015.11.001.
  2. de Groot Ruiz, Adrian & Ramer, Roald & Schram, Arthur, 2016, "Formal versus informal legislative bargaining," Games and Economic Behavior, Elsevier, volume 96, issue C, pages 1-17, DOI: 10.1016/j.geb.2016.01.004.
  3. Salle, Isabelle & Seppecher, Pascal, 2016, "Social Learning About Consumption," Macroeconomic Dynamics, Cambridge University Press, volume 20, issue 7, pages 1795-1825, October.
  4. Anufriev, Mikhail & Bao, Te & Tuinstra, Jan, 2016, "Microfoundations for switching behavior in heterogeneous agent models: An experiment," Journal of Economic Behavior & Organization, Elsevier, volume 129, issue C, pages 74-99, DOI: 10.1016/j.jebo.2016.06.002.
  5. Smrkolj, Grega & Wagener, Florian, 2016, "Dynamic R&D with spillovers: A comment," Journal of Economic Dynamics and Control, Elsevier, volume 73, issue C, pages 453-457, DOI: 10.1016/j.jedc.2016.10.011.

2015

  1. Assenza, Tiziana & Grazzini, Jakob & Hommes, Cars & Massaro, Domenico, 2015, "PQ strategies in monopolistic competition: Some insights from the lab," Journal of Economic Dynamics and Control, Elsevier, volume 50, issue C, pages 62-77, DOI: 10.1016/j.jedc.2014.08.017.
  2. Salle, Isabelle L., 2015, "Modeling expectations in agent-based models — An application to central bank's communication and monetary policy," Economic Modelling, Elsevier, volume 46, issue C, pages 130-141, DOI: 10.1016/j.econmod.2014.12.040.
  3. Pascal Seppecher & Isabelle Salle, 2015, "Deleveraging crises and deep recessions: a behavioural approach," Applied Economics, Taylor & Francis Journals, volume 47, issue 34-35, pages 3771-3790, July, DOI: 10.1080/00036846.2015.1021456.
  4. Poledna, Sebastian & Molina-Borboa, José Luis & Martínez-Jaramillo, Serafín & van der Leij, Marco & Thurner, Stefan, 2015, "The multi-layer network nature of systemic risk and its implications for the costs of financial crises," Journal of Financial Stability, Elsevier, volume 20, issue C, pages 70-81, DOI: 10.1016/j.jfs.2015.08.001.

2014

  1. Kendrick David A. & Amman Hans M., 2014, "Quarterly Fiscal Policy," The Economists' Voice, De Gruyter, volume 11, issue 1, pages 7-12, November, DOI: 10.1515/ev-2013-0034.
  2. Hans Amman & Panos Pardalos, 2014, "Special issue in honor of Berç Rustem," Computational Management Science, Springer, volume 11, issue 3, pages 195-196, July, DOI: 10.1007/s10287-014-0214-x.
  3. Hans Amman & David Kendrick, 2014, "Comparison of policy functions from the optimal learning and adaptive control frameworks," Computational Management Science, Springer, volume 11, issue 3, pages 221-235, July, DOI: 10.1007/s10287-014-0215-9.
  4. Diks, Cees & Panchenko, Valentyn & Sokolinskiy, Oleg & van Dijk, Dick, 2014, "Comparing the accuracy of multivariate density forecasts in selected regions of the copula support," Journal of Economic Dynamics and Control, Elsevier, volume 48, issue C, pages 79-94, DOI: 10.1016/j.jedc.2014.08.021.
  5. Hommes, Cars & Zeppini, Paolo, 2014, "Innovate or Imitate? Behavioural technological change," Journal of Economic Dynamics and Control, Elsevier, volume 48, issue C, pages 308-324, DOI: 10.1016/j.jedc.2014.08.005.
  6. Hommes, Cars & Zhu, Mei, 2014, "Behavioral learning equilibria," Journal of Economic Theory, Elsevier, volume 150, issue C, pages 778-814, DOI: 10.1016/j.jet.2013.09.002.
  7. Hommes, Cars H., 2014, "Behaviorally Rational Expectations and Almost Self-Fulfilling Equilibria," Review of Behavioral Economics, now publishers, volume 1, issue 1-2, pages 75-97, January, DOI: 10.1561/105.00000004.
  8. Cars Hommes, 2014, "A reply to Rosser and Kirman," Journal of Economic Methodology, Taylor & Francis Journals, volume 21, issue 3, pages 317-321, September, DOI: 10.1080/1350178X.2014.941150.
  9. Yıldızoğlu, Murat & Sénégas, Marc-Alexandre & Salle, Isabelle & Zumpe, Martin, 2014, "Learning The Optimal Buffer-Stock Consumption Rule Of Carroll," Macroeconomic Dynamics, Cambridge University Press, volume 18, issue 4, pages 727-752, June.
  10. Isabelle Salle & Murat Yıldızoğlu, 2014, "Efficient Sampling and Meta-Modeling for Computational Economic Models," Computational Economics, Springer;Society for Computational Economics, volume 44, issue 4, pages 507-536, December, DOI: 10.1007/s10614-013-9406-7.
  11. Tuinstra Jan & in ’t Veld Daan L., 2014, "Market-Induced Rationalization and Welfare-Enhancing Cartels," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 14, issue 1, pages 189-202, January, DOI: 10.1515/bejeap-2013-0005.
  12. Tuinstra, Jan & Wegener, Michael & Westerhoff, Frank, 2014, "Positive welfare effects of trade barriers in a dynamic partial equilibrium model," Journal of Economic Dynamics and Control, Elsevier, volume 48, issue C, pages 246-264, DOI: 10.1016/j.jedc.2014.06.015.
  13. Linde, Jona & Sonnemans, Joep & Tuinstra, Jan, 2014, "Strategies and evolution in the minority game: A multi-round strategy experiment," Games and Economic Behavior, Elsevier, volume 86, issue C, pages 77-95, DOI: 10.1016/j.geb.2014.03.001.
  14. Kovářík Jaromír & van der Leij Marco J., 2014, "Risk Aversion and Social Networks," Review of Network Economics, De Gruyter, volume 13, issue 2, pages 121-155, DOI: 10.1515/rne-2014-0029.
  15. Lorenzo Ductor & Marcel Fafchamps & Sanjeev Goyal & Marco J. van der Leij, 2014, "Social Networks and Research Output," The Review of Economics and Statistics, MIT Press, volume 96, issue 5, pages 936-948, December.
  16. Florian Wagener, 2014, "Expectations in Experiments," Annual Review of Economics, Annual Reviews, volume 6, issue 1, pages 421-443, August.
  17. Engelbert Dockner & Florian Wagener, 2014, "Markov perfect Nash equilibria in models with a single capital stock," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 56, issue 3, pages 585-625, August, DOI: 10.1007/s00199-014-0805-3.

2013

  1. Marco Tucci & David Kendrick & Hans Amman, 2013, "Expected Optimal Feedback with Time-Varying Parameters," Computational Economics, Springer;Society for Computational Economics, volume 42, issue 3, pages 351-371, October, DOI: 10.1007/s10614-012-9340-0.
  2. Diks, Cees & Hommes, Cars & Zeppini, Paolo, 2013, "More memory under evolutionary learning may lead to chaos," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 392, issue 4, pages 808-812, DOI: 10.1016/j.physa.2012.10.045.
  3. Hommes, Cars & Lux, Thomas, 2013, "Individual Expectations And Aggregate Behavior In Learning-To-Forecast Experiments," Macroeconomic Dynamics, Cambridge University Press, volume 17, issue 2, pages 373-401, March.
  4. Anufriev, Mikhail & Assenza, Tiziana & Hommes, Cars & Massaro, Domenico, 2013, "Interest Rate Rules And Macroeconomic Stability Under Heterogeneous Expectations," Macroeconomic Dynamics, Cambridge University Press, volume 17, issue 8, pages 1574-1604, December.
  5. Bao, Te & Duffy, John & Hommes, Cars, 2013, "Learning, forecasting and optimizing: An experimental study," European Economic Review, Elsevier, volume 61, issue C, pages 186-204, DOI: 10.1016/j.euroecorev.2013.04.003.
  6. Hüsler, A. & Sornette, D. & Hommes, C.H., 2013, "Super-exponential bubbles in lab experiments: Evidence for anchoring over-optimistic expectations on price," Journal of Economic Behavior & Organization, Elsevier, volume 92, issue C, pages 304-316, DOI: 10.1016/j.jebo.2013.06.005.
  7. Mikhail Anufriev & Cars Hommes & Raoul Philipse, 2013, "Evolutionary selection of expectations in positive and negative feedback markets," Journal of Evolutionary Economics, Springer, volume 23, issue 3, pages 663-688, July, DOI: 10.1007/s00191-011-0242-4.
  8. Cars Hommes, 2013, "Reflexivity, expectations feedback and almost self-fulfilling equilibria: economic theory, empirical evidence and laboratory experiments," Journal of Economic Methodology, Taylor & Francis Journals, volume 20, issue 4, pages 406-419, December, DOI: 10.1080/1350178X.2013.859426.
  9. Anufriev, Mikhail & Kopányi, Dávid & Tuinstra, Jan, 2013, "Learning cycles in Bertrand competition with differentiated commodities and competing learning rules," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 12, pages 2562-2581, DOI: 10.1016/j.jedc.2013.06.010.
  10. Isabelle Salle, 2013, "Ciblage de l'inflation, transparence et anticipations – une revue de la littérature récente," Revue d'économie politique, Dalloz, volume 123, issue 5, pages 697-736.
  11. Salle, Isabelle & Yıldızoğlu, Murat & Sénégas, Marc-Alexandre, 2013, "Inflation targeting in a learning economy: An ABM perspective," Economic Modelling, Elsevier, volume 34, issue C, pages 114-128, DOI: 10.1016/j.econmod.2013.01.031.
  12. Anufriev, Mikhail & Tuinstra, Jan, 2013, "The impact of short-selling constraints on financial market stability in a heterogeneous agents model," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 8, pages 1523-1543, DOI: 10.1016/j.jedc.2013.04.015.
  13. Toomet, Ott & Van Der Leij, Marco & Rolfe, Meredith, 2013, "Social networks and labor market inequality between ethnicities and races," Network Science, Cambridge University Press, volume 1, issue 3, pages 321-352, December.
  14. Hinloopen, Jeroen & Smrkolj, Grega & Wagener, Florian, 2013, "From mind to market: A global, dynamic analysis of R&D," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 12, pages 2729-2754, DOI: 10.1016/j.jedc.2013.07.009.
  15. Heijnen, P. & Wagener, F.O.O., 2013, "Avoiding an ecological regime shift is sound economic policy," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 7, pages 1322-1341, DOI: 10.1016/j.jedc.2013.03.003.
  16. Florian Wagener, 2013, "Shallow lake economics run deep: nonlinear aspects of an economic-ecological interest conflict," Computational Management Science, Springer, volume 10, issue 4, pages 423-450, December, DOI: 10.1007/s10287-013-0191-5.

2012

  1. Jan G. De Gooijer & Cees G. H. Diks & Łukasz T. Gątarek, 2012, "Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 4, issue 1, pages 23-44, March.
  2. Mikhail Anufriev & Cars Hommes, 2012, "Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments," American Economic Journal: Microeconomics, American Economic Association, volume 4, issue 4, pages 35-64, November, DOI: 10.1257/mic.4.4.35.
  3. Heemeijer Peter & Hommes Cars & Sonnemans Joep & Tuinstra Jan, 2012, "An Experimental Study on Expectations and Learning in Overlapping Generations Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 16, issue 4, pages 1-49, October, DOI: 10.1515/1558-3708.1944.
  4. Hommes, Cars & Kiseleva, Tatiana & Kuznetsov, Yuri & Verbic, Miroslav, 2012, "Is More Memory In Evolutionary Selection (De)Stabilizing?," Macroeconomic Dynamics, Cambridge University Press, volume 16, issue 3, pages 335-357, June.
  5. Bao, Te & Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan, 2012, "Individual expectations, limited rationality and aggregate outcomes," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 8, pages 1101-1120, DOI: 10.1016/j.jedc.2012.03.006.
  6. Hommes, Cars H. & Ochea, Marius I., 2012, "Multiple equilibria and limit cycles in evolutionary games with Logit Dynamics," Games and Economic Behavior, Elsevier, volume 74, issue 1, pages 434-441, DOI: 10.1016/j.geb.2011.05.014.

2011

  1. Diks, Cees & Panchenko, Valentyn & van Dijk, Dick, 2011, "Likelihood-based scoring rules for comparing density forecasts in tails," Journal of Econometrics, Elsevier, volume 163, issue 2, pages 215-230, August.
  2. Hommes, Cars, 2011, "The heterogeneous expectations hypothesis: Some evidence from the lab," Journal of Economic Dynamics and Control, Elsevier, volume 35, issue 1, pages 1-24, January.
  3. Pietro Dindo & Jan Tuinstra, 2011, "A Class of Evolutionary Models for Participation Games with Negative Feedback," Computational Economics, Springer;Society for Computational Economics, volume 37, issue 3, pages 267-300, March, DOI: 10.1007/s10614-011-9253-3.
  4. van der Leij Marco & Goyal Sanjeev, 2011, "Strong Ties in a Small World," Review of Network Economics, De Gruyter, volume 10, issue 2, pages 1-22, June, DOI: 10.2202/1446-9022.1278.
  5. Polasky, Stephen & de Zeeuw, Aart & Wagener, Florian, 2011, "Optimal management with potential regime shifts," Journal of Environmental Economics and Management, Elsevier, volume 62, issue 2, pages 229-240, September.

2010

  1. Tucci, Marco P. & Kendrick, David A. & Amman, Hans M., 2010, "The parameter set in an adaptive control Monte Carlo experiment: Some considerations," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 9, pages 1531-1549, September.
  2. Diks, Cees & Panchenko, Valentyn & van Dijk, Dick, 2010, "Out-of-sample comparison of copula specifications in multivariate density forecasts," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 9, pages 1596-1609, September.
  3. Hommes, Cars & Wagener, Florian, 2010, "Does eductive stability imply evolutionary stability?," Journal of Economic Behavior & Organization, Elsevier, volume 75, issue 1, pages 25-39, July.
  4. Sonnemans, Joep & Tuinstra, Jan, 2010, "Positive expectations feedback experiments and number guessing games as models of financial markets," Journal of Economic Psychology, Elsevier, volume 31, issue 6, pages 964-984, December.
  5. Sadiraj, Vjollca & Tuinstra, Jan & van Winden, Frans, 2010, "Identification of voters with interest groups improves the electoral chances of the challenger," Mathematical Social Sciences, Elsevier, volume 60, issue 3, pages 210-216, November.
  6. Marcel Fafchamps & Sanjeev Goyal & Marco J. van der Leij, 2010, "Matching and Network Effects," Journal of the European Economic Association, MIT Press, volume 8, issue 1, pages 203-231, March.
  7. Kiseleva, Tatiana & Wagener, F.O.O., 2010, "Bifurcations of optimal vector fields in the shallow lake model," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 5, pages 825-843, May.

2009

  1. Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2009, "More hedging instruments may destabilize markets," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 11, pages 1912-1928, November.
  2. Heemeijer, Peter & Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan, 2009, "Price stability and volatility in markets with positive and negative expectations feedback: An experimental investigation," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 5, pages 1052-1072, May.
  3. Gardini, Laura & Hommes, Cars & Tramontana, Fabio & de Vilder, Robin, 2009, "Forward and backward dynamics in implicitly defined overlapping generations models," Journal of Economic Behavior & Organization, Elsevier, volume 71, issue 2, pages 110-129, August.
  4. F. O. O. Wagener, 2009, "On the Leitmann Equivalent Problem Approach," Journal of Optimization Theory and Applications, Springer, volume 142, issue 1, pages 229-242, July, DOI: 10.1007/s10957-009-9513-8.

2008

  1. Diks, Cees & Dindo, Pietro, 2008, "Informational differences and learning in an asset market with boundedly rational agents," Journal of Economic Dynamics and Control, Elsevier, volume 32, issue 5, pages 1432-1465, May.
  2. Cees Diks & Cars Hommes & Valentyn Panchenko & Roy Weide, 2008, "E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics," Computational Economics, Springer;Society for Computational Economics, volume 32, issue 1, pages 221-244, September, DOI: 10.1007/s10614-008-9130-x.
  3. Bekiros, Stelios D. & Diks, Cees G.H., 2008, "The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality," Energy Economics, Elsevier, volume 30, issue 5, pages 2673-2685, September.
  4. Bekiros, Stelios D. & Diks, Cees G.H., 2008, "The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing," Journal of Macroeconomics, Elsevier, volume 30, issue 4, pages 1641-1650, December.
  5. Diks Cees & Panchenko Valentyn, 2008, "Rank-based Entropy Tests for Serial Independence," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 1, pages 1-21, March, DOI: 10.2202/1558-3708.1476.
  6. Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan & van de Velden, Henk, 2008, "Expectations and bubbles in asset pricing experiments," Journal of Economic Behavior & Organization, Elsevier, volume 67, issue 1, pages 116-133, July.
  7. Gaunersdorfer, Andrea & Hommes, Cars H. & Wagener, Florian O.O., 2008, "Bifurcation routes to volatility clustering under evolutionary learning," Journal of Economic Behavior & Organization, Elsevier, volume 67, issue 1, pages 27-47, July.
  8. Marie Goppelsroeder & Maarten Pieter Schinkel & Jan Tuinstra, 2008, "Quantifying The Scope For Efficiency Defense In Merger Control: The Werden‐Froeb‐Index," Journal of Industrial Economics, Wiley Blackwell, volume 56, issue 4, pages 778-808, December, DOI: 10.1111/j.1467-6451.2008.00360.x.
  9. Maarten Pieter Schinkel & Jan Tuinstra & Jakob Rüggeberg, 2008, "Illinois Walls: how barring indirect purchaser suits facilitates collusion," RAND Journal of Economics, RAND Corporation, volume 39, issue 3, pages 683-698, September, DOI: 10.1111/j.1756-2171.2008.00034.x.
  10. Philip Hans Franses & Marco van der Leij & Richard Paap, 2008, "A Simple Test for GARCH Against a Stochastic Volatility Model," Journal of Financial Econometrics, Oxford University Press, volume 6, issue 3, pages 291-306, Summer.

2007

  1. Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan & Van De Velden, Henk, 2007, "Learning In Cobweb Experiments," Macroeconomic Dynamics, Cambridge University Press, volume 11, issue S1, pages 8-33, November.
  2. Boswijk, H. Peter & Hommes, Cars H. & Manzan, Sebastiano, 2007, "Behavioral heterogeneity in stock prices," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 6, pages 1938-1970, June.
  3. Hommes, Cars, 2007, "Paul De Grauwe and Marianna Grimaldi, The exchange rate in a behavioral finance framework, Princeton University Press (2006)," International Review of Economics & Finance, Elsevier, volume 16, issue 2, pages 300-302.
  4. Jan Tuinstra & Florian Wagener, 2007, "On learning equilibria," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 30, issue 3, pages 493-513, March, DOI: 10.1007/s00199-005-0059-1.

2006

  1. David Kendrick & P. Mercado & Hans Amman, 2006, "Computational Economics: Help for the Underestimated Undergraduate," Computational Economics, Springer;Society for Computational Economics, volume 27, issue 2, pages 261-271, May, DOI: 10.1007/s10614-006-9027-5.
  2. David Kendrick & Hans Amman, 2006, "A Classification System for Economic Stochastic Control Models," Computational Economics, Springer;Society for Computational Economics, volume 27, issue 4, pages 453-481, June, DOI: 10.1007/s10614-005-9000-8.
  3. Floortje Alkemade & Han Poutré & Hans Amman, 2006, "Robust Evolutionary Algorithm Design for Socio-economic Simulation," Computational Economics, Springer;Society for Computational Economics, volume 28, issue 4, pages 355-370, November, DOI: 10.1007/s10614-006-9051-5.
  4. Diks, Cees, 2006, "Comments on "Global sunspots in OLG models"," Journal of Macroeconomics, Elsevier, volume 28, issue 1, pages 46-50, March.
  5. Bullard, Jim & Diks, Cees & Wagener, Florian, 2006, "Computing in economics and finance," Journal of Economic Dynamics and Control, Elsevier, volume 30, issue 9-10, pages 1441-1444.
  6. Diks, Cees & Panchenko, Valentyn, 2006, "A new statistic and practical guidelines for nonparametric Granger causality testing," Journal of Economic Dynamics and Control, Elsevier, volume 30, issue 9-10, pages 1647-1669.
  7. William Brock & Pietro Dindo & Cars Hommes, 2006, "Adaptive rational equilibrium with forward looking agents," International Journal of Economic Theory, The International Society for Economic Theory, volume 2, issue 3‐4, pages 241-278, September, DOI: 10.1111/j.1742-7363.2006.0035.x.
  8. Chiarella, Carl & He, Xue-Zhong & Hommes, Cars, 2006, "A dynamic analysis of moving average rules," Journal of Economic Dynamics and Control, Elsevier, volume 30, issue 9-10, pages 1729-1753.
  9. Hommes, Cars H. & Manzan, Sebastiano, 2006, "Comments on "Testing for nonlinear structure and chaos in economic time series"," Journal of Macroeconomics, Elsevier, volume 28, issue 1, pages 169-174, March.
  10. Chiarella, Carl & He, Xue-Zhong & Hommes, Cars, 2006, "Moving average rules as a source of market instability," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 370, issue 1, pages 12-17, DOI: 10.1016/j.physa.2006.04.026.
  11. van Benthem, A.A. & Kramer, G.J. & Ramer, R., 2006, "An options approach to investment in a hydrogen infrastructure," Energy Policy, Elsevier, volume 34, issue 17, pages 2949-2963, November.
  12. Schinkel, Maarten Pieter & Tuinstra, Jan, 2006, "Imperfect competition law enforcement," International Journal of Industrial Organization, Elsevier, volume 24, issue 6, pages 1267-1297, November.
  13. Vjollca Sadiraj & Jan Tuinstra & Frans Winden, 2006, "A computational electoral competition model with social clustering and endogenous interest groups as information brokers," Public Choice, Springer, volume 129, issue 1, pages 169-187, October, DOI: 10.1007/s11127-006-9020-5.
  14. Sanjeev Goyal & Marco J. van der Leij & José Luis Moraga-Gonzalez, 2006, "Economics: An Emerging Small World," Journal of Political Economy, University of Chicago Press, volume 114, issue 2, pages 403-432, April, DOI: 10.1086/500990.
  15. F. O. O. Wagener, 2006, "Skiba Points for Small Discount Rates," Journal of Optimization Theory and Applications, Springer, volume 128, issue 2, pages 261-277, February, DOI: 10.1007/s10957-006-9028-5.

2005

  1. Diks, Cees & van der Weide, Roy, 2005, "Herding, a-synchronous updating and heterogeneity in memory in a CBS," Journal of Economic Dynamics and Control, Elsevier, volume 29, issue 4, pages 741-763, April.
  2. Diks Cees & Panchenko Valentyn, 2005, "A Note on the Hiemstra-Jones Test for Granger Non-causality," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 2, pages 1-9, June, DOI: 10.2202/1558-3708.1234.
  3. Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan & van de Velden, Henk, 2005, "A strategy experiment in dynamic asset pricing," Journal of Economic Dynamics and Control, Elsevier, volume 29, issue 4, pages 823-843, April.
  4. Hommes, Cars & Huang, Hai & Wang, Duo, 2005, "A robust rational route to randomness in a simple asset pricing model," Journal of Economic Dynamics and Control, Elsevier, volume 29, issue 6, pages 1043-1072, June.
  5. Brock, William A. & Hommes, Cars H. & Wagener, Florian O. O., 2005, "Evolutionary dynamics in markets with many trader types," Journal of Mathematical Economics, Elsevier, volume 41, issue 1-2, pages 7-42, February.
  6. Cars Hommes & Joep Sonnemans & Jan Tuinstra & Henk van de Velden, 2005, "Coordination of Expectations in Asset Pricing Experiments," The Review of Financial Studies, Society for Financial Studies, volume 18, issue 3, pages 955-980.
  7. Kirman, Alan & Tuinstra, Jan, 2005, "Bounded rationality, heterogeneity and market dynamics," Journal of Economic Dynamics and Control, Elsevier, volume 29, issue 4, pages 595-600, April.
  8. Vjollca Sadiraj & Jan Tuinstra & Frans Winden, 2005, "Interest group size dynamics and policymaking," Public Choice, Springer, volume 125, issue 3, pages 271-303, December, DOI: 10.1007/s11127-005-4599-5.
  9. Cason, Timothy N. & Friedman, Daniel & Wagener, Florian, 2005, "The dynamics of price dispersion, or Edgeworth variations," Journal of Economic Dynamics and Control, Elsevier, volume 29, issue 4, pages 801-822, April.
  10. Wagener, F.O.O., 2005, "Structural analysis of optimal investment for firms with non-concave revenue," Journal of Economic Behavior & Organization, Elsevier, volume 57, issue 4, pages 474-489, August.

2004

  1. Honlonkou, Albert N. & Yap, Roberto C. & Sengupta, Ramprasad & Bhardwaj, Geetesh & Kang, Sang Mok & Lee, Myunghun & Bhattarai, Madhusudan & Hammig, Michael & Amman, Hans M. & Duraiappah, Anantha Kumar, 2004, "Summaries," Environment and Development Economics, Cambridge University Press, volume 9, issue 3, pages 279-287, July.
  2. Amman, Hans M. & Duraiappah, Anantha Kumar, 2004, "Land tenure and conflict resolution: a game theoretic approach in the Narok district in Kenya," Environment and Development Economics, Cambridge University Press, volume 9, issue 3, pages 383-407, July.
  3. Sonnemans, Joep & Hommes, Cars & Tuinstra, Jan & van de Velden, Henk, 2004, "The instability of a heterogeneous cobweb economy: a strategy experiment on expectation formation," Journal of Economic Behavior & Organization, Elsevier, volume 54, issue 4, pages 453-481, August.
  4. Tuinstra, Jan, 2004, "Oligopoly Dynamics: Models and Tools: Tonu Puu and Irina Sushko (Eds.); Springer-Verlag, Berlin, 2002, 313 pages, ISBN 3-540-43186-1," Journal of Economic Behavior & Organization, Elsevier, volume 54, issue 4, pages 611-614, August.
  5. Maarten Pieter Schinkel & Jan Tuinstra, 2004, "Forced Freebies: A Note on Partial Deregulation with Pro Bono Supply Requirements," Journal of Regulatory Economics, Springer, volume 26, issue 2, pages 177-187, September.
  6. Jan Tuinstra, 2004, "A Price Adjustment Process In A Model Of Monopolistic Competition," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 6, issue 03, pages 417-442, DOI: 10.1142/S0219198904000289.

2003

  1. Amman, Hans M. & Kendrick, David A., 2003, "Mitigation of the Lucas critique with stochastic control methods," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 11-12, pages 2035-2057, September.
  2. Diks, Cees, 2003, "Detecting serial dependence in tail events: a test dual to the BDS test," Economics Letters, Elsevier, volume 79, issue 3, pages 319-324, June.
  3. Tuinstra, Jan, 2003, "Beliefs equilibria in an overlapping generations model," Journal of Economic Behavior & Organization, Elsevier, volume 50, issue 2, pages 145-164, February.
  4. Michael Neugart & Jan Tuinstra, 2003, "Endogenous fluctuations in the demand for education," Journal of Evolutionary Economics, Springer, volume 13, issue 1, pages 29-51, February, DOI: 10.1007/s00191-003-0143-2.
  5. Wagener, F. O. O., 2003, "Skiba points and heteroclinic bifurcations, with applications to the shallow lake system," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 9, pages 1533-1561, July.

2002

  1. Amman, Hans M. & Rustem, Berc, 2002, "The work of David Kendrick," Journal of Economic Dynamics and Control, Elsevier, volume 26, issue 9-10, pages 1353-1358, August.
  2. Diks Cees & Manzan Sebastiano, 2002, "Tests for Serial Independence and Linearity Based on Correlation Integrals," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 6, issue 2, pages 1-22, July, DOI: 10.2202/1558-3708.1005.
  3. Droste, Edward & Hommes, Cars & Tuinstra, Jan, 2002, "Endogenous fluctuations under evolutionary pressure in Cournot competition," Games and Economic Behavior, Elsevier, volume 40, issue 2, pages 232-269, August.
  4. Schinkel, Maarten Pieter & Tuinstra, Jan & Vermeulen, Dries, 2002, "Convergence of Bayesian learning to general equilibrium in mis-specified models," Journal of Mathematical Economics, Elsevier, volume 38, issue 4, pages 483-508, December.
  5. Richard Paap & Philip Hans Franses & Marco Van Der Leij, 2002, "Modelling and forecasting level shifts in absolute returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 17, issue 5, pages 601-616, DOI: 10.1002/jae.690.
  6. Ilija Zovko & J Doyne Farmer, 2002, "The power of patience: a behavioural regularity in limit-order placement," Quantitative Finance, Taylor & Francis Journals, volume 2, issue 5, pages 387-392, DOI: 10.1088/1469-7688/2/5/308.

2001

  1. Amman, Hans M & Duraiappah, Anantha Kumar, 2001, "Modeling Instrumental Rationality, Land Tenure and Conflict Resolution," Computational Economics, Springer;Society for Computational Economics, volume 18, issue 3, pages 251-257, December.
  2. Hommes, Cars H. & Rosser,, J. Barkley, 2001, "Consistent Expectations Equilibria And Complex Dynamics In Renewable Resource Markets," Macroeconomic Dynamics, Cambridge University Press, volume 5, issue 02, pages 180-203, April.
  3. C. H. Hommes, 2001, "Financial markets as nonlinear adaptive evolutionary systems," Quantitative Finance, Taylor & Francis Journals, volume 1, issue 1, pages 149-167, DOI: 10.1080/713665542.

2000

  1. H. M. Amman & D. A. Kendrick, 2000, "Stochastic Policy Design in a Learning Environment with Rational Expectations," Journal of Optimization Theory and Applications, Springer, volume 105, issue 3, pages 509-520, June, DOI: 10.1023/A:1004620021587.
  2. Goeree, Jacob K. & Hommes, Cars H., 2000, "Heterogeneous beliefs and the non-linear cobweb model," Journal of Economic Dynamics and Control, Elsevier, volume 24, issue 5-7, pages 761-798, June.
  3. Tuinstra, Jan, 2000, "A discrete and symmetric price adjustment process on the simplex," Journal of Economic Dynamics and Control, Elsevier, volume 24, issue 5-7, pages 881-907, June.
  4. Tuinstra, Jan, 2000, "The emergence of political business cycles in a two-sector general equilibrium model," European Journal of Political Economy, Elsevier, volume 16, issue 3, pages 509-534, September.

1999

  1. Amman, Hans & Kendrick, David, 1999, "Linear-Quadratic Optimization For Models With Rational Expectations," Macroeconomic Dynamics, Cambridge University Press, volume 3, issue 4, pages 534-543, December.
  2. Kendrick, David A & Amman, Hans M, 1999, "Programming Languages in Economics," Computational Economics, Springer;Society for Computational Economics, volume 14, issue 1-2, pages 151-181, October.
  3. Alvarez, Francisco & Amman, Hans, 1999, "Learning-by-Doing under Uncertainty," Computational Economics, Springer;Society for Computational Economics, volume 14, issue 3, pages 255-262, December.
  4. Amman, Hans M & Kendrick, David A, 1999, "Should Macroeconomic Policy Makers Consider Parameter Covariances?," Computational Economics, Springer;Society for Computational Economics, volume 14, issue 3, pages 263-267, December.
  5. Jan Tuinstra & Claus Weddepohl, 1999, "On the equivalence between the overlapping-generations model and cyclical general-equilibrium models," Journal of Economics, Springer, volume 70, issue 2, pages 187-207, June, DOI: 10.1007/BF01224768.

1998

  1. McAdam, Peter, 1998, "Handbook of computational economics : H.M. Amman, D.A. Kendrick, J. Rust, (eds.), vol. 1. North-Holland, Amsterdam, 1996, pp. xxi + 827, $163.75/265.0 Dutch Guilders. (ISBN 0-444-89857-3)," Journal of Economic Dynamics and Control, Elsevier, volume 22, issue 3, pages 483-487, March.
  2. Amman, Hans M. & Kendrick, David A., 1998, "Computing the steady state of linear quadratic optimization models with rational expectations," Economics Letters, Elsevier, volume 58, issue 2, pages 185-191, February.
  3. Mercado, P Ruben & Kendrick, David A & Amman, Hans, 1998, "Teaching Macroeconomics with GAMS," Computational Economics, Springer;Society for Computational Economics, volume 12, issue 2, pages 125-149, October.
  4. Hommes, Cars & Sorger, Gerhard, 1998, "Consistent Expectations Equilibria," Macroeconomic Dynamics, Cambridge University Press, volume 2, issue 3, pages 287-321, September.
  5. Brock, William A. & Hommes, Cars H., 1998, "Heterogeneous beliefs and routes to chaos in a simple asset pricing model," Journal of Economic Dynamics and Control, Elsevier, volume 22, issue 8-9, pages 1235-1274, August.
  6. Hommes, Cars H., 1998, "On the consistency of backward-looking expectations: The case of the cobweb," Journal of Economic Behavior & Organization, Elsevier, volume 33, issue 3-4, pages 333-362, January.
  7. Goeree, Jacob K. & Hommes, Cars & Weddepohl, Claus, 1998, "Stability and complex dynamics in a discrete tatonnement model," Journal of Economic Behavior & Organization, Elsevier, volume 33, issue 3-4, pages 395-410, January.

1997

  1. Amman, Hans M. & Kendrick, David A., 1997, "Active learning: A correction," Journal of Economic Dynamics and Control, Elsevier, volume 21, issue 10, pages 1613-1614, August.
  2. Amman, Hans M. & Neudecker, Heinz, 1997, "Numerical solutions of the algebraic matrix Riccati equation," Journal of Economic Dynamics and Control, Elsevier, volume 21, issue 2-3, pages 363-369.
  3. Amman, Hans M., 1997, "The JEDC and computational economics," Journal of Economic Dynamics and Control, Elsevier, volume 21, issue 6, pages 905-906, June.
  4. Amman, Hans M, 1997, "What Is Computational Economics?," Computational Economics, Springer;Society for Computational Economics, volume 10, issue 2, pages 103-105, May.
  5. William A. Brock & Cars H. Hommes, 1997, "A Rational Route to Randomness," Econometrica, Econometric Society, volume 65, issue 5, pages 1059-1096, September.
  6. Cars Hommes, 1997, "Book review: Complex economic dynamics volume I: An introduction to dynamical systems and market mechanism, Richard H. Day," Discrete Dynamics in Nature and Society, Hindawi, volume 1, pages 1-2, January, DOI: 10.1155/S1026022697000186.
  7. Gustav Feichtinger & Cars Hommes & Alexandra Milik, 1997, "Chaotic consumption patterns in a simple2-D addiction model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 10, issue 1, pages 147-173.
  8. Anderson, Simon P. & Goeree, Jacob K. & Ramer, Roald, 1997, "Location, Location, Location," Journal of Economic Theory, Elsevier, volume 77, issue 1, pages 102-127, November.
  9. Tuinstra, Jan, 1997, "A price adjustment process with symmetry," Economics Letters, Elsevier, volume 57, issue 3, pages 297-303, December.

1996

  1. Hommes, Cars & van Eekelen, Arno, 1996, "Partial equilibrium analysis in a noisy chaotic market," Economics Letters, Elsevier, volume 53, issue 3, pages 275-282, December.

1995

  1. Amman, Hans M. & Kendrick, David A. & Achath, Sudhakar, 1995, "Solving stochastic optimization models with learning and rational expectations," Economics Letters, Elsevier, volume 48, issue 1, pages 9-13, April.
  2. Amman, Hans M & Kendrick, David A, 1995, "Nonconvexities in Stochastic Control Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 36, issue 2, pages 455-475, May.
  3. Hommes, Cars H. & Nusse, Helena E. & Simonovits, Andras, 1995, "Cycles and chaos in a socialist economy," Journal of Economic Dynamics and Control, Elsevier, volume 19, issue 1-2, pages 155-179.
  4. Hommes, Cars H., 1995, "A reconsideration of Hicks' non-linear trade cycle model," Structural Change and Economic Dynamics, Elsevier, volume 6, issue 4, pages 435-459, December.

1994

  1. Amman, Hans M. & Kendrick, David A., 1994, "Active learning Monte Carlo results," Journal of Economic Dynamics and Control, Elsevier, volume 18, issue 1, pages 119-124, January.
  2. Hommes, Cars H., 1994, "Dynamics of the cobweb model with adaptive expectations and nonlinear supply and demand," Journal of Economic Behavior & Organization, Elsevier, volume 24, issue 3, pages 315-335, August.

1993

  1. Hommes, Cars H., 1993, "Periodic, almost periodic and chaotic behaviour in Hicks' non-linear trade cycle model," Economics Letters, Elsevier, volume 41, issue 4, pages 391-397.

1992

  1. Ruijgrok, Th. & Diks, C., 1992, "Quasicrystalline polymers," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 183, issue 1, pages 51-53, DOI: 10.1016/0378-4371(92)90177-R.

1991

  1. Hommes, Cars H., 1991, "Adaptive learning and roads to chaos : The case of the cobweb," Economics Letters, Elsevier, volume 36, issue 2, pages 127-132, June.
  2. Cars Hommes & Helena Nusse, 1991, "“Period three to period two” bifurcation for piecewise linear models," Journal of Economics, Springer, volume 54, issue 2, pages 157-169, June, DOI: 10.1007/BF01227083.

1990

  1. Amman, Hans M., 1990, "Implementing stochastic control software on supercomputing machines," Journal of Economic Dynamics and Control, Elsevier, volume 14, issue 2, pages 265-279, May.
  2. Nusse, H. E. & Hommes, C. H., 1990, "Resolution of chaos with application to a modified Samuelson model," Journal of Economic Dynamics and Control, Elsevier, volume 14, issue 1, pages 1-19, February.

1986

  1. Amman, Hans M., 1986, "Are supercomputers useful for optimal control experiments?," Journal of Economic Dynamics and Control, Elsevier, volume 10, issue 1-2, pages 127-129, June.

Books

2014

  1. Roberto Dieci & Xue-Zhong He & Cars Hommes (ed.), 2014, "Nonlinear Economic Dynamics and Financial Modelling," Springer Books, Springer, number 978-3-319-07470-2, edition 127, ISBN: ARRAY(0x6f17df88), DOI: 10.1007/978-3-319-07470-2.

2013

  1. Hommes,Cars, 2013, "Behavioral Rationality and Heterogeneous Expectations in Complex Economic Systems," Cambridge Books, Cambridge University Press, number 9781107019294.

1996

  1. H. M. Amman & D. A. Kendrick & J. Rust (ed.), 1996, "Handbook of Computational Economics," Handbook of Computational Economics, Elsevier, number 1, edition 1.

Undated

  1. Hans M. Amman & David A. Kendrick, undated, "Computational Economics," Online economics textbooks, SUNY-Oswego, Department of Economics, number comp1, December.

Chapters

2022

  1. Johan de Jong & Joep Sonnemans & Jan Tuinstra, 2022, "Using results from learning to forecast laboratory experiments to predict the effect of futures markets on spot market stability," Chapters, Edward Elgar Publishing, chapter 20, in: Sascha Füllbrunn & Ernan Haruvy, "Handbook of Experimental Finance".

2017

  1. Cars Hommes, 2017, "From Self-Fulfilling Mistakes to Behavioral Learning Equilibria," Studies in Economic Theory, Springer, chapter 0, in: Kazuo Nishimura & Alain Venditti & Nicholas C. Yannelis, "Sunspots and Non-Linear Dynamics", DOI: 10.1007/978-3-319-44076-7_5.

2014

  1. Tiziana Assenza & Te Bao & Cars Hommes & Domenico Massaro, 2014, "Experiments on Expectations in Macroeconomics and Finance," Research in Experimental Economics, Emerald Group Publishing Limited, "Experiments in Macroeconomics", DOI: 10.1108/S0193-230620140000017002.

2012

  1. Dávid Kopányi, 2012, "Heterogeneous Learning in Bertrand Competition with Differentiated Goods," Lecture Notes in Economics and Mathematical Systems, Springer, chapter 0, in: Andrea Teglio & Simone Alfarano & Eva Camacho-Cuena & Miguel Ginés-Vilar, "Managing Market Complexity", DOI: 10.1007/978-3-642-31301-1_13.

2009

  1. Cars H. Hommes, 2009, "Bounded Rationality and Learning in Complex Markets," Chapters, Edward Elgar Publishing, chapter 5, in: J. Barkley Rosser Jr., "Handbook of Research on Complexity".
  2. Cars Hommes, 2009, "Complexity, Evolution and Learning," Advances in Spatial Science, Springer, chapter 0, in: Aura Reggiani & Peter Nijkamp, "Complexity and Spatial Networks", DOI: 10.1007/978-3-642-01554-0_7.

2008

  1. David A. Kendrick & Marco P. Tucci & Hans M. Amman, 2008, "Duali: Software for Solving Stochastic Control Problems in Economics," Springer Books, Springer, in: Erricos J. Kontoghiorghes & Berç Rustem & Peter Winker, "Computational Methods in Financial Engineering", DOI: 10.1007/978-3-540-77958-2_18.
  2. Mikhail Anufriev & Cars Hommes, 2008, "Evolutionary Switching between Forecasting Heuristics: An Explanation of an Asset-Pricing Experiment," Lecture Notes in Economics and Mathematical Systems, Springer, chapter 4, in: Klaus Schredelseker & Florian Hauser, "Complexity and Artificial Markets", DOI: 10.1007/978-3-540-70556-7_4.

2007

  1. Andrea Gaunersdorfer & Cars Hommes, 2007, "A Nonlinear Structural Model for Volatility Clustering," Springer Books, Springer, in: Gilles Teyssière & Alan P. Kirman, "Long Memory in Economics", DOI: 10.1007/978-3-540-34625-8_9.

2006

  1. Hommes, Cars H., 2006, "Heterogeneous Agent Models in Economics and Finance," Handbook of Computational Economics, Elsevier, chapter 23, in: Leigh Tesfatsion & Kenneth L. Judd, "Handbook of Computational Economics".

2003

  1. Floortje Alkemade & J. (Han) A. La Poutré & Hans M. Amman, 2003, "An Agent-Based Evolutionary Trade Network Simulation," Chapters, Edward Elgar Publishing, chapter 11, in: Anna Nagurney, "Innovations in Financial and Economic Networks".

2001

  1. William A. Brock & Cars H. Hommes, 2001, "A Rational Route to Randomness," Chapters, Edward Elgar Publishing, chapter 16, in: W. D. Dechert, "Growth Theory, Nonlinear Dynamics and Economic Modelling".

1996

  1. Amman, Hans, 1996, "Numerical methods for linear-quadratic models," Handbook of Computational Economics, Elsevier, chapter 13, in: H. M. Amman & D. A. Kendrick & J. Rust, "Handbook of Computational Economics".

1994

  1. Cars H. Hommes, 1994, "Quasi-Periodic and Strange, Chaotic Attractors in Hick’s Nonlinear Trade Cycle Model," Springer Books, Springer, in: J. Grasman & G. van Straten, "Predictability and Nonlinear Modelling in Natural Sciences and Economics", DOI: 10.1007/978-94-011-0962-8_50.
  2. Cars H. Hommes & Sebastian J. Van Strien & Robin G. De Vilder, 1994, "Chaotic Dynamics in a Two-Dimensional Overlapping Generation Model: A Numerical Investigation," Springer Books, Springer, in: J. Grasman & G. van Straten, "Predictability and Nonlinear Modelling in Natural Sciences and Economics", DOI: 10.1007/978-94-011-0962-8_53.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.