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Annarita Colasante

Personal Details

First Name:Annarita
Middle Name:
Last Name:Colasante
Suffix:
RePEc Short-ID:pco757
Terminal Degree: (from RePEc Genealogy)

Affiliation

(50%) Laboratori d'Economia Experimental (LEE)
Universitat Jaume I

Castellón de la Plana, Spain
http://www.lee.uji.es/
RePEc:edi:leujies (more details at EDIRC)

(50%) Departament d'Economia
Universitat Jaume I

Castellón de la Plana, Spain
http://www.eco.uji.es/
RePEc:edi:ueujies (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Alfarano, Simone & Camacho-Cuena, Eva & Colasante, Annarita & Ruiz-Buforn, Alba, 2022. "The effect of time-varying fundamentals in Learning-to-Forecast Experiments," MPRA Paper 113086, University Library of Munich, Germany.
  2. Colasante, Annarita & Alfarano, Simone & Camacho-Cuena, Eva, 2019. "Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: a comparison," MPRA Paper 92391, University Library of Munich, Germany.
  3. Colasante, Annarita & Alfarano, Simone & Camacho-Cuena, Eva, 2018. "The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment," MPRA Paper 84835, University Library of Munich, Germany.
  4. Colasante, Annarita & Marini, Matteo M. & Russo, Alberto, 2017. "Incidental emotions and risk-taking: An experimental analysis," MPRA Paper 76992, University Library of Munich, Germany.
  5. Colasante, Annarita & Alfarano, Simone & Camacho Cuena, Eva & Gallegati, Mauro, 2017. "Long-run expectations in a Learning-to-Forecast-Experiment: a simulation approach," MPRA Paper 77618, University Library of Munich, Germany.
  6. Annarita Colasante & Aurora García-Gallego & Andrea Morone & Tiziana Temerario, 2017. "The utopia of cooperation: does intra-group competition drive out free riding?," Working Papers 2017/08, Economics Department, Universitat Jaume I, Castellón (Spain).
  7. Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena & Mauro Gallegati, 2016. "Long-run expectations in a Learning-to-Forecast Experiment," Working Papers 2016/26, Economics Department, Universitat Jaume I, Castellón (Spain).
  8. Colasante, Annarita, 2016. "Evolution of Cooperation in Public Good Game," MPRA Paper 72577, University Library of Munich, Germany.
  9. Annarita COLASANTE & Antonio PALESTRINI & Alberto RUSSO & Mauro GALLEGATI, 2015. "Adaptive Expectations with Correction Bias: Evidence from the lab," Working Papers 409, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  10. Colasante, Annarita & Palestrini, Antonio & Russo, Alberto & Gallegati, Mauro, 2015. "Heterogeneous Adaptive Expectations and Coordination in a Learning-to-Forecast Experiment," MPRA Paper 66578, University Library of Munich, Germany.
  11. Annarita COLASANTE & Alberto RUSSO, 2014. "Reciprocity in the labour market: experimental evidence," Working Papers 404, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  12. Annarita COLASANTE & Alberto RUSSO, 2014. "The Impact of Inequality on Cooperation: An Experimental Study," Working Papers 401, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.

Articles

  1. Colasante, Annarita & Riccetti, Luca, 2021. "Financial and non-financial risk attitudes: What does it matter?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
  2. Colasante, Annarita & Riccetti, Luca, 2020. "Risk aversion, prudence and temperance: It is a matter of gap between moments," Journal of Behavioral and Experimental Finance, Elsevier, vol. 25(C).
  3. Annarita Colasante & Aurora García-Gallego & Nikolaos Georgantzis & Andrea Morone, 2020. "Voluntary contributions in a system with uncertain returns: a case of systemic risk," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 111-132, January.
  4. Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena & Mauro Gallegati, 2020. "Long-run expectations in a learning-to-forecast experiment: a simulation approach," Journal of Evolutionary Economics, Springer, vol. 30(1), pages 75-116, January.
  5. Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena, 2020. "Heuristic Switching Model and Exploration-Exploitation Algorithm to Describe Long-Run Expectations in LtFEs: a Comparison," Computational Economics, Springer;Society for Computational Economics, vol. 56(3), pages 623-658, October.
  6. Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena, 2019. "The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(3), pages 491-520, September.
  7. Annarita Colasante & Aurora García‐Gallego & Nikolaos Georgantzis & Andrea Morone & Tiziana Temerario, 2019. "Intragroup competition in public good games: The role of relative performance incentives and risk attitudes," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 21(5), pages 847-865, October.
  8. Annarita Colasante & Simone Alfarano & Eva Camacho & Mauro Gallegati, 2018. "Long-run expectations in a learning-to-forecast experiment," Applied Economics Letters, Taylor & Francis Journals, vol. 25(10), pages 681-687, June.
  9. Colasante, Annarita, 2017. "Selection of the distributional rule as an alternative tool to foster cooperation in a Public Good Game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 468(C), pages 482-492.
  10. Colasante, Annarita & Palestrini, Antonio & Russo, Alberto & Gallegati, Mauro, 2017. "Adaptive expectations versus rational expectations: Evidence from the lab," International Journal of Forecasting, Elsevier, vol. 33(4), pages 988-1006.
  11. Annarita Colasante & Alberto Russo, 2017. "Voting for the distribution rule in a Public Good Game with heterogeneous endowments," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(3), pages 443-467, October.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Colasante, Annarita & Alfarano, Simone & Camacho-Cuena, Eva, 2019. "Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: a comparison," MPRA Paper 92391, University Library of Munich, Germany.

    Cited by:

    1. Domenico Delli Gatti & Filippo Gusella & Giorgio Ricchiuti, 2024. "Endogenous vs Exogenous Instability: An Out-of-Sample Comparison," CESifo Working Paper Series 11082, CESifo.

  2. Colasante, Annarita & Alfarano, Simone & Camacho-Cuena, Eva, 2018. "The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment," MPRA Paper 84835, University Library of Munich, Germany.

    Cited by:

    1. Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena, 2020. "Heuristic Switching Model and Exploration-Exploitation Algorithm to Describe Long-Run Expectations in LtFEs: a Comparison," Computational Economics, Springer;Society for Computational Economics, vol. 56(3), pages 623-658, October.
    2. Domenico Delli Gatti & Filippo Gusella & Giorgio Ricchiuti, 2024. "Endogenous vs Exogenous Instability: An Out-of-Sample Comparison," CESifo Working Paper Series 11082, CESifo.
    3. Alfarano, Simone & Camacho-Cuena, Eva & Colasante, Annarita & Ruiz-Buforn, Alba, 2022. "The effect of time-varying fundamentals in Learning-to-Forecast Experiments," MPRA Paper 113086, University Library of Munich, Germany.
    4. Pignataro, Giuseppe & Raggi, Davide & Pancotto, Francesca, 2024. "On the role of fundamentals, private signals, and beauty contests to predict exchange rates," International Journal of Forecasting, Elsevier, vol. 40(2), pages 687-705.
    5. Toshiaki Akinaga & Takanori Kudo & Kenju Akai, 2023. "Interaction between price and expectations in the jar-guessing experimental market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(3), pages 491-532, July.

  3. Colasante, Annarita & Marini, Matteo M. & Russo, Alberto, 2017. "Incidental emotions and risk-taking: An experimental analysis," MPRA Paper 76992, University Library of Munich, Germany.

    Cited by:

    1. Marini, Matteo M., 2022. "Does gender moderate the influence of emotions on risk-taking? The meta-analysis reloaded," Journal of Behavioral and Experimental Finance, Elsevier, vol. 35(C).
    2. Filiz, Ibrahim & Nahmer, Thomas & Spiwoks, Markus, 2019. "Herd behavior and mood: An experimental study on the forecasting of share prices," Journal of Behavioral and Experimental Finance, Elsevier, vol. 24(C).
    3. Matteo M. Marini, 2022. "Does gender moderate the influence of emotions on risk-taking? A robustness check," Working Papers 2022/04, Economics Department, Universitat Jaume I, Castellón (Spain).
    4. Matteo M. Marini, 2022. "20 years of emotions and risky choices in the lab: A meta-analysis," Working Papers 2022/03, Economics Department, Universitat Jaume I, Castellón (Spain).

  4. Colasante, Annarita & Alfarano, Simone & Camacho Cuena, Eva & Gallegati, Mauro, 2017. "Long-run expectations in a Learning-to-Forecast-Experiment: a simulation approach," MPRA Paper 77618, University Library of Munich, Germany.

    Cited by:

    1. Breunig, Christoph & Grabova, Iuliia & Haan, Peter & Weinhardt, Felix & Weizsäcker, Georg, 2019. "Long-run Expectations of Households," Rationality and Competition Discussion Paper Series 218, CRC TRR 190 Rationality and Competition.
    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, vol. 32(C).
    3. Mikhail Anufriev & Aleksei Chernulich & Jan Tuinstra, 2020. "Asset Price Volatility and Investment Horizons: An Experimental Investigation," Working Papers 20200053, New York University Abu Dhabi, Department of Social Science, revised Aug 2020.
    4. Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena, 2020. "Heuristic Switching Model and Exploration-Exploitation Algorithm to Describe Long-Run Expectations in LtFEs: a Comparison," Computational Economics, Springer;Society for Computational Economics, vol. 56(3), pages 623-658, October.
    5. Biondo, Alessio Emanuele, 2017. "Learning to forecast, risk aversion, and microstructural aspects of financial stability," Economics Discussion Papers 2017-104, Kiel Institute for the World Economy (IfW Kiel).
    6. Evans, George W. & Hommes, Cars & McGough, Bruce & Salle, Isabelle, 2022. "Are long-horizon expectations (de-)stabilizing? Theory and experiments," Journal of Monetary Economics, Elsevier, vol. 132(C), pages 44-63.
    7. Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena, 2018. "The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment," Working Papers 2018/02, Economics Department, Universitat Jaume I, Castellón (Spain).
    8. Domenico Delli Gatti & Filippo Gusella & Giorgio Ricchiuti, 2024. "Endogenous vs Exogenous Instability: An Out-of-Sample Comparison," CESifo Working Paper Series 11082, CESifo.
    9. Bao, Te & Füllbrunn, Sascha & Pei, Jiaoying & Zong, Jichuan, 2024. "Reading the market? Expectation coordination and theory of mind," Journal of Economic Behavior & Organization, Elsevier, vol. 219(C), pages 510-527.
    10. Zhou Lu & Te Bao & Xiaohua Yu, 2021. "Gender and Bubbles in Experimental Markets with Positive and Negative Expectation Feedback," Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1307-1326, April.

  5. Annarita Colasante & Aurora García-Gallego & Andrea Morone & Tiziana Temerario, 2017. "The utopia of cooperation: does intra-group competition drive out free riding?," Working Papers 2017/08, Economics Department, Universitat Jaume I, Castellón (Spain).

    Cited by:

    1. Banerjee, Anwesha, 2024. "The effect of heterogeneity and risk on co-operation: Experimental evidence," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 109(C).
    2. Morone, Andrea & Temerario, Tiziana, 2018. "Is dyads’ behaviour conditionally cooperative? Evidence from a public goods experiment," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 73(C), pages 76-85.
    3. Yansong Li & Zhenliang Liu & Yuqian Wang & Edmund Derrington & Frederic Moisan & Jean-Claude Dreher, 2023. "Spillover effects of competition outcome on future risky cooperation," Post-Print hal-04325682, HAL.

  6. Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena & Mauro Gallegati, 2016. "Long-run expectations in a Learning-to-Forecast Experiment," Working Papers 2016/26, Economics Department, Universitat Jaume I, Castellón (Spain).

    Cited by:

    1. Kopanyi-Peuker, Anita & Weber, Matthias, 2018. "Experience Does not Eliminate Bubbles: Experimental Evidence," SocArXiv ecj7q, Center for Open Science.
    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, vol. 32(C).
    3. Makarewicz, Tomasz, 2021. "Traders, forecasters and financial instability: A model of individual learning of anchor-and-adjustment heuristics," Journal of Economic Behavior & Organization, Elsevier, vol. 190(C), pages 626-673.
    4. Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena, 2020. "Heuristic Switching Model and Exploration-Exploitation Algorithm to Describe Long-Run Expectations in LtFEs: a Comparison," Computational Economics, Springer;Society for Computational Economics, vol. 56(3), pages 623-658, October.
    5. Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena, 2018. "The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment," Working Papers 2018/02, Economics Department, Universitat Jaume I, Castellón (Spain).
    6. Morone, Andrea & Caferra, Rocco, 2020. "Inequalities in financial markets: Evidences from a laboratory experiment," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 88(C).
    7. Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena & Mauro Gallegati, 2020. "Long-run expectations in a learning-to-forecast experiment: a simulation approach," Journal of Evolutionary Economics, Springer, vol. 30(1), pages 75-116, January.
    8. Domenico Delli Gatti & Filippo Gusella & Giorgio Ricchiuti, 2024. "Endogenous vs Exogenous Instability: An Out-of-Sample Comparison," CESifo Working Paper Series 11082, CESifo.
    9. Alfarano, Simone & Camacho-Cuena, Eva & Colasante, Annarita & Ruiz-Buforn, Alba, 2022. "The effect of time-varying fundamentals in Learning-to-Forecast Experiments," MPRA Paper 113086, University Library of Munich, Germany.
    10. Biondo, Alessio Emanuele, 2018. "Learning to forecast, risk aversion, and microstructural aspects of financial stability," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-21.
    11. Makarewicz, Tomasz, 2019. "Traders, forecasters and financial instability: A model of individual learning of anchor-and-adjustment heuristics," BERG Working Paper Series 141, Bamberg University, Bamberg Economic Research Group.
    12. Zhou Lu & Te Bao & Xiaohua Yu, 2021. "Gender and Bubbles in Experimental Markets with Positive and Negative Expectation Feedback," Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1307-1326, April.
    13. Pignataro, Giuseppe & Raggi, Davide & Pancotto, Francesca, 2024. "On the role of fundamentals, private signals, and beauty contests to predict exchange rates," International Journal of Forecasting, Elsevier, vol. 40(2), pages 687-705.

  7. Annarita COLASANTE & Antonio PALESTRINI & Alberto RUSSO & Mauro GALLEGATI, 2015. "Adaptive Expectations with Correction Bias: Evidence from the lab," Working Papers 409, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.

    Cited by:

    1. Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph Stiglitz & Tania Treibich, 2020. "Rational heuristics? Expectations and behaviors in evolving economies with heterogeneous interacting agents," Post-Print halshs-03046977, HAL.
    2. Zhou Lu & Te Bao & Xiaohua Yu, 2021. "Gender and Bubbles in Experimental Markets with Positive and Negative Expectation Feedback," Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1307-1326, April.

  8. Colasante, Annarita & Palestrini, Antonio & Russo, Alberto & Gallegati, Mauro, 2015. "Heterogeneous Adaptive Expectations and Coordination in a Learning-to-Forecast Experiment," MPRA Paper 66578, University Library of Munich, Germany.

    Cited by:

    1. Biondo, Alessio Emanuele, 2017. "Learning to forecast, risk aversion, and microstructural aspects of financial stability," Economics Discussion Papers 2017-104, Kiel Institute for the World Economy (IfW Kiel).
    2. Biondo, Alessio Emanuele, 2018. "Learning to forecast, risk aversion, and microstructural aspects of financial stability," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-21.

Articles

  1. Colasante, Annarita & Riccetti, Luca, 2021. "Financial and non-financial risk attitudes: What does it matter?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).

    Cited by:

    1. Massimiliano Kaucic & Filippo Piccotto & Gabriele Sbaiz, 2024. "A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures," Computational Management Science, Springer, vol. 21(1), pages 1-29, June.
    2. Eva Branten, 2022. "The role of risk attitudes and expectations in household borrowing: evidence from Estonia," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 22(2), pages 126-145.

  2. Colasante, Annarita & Riccetti, Luca, 2020. "Risk aversion, prudence and temperance: It is a matter of gap between moments," Journal of Behavioral and Experimental Finance, Elsevier, vol. 25(C).

    Cited by:

    1. Kanchan Joshi & Thiagu Ranganathan & Ram Ranjan, 2021. "Exploring Higher Order Risk Preferences of Farmers in a Water-Scarce Region: Evidence from a Field Experiment in West Bengal, India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(2), pages 317-344, June.
    2. Massimiliano Kaucic & Filippo Piccotto & Gabriele Sbaiz, 2024. "A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures," Computational Management Science, Springer, vol. 21(1), pages 1-29, June.
    3. Colasante, Annarita & García-Segarra, Jaume & Riccetti, Luca & Russo, Alberto, 2022. "On the consistency of the individual behavior when facing higher-order risk attitudes," Finance Research Letters, Elsevier, vol. 50(C).
    4. Schaap, Robbert-Jan, 2021. "The prevalence of prudence in a risky occupation," Economics Letters, Elsevier, vol. 207(C).
    5. Colasante, Annarita & Riccetti, Luca, 2021. "Financial and non-financial risk attitudes: What does it matter?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).

  3. Annarita Colasante & Aurora García-Gallego & Nikolaos Georgantzis & Andrea Morone, 2020. "Voluntary contributions in a system with uncertain returns: a case of systemic risk," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 111-132, January.

    Cited by:

    1. Banerjee, Anwesha, 2024. "The effect of heterogeneity and risk on co-operation: Experimental evidence," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 109(C).

  4. Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena & Mauro Gallegati, 2020. "Long-run expectations in a learning-to-forecast experiment: a simulation approach," Journal of Evolutionary Economics, Springer, vol. 30(1), pages 75-116, January.
    See citations under working paper version above.
  5. Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena, 2020. "Heuristic Switching Model and Exploration-Exploitation Algorithm to Describe Long-Run Expectations in LtFEs: a Comparison," Computational Economics, Springer;Society for Computational Economics, vol. 56(3), pages 623-658, October.
    See citations under working paper version above.
  6. Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena, 2019. "The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(3), pages 491-520, September.
    See citations under working paper version above.
  7. Annarita Colasante & Aurora García‐Gallego & Nikolaos Georgantzis & Andrea Morone & Tiziana Temerario, 2019. "Intragroup competition in public good games: The role of relative performance incentives and risk attitudes," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 21(5), pages 847-865, October.

    Cited by:

    1. Shakun D. Mago & Jennifer Pate, 2023. "Greed and fear: Competitive and charitable priming in a threshold volunteer's dilemma," Economic Inquiry, Western Economic Association International, vol. 61(1), pages 138-161, January.
    2. Hubert János Kiss & Alfonso Rosa-Garcia & Vita Zhukova, 2023. "Group contest in a coopetitive setup: experimental evidence," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(3), pages 463-490, July.
    3. Natalie Struwe & Esther Blanco & James M. Walker, 2024. "Competition among public good providers for donor rewards," Experimental Economics, Springer;Economic Science Association, vol. 27(1), pages 215-243, March.
    4. Angela Stefania Bergantino & Sara Gil‐Gallen & Andrea Morone, 2023. "Do risk and competition trigger conditional cooperation? Evidence from public good experiments," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 94(1), pages 39-73, March.
    5. Yansong Li & Zhenliang Liu & Yuqian Wang & Edmund Derrington & Frederic Moisan & Jean-Claude Dreher, 2023. "Spillover effects of competition outcome on future risky cooperation," Post-Print hal-04325682, HAL.

  8. Annarita Colasante & Simone Alfarano & Eva Camacho & Mauro Gallegati, 2018. "Long-run expectations in a learning-to-forecast experiment," Applied Economics Letters, Taylor & Francis Journals, vol. 25(10), pages 681-687, June.
    See citations under working paper version above.
  9. Colasante, Annarita, 2017. "Selection of the distributional rule as an alternative tool to foster cooperation in a Public Good Game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 468(C), pages 482-492.

    Cited by:

    1. Wang, Le & Chen, Tong & You, Xinshang & Wang, Yongjie, 2018. "The effect of wealth-based anti-expectation behaviors on public cooperation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 493(C), pages 84-93.
    2. Wang, Chaoqian & Pan, Qiuhui & Ju, Xinxiang & He, Mingfeng, 2021. "Public goods game with the interdependence of different cooperative strategies," Chaos, Solitons & Fractals, Elsevier, vol. 146(C).
    3. Wang, Chaoqian & Lin, Zongzhe & Rothman, Dale S., 2022. "Public goods game on coevolving networks driven by the similarity and difference of payoff," Chaos, Solitons & Fractals, Elsevier, vol. 162(C).
    4. Yang, Ran & Chen, Tong & Chen, Qiao, 2018. "The impact of lotteries on cooperation in the public goods game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 512(C), pages 925-934.
    5. Quan, Ji & Liu, Wei & Chu, Yuqing & Wang, Xianjia, 2018. "Stochastic dynamics and stable equilibrium of evolutionary optional public goods game in finite populations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 502(C), pages 123-134.

  10. Colasante, Annarita & Palestrini, Antonio & Russo, Alberto & Gallegati, Mauro, 2017. "Adaptive expectations versus rational expectations: Evidence from the lab," International Journal of Forecasting, Elsevier, vol. 33(4), pages 988-1006.

    Cited by:

    1. Eugenio Caverzasi & Alberto Russo, 2018. "Toward a new microfounded macroeconomics in the wake of the crisis," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 27(6), pages 999-1014.
    2. Kopanyi-Peuker, Anita & Weber, Matthias, 2018. "Experience Does not Eliminate Bubbles: Experimental Evidence," SocArXiv ecj7q, Center for Open Science.
    3. Biondo, Alessio Emanuele, 2017. "Learning to forecast, risk aversion, and microstructural aspects of financial stability," Economics Discussion Papers 2017-104, Kiel Institute for the World Economy (IfW Kiel).
    4. Bao, Te & Corgnet, Brice & Hanaki, Nobuyuki & Riyanto, Yohanes E. & Zhu, Jiahua, 2023. "Predicting the unpredictable: New experimental evidence on forecasting random walks," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
    5. Inoua, Sabiou M. & Smith, Vernon L., 2023. "A classical model of speculative asset price dynamics," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
    6. Galanis, Giorgos & Kollias, Iraklis & Leventidis, Ioanis & Lustenhouwer, Joep, 2022. "Generalizing Heterogeneous Dynamic Heuristic Selection," CRETA Online Discussion Paper Series 73, Centre for Research in Economic Theory and its Applications CRETA.
    7. Emilian DOBRESCU, 2020. "Self-fulfillment degree of economic expectations within an integrated space: The European Union case study," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 5-32, December.
    8. Alfarano, Simone & Camacho-Cuena, Eva & Colasante, Annarita & Ruiz-Buforn, Alba, 2022. "The effect of time-varying fundamentals in Learning-to-Forecast Experiments," MPRA Paper 113086, University Library of Munich, Germany.
    9. Biondo, Alessio Emanuele, 2018. "Learning to forecast, risk aversion, and microstructural aspects of financial stability," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-21.
    10. Arifa Jannat & Yuki Ishikawa-Ishiwata & Jun Furuya, 2021. "Assessing the Impacts of Climate Variations on the Potato Production in Bangladesh: A Supply and Demand Model Approach," Sustainability, MDPI, vol. 13(9), pages 1-22, April.
    11. Ermanno Catullo & Mauro Gallegati & Alberto Russo, 2020. "Forecasting in a complex environment: Machine learning sales expectations in a Stock Flow Consistent Agent-Based simulation model," Working Papers 2020/17, Economics Department, Universitat Jaume I, Castellón (Spain).
    12. Galanis, Giorgos & Kollias, Iraklis & Leventidis, Ioanis & Lustenhouwer, Joep, 2022. "Generalizing Heuristic Switching Models," Working Papers 0715, University of Heidelberg, Department of Economics.
    13. Pignataro, Giuseppe & Raggi, Davide & Pancotto, Francesca, 2024. "On the role of fundamentals, private signals, and beauty contests to predict exchange rates," International Journal of Forecasting, Elsevier, vol. 40(2), pages 687-705.
    14. Brianzoni, Serena & Campisi, Giovanni, 2020. "Dynamical analysis of a financial market with fundamentalists, chartists, and imitators," Chaos, Solitons & Fractals, Elsevier, vol. 130(C).
    15. Giovanni Campisi & Silvia Muzzioli, 2020. "Fundamentalists heterogeneity and the role of the sentiment indicator," Department of Economics 0167, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
    16. Fu, Jianhua & Zhang, Yongqing, 2020. "Valuation of travel time reliability: Considering the traveler's adaptive expectation with an indifference band on daily trip duration," Transportation Research Part A: Policy and Practice, Elsevier, vol. 140(C), pages 337-353.

  11. Annarita Colasante & Alberto Russo, 2017. "Voting for the distribution rule in a Public Good Game with heterogeneous endowments," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(3), pages 443-467, October.

    Cited by:

    1. Annarita Colasante & Aurora García-Gallego & Andrea Morone & Tiziana Temerario, 2017. "The utopia of cooperation: does intra-group competition drive out free riding?," Working Papers 2017/08, Economics Department, Universitat Jaume I, Castellón (Spain).
    2. Jie Chen, 2022. "Carrots and sticks: new evidence in public goods games with heterogeneous groups," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(4), pages 1139-1169, October.
    3. Wang, Chaoqian & Pan, Qiuhui & Ju, Xinxiang & He, Mingfeng, 2021. "Public goods game with the interdependence of different cooperative strategies," Chaos, Solitons & Fractals, Elsevier, vol. 146(C).
    4. Caleb A. Cox & Brock Stoddard, 2023. "Inequality and the Allocation of Collective Goods," Working Papers 23-01, Department of Economics, Appalachian State University.
    5. Colasante, Annarita, 2016. "Evolution of Cooperation in Public Good Game," MPRA Paper 72577, University Library of Munich, Germany.
    6. Zack Dorner & Steven Tucker & Gazi Hassan, 2021. "A veil of ignorance: uncertain and ambiguous individual productivity supports stable contributions to a public good," Working Papers in Economics 21/01, University of Waikato.
    7. Yoshio Iida, 2021. "Communication, choice continuity, and player number in a continuous-time public goods experiment," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(4), pages 955-988, October.
    8. Annarita Colasante & Aurora García-Gallego & Nikolaos Georgantzis & Andrea Morone, 2020. "Voluntary contributions in a system with uncertain returns: a case of systemic risk," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 111-132, January.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-EXP: Experimental Economics (17) 2014-06-02 2014-09-25 2015-07-25 2015-09-18 2016-07-23 2017-01-01 2017-01-29 2017-02-26 2017-03-26 2017-04-09 2017-06-11 2018-03-12 2018-04-23 2018-11-12 2019-03-04 2019-03-25 2022-07-11. Author is listed
  2. NEP-CBE: Cognitive and Behavioural Economics (6) 2014-06-02 2014-09-25 2015-07-25 2015-09-18 2017-02-26 2018-11-12. Author is listed
  3. NEP-CMP: Computational Economics (5) 2016-07-23 2017-03-26 2017-04-09 2019-03-04 2019-03-25. Author is listed
  4. NEP-GTH: Game Theory (3) 2014-06-02 2016-07-23 2017-06-11
  5. NEP-MAC: Macroeconomics (3) 2014-09-25 2017-01-01 2017-01-29
  6. NEP-UPT: Utility Models and Prospect Theory (3) 2017-02-26 2018-11-12 2022-07-11
  7. NEP-CDM: Collective Decision-Making (2) 2016-07-23 2017-06-11
  8. NEP-PUB: Public Finance (2) 2014-06-02 2016-07-23
  9. NEP-FOR: Forecasting (1) 2015-09-18
  10. NEP-HAP: Economics of Happiness (1) 2018-11-12
  11. NEP-HRM: Human Capital and Human Resource Management (1) 2014-09-25
  12. NEP-LAB: Labour Economics (1) 2014-09-25
  13. NEP-LMA: Labor Markets - Supply, Demand, and Wages (1) 2014-09-25
  14. NEP-NEU: Neuroeconomics (1) 2018-11-12

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