Micro-Macro Dynamics and Complicated Economic Behavior: Discussion
Author
Abstract
Suggested Citation
DOI: 10.22004/ag.econ.307230
Download full text from publisher
References listed on IDEAS
- Merton, Robert C, 1981. "On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts," The Journal of Business, University of Chicago Press, vol. 54(3), pages 363-406, July.
- King, Robert P. & Lybecker, Donald W., 1983. "Flexible, Risk-Oriented Marketing Strategies For Pinto Bean Producers," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 8(2), pages 1-10, December.
- Just, Richard E. & Zilberman, David, 1984. "The Role of Micro-Risk Behavior in Aggregate Relationships," Regional Research Projects >1984: S-180 Annual Meeting, March 25-28, 1984, New Orleans, Louisiana 307227, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.
- Cohen, Michael D & Axelrod, Robert, 1984. "Coping with Complexity: The Adaptive Value of Changing Utility," American Economic Review, American Economic Association, vol. 74(1), pages 30-42, March.
- Jordan, J. S., 1982. "A dynamic model of expectations equilibrium," Journal of Economic Theory, Elsevier, vol. 28(2), pages 235-254, December.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Mr. Aasim M. Husain & Chakriya Bowman, 2004. "Forecasting Commodity Prices: Futures Versus Judgment," IMF Working Papers 2004/041, International Monetary Fund.
- Jung‐Soon Shin & Minki Kim & Dongjun Oh & Tong Suk Kim, 2019. "Do hedge funds time market tail risk? Evidence from option‐implied tail risk," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(2), pages 205-237, February.
- Medrano, Luis Angel & Vives, Xavier, 2001.
"Strategic Behavior and Price Discovery,"
RAND Journal of Economics, The RAND Corporation, vol. 32(2), pages 221-248, Summer.
- Medrano, Luis Angel & Vives, Xavier, 1997. "Strategic Behaviour and Price Discovery," CEPR Discussion Papers 1768, C.E.P.R. Discussion Papers.
- Luis Angel Medrano & Xavier Vives, 1998. "Strategic Behavior and Price Discovery," Harvard Institute of Economic Research Working Papers 1825, Harvard - Institute of Economic Research.
- Luis A. Medrano & Xavier Vives, 1997. "Strategic behavior and price discovery," Economics Working Papers 238, Department of Economics and Business, Universitat Pompeu Fabra.
- Savov, Alexi, 2014. "The price of skill: Performance evaluation by households," Journal of Financial Economics, Elsevier, vol. 112(2), pages 213-231.
- Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer, 2018.
"Long Run Returns Predictability and Volatility with Moving Averages,"
Risks, MDPI, vol. 6(4), pages 1-18, September.
- Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer, 2018. "Long Run Returns Predictability and Volatility with Moving Averages," Documentos de Trabajo del ICAE 2018-25, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Chang, C-L. & Ilomäki, J. & Laurila, H. & McAleer, M.J., 2018. "Long Run Returns Predictability and Volatility with Moving Averages," Econometric Institute Research Papers EI2018-39, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Bown, Anthony & Ortmann, Gerald & Oarroch, Mark, 1999. "Commercial Farmers' Choice Amongst Maize Marketing Alternatives in South Africa," 12th Congress, Durban, South Africa, July 18-24, 1999 346528, International Farm Management Association.
- Yangxuan Liu & Michael R. Langemeier & Ian M. Small & Laura Joseph & William E. Fry & Jean B. Ristaino & Amanda Saville & Benjamin M. Gramig & Paul V. Preckel, 2018. "A Risk Analysis of Precision Agriculture Technology to Manage Tomato Late Blight," Sustainability, MDPI, vol. 10(9), pages 1-19, August.
- Pu Shen, 2002. "Market timing strategies that worked," Research Working Paper RWP 02-01, Federal Reserve Bank of Kansas City.
- Arie Y Lewin & Silvia Massini & Carine Peeters, 2020. "Absorptive capacity, socially enabling mechanisms, and the role of learning from trial and error experiments: A tribute to Dan Levinthal’s contribution to international business research," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 51(9), pages 1568-1579, December.
- Arik Ben Dor & Ravi Jagannathan & Iwan Meier, 2005.
"Understanding Mutual Fund And Hedge Fund Styles Using Return-Based Style Analysis,"
World Scientific Book Chapters, in: H Gifford Fong (ed.), The World Of Hedge Funds Characteristics and Analysis, chapter 4, pages 63-108,
World Scientific Publishing Co. Pte. Ltd..
- Arik Ben Dor & Ravi Jagannathan, 2002. "Understanding Mutual Fund and Hedge Fund Styles Using Return Based Style Analysis," NBER Working Papers 9111, National Bureau of Economic Research, Inc.
- Joanna Olbryś, 2010. "Three-factor market-timing models with Fama and French’s spread variables," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 20(2), pages 91-106.
- IIZUKA Nobuo, 2013. "Predicting Business Cycle Phases by Professional Forecasters- Are They Useful ?," ESRI Discussion paper series 305, Economic and Social Research Institute (ESRI).
- Gianni Amisano & Roberto Savona, 2007.
"Imperfect Predictability and Mutual Fund Dynamics: How Managers Use Predictors in Changing Systematic Risk,"
Working Papers
0706, University of Brescia, Department of Economics.
- Amisano, Gianni & Savona, Roberto, 2008. "Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk," Working Paper Series 881, European Central Bank.
- Zheng, Yao & Osmer, Eric & Zhang, Ruiyi, 2018. "Sentiment hedging: How hedge funds adjust their exposure to market sentiment," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 147-160.
- Apland, Jeffrey & Hauer, Grant, 1993. "Discrete Stochastic Programming: Concepts, Examples And A Review Of Empirical Applications," Staff Papers 13793, University of Minnesota, Department of Applied Economics.
- Richard Heaney & Terry Hallahan & Thomas Josev & Heather Mitchell, 2007. "Time-Changing Alpha? The Case of Australian International Mutual Funds," Australian Journal of Management, Australian School of Business, vol. 32(1), pages 95-112, June.
- Fritsche, Ulrich & Pierdzioch, Christian & Rülke, Jan-Christoph & Stadtmann, Georg, 2015.
"Forecasting the Brazilian real and the Mexican peso: Asymmetric loss, forecast rationality, and forecaster herding,"
International Journal of Forecasting, Elsevier, vol. 31(1), pages 130-139.
- Ulrich Fritsche & Christian Pierdzioch & Jan-Christoph Ruelke & Georg Stadtmann, 2012. "Forecasting the Brazilian Real and the Mexican Peso: Asymmetric Loss, Forecast Rationality, and Forecaster Herding," Macroeconomics and Finance Series 201202, University of Hamburg, Department of Socioeconomics.
- Bespalova, Olga, 2018. "Forecast Evaluation in Macroeconomics and International Finance. Ph.D. thesis, George Washington University, Washington, DC, USA," MPRA Paper 117706, University Library of Munich, Germany.
- Ullrich Heilemann & Karsten Müller, 2018. "Wenig Unterschiede – Zur Treffsicherheit Internationaler Prognosen und Prognostiker [Few differences—on the accuracy of international forecasts and forecaster]," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 12(3), pages 195-233, December.
- John Jackson, 2014. "Location, location, location: the Davis-Hinich model of electoral competition," Public Choice, Springer, vol. 159(1), pages 197-218, April.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ags:rrsr84:307230. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: AgEcon Search (email available below). General contact details of provider: .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.
Printed from https://ideas.repec.org/p/ags/rrsr84/307230.html