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Adaptive expectations versus rational expectations: Evidence from the lab

Citations

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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. Anita Kopányi-Peuker & Matthias Weber & Lauren Cohen, 2021. "Experience Does Not Eliminate Bubbles: Experimental Evidence," The Review of Financial Studies, Society for Financial Studies, vol. 34(9), pages 4450-4485.
  3. Domenico, Jacopo Di & Catalano, Michele & Riccetti, Luca, 2025. "Scaling and forecasting in a data-driven agent-based model: Applications to the Italian macroeconomy," Economic Modelling, Elsevier, vol. 147(C).
  4. 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.
  5. Dima, Bogdan & Dima, Ştefana Maria & Ioan, Roxana, 2025. "The short-run impact of investor expectations’ past volatility on current predictions: The case of VIX," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 98(C).
  6. Coccia, Samantha & Russo, Alberto, 2025. "Inequality and transmission channels of monetary policy in a macro agent-based model," Economic Modelling, Elsevier, vol. 153(C).
  7. Alessio Emanuele Biondo & Mauro Gallegati, 2026. "Inflation as an emergent phenomenon," Papers 2607.07864, arXiv.org.
  8. 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).
  9. Simone Alfarano & Eva Camacho-Cuena & Annarita Colasante & Alba Ruiz-Buforn, 2024. "The effect of time-varying fundamentals in learning-to-forecast experiments," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 19(4), pages 619-647, October.
  10. 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).
  11. Galanis, Giorgos & Kollias, Iraklis & Leventides, Ioanis & Lustenhouwer, Joep, 2025. "Generalizing heuristic switching models and a (boundedly) rational route away from randomness," Journal of Economic Dynamics and Control, Elsevier, vol. 177(C).
  12. 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.
  13. 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.
  14. repec:osf:socarx:ecj7q_v1 is not listed on IDEAS
  15. Yun Dai & Te Bao & Jiahua Zhu, 2025. "Financial Reporting Regulation in the Laboratory: A Case on Earnings Management," Management Science, INFORMS, vol. 71(12), pages 10325-10342, December.
  16. Benjamin E. Radoc, Jr. & Sarah Lynne S. Daway-Ducanes, 2025. "Uncertainty, Anchoring, and Expectations Formation: Experimental Evidence​," BSP Discussion Paper Series 202504, Bangko Sentral ng Pilipinas.
  17. 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, vol. 12, pages 1-21.
  18. 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.
  19. Catullo, Ermanno & Gallegati, Mauro & Russo, Alberto, 2022. "Forecasting in a complex environment: Machine learning sales expectations in a stock flow consistent agent-based simulation model," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
  20. Heinke, Steve & Olschewski, Sebastian & Rieskamp, Jörg, 2024. "Experiences, demand for risky investments, and implications for price dynamics," Journal of Behavioral and Experimental Finance, Elsevier, vol. 43(C).
  21. Galanis, Giorgos & Kollias, Iraklis & Leventidis, Ioanis & Lustenhouwer, Joep, 2022. "Generalizing Heuristic Switching Models," Working Papers 0715, University of Heidelberg, Department of Economics.
  22. 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.
  23. Yunmiao Gui & Huihui Zhai & Feng Dong, 2025. "Value-added services decisions of bilateral platform with user expectation and resources constraint," Electronic Commerce Research, Springer, vol. 25(4), pages 2765-2793, August.
  24. Brianzoni, Serena & Campisi, Giovanni, 2020. "Dynamical analysis of a financial market with fundamentalists, chartists, and imitators," Chaos, Solitons & Fractals, Elsevier, vol. 130(C).
  25. 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".
  26. 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.
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