IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!)

Citations for "Random economies with many interacting agents"

by Follmer, Hans

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window

  1. Thomas Lux, 2008. "Stochastic Behavioral Asset Pricing Models and the Stylized Facts," Kiel Working Papers 1426, Kiel Institute for the World Economy.
  2. Bell, Ann Maria, 2002. "Locally interdependent preferences in a general equilibrium environment," Journal of Economic Behavior & Organization, Elsevier, vol. 47(3), pages 309-333, March.
  3. Shi-Nan Cao & Jing Deng & Honggang Li, 2010. "Prospect theory and risk appetite: an application to traders’ strategies in the financial market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 5(2), pages 249-259, December.
  4. Lux, Thomas, 2008. "Stochastic behavioral asset pricing models and the stylized facts," Kiel Working Papers 1426, Kiel Institute for the World Economy (IfW).
  5. Jean-Philippe Bouchaud, 2012. "Crises and collective socio-economic phenomena: simple models and challenges," Papers 1209.0453, arXiv.org, revised Dec 2012.
  6. Antoni Calvó-Armengol & Yves Zenou, 2004. "Social Networks And Crime Decisions: The Role Of Social Structure In Facilitating Delinquent Behavior," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 45(3), pages 939-958, 08.
  7. Weisbuch, G. & Kirman, A.P. & Herreiner, D., 1996. "Market Organisation," G.R.E.Q.A.M. 96a20, Universite Aix-Marseille III.
  8. Jérome VICENTE (GRES-LEREPS), 2003. "From interaction economics to economic geography : theories and evidences (In French)," Cahiers du GRES (2002-2009) 2003-02, Groupement de Recherches Economiques et Sociales.
  9. Edward L. Glaeser & Jose Scheinkman, 2000. "Non-Market Interactions," NBER Working Papers 8053, National Bureau of Economic Research, Inc.
  10. Igor Evstigneev & Michael Taksar, 2006. "Dynamic interaction models of economic equilibrium," The School of Economics Discussion Paper Series 0623, Economics, The University of Manchester.
  11. Horst, Ulrich & Scheinkman, Jose A., 2006. "Equilibria in systems of social interactions," Journal of Economic Theory, Elsevier, vol. 130(1), pages 44-77, September.
  12. Wooders, M. & Selten, R. & Cartwright, E., 2001. "Some First Results for Noncooperative Pregames : Social Conformity and Equilibrium in Pure Strategies," The Warwick Economics Research Paper Series (TWERPS) 589, University of Warwick, Department of Economics.
  13. Alberto Bisin & Andrea Moro & Giorgio Topa, 2011. "The empirical content of models with multiple equilibria in economies with social interactions," Staff Reports 504, Federal Reserve Bank of New York.
  14. Ulrich Horst, 2010. "Dynamic Systems of Social Interactions," SFB 649 Discussion Papers SFB649DP2010-012, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  15. Randal J. Verbrugge, 1998. "A Framework for Studying Economic Interactions (with applications to corruption and business cycles)," Game Theory and Information 9809006, EconWPA, revised 01 Oct 1998.
  16. Anna Szczypinska & Edward W. Piotrowski, 2008. "Inconsistency of the judgment matrix in the AHP method and the decision maker's knowledge," Papers 0806.4876, arXiv.org, revised Nov 2008.
  17. Cowan, Robin & Jonard, Nicolas, 2004. "Network structure and the diffusion of knowledge," Journal of Economic Dynamics and Control, Elsevier, vol. 28(8), pages 1557-1575, June.
  18. Evstigneev,Igor & Taksar,Michael, 1993. "Stochastic equilibria on graphs II," Discussion Paper Serie A 395, University of Bonn, Germany.
  19. Levy, Moshe, 2005. "Social phase transitions," Journal of Economic Behavior & Organization, Elsevier, vol. 57(1), pages 71-87, May.
  20. Berninghaus, Siegfried K. & Schwalbe, Ulrich, 1996. "Evolution, interaction, and Nash equilibria," Journal of Economic Behavior & Organization, Elsevier, vol. 29(1), pages 57-85, January.
  21. William A. Brock & Steven N. Durlauf, 1995. "Discrete Choice with Social Interactions I: Theory," NBER Working Papers 5291, National Bureau of Economic Research, Inc.
  22. Paolo Dai Pra & Fulvio Fontini & Elena Sartori & Marco Tolotti, 2011. "Endogenous equilibria in liquid markets with frictions and boundedly rational agents," Working Papers 7, Department of Management, Università Ca' Foscari Venezia.
  23. Denis Phan & Stephane Pajot & Jean-Pierre Nadal, 2003. "The Monopolist's Market with Discrete Choices and Network Externality Revisited: Small-Worlds, Phase Transition and Avalanches in an ACE Framework," Computing in Economics and Finance 2003 150, Society for Computational Economics.
  24. Iancu, Aurel, 2011. "Models of Financial System Fragility," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 230-256, March.
  25. Hommes, Cars H., 2006. "Heterogeneous Agent Models in Economics and Finance," Handbook of Computational Economics, in: Leigh Tesfatsion & Kenneth L. Judd (ed.), Handbook of Computational Economics, edition 1, volume 2, chapter 23, pages 1109-1186 Elsevier.
  26. Lux, Thomas, 2009. "Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey," Journal of Economic Behavior & Organization, Elsevier, vol. 72(2), pages 638-655, November.
  27. Steven N. Durlauf, 1996. "Statistical Mechanics Approaches to Socioeconomic Behavior," NBER Technical Working Papers 0203, National Bureau of Economic Research, Inc.
  28. Neil McCulloch & Grazia Pacillo, 2010. "The Tobin Tax A Review of the Evidence," Working Paper Series 1611, Department of Economics, University of Sussex.
  29. Nicolas Jonard & Murat Yildizoglu, . "Technological Diversity in an Evolutionary Industry Model with Localized Learning and Network Externalities," Computing in Economics and Finance 1997 13, Society for Computational Economics.
  30. Mordecai Kurz, 1997. "Social States of Belief and the Determinants of the Equity Risk Premium in A Rational Belief Equilibrium," Working Papers 97026, Stanford University, Department of Economics.
  31. Pigeard de Almeida Prado, Fernando & Belitsky, Vladimir & Ferreira, Alex Luiz, 2011. "Social interactions, product differentiation and discontinuity of demand," Journal of Mathematical Economics, Elsevier, vol. 47(4-5), pages 642-653.
  32. D. Sornette, 2014. "Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based models," Papers 1404.0243, arXiv.org.
  33. Jean-Michel Grandmont, 1991. "Transformations of the Commodity Space, Behavioral Heterogeneity and the Aggregation Problem," Cowles Foundation Discussion Papers 987, Cowles Foundation for Research in Economics, Yale University.
  34. Calvo-Armengol, Antoni, 2003. "A decentralized market with trading links," Mathematical Social Sciences, Elsevier, vol. 45(1), pages 83-103, February.
  35. Mordecai Kurz, . "Endogenous Uncertainty: A Unified View of Market Volatility," Working Papers 98013, Stanford University, Department of Economics.
  36. Rich, Karl M. & Winter-Nelson, Alex & Brozovic, Nicholas, 2005. "Regionalization and foot-and-mouth disease control in South America: Lessons from spatial models of coordination and interactions," The Quarterly Review of Economics and Finance, Elsevier, vol. 45(2-3), pages 526-540, May.
  37. Martin Hohnisch, 2003. "Hildenbrand Distribution Economies as Limiting Empirical Distributions of Random Economies," Bonn Econ Discussion Papers bgse28_2003, University of Bonn, Germany.
  38. Choudhary, M. Ali & Michael Orszag, J., 2008. "A cobweb model with local externalities," Journal of Economic Dynamics and Control, Elsevier, vol. 32(3), pages 821-847, March.
  39. Georges Harras & Didier Sornette, 2008. "How to grow a bubble: A model of myopic adapting agents," Papers 0806.2989, arXiv.org, revised Nov 2010.
  40. Orlean, Andre, 1995. "Bayesian interactions and collective dynamics of opinion: Herd behavior and mimetic contagion," Journal of Economic Behavior & Organization, Elsevier, vol. 28(2), pages 257-274, October.
  41. Barkley Rosser, J. Jr., 2001. "Complex ecologic-economic dynamics and environmental policy," Ecological Economics, Elsevier, vol. 37(1), pages 23-37, April.
  42. Durlauf,S.N. & Walker,J.R., 1999. "Social interaction and fertility transitions," Working papers 28, Wisconsin Madison - Social Systems.
  43. Cowan Robin, 2004. "Network models of innovation and knowledge diffusion," Research Memorandum 016, Maastricht University, Maastricht Economic Research Institute on Innovation and Technology (MERIT).
  44. Bisin, Alberto & Horst, Ulrich & Ozgur, Onur, 2006. "Rational expectations equilibria of economies with local interactions," Journal of Economic Theory, Elsevier, vol. 127(1), pages 74-116, March.
  45. Philip Auerswald & Stuart Kauffman & Jose Lobo & Karl Shell, 1998. "The Production Recipes Approach to Modeling Technological Innovation: An Application to Learning By Doing," Working Papers 98-11-100, Santa Fe Institute.
  46. Wooders, Myrna & Edward Cartwright & Selten, Reinhard, 2002. "Social Conformity And Equilibrium In Pure Strategies In Games With Many Players," The Warwick Economics Research Paper Series (TWERPS) 636, University of Warwick, Department of Economics.
  47. Martin Hohnisch, 2005. "Local Interactions as a Decentralized Mechanism Coordinating Equilibrium Expectations," Bonn Econ Discussion Papers bgse30_2005, University of Bonn, Germany.
  48. Remenik, Daniel, 2009. "Limit theorems for individual-based models in economics and finance," Stochastic Processes and their Applications, Elsevier, vol. 119(8), pages 2401-2435, August.
  49. Chen, Shu-Heng & Chang, Chia-Ling & Wen, Ming-Chang, 2014. "Social networks and macroeconomic stability," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 8, pages 1-40.
  50. Bischi, Gian-Italo & Gallegati, Mauro & Gardini, Laura & Leombruni, Roberto & Palestrini, Antonio, 2006. "Herd Behavior And Nonfundamental Asset Price Fluctuations In Financial Markets," Macroeconomic Dynamics, Cambridge University Press, vol. 10(04), pages 502-528, September.
  51. Randal J. Verbrugge, 1998. "Local Complementarities and Aggregate Fluctuations," Macroeconomics 9809016, EconWPA, revised 30 Sep 1998.
  52. Cont, Rama & Löwe, Matthias, 2010. "Social distance, heterogeneity and social interactions," Journal of Mathematical Economics, Elsevier, vol. 46(4), pages 572-590, July.
  53. Barbara Dluhosch, 2011. "European Economics at a Crossroads, by J. Barkley Rosser, Jr., Richard P. F. Holt, and David Colander," Journal of Regional Science, Wiley Blackwell, vol. 51(3), pages 629-631, 08.
  54. Weisbuch, Gerard, 2000. "Environment and institutions: a complex dynamical systems approach," Ecological Economics, Elsevier, vol. 35(3), pages 381-391, December.
  55. D'Ignazio, A. & Giovannetti, E., 2004. "From Exogenous to Endogenous Networks: Internet Applications," Cambridge Working Papers in Economics 0445, Faculty of Economics, University of Cambridge.
  56. Kosfeld, M., 1998. "Rumours and Markets," Discussion Paper 1998-23, Tilburg University, Center for Economic Research.
  57. 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 06-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  58. Chiarella, Carl & He, Xue-Zhong & Zheng, Min, 2011. "An analysis of the effect of noise in a heterogeneous agent financial market model," Journal of Economic Dynamics and Control, Elsevier, vol. 35(1), pages 148-162, January.
  59. Lux, Thomas, 2008. "Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey," Kiel Working Papers 1424, Kiel Institute for the World Economy (IfW).
  60. 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," CeNDEF Working Papers 05-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  61. Semeshenko, Viktoriya & Gordon, Mirta B. & Nadal, Jean-Pierre, 2008. "Collective states in social systems with interacting learning agents," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(19), pages 4903-4916.
  62. Rosser Jr., J. Barkley, 2010. "Is a transdisciplinary perspective on economic complexity possible?," Journal of Economic Behavior & Organization, Elsevier, vol. 75(1), pages 3-11, July.
  63. Gérard Weisbuch & Guillaume Deffuant & Frederic Amblard & Jean Pierre Nadal, 2001. "Interacting Agents and Continuous Opinions Dynamics," Working Papers 01-11-072, Santa Fe Institute.
  64. Gu, Gao-Feng & Chen, Wei & Zhou, Wei-Xing, 2008. "Empirical regularities of order placement in the Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(13), pages 3173-3182.
  65. Chen, Shu-Heng & Chang, Chia-Ling & Tseng, Yi-Heng, 2014. "Social networks, social interaction and macroeconomic dynamics: How much could Ernst Ising help DSGE?," Research in International Business and Finance, Elsevier, vol. 30(C), pages 312-335.
  66. Fontana Magda, 2008. "The complexity approach to economics : a Paradigm shift," CESMEP Working Papers 200801, University of Turin.
  67. Carl Chiarella & Xue-Zhong He & Min Zheng, 2007. "The Stochastic Dynamics of Speculative Prices," Research Paper Series 208, Quantitative Finance Research Centre, University of Technology, Sydney.
  68. I. V. Evstigneev & M. I. Taksar, 2001. "Stochastic Economies with Locally Interacting Agents," Working Papers 01-03-018, Santa Fe Institute.
  69. Blume,L.E. & Durlauf,S.N., 2005. "Identifying social interactions : a review," Working papers 12, Wisconsin Madison - Social Systems.
  70. Rosser Jr., J. Barkley, 2007. "The rise and fall of catastrophe theory applications in economics: Was the baby thrown out with the bathwater?," Journal of Economic Dynamics and Control, Elsevier, vol. 31(10), pages 3255-3280, October.
  71. Jean-Pierre Zigrand, 2014. "Systems and systemic risk in finance and economics," LSE Research Online Documents on Economics 61220, London School of Economics and Political Science, LSE Library.
  72. Levy, Moshe, 2008. "Stock market crashes as social phase transitions," Journal of Economic Dynamics and Control, Elsevier, vol. 32(1), pages 137-155, January.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.