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Citations for "Handbook of Computational Economics, Vol. 2: Agent-Based Computational Economics"

by Tesfatsion, Leigh & Judd, Kenneth L.

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  1. Cars Hommes & Carl Chiarella & Xue-Zhong He, 2004. "A Dynamical Analysis of Moving Average Rules," Computing in Economics and Finance 2004 238, Society for Computational Economics.
  2. Gunter M. Sch\"utz & Fernando Pigeard de Almeida Prado & Rosemary J. Harris & Vladimir Belitsky, 2007. "Short-time behaviour of demand and price viewed through an exactly solvable model for heterogeneous interacting market agents," Papers 0801.0003, arXiv.org, revised Jun 2009.
  3. Carlos Capistrán & Allan Timmermann, 2006. "Disagreement and Biases in Inflation Expectations," Working Papers 2006-07, Banco de México.
  4. Burkhard Schipper, 2002. "Imitators and Optimizers in Cournot Oligopoly," Bonn Econ Discussion Papers bgse29_2002, University of Bonn, Germany.
  5. Hommes, C.H., 2007. "Complexity, Evolution and Learning: a simple story of heterogeneous expectations and some empirical and experimental validation," CeNDEF Working Papers 07-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  6. Demosthenes Tambakis, 2009. "Feedback trading and intermittent market turbulence," Quantitative Finance, Taylor & Francis Journals, vol. 9(4), pages 477-489.
  7. Chen, Yong & Irwin, Elena G. & Jayaprakash, Ciriyam, 2011. "Incorporating Spatial Complexity into Economic Models of Land Markets and Land Use Change," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 40(3), December.
  8. Stefan Reitz & Ulf Slopek, 2009. "Non-Linear Oil Price Dynamics: A Tale of Heterogeneous Speculators?," German Economic Review, Verein für Socialpolitik, vol. 10, pages 270-283, 08.
  9. Lof, Matthijs, 2010. "Heterogeneity in Stock Pricing: A STAR Model with Multivariate Transition Functions," MPRA Paper 30520, University Library of Munich, Germany.
  10. Bask, Mikael, 2007. "Long swings and chaos in the exchange rate in a DSGE model with a Taylor rule," Research Discussion Papers 19/2007, Bank of Finland.
  11. Roberto Leombruni & Matteo Richiardi, 2006. "Introduction," Computational Economics, Society for Computational Economics, vol. 27(1), pages 1-1, February.
  12. Ryuichi Yamamoto, 2011. "Volatility clustering and herding agents: does it matter what they observe?," Journal of Economic Interaction and Coordination, Springer, vol. 6(1), pages 41-59, May.
  13. Verbic, Miroslav, 2006. "Memory and Asset Pricing Models with Heterogeneous Beliefs," MPRA Paper 1261, University Library of Munich, Germany.
  14. 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.
  15. Albert Banal-Estañol & Augusto Rupérez-Micola, 2010. "Are agent-based simulations robust? The wholesale electricity trading case," Economics Working Papers 1214, Department of Economics and Business, Universitat Pompeu Fabra.
  16. Frank Beckenbach & Ramón Briegel, 2010. "Multi-agent modeling of economic innovation dynamics and its implications for analyzing emission impacts," International Economics and Economic Policy, Springer, vol. 7(2), pages 317-341, August.
  17. Giorgio Fagiolo & Andrea Roventini, 2008. "On the Scientific Status of Economic Policy: A Tale of Alternative Paradigms," Working Papers 47/2008, University of Verona, Department of Economics.
  18. Steinbacher, Matjaz, 2009. "Acceptable Risk in a Portfolio Analysis," MPRA Paper 13569, University Library of Munich, Germany.
  19. Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2006. "More hedging instruments may destabilize markets," CeNDEF Working Papers 06-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  20. Klaus Wersching, 2007. "Agglomeration in an innovative and differentiated industry with heterogeneous knowledge spillovers," Journal of Economic Interaction and Coordination, Springer, vol. 2(1), pages 1-25, June.
  21. Chatterjee, Sidharta, 2011. "The Neuroeconomics of Learning and Information Processing; Applying Markov Decision Process," MPRA Paper 28883, University Library of Munich, Germany.
  22. Matteo Richiardi, 2003. "On the Use of Agent-Based Simulations," LABORatorio R. Revelli Working Papers Series 32, LABORatorio R. Revelli, Centre for Employment Studies.
  23. Tobias Galla & Giancarlo Mosetti & Yi-Cheng Zhang, 2006. "Anomalous fluctuations in Minority Games and related multi-agent models of financial markets," Papers physics/0608091, arXiv.org.
  24. Mikhail Anufriev & Giulio Bottazzi, 2005. "Price and Wealth Dynamics in a Speculative Market with an Arbitrary Number of Generic Technical Traders," LEM Papers Series 2005/06, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  25. K. Vela Velupillai, 2011. "DSGE And Beyond – Computable And Constructive Challenges," ASSRU Discussion Papers 1122, ASSRU - Algorithmic Social Science Research Unit.
  26. Witte, Björn-Christopher, 2011. "Fund managers - why the best might be the worst: On the evolutionary vigor of risk-seeking behavior," BERG Working Paper Series 81, Bamberg University, Bamberg Economic Research Group.
  27. Daniela Federici & Giancarlo Gandolfo, 2011. "The Euro/Dollar Exchange Rate: Chaotic or Non-Chaotic?," CESifo Working Paper Series 3420, CESifo Group Munich.
  28. Fiore, Annamaria, 2009. "Experimental Economics: Some Methodological Notes," MPRA Paper 12498, University Library of Munich, Germany.
  29. Carlo Bianchi & Pasquale Cirillo & Mauro Gallegati & Pietro Vagliasindi, 2007. "Validating and Calibrating Agent-Based Models: A Case Study," Computational Economics, Society for Computational Economics, vol. 30(3), pages 245-264, October.
  30. Karolina Safarzyńska & Jeroen Bergh, 2010. "Evolutionary models in economics: a survey of methods and building blocks," Journal of Evolutionary Economics, Springer, vol. 20(3), pages 329-373, June.
  31. Hommes, C.H. & Lux, T., 2009. "Individual Expectations and Aggregate Behavior in Learning to Forcast Experiments," CeNDEF Working Papers 09-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  32. P. Ruben Mercado & David A. Kendrick, 2004. "Computational Economics: Help for the Underestimated Undergraduate," Computing in Economics and Finance 2004 71, Society for Computational Economics.
  33. Frijns, Bart & Lehnert, Thorsten & Zwinkels, Remco C.J., 2010. "Behavioral heterogeneity in the option market," Journal of Economic Dynamics and Control, Elsevier, vol. 34(11), pages 2273-2287, November.
  34. Giovanni Baiocchi, 2007. "Reproducible research in computational economics: guidelines, integrated approaches, and open source software," Computational Economics, Society for Computational Economics, vol. 30(1), pages 19-40, August.
  35. Herbert Dawid & Marc Reimann, 2011. "Diversification: a road to inefficiency in product innovations?," Journal of Evolutionary Economics, Springer, vol. 21(2), pages 191-229, May.
  36. 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 06-15, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  37. Junjie Sun & Leigh Tesfatsion, 2007. "Dynamic Testing of Wholesale Power Market Designs: An Open-Source Agent-Based Framework," Computational Economics, Society for Computational Economics, vol. 30(3), pages 291-327, October.
  38. Haydée Lugo, 2005. "Incentives to Cooperate in Network Formation," Computing in Economics and Finance 2005 181, Society for Computational Economics.
  39. Gaunersdorfer, Andrea & Hommes, Cars H. & Wagener, Florian O.O., 2008. "Bifurcation routes to volatility clustering under evolutionary learning," Journal of Economic Behavior & Organization, Elsevier, vol. 67(1), pages 27-47, July.
  40. Steinbacher, Matjaz, 2008. "Stochastic Processes in Finance and Behavioral Finance," MPRA Paper 13603, University Library of Munich, Germany.
  41. Murat YILDIZOGLU (GREThA, CNRS, UMR 5113) & Isabelle SALLE (GREThA, CNRS, UMR 5113), 2012. "Efficient Sampling and Metamodeling for Computational Economic Models," Cahiers du GREThA 2012-18, Groupe de Recherche en Economie Théorique et Appliquée.
  42. Carl Chiarella & Roberto Dieci & Laura Gardini & Lucia Sbragia, 2008. "A Model of Financial Market Dynamics with Heterogeneous Beliefs and State-Dependent Confidence," Computational Economics, Society for Computational Economics, vol. 32(1), pages 55-72, September.
  43. Paolo Pellizzari & Frank Westerhoff, 2009. "Some effects of transaction taxes under different microstructures," Working Papers 190, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  44. Christian Wolff & Ron Jongen & Willem F.C. Verschoor & Remco C.J. Zwinkels, 2009. "Dispersion of Beliefs in the Foreign Exchange Market," LSF Research Working Paper Series 09-01, Luxembourg School of Finance, University of Luxembourg.
  45. Manfred Gilli & Peter Winker & Vahidin Jeleskovic, 2006. "An Objective Function for Simulation Based Inference on Exchange Rate Data," Computing in Economics and Finance 2006 147, Society for Computational Economics.
  46. Fontana Magda, 2005. "Computer simulations, mathematics and economics," CESMEP Working Papers 200506, University of Turin.
  47. Giorgio Fagiolo & Alessio Moneta & Paul Windrum, 2007. "A Critical Guide to Empirical Validation of Agent-Based Models in Economics: Methodologies, Procedures, and Open Problems," Computational Economics, Society for Computational Economics, vol. 30(3), pages 195-226, October.
  48. Hermsen, Oliver & Witte, Björn-Christopher & Westerhoff, Frank, 2010. "Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 4, pages 1-26.
  49. Anufriev, Mikhail & Panchenko, Valentyn, 2009. "Asset prices, traders' behavior and market design," Journal of Economic Dynamics and Control, Elsevier, vol. 33(5), pages 1073-1090, May.
  50. Steven Kimbrough & Frederic Murphy, 2009. "Learning to Collude Tacitly on Production Levels by Oligopolistic Agents," Computational Economics, Society for Computational Economics, vol. 33(1), pages 47-78, February.
  51. David Colander & Ric Holt & Barkley Rosser, 2003. "The Changing Face of Mainstream Economics," Middlebury College Working Paper Series 0327, Middlebury College, Department of Economics.
  52. Matteo Richiardi, 2006. "Toward a Non-Equilibrium Unemployment Theory," Computational Economics, Society for Computational Economics, vol. 28(4), pages 421-446, November.
  53. David Colander & Richard P.F. Holt & J. Barkley Rosser, 2010. "The Complexity Era in Economics," Middlebury College Working Paper Series 1001, Middlebury College, Department of Economics.
  54. Mikhail Anufriev & Giulio Bottazzi, 2006. "Behavioral Consistent Market Equilibria under Procedural Rationality," Computing in Economics and Finance 2006 225, Society for Computational Economics.
  55. Chen, Shu-Heng, 2012. "Varieties of agents in agent-based computational economics: A historical and an interdisciplinary perspective," Journal of Economic Dynamics and Control, Elsevier, vol. 36(1), pages 1-25.
  56. Jack Robles, 2008. "Evolution, bargaining, and time preferences," Economic Theory, Springer, vol. 35(1), pages 19-36, April.
  57. Andreas Fuster & Benjamin Hebert & David Laibson, 2012. "Natural Expectations, Macroeconomic Dynamics, and Asset Pricing," NBER Macroeconomics Annual, University of Chicago Press, vol. 26(1), pages 1 - 48.
  58. Bask, Mikael, 2007. "Instrument rules in monetary policy under heterogeneity in currency trade," Research Discussion Papers 22/2007, Bank of Finland.
  59. Koesrindartoto, Deddy P. & Sun, Junjie & Tesfatsion, Leigh, 2005. "An Agent-Based Computational Laboratory for Testing the Economic Reliability of Wholesale Power Market Designs," Staff General Research Papers 12388, Iowa State University, Department of Economics.
  60. Rennard, Jean-Philippe, 2006. "Artificiality in Social Sciences," MPRA Paper 1458, University Library of Munich, Germany.
  61. Jozef Barunik & Lukas Vacha & Miloslav Vosvrda, 2009. "Smart predictors in the heterogeneous agent model," Journal of Economic Interaction and Coordination, Springer, vol. 4(2), pages 163-172, November.
  62. Stefano Balbi & Carlo Giupponi, 2009. "Reviewing agent-based modelling of socio-ecosystems: a methodology for the analysis of climate change adaptation and sustainability," Working Papers 2009_15, Department of Economics, University of Venice "Ca' Foscari".
  63. Herbert Dawid & Joern Dermietzel, 2006. "How Robust is the Equal Split Norm? Responsive Strategies, Selection Mechanisms and the Need for Economic Interpretation of Simulation Parameters," Computational Economics, Society for Computational Economics, vol. 28(4), pages 371-397, November.
  64. Tesfatsion, Leigh, 2006. "Agent-Based Computational Modeling And Macroeconomics," Staff General Research Papers 12402, Iowa State University, Department of Economics.
  65. Buda, Rodolphe, 2009. "Learning-Testing Process in Classroom: An Empirical Simulation Model," MPRA Paper 12146, University Library of Munich, Germany.
  66. Bernhard Rengs & Manuel Scholz-Wäckerle & Ardjan Gazheli & Miklós Antal & Jeroen van den Bergh, 2015. "Testing innovation, employment and distributional impacts of climate policy packages in a macro-evolutionary systems setting," WWWforEurope Working Papers series 83, WWWforEurope.
  67. Sheri Markose, 2006. "Developments in experimental and agent-based computational economics (ACE): overview," Journal of Economic Interaction and Coordination, Springer, vol. 1(2), pages 119-127, November.
  68. Herbert Dawid & Marc Reimann, 2005. "Evaluating Market Attractiveness: Individual Incentives Versus Industry Profitability," Computational Economics, Society for Computational Economics, vol. 24(4), pages 321-355, June.
  69. Myong-Hun Chang, 2009. "Industry dynamics with knowledge-based competition: a computational study of entry and exit patterns," Journal of Economic Interaction and Coordination, Springer, vol. 4(1), pages 73-114, June.
  70. Baosheng Yuan & Kan Chen, 2006. "Impact of investor’s varying risk aversion on the dynamics of asset price fluctuations," Journal of Economic Interaction and Coordination, Springer, vol. 1(2), pages 189-214, November.
  71. Micola, Augusto Rupérez & Banal-Estañol, Albert & Bunn, Derek W., 2008. "Incentives and coordination in vertically related energy markets," Journal of Economic Behavior & Organization, Elsevier, vol. 67(2), pages 381-393, August.
  72. Maria Letizia Bertotti & Giovanni Modanese, 2014. "Microscopic Models for Welfare Measures Addressing a Reduction of Economic Inequality," Papers 1407.3749, arXiv.org, revised Sep 2014.
  73. Pape, Andreas Duus & Kurtz, Kenneth J., 2013. "Evaluating case-based decision theory: Predicting empirical patterns of human classification learning," Games and Economic Behavior, Elsevier, vol. 82(C), pages 52-65.
  74. Alan Mehlenbacher, 2007. "Multiagent System Platform for Auction Simulations," Department Discussion Papers 0706, Department of Economics, University of Victoria.
  75. Paul De Grauwe, 2010. "Booms and Busts: New Keynesian and Behavioral Explanations," CESifo Working Paper Series 3293, CESifo Group Munich.
  76. Cars H. Hommes, 2009. "Bounded Rationality and Learning in Complex Markets," Chapters, in: Handbook of Research on Complexity, chapter 5 Edward Elgar.
  77. Mikael Bask, 2009. "Optimal monetary policy under heterogeneity in currency trade," Journal of Financial Economic Policy, Emerald Group Publishing, vol. 1(4), pages 338-354, May.
  78. Li-Xin Wang, 2014. "Dynamical Models of Stock Prices Based on Technical Trading Rules Part II: Analysis of the Models," Papers 1401.1891, arXiv.org.
  79. Alan Mehlenbacher, 2007. "Multiagent System Simulations of Sealed-Bid Auctions with Two-Dimensional Value Signals," Department Discussion Papers 0707, Department of Economics, University of Victoria.
  80. Robert Somogyi & Janos Vincze, 2011. "Price Rigidity and Strategic Uncertainty An Agent-based Approach," IEHAS Discussion Papers 1135, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences.
  81. Gonzalo Castañeda, 2010. "Crisis económicas y cambios de paradigma," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 25(2), pages 425-441.
  82. 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, vol. 5(2), pages 249-259, December.
  83. Giovanni Dosi, 2012. "Economic Coordination and Dynamics: Some Elements of an Alternative "Evolutionary" Paradigm," LEM Papers Series 2012/08, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  84. Micola, Augusto Ruperez & Bunn, Derek W., 2008. "Crossholdings, concentration and information in capacity-constrained sealed bid-offer auctions," Journal of Economic Behavior & Organization, Elsevier, vol. 66(3-4), pages 748-766, June.
  85. Domenico Gatti & Edoardo Gaffeo & Mauro Gallegati, 2010. "Complex agent-based macroeconomics: a manifesto for a new paradigm," Journal of Economic Interaction and Coordination, Springer, vol. 5(2), pages 111-135, December.
  86. E. Gaffeo & M. Catalano & F. Clementi & D. Delli Gatti & M. Gallegati & A. Russo, 2006. "Reflections on Modern Macroeconomics: Can We Travel Along a Safer Road?," Papers physics/0608148, arXiv.org.
  87. Basaure, Arturo & Suomi, Henna & Hämmäinen, Heikki, 2014. "Effects of transaction and switching costs on mobile market performance," 20th ITS Biennial Conference, Rio de Janeiro 2014: The Net and the Internet - Emerging Markets and Policies 106830, International Telecommunications Society (ITS).
  88. Markus Demary, 2011. "Transaction taxes, greed and risk aversion in an agent-based financial market model," Journal of Economic Interaction and Coordination, Springer, vol. 6(1), pages 1-28, May.
  89. Mikael Bask & Carina Selander, 2009. "Robust Taylor rules under heterogeneity in currency trade," International Economics and Economic Policy, Springer, vol. 6(3), pages 283-313, October.
  90. Giorgio Fagiolo & Paul Windrum & Alessio Moneta, 2006. "Empirical Validation of Agent Based Models: A Critical Survey," LEM Papers Series 2006/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  91. Leonardo Bargigli & Gabriele Tedeschi, 2013. "Major trends in agent-based economics," Journal of Economic Interaction and Coordination, Springer, vol. 8(2), pages 211-217, October.
  92. Verónica Amarante & Ivone Perazzo, 2011. "Cantidad de niños en los hogares uruguayos: un análisis de los determinantes económicos, 1996-2006," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 26(1), pages 3-34.
  93. Mikael Bask & Jarko Fidrmuc, 2009. "Fundamentals and Technical Trading: Behavior of Exchange Rates in the CEECs," Open Economies Review, Springer, vol. 20(5), pages 589-605, November.
  94. G. Fagiolo & C. Birchenhall & P. Windrum, 2007. "Empirical Validation in Agent-based Models: Introduction to the Special Issue," Computational Economics, Society for Computational Economics, vol. 30(3), pages 189-194, October.
  95. Graupner, Marten, 2011. "The Spatial Agent-based Competition Model (SpAbCoM)
    [Das räumliche agenten-basierte Wettbewerbsmodell SpAbCoM]
    ," IAMO Discussion Papers 135, Leibniz Institute of Agricultural Development in Central and Eastern Europe (IAMO).
  96. Shu-Heng Chen & Tina Yu, 2011. "Toward an Autonomous-Agents Inspired Economic Analysis," ASSRU Discussion Papers 1118, ASSRU - Algorithmic Social Science Research Unit.
  97. Cars Hommes, 2006. "Interacting Agents in Finance," Tinbergen Institute Discussion Papers 06-029/1, Tinbergen Institute.
  98. Eric Guerci & Stefano Ivaldi & Silvano Cincotti, 2008. "Learning Agents in an Artificial Power Exchange: Tacit Collusion, Market Power and Efficiency of Two Double-auction Mechanisms," Computational Economics, Society for Computational Economics, vol. 32(1), pages 73-98, September.
  99. Guido Fioretti, 2005. "Agent-Based Models of Industrial Clusters and Districts," Urban/Regional 0504009, EconWPA.
  100. Witte, Björn-Christopher, 2012. "Fund managers - Why the best might be the worst: On the evolutionary vigor of risk-seeking behavior," Economics Discussion Papers 2012-20, Kiel Institute for the World Economy.
  101. Banal-Estañol, Albert & Rupérez Micola, Augusto, 2011. "Behavioural simulations in spot electricity markets," European Journal of Operational Research, Elsevier, vol. 214(1), pages 147-159, October.
  102. Alan Kirman, 2006. "Heterogeneity in Economics," Journal of Economic Interaction and Coordination, Springer, vol. 1(1), pages 89-117, May.
  103. Francesco Lamperti, 2015. "An Information Theoretic Criterion for Empirical Validation of Time Series Models," LEM Papers Series 2015/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  104. Giuseppe Attanasi & Samuele Centorrino & Ivan Moscati, 2011. "Double Auction Equilibrium and Efficiency in a Classroom Experimental Search Market," LERNA Working Papers 11.03.337, LERNA, University of Toulouse.
  105. Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2008. "More hedging instruments may destabilize markets (Revised version, April 2008)," CeNDEF Working Papers 08-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  106. Bernardo Alves Furtado & Ricardo Machado Ruiz, 2006. "Metrópole Fractal: Um Modelo Com Autômatos Celulares Para Análise Do Espaço Urbano," Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting] 73, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  107. Witte, Björn-Christopher, 2012. "Fund managers - Why the best might be the worst: On the evolutionary vigor of risk-seeking behavior," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 6, pages 1-29.
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