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Citations for "Ants, Rationality, and Recruitment"

by Kirman, Alan

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  1. Weisbuch, Gerard & Gutowitz, Howard & Duchateau-Nguyen, Guillemette, 1996. "Information contagion and the economics of pollution," Journal of Economic Behavior & Organization, Elsevier, vol. 29(3), pages 389-407, May.
  2. Lengnick, Matthias & Wohltmann, Hans-Werner, 2011. "Agent-based financial markets and New Keynesian macroeconomics: A synthesis," Economics Working Papers 2011,09, Christian-Albrechts-University of Kiel, Department of Economics.
  3. Carlo Altavilla & Paul De Grauwe, 2010. "Non-linearities in the relation between the exchange rate and its fundamentals," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(1), pages 1-21.
  4. Alfarano, Simone & Lux, Thomas, 2006. "A minimal noise trader model with realistic time series properties," Economics Working Papers 2006,11, Christian-Albrechts-University of Kiel, Department of Economics.
  5. Paul De Grauwe & Agnieszka Markiewicz, 2006. "Learning to Forecast the Exchange Rate: Two Competing Approaches," CESifo Working Paper Series 1717, CESifo Group Munich.
  6. Westerhoff Frank H., 2006. "Nonlinear Expectation Formation, Endogenous Business Cycles and Stylized Facts," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(4), pages 1-17, December.
  7. repec:ipg:wpaper:31 is not listed on IDEAS
  8. Girard, J. & Gruber, H., 1995. "The repeated choice model and the feedback mechanism," Omega, Elsevier, vol. 23(2), pages 187-195, April.
  9. Grabisch, Michel & Rusinowska, Agnieszka, 2013. "A model of influence based on aggregation functions," Mathematical Social Sciences, Elsevier, vol. 66(3), pages 316-330.
  10. 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.
  11. Nathan Berg & Gerd Gigerenzer, 2007. "Psychology Implies Paternalism? Bounded Rationality may Reduce the Rationale to Regulate Risk-Taking," Social Choice and Welfare, Springer, vol. 28(2), pages 337-359, February.
  12. Bramoullé, Yann & Kranton, Rachel, 2007. "Risk-sharing networks," Journal of Economic Behavior & Organization, Elsevier, vol. 64(3-4), pages 275-294.
  13. Alos-Ferrer, Carlos & Ania, Ana B., 2005. "The asset market game," Journal of Mathematical Economics, Elsevier, vol. 41(1-2), pages 67-90, February.
  14. Adelina Gschwandtner, 2004. "Profit Persistence in the "Very" Long Run: Evidence from Survivors and Exiters," Vienna Economics Papers 0401, University of Vienna, Department of Economics.
  15. Marianna Lyra, 2010. "Heuristic Strategies in Finance – An Overview," Working Papers 045, COMISEF.
  16. repec:dgr:tuecis:wpaper:1304 is not listed on IDEAS
  17. Kononovicius, A. & Gontis, V., 2012. "Agent based reasoning for the non-linear stochastic models of long-range memory," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(4), pages 1309-1314.
  18. Chang, Chia-ling & Chen, Shu-heng, 2011. "Interactions in DSGE models: The Boltzmann-Gibbs machine and social networks approach," Economics Discussion Papers 2011-25, Kiel Institute for the World Economy.
  19. Weisbuch, Gerard, 2000. "Environment and institutions: a complex dynamical systems approach," Ecological Economics, Elsevier, vol. 35(3), pages 381-391, December.
  20. Sergiy Gerasymchuk, 2008. "Asset return and wealth dynamics with reference dependent preferences and heterogeneous beliefs," Working Papers 160, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  21. Valentyn Panchenko & Sergiy Gerasymchuk & Oleg V. Pavlov, 2013. "Asset Price Dynamics with Heterogeneous Beliefs and Local Network Interactions," Discussion Papers 2013-18, School of Economics, The University of New South Wales.
  22. David Goldbaum, 2013. "Learning and Adaptation as a Source of Market Failure," Working Paper Series 14, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  23. Conlisk, John & Gong, Jyh-Chyi & Tong, Ching H., 2000. "Imitation and the dynamics of norms," Mathematical Social Sciences, Elsevier, vol. 40(2), pages 197-213, September.
  24. Lengnick, Matthias, 2013. "Agent-based macroeconomics: A baseline model," Journal of Economic Behavior & Organization, Elsevier, vol. 86(C), pages 102-120.
  25. Li, Hongyan & Tesfatsion, Leigh, 2012. "Co-learning patterns as emergent market phenomena: An electricity market illustration," Journal of Economic Behavior & Organization, Elsevier, vol. 82(2), pages 395-419.
  26. Mikhail Anufriev & Giulio Bottazzi & Francesca Pancotto, 2004. "Price and Wealth Asymptotic Dynamics with CRRA Technical Trading Strategies," LEM Papers Series 2004/23, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  27. He, Xue-Zhong & Li, Youwei, 2007. "Power-law behaviour, heterogeneity, and trend chasing," Journal of Economic Dynamics and Control, Elsevier, vol. 31(10), pages 3396-3426, October.
  28. Lux, Thomas, 1998. "The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions," Journal of Economic Behavior & Organization, Elsevier, vol. 33(2), pages 143-165, January.
  29. Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2008. "Heterogeneity, Market Mechanisms, and Asset Price Dynamics," Research Paper Series 231, Quantitative Finance Research Centre, University of Technology, Sydney.
  30. Mark Salmon & Roman Kozhan, 2008. "Uncertainty Aversion in a Heterogeneous AgentModel of Foreign Exchange Rate Formation," Working Papers wp08-05, Warwick Business School, Finance Group.
  31. Manzan, Sebastiano & Westerhoff, Frank, 2005. "Representativeness of news and exchange rate dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 29(4), pages 677-689, April.
  32. M.G. Zimmermann, V. M. Eguiluz, 2001. "Evolution of Cooperative Networks and the Emergence of Leadership," Computing in Economics and Finance 2001 171, Society for Computational Economics.
  33. Thomas Lux, 2008. "Applications of Statistical Physics in Finance and Economics," Kiel Working Papers 1425, Kiel Institute for the World Economy.
  34. Franke, Reiner, 2014. "Aggregate sentiment dynamics: A canonical modelling approach and its pleasant nonlinearities," Structural Change and Economic Dynamics, Elsevier, vol. 31(C), pages 64-72.
  35. Fabio Tramontana, 2010. "Economics as a compartmental system: a simple macroeconomic example," International Review of Economics, Springer, vol. 57(4), pages 347-360, December.
  36. Edward L. Glaeser & Jose Scheinkman, 2000. "Non-Market Interactions," NBER Working Papers 8053, National Bureau of Economic Research, Inc.
  37. Paul Grauwe, 2011. "Animal spirits and monetary policy," Economic Theory, Springer, vol. 47(2), pages 423-457, June.
  38. Sommervoll, Dag Einar & Borgersen, Trond-Arne & Wennemo, Tom, 2010. "Endogenous housing market cycles," Journal of Banking & Finance, Elsevier, vol. 34(3), pages 557-567, March.
  39. Cars Hommes & Thomas Lux, 2008. "Individual Expectations and Aggregate Behavior in Learning to Forecast Experiments," Kiel Working Papers 1466, Kiel Institute for the World Economy.
  40. E. Samanidou & E. Zschischang & D. Stauffer & T. Lux, 2001. "Microscopic Models of Financial Markets," Papers cond-mat/0110354, arXiv.org.
  41. Levine, David K. & Pesendorfer, Wolfgang, 2007. "The evolution of cooperation through imitation," Games and Economic Behavior, Elsevier, vol. 58(2), pages 293-315, February.
  42. Gaffeo, Edoardo & Canzian, Giulia, 2011. "The psychology of inflation, monetary policy and macroeconomic instability," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 40(5), pages 660-670.
  43. Efstathios Panayi & Gareth Peters, 2015. "Stochastic simulation framework for the Limit Order Book using liquidity motivated agents," Papers 1501.02447, arXiv.org, revised Jan 2015.
  44. Kirman, Alan & Ricciotti, Romain Fabio & Topol, Richard L On, 2007. "Bubbles In Foreign Exchange Markets," Macroeconomic Dynamics, Cambridge University Press, vol. 11(S1), pages 102-123, November.
  45. Lux, Thomas, 2008. "Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey," Economics Working Papers 2008,07, Christian-Albrechts-University of Kiel, Department of Economics.
  46. Friedrich Wagner, 2011. "Market clearing by maximum entropy in agent models of stock markets," Journal of Economic Interaction and Coordination, Springer, vol. 6(2), pages 121-138, November.
  47. Thomas Lux, 2009. "Mass Psychology in Action: Identification of Social Interaction Effects in the German Stock Market," Kiel Working Papers 1514, Kiel Institute for the World Economy.
  48. Richard J. Barkham & Charles W. R. Ward, 1999. "Investor Sentiment and Noise Traders: Discount to Net Asset Value in Listed Property Companies in the U.K," Journal of Real Estate Research, American Real Estate Society, vol. 18(2), pages 291-312.
  49. Deroian, Frederic, 2002. "Formation of social networks and diffusion of innovations," Research Policy, Elsevier, vol. 31(5), pages 835-846, July.
  50. J. Doyne Farmer & John Geanakoplos, 2008. "The virtues and vices of equilibrium and the future of financial economics," Papers 0803.2996, arXiv.org.
  51. Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2009. "More hedging instruments may destabilize markets," Journal of Economic Dynamics and Control, Elsevier, vol. 33(11), pages 1912-1928, November.
  52. Gallagher, Liam A & Taylor, Mark P, 2001. "Risky Arbitrage, Limits of Arbitrage, and Nonlinear Adjustment in the Dividend-Price Ratio," Economic Inquiry, Western Economic Association International, vol. 39(4), pages 524-36, October.
  53. Marc Joëts, 2013. "Heterogeneous Beliefs, Regret, and Uncertainty: The Role of Speculation in Energy Price Dynamics," Working Papers 2013.32, Fondazione Eni Enrico Mattei.
  54. Iori, G. & Porter, J., 2012. "Agent-Based Modelling for Financial Markets," Working Papers 12/08, Department of Economics, City University London.
  55. Kononovicius, A. & Gontis, V., 2014. "Control of the socio-economic systems using herding interactions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 405(C), pages 80-84.
  56. Sylvain Barde, 2012. "Of ants and voters maximum entropy prediction and agent based models with recruitment," Sciences Po publications info:hdl:2441/f4rshpf3v1u, Sciences Po.
  57. Giulio Bottazzi & Giorgio Fagiolo & Giovanni Dosi, 2002. "Mapping Sectoral Patterns of Technological Accumulation into the Geography of Corporate Locations. A Simple Model and Some Promising Evidence," LEM Papers Series 2002/21, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  58. Jakob Grazzini, 2011. "Consistent Estimation of Agent Based Models," LABORatorio R. Revelli Working Papers Series 110, LABORatorio R. Revelli, Centre for Employment Studies.
  59. Anufriev, Mikhail & Bottazzi, Giulio & Pancotto, Francesca, 2006. "Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1787-1835.
  60. 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.
  61. Maurin, Vincent & Vidal, Jean-Pierre, 2012. "Monetary policy deliberations: committee size and voting rules," Working Paper Series 1434, European Central Bank.
  62. David K Levine & Wolfgang Pesendorfer, 2005. "Evolution of Cooperation Through Imitation," Levine's Working Paper Archive 7630, David K. Levine.
  63. Yamamoto, Ryuichi, 2011. "Order aggressiveness, pre-trade transparency, and long memory in an order-driven market," Journal of Economic Dynamics and Control, Elsevier, vol. 35(11), pages 1938-1963.
  64. Alfonso Miranda, 2003. "Socio-economic characteristics, completed fertility, and the transition from low to high order parities in Mexico," Labor and Demography 0308001, EconWPA.
  65. Michel Grabisch & Agnieszka Rusinowska, 2011. "A model of influence based on aggregation functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00639677, HAL.
  66. T. Kaizoji & M. Leiss & A. Saichev & D. Sornette, 2011. "Super-exponential endogenous bubbles in an equilibrium model of rational and noise traders," Papers 1109.4726, arXiv.org, revised Mar 2014.
  67. Zeppini Rossi, P., 2013. "A Discrete Choice Model of Transitions to Sustainable Technologies," CeNDEF Working Papers 13-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  68. repec:dgr:uvatin:2006029 is not listed on IDEAS
  69. Michel Beine & Agnès Bénassy-Quéré & Hélène Colas, 2003. "Imitation Amongst Exchange-Rate Forecasters: Evidence from Survey Data," THEMA Working Papers 2003-39, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  70. Levy, Moshe, 2005. "Social phase transitions," Journal of Economic Behavior & Organization, Elsevier, vol. 57(1), pages 71-87, May.
  71. Boswijk, H. Peter & Hommes, Cars H. & Manzan, Sebastiano, 2007. "Behavioral heterogeneity in stock prices," Journal of Economic Dynamics and Control, Elsevier, vol. 31(6), pages 1938-1970, June.
  72. Cavallaro, Eleonora & Maggi, Bernardo & Mulino, Marcella, 2011. "The macrodynamics of financial fragility within a hard peg arrangement," Economic Modelling, Elsevier, vol. 28(5), pages 2164-2173, September.
  73. Alfarano, Simone & Lux, Thomas & Wagner, Friedrich, 2006. "Estimation of a simple agent-based model of financial markets: An application to Australian stock and foreign exchange data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(1), pages 38-42.
  74. J. Coulon & Y. Malevergne, 2011. "Heterogeneous expectations and long-range correlation of the volatility of asset returns," Quantitative Finance, Taylor & Francis Journals, vol. 11(9), pages 1329-1356, November.
  75. Christopher J. Neely, 1997. "Technical analysis in the foreign exchange market: a layman's guide," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 23-38.
  76. Youwei Li & Xue-Zhong He, 2005. "Long Memory, Heterogeneity, and Trend Chasing," Computing in Economics and Finance 2005 113, Society for Computational Economics.
  77. Alfarano, Simone & Lux, Thomas, 2007. "A Noise Trader Model As A Generator Of Apparent Financial Power Laws And Long Memory," Macroeconomic Dynamics, Cambridge University Press, vol. 11(S1), pages 80-101, November.
  78. Cartwright, Edward, 2003. "Imitation and the Emergence of Nash Equilibrium Play in Games with Many Players," The Warwick Economics Research Paper Series (TWERPS) 684, University of Warwick, Department of Economics.
  79. Jiri Kukacka & Jozef Barunik, 2012. "Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment," Papers 1205.3763, arXiv.org, revised May 2013.
  80. repec:dgr:uvatin:20030103 is not listed on IDEAS
  81. Vladimir Belitsky & Antonio L. Pereira & Fernando P. de Almeida Prado, 2009. "Stability analysis with applications of a two-dimensional dynamical system arising from a stochastic model of an asset market," Papers 0909.4815, arXiv.org.
  82. 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.
  83. Frank Westerhoff & Martin Hohnisch, 2010. "Consumer sentiment and countercyclical fiscal policies," International Review of Applied Economics, Taylor & Francis Journals, vol. 24(5), pages 609-618.
  84. Diks, C.G.H. & Weide, R. van der, 2003. "Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS," CeNDEF Working Papers 03-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  85. Jan Schnellenbach, 2008. "Rational Ignorance is not Bliss: When do Lazy Voters Learn from Decentralised Policy Experiments?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 228(4), pages 372-393, August.
  86. Schütz, Gunter M. & de Almeida Prado, Fernando Pigeard & Harris, Rosemary J. & Belitsky, Vladimir, 2009. "Short-time behaviour of demand and price viewed through an exactly solvable model for heterogeneous interacting market agents," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(19), pages 4126-4144.
  87. Carl Chiarella & Roberto Dieci & Tony He, 2006. "Aggregation of Heterogeneous Beliefs and Asset Pricing: A Mean-Variance Analysis," Computing in Economics and Finance 2006 108, Society for Computational Economics.
  88. Bask, Mikael, 2009. "Instrument rules in monetary policy under heterogeneity in currency trade," Journal of Economics and Business, Elsevier, vol. 61(2), pages 97-111.
  89. Bronka Rzepkowski, 2001. "Heterogeneous Expectations, Currency Options and the Euro / Dollar Exchange Rate," Working Papers 2001-03, CEPII research center.
  90. Makoto Nirei & Theodoros Stamatiou & Vladyslav Sushko, 2012. "Stochastic Herding in Financial Markets Evidence from Institutional Investor Equity Portfolios," BIS Working Papers 371, Bank for International Settlements.
  91. Leigh Tesfatsion, 1998. "Teaching Agent-Based Computational Economics to Graduate Students," Computational Economics 9809001, EconWPA, revised 16 Nov 1998.
  92. Jason Potts & Stuart Cunningham & John Hartley & Paul Ormerod, 2008. "Social network markets: a new definition of the creative industries," Journal of Cultural Economics, Springer, vol. 32(3), pages 167-185, September.
  93. repec:dgr:kubcen:199823 is not listed on IDEAS
  94. U. Garibaldi & D. Costantini & S. Donadio & P. Viarengo, 2006. "Herding and Clustering in Economics: The Yule-Zipf-Simon Model," Computational Economics, Society for Computational Economics, vol. 27(1), pages 115-134, February.
  95. Dieci, Roberto & Westerhoff, Frank, 2009. "A simple model of a speculative housing market," BERG Working Paper Series 62, Bamberg University, Bamberg Economic Research Group.
  96. Gilli, M. & Winker, P., 2003. "A global optimization heuristic for estimating agent based models," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 299-312, March.
  97. Leigh TESFATSION, 1995. "How Economists Can Get Alife," Economic Report 37, Iowa State University Department of Economics.
  98. Patarick Leoni, 2006. "Saturation Effect and Cyclical Herd Behavior," Economics, Finance and Accounting Department Working Paper Series n1690906, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
  99. LeBaron, Blake, 2000. "Agent-based computational finance: Suggested readings and early research," Journal of Economic Dynamics and Control, Elsevier, vol. 24(5-7), pages 679-702, June.
  100. 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.
  101. Lux, Thomas, 2008. "Stochastic behavioral asset pricing models and the stylized facts," Economics Working Papers 2008,08, Christian-Albrechts-University of Kiel, Department of Economics.
  102. Paul De Grauwe, 2010. "Top-Down versus Bottom-Up Macroeconomics," CESifo Economic Studies, CESifo, vol. 56(4), pages 465-497, December.
  103. Bottazzi, Giulio & Dosi, Giovanni & Fagiolo, Giorgio & Secchi, Angelo, 2008. "Sectoral and geographical specificities in the spatial structure of economic activities," Structural Change and Economic Dynamics, Elsevier, vol. 19(3), pages 189-202, September.
  104. Xue-Zhong He & Youwei Li, 2015. "Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30," Research Paper Series 354, Quantitative Finance Research Centre, University of Technology, Sydney.
  105. Giulio Bottazzi & Giovanni Dosi & Giorgio Fagiolo, 2001. "On the Ubiquitous Nature of the Agglomeration Economies and their Diverse Determinants: Some Notes," LEM Papers Series 2001/10, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  106. Mark, Joy, 2011. "Gold and the US dollar: Hedge or haven?," Finance Research Letters, Elsevier, vol. 8(3), pages 120-131, September.
  107. Matthias Raddant & Friedrich Wagner, 2013. "Phase Transition in the S&P Stock Market," Papers 1306.2508, arXiv.org.
  108. Wyart, Matthieu & Bouchaud, Jean-Philippe, 2007. "Self-referential behaviour, overreaction and conventions in financial markets," Journal of Economic Behavior & Organization, Elsevier, vol. 63(1), pages 1-24, May.
  109. Lux, Thomas, 2012. "Estimation of an agent-based model of investor sentiment formation in financial markets," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1284-1302.
  110. Paul De Grauwe, 2010. "Top-Down versus Bottom-Up Macroeconomics," CESifo Working Paper Series 3020, CESifo Group Munich.
  111. Friedrich Wagner & Thomas Lux & Simone Alfarano, 2005. "Time-Variation of Higher Moments in a Financial Market with Heterogeneous Agents: An Analytical Approach," Working Papers wp05-02, Warwick Business School, Finance Group.
  112. Sadiraj, V. & Tuinstra, J. & Winden, F. van, 2004. "A Computational Electoral Competition Model with Social Clustering and Endogenous Interest Groups as Information Brokers," CeNDEF Working Papers 04-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  113. D. Sornette, 2014. "Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based models," Papers 1404.0243, arXiv.org.
  114. Sandro Sapio, 2004. "Markets Design, Bidding Rules, and Long Memory in Electricity Prices," Revue d'Économie Industrielle, Programme National Persée, vol. 107(1), pages 151-170.
  115. Woeckener, Bernd W., 1998. "The competition of user networks: Ergodicity, lock-ins, and metastability," Tübinger Diskussionsbeiträge 127, University of Tübingen, School of Business and Economics.
  116. Valentyn Panchenko & Sergiy Gerasymchuk & Oleg V. Pavlov, 2007. "Asset price dynamics with small world interactions under hetereogeneous beliefs," Working Papers 149, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  117. Makoto Nirei & Tsutomu Watanabe, 2014. "Beauty Contests and Fat Tails in Financial Markets," UTokyo Price Project Working Paper Series 024, University of Tokyo, Graduate School of Economics.
  118. Aoyagi, Masaki, 1998. "Mutual Observability and the Convergence of Actions in a Multi-Person Two-Armed Bandit Model," Journal of Economic Theory, Elsevier, vol. 82(2), pages 405-424, October.
  119. U. Garibaldi & P. Viarengo, 2012. "Exchangeability and non-self-averaging," Journal of Economic Interaction and Coordination, Springer, vol. 7(2), pages 181-195, October.
  120. Janssen, Marco A. & Jager, Wander, 2001. "Fashions, habits and changing preferences: Simulation of psychological factors affecting market dynamics," Journal of Economic Psychology, Elsevier, vol. 22(6), pages 745-772, December.
  121. Barucci, Emilio & Landi, Leonardo, 1996. "Speculative dynamics with bounded rationality learning," European Journal of Operational Research, Elsevier, vol. 91(2), pages 284-300, June.
  122. repec:dgr:uvatin:20060029 is not listed on IDEAS
  123. Christian Borghesi & Jean-Philippe Bouchaud, 2007. "Of songs and men: a model for multiple choice with herding," Quality & Quantity: International Journal of Methodology, Springer, vol. 41(4), pages 557-568, August.
  124. Roman Kozhan & Mark Salmon, 2007. "Uncertainty Aversion in an Agent-Based Model of Foreign Exchange Rate Formation," Working Papers wpn07-06, Warwick Business School, Finance Group.
  125. Lux, Thomas, 1995. "Herd Behaviour, Bubbles and Crashes," Economic Journal, Royal Economic Society, vol. 105(431), pages 881-96, July.
  126. T. Buchmann & D. Hain & Muhamed Kudic & M. Müller, 2014. "Exploring the Evolution of Innovation Networks in Science-driven and Scale-intensive Industries: New Evidence from a Stochastic Actor-based Approach," IWH Discussion Papers 1, Halle Institute for Economic Research.
  127. Thomas Lux, 2006. "Financial Power Laws: Empirical Evidence, Models, and Mechanism," Working Papers wpn06-08, Warwick Business School, Finance Group.
  128. Fagiolo, Giorgio & Dosi, Giovanni, 2003. "Exploitation, exploration and innovation in a model of endogenous growth with locally interacting agents," Structural Change and Economic Dynamics, Elsevier, vol. 14(3), pages 237-273, September.
  129. Satake, Akiko & Janssen, Marco A. & Levin, Simon A. & Iwasa, Yoh, 2007. "Synchronized deforestation induced by social learning under uncertainty of forest-use value," Ecological Economics, Elsevier, vol. 63(2-3), pages 452-462, August.
  130. Sonnemans, Joep & Hommes, Cars & Tuinstra, Jan & van de Velden, Henk, 2004. "The instability of a heterogeneous cobweb economy: a strategy experiment on expectation formation," Journal of Economic Behavior & Organization, Elsevier, vol. 54(4), pages 453-481, August.
  131. Dalle, Jean-Michel & Jullien, Nicolas, 2003. "'Libre' software: turning fads into institutions?," Research Policy, Elsevier, vol. 32(1), pages 1-11, January.
  132. Kaltwasser, Pablo Rovira, 2010. "Uncertainty about fundamentals and herding behavior in the FOREX market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(6), pages 1215-1222.
  133. Robert Axtell, 2007. "What economic agents do: How cognition and interaction lead to emergence and complexity," The Review of Austrian Economics, Springer, vol. 20(2), pages 105-122, September.
  134. Hommes, C.H. & Wagener, F.O.O., 2008. "Complex evolutionary systems in behavioral finance," CeNDEF Working Papers 08-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  135. Vygintas Gontis & Aleksejus Kononovicius, 2013. "Fluctuation analysis of the three agent groups herding model," Papers 1305.5958, arXiv.org.
  136. repec:dgr:uvatin:20060080 is not listed on IDEAS
  137. Woeckener, Bernd, 2000. "The competition of user networks: ergodicity, lock-ins, and metastability," Journal of Economic Behavior & Organization, Elsevier, vol. 41(2), pages 85-99, February.
  138. Kirman, A. & Tuinstra, J., 2004. "Introduction to the Journal of Economic Dynamics and Control special issue on Bounded Rationality, Heterogeneity and Market Dynamics," CeNDEF Working Papers 04-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  139. 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.
  140. Georges, Christophre, 2008. "Staggered updating in an artificial financial market," Journal of Economic Dynamics and Control, Elsevier, vol. 32(9), pages 2809-2825, September.
  141. Paul De Grauwe, 2012. "Lectures on Behavioral Macroeconomics," Economics Books, Princeton University Press, edition 1, volume 1, number 9891.
  142. Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2011. "The dynamic behaviour of asset prices in disequilibrium: a survey," International Journal of Behavioural Accounting and Finance, Inderscience Enterprises Ltd, vol. 2(2), pages 101-139.
  143. 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.
  144. Bohl, Martin T. & Siklos, Pierre L., 2004. "The present value model of U.S. stock prices redux: a new testing strategy and some evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 44(2), pages 208-223, May.
  145. Kosfeld, Michael, 2005. "Rumours and markets," Journal of Mathematical Economics, Elsevier, vol. 41(6), pages 646-664, September.
  146. Thomas Lux, 2006. "Applications of Statistical Physics in Finance and Economics," Working Papers wpn06-07, Warwick Business School, Finance Group.
  147. Christina Matzke, Benedikt Wirth, 2008. "A non-standard approach to a market with boundedly rational consumers and strategic firms. Part I: A microfoundation for the evolution of sales," Bonn Econ Discussion Papers bgse10_2008, University of Bonn, Germany.
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