Heterogeneous beliefs and the non-linear cobweb model
From MaRDI portal
Publication:1978589
DOI10.1016/S0165-1889(99)00025-1zbMath0945.91039MaRDI QIDQ1978589
Jacob K. Goeree, Cars H. Hommes
Publication date: 4 June 2000
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Related Items
Dynamic effects of memory in a cobweb model with competing technologies, A cobweb model with local externalities, Heterogeneity in stock prices: a STAR model with multivariate transition function, Carl's nonlinear cobweb, Behavioral heterogeneity in the option market, The Euro/Dollar exchange rate: chaotic or non-chaotic? A continuous time model with heterogeneous beliefs, Popularity of reinforcement-based and belief-based learning models: an evolutionary approach, Bifurcation structures of a cobweb model with memory and competing technologies, Smart or stupid depends on who is your counterpart: a cobweb model with heterogeneous expectations, Learning, convergence and economic constraints, Nonlinear delay difference equations for housing dynamics assuming heterogeneous backward-looking expectations, Endogenous fluctuations in a simple asset pricing model with heterogeneous agents, Stability, chaos and multiple attractors: a single agent makes a difference, Eductive expectations coordination on deterministic cycles in an economy with heterogeneous agents, Commodity markets, price limiters and speculative price dynamics, Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders, Adaptive expectations and cobweb phenomena: does heterogeneity matter?, Instability in the cobweb model under the BNN dynamic, Bubbles and crashes: gradient dynamics in financial markets, BUBBLES IN FOREIGN EXCHANGE MARKETS, STABILITY AND CYCLES IN A COBWEB MODEL WITH HETEROGENEOUS EXPECTATIONS, How does learning affect market liquidity? A simulation analysis of a double-auction financial market with portfolio traders, Fuzzy adaptive decision-making for boundedly rational traders in speculative stock markets, Stability analysis of a cobweb model with market interactions, A heterogeneous boundedly rational expectation model for housing market, Endogenous fluctuations under evolutionary pressure in Cournot competition
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The dynamics of speculative behaviour
- Expectationally driven market volatility: An experimental study
- The dynamics of the Hénon map
- Nonlinear oscillations, dynamical systems, and bifurcations of vector fields
- Stability of cycles and expectations
- Convergence of least squares learning mechanisms in self-referential linear stochastic models
- Learning, estimation, and the stability of rational expectations
- Evolution and market behavior
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- Genetic algorithm learning and the cobweb model
- Continuation techniques and interactive software for bifurcation analysis of ODEs and iterated maps
- Abundance of strange attractors
- Learning equilibria
- Heterogeneous beliefs, wealth accumulation, and asset price dynamics
- Complicated endogenous business cycles under gross substitutability
- Time series properties of an artificial stock market
- Expectational diversity in monetary economies
- Endogenous fluctuations in a simple asset pricing model with heterogeneous agents
- Chaotic dynamics in a two-dimensional overlapping generations model.
- On Endogenous Competitive Business Cycles
- Rational Expectations Equilibria, Learning, and Model Specification
- Economic Dynamics with Learning: New Stability Results
- A Rational Route to Randomness
- VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
- Expectations Formation and Stability of Large Socioeconomic Systems
- Abundance of generic homoclinic tangencies in real-analytic families of diffeomorphisms
- Elements of applied bifurcation theory
