Narrow search
Showing 1 - 10 of 2,530
Cover Image
Behavioral learning equilibria
Hommes, Cars H.; Zhu, Mei - 2013
Persistent link: https://www.econbiz.de/10010191433
Cover Image
Bifurcation routes to volatility clustering
Gaunersdorfer, Andrea; Hommes, Cars H.; Wagener, … - 2000
, with technical analysts conditioning their forecastingrule upon deviations from a benchmark fundamental. Volatility …
Persistent link: https://www.econbiz.de/10011313936
Cover Image
Bifurcation routes to volatility clustering
Gaunersdorfer, Andrea; Hommes, Cars H.; Wagener, … - 2000
Persistent link: https://www.econbiz.de/10001554484
Cover Image
Learning in cobweb experiments
Hommes, Cars H.; Sonnemans, Joep; Tuinstra, Jan; … - 2003
measured by the variance is significantly larger than the amplitude under RE, implying persistent excess volatility. However …
Persistent link: https://www.econbiz.de/10011333266
Cover Image
From self-fulfilling mistakes to behavioral learning equilibria
Hommes, Cars H. - 2017
JMG's ideas of self-fulfilling mistakes. Some of our learning-to-forecast laboratory experiments with human subjects have … volatility and persistence amplification. …
Persistent link: https://www.econbiz.de/10011590425
Cover Image
Interest rate rules and macroeconomic stability under heterogeneous expectations
Anufriev, Mikhail; Assenza, Tiziana; Hommes, Cars H.; … - 2009
The recent macroeconomic literature stresses the importance of managing heterogeneous expectations in the formulation of monetary policy. We use a stylized macro model of Howitt (1992) to investigate inflation dynamics under alternative interest rate rules when agents have heterogeneous...
Persistent link: https://www.econbiz.de/10011378358
Cover Image
Consistent expectations equilibria and complex dynamics in renewable resource markets
Hommes, Cars H.; Rosser, John Barkley - 1999
Persistent link: https://www.econbiz.de/10001412170
Cover Image
Consistent expectations equilibria and complex dynamics in renewable resource markets
Hommes, Cars H.; Rosser, John Barkley - 2000
Persistent link: https://www.econbiz.de/10001554466
Cover Image
Learning, forecasting and optimizing : an experimental study
Te, Bao; Duffy, John; Hommes, Cars H. - 2012
Persistent link: https://www.econbiz.de/10010191021
Cover Image
Bubbles, crashes and information contagion in large-group asset market experiments
Hommes, Cars H.; Kopányi-Peuker, Anita; Sonnemans, Joep - 2019
forecast the future price of a risky asset. The realized prices depend on these expectations. We observe small (6 participants …) and large markets (about 100 participants). In large markets the influence of an individual forecast on the realized price …
Persistent link: https://www.econbiz.de/10011979625