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Are sunspots learnable? : an experimental investigation in a simple macroeconomic model
Arifovic, Jasmina; Evans, George W.; Kostyshyna, Olena - In: Journal of economic dynamics & control 110 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012501327
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On the preservation of deterministic cycles when some agents perceive them to be random fluctuations
Evans, George W. - In: Journal of economic dynamics & control 17 (1993) 5, pp. 703-721
Persistent link: https://www.econbiz.de/10001148497
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Wright meets Markowitz : how standard portfolio theory changes when assets are technologies following experience curves
Way, Rupert; Lafond, François; Lillo, Fabrizio; … - In: Journal of economic dynamics & control 101 (2019), pp. 211-238
Persistent link: https://www.econbiz.de/10012131054
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Comparing the accuracy of multivariate density forecasts in selected regions of the copula support
Diks, Cees G. H.; Panchenko, Valentyn; Sokolinskiy, Oleg; … - In: Journal of economic dynamics & control 48 (2014), pp. 79-94
Persistent link: https://www.econbiz.de/10010485831
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Expectational stability of stationary sunspot equilibria in a forward-looking linear model
Evans, George W.; Honkapohja, Seppo - In: Journal of economic dynamics & control 28 (2003) 1, pp. 171-181
Persistent link: https://www.econbiz.de/10001794337
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Asset prices, traders' behavior and market design
Anufriev, Mikhail; Panchenko, Valentyn - In: Journal of economic dynamics & control 33 (2009) 5, pp. 1073-1090
Persistent link: https://www.econbiz.de/10003844183
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Out-of-sample comparison of copula specifications in multivariate density forecasts
Diks, Cees G. H.; Panchenko, Valentyn; Dijk, Dick van - In: Journal of economic dynamics & control 34 (2010) 9, pp. 1596-1609
Persistent link: https://www.econbiz.de/10009125848
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Asset price dynamics with heterogeneous beliefs and local network interactions
Panchenko, Valentyn; Gerasymchuk, Sergiy; Pavlov, Oleg V. - In: Journal of economic dynamics & control 37 (2013) 12, pp. 2623-2642
Persistent link: https://www.econbiz.de/10010348113
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Liquidity traps and expectation dynamics : fiscal stimulus or fiscal austerity?
Benhabib, Jess; Evans, George W.; Honkapohja, Seppo - In: Journal of economic dynamics & control 45 (2014), pp. 220-238
Persistent link: https://www.econbiz.de/10010474430
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A new statistic and practical guidelines for nonparametric Granger causality testing
Diks, Cees G. H.; Panchenko, Valentyn - In: Journal of economic dynamics & control 30 (2006) 9/10, pp. 1647-1669
Persistent link: https://www.econbiz.de/10003370351