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1
Market stability with machine learning agents
Georges, Christophre
;
Pereira, Javier
- In:
Journal of economic dynamics & control
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012666119
Saved in:
2
Capturing common components in high-frequency financial time series : a multivariate stochastic multiplicative error model
Hautsch, Nikolaus
- In:
Journal of economic dynamics & control
32
(
2008
)
12
,
pp. 3978-4015
Persistent link: https://www.econbiz.de/10003804813
Saved in:
3
Explaining dispersion in foreign exchange expectations : a heterogeneous agent approach
Ron, Jongen
;
Verschoor, Willem F. C.
;
Wolff, Christiaan …
- In:
Journal of economic dynamics & control
36
(
2012
)
5
,
pp. 719-735
Persistent link: https://www.econbiz.de/10009554305
Saved in:
4
Good luck or good policy? : an expectational
theory
of macro
volatility
switches
Gaballo, Gaetano
- In:
Journal of economic dynamics & control
37
(
2013
)
12
,
pp. 2755-2770
Persistent link: https://www.econbiz.de/10010348106
Saved in:
5
Learning from experience in the stock market
Nakov, Anton
;
Nuño, Galo
- In:
Journal of economic dynamics & control
52
(
2015
),
pp. 224-239
Persistent link: https://www.econbiz.de/10011474196
Saved in:
6
Coordination on bubbles in large-group asset pricing experiments
Te, Bao
;
Hennequin, Myrna
;
Hommes, Cars H.
;
Massaro, …
- In:
Journal of economic dynamics & control
110
(
2020
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012501309
Saved in:
7
Asset pricing with expectation shocks
Elias, Christopher J.
- In:
Journal of economic dynamics & control
65
(
2016
),
pp. 68-82
Persistent link: https://www.econbiz.de/10011708319
Saved in:
8
Can competition between forecasters stabilize asset prices in learning to forecast experiments?
Kopányi, Dávid
;
Rabanal, Jean Paul
;
Rud, Olga A.
; …
- In:
Journal of economic dynamics & control
109
(
2019
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012314007
Saved in:
9
Learning, monetary policy rules, and macroeconomic stability
Milani, Fabio
- In:
Journal of economic dynamics & control
32
(
2008
)
10
,
pp. 3148-3165
Persistent link: https://www.econbiz.de/10003775528
Saved in:
10
The role of expectations in economic fluctuations and the efficacy of monetary policy
Kurz, Mordecai
;
Jin, Hehui
;
Motolese, Maurizio
- In:
Journal of economic dynamics & control
29
(
2005
)
11
,
pp. 2017-2065
Persistent link: https://www.econbiz.de/10003172934
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