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Heterogeneous agent models : two simple case studies
Hommes, Cars H. - 2005
These notes review two simple heterogeneous agent models in economics and finance. The first is a cobweb model with rational versus naive agents introduced in Brock and Hommes (1997). The second is an asset pricing model with fundamentalists versus technical traders introduced in Brock and...
Persistent link: https://www.econbiz.de/10011343262
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Heterogeneous agent models : two simple case studies
Hommes, Cars H. - 2005
Persistent link: https://www.econbiz.de/10002902530
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Chaos en econonomie: niet-lineaire dynamica en de gevolgen voor de verwachtingshypothese
Hommes, Cars H. - In: Tijdschrift voor politieke ekonomie 22 (2000) 2, pp. 3-31
Persistent link: https://www.econbiz.de/10001488418
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Cobweb dynamics under bounded rationality
Hommes, Cars H. - In: Optimization, dynamics, and economic analysis : essays …, (pp. 134-150). 2000
Persistent link: https://www.econbiz.de/10001497088
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Heterogeneous agent models : two simple examples
Hommes, Cars H. - In: Nonlinear Dynamical Systems in Economics, (pp. 131-164). 2005
Persistent link: https://www.econbiz.de/10003211076
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From self-fulfilling mistakes to behavioral learning equilibria
Hommes, Cars H. - In: Sunspots and non-linear dynamics : essays in honor of …, (pp. 97-123). 2017
Persistent link: https://www.econbiz.de/10011850356
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Carl's nonlinear cobweb
Hommes, Cars H. - In: Journal of economic dynamics & control 91 (2018), pp. 7-20
Persistent link: https://www.econbiz.de/10011974124
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Adaptive expectations and nonlinear cobweb models : stable cycles, chaos and bifurcations
Hommes, Cars H. - 1990
Persistent link: https://www.econbiz.de/10000804718
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Periodic, quasi-periodic and chaotic dynamics in a simple macro model with Hicksian nonlinearities
Hommes, Cars H. - 1991 - Extended version
Persistent link: https://www.econbiz.de/10000812453
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Periodic, quasi-periodic and chaotic dynamics in a simple piecewise linear non-Walrasian macromodel
Hommes, Cars H. - 1989
Persistent link: https://www.econbiz.de/10000771225