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Details about William A. Brock
Access statistics for papers by William A. Brock.
Last updated 2009-06-08. Update your information in the RePEc Author Service .
Short-id: pbr142
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Journal Articles Books Chapters
Working Papers
2009
Adoption Curves and Social Interactions
NBER Working Papers, National Bureau of Economic Research, Inc
2008
Competitive Lending with Partial Knowledge of Loan Repayment
NBER Working Papers, National Bureau of Economic Research, Inc
Design Limits and Dynamic Policy Analysis
NBER Working Papers, National Bureau of Economic Research, Inc
General Pattern Formation in Recursive Dynamical Systems Models in Economics
MPRA Paper, University Library of Munich, Germany
More Hedging Instruments may destablize Markets
Tinbergen Institute Discussion Papers, Tinbergen Institute View citations
Also in CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance (2006) Working Papers, Warwick Business School, Financial Econometrics Research Centre (2006)
More hedging instruments may destabilize markets (Revised version, April 2008)
CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance
Pattern Formation, Spatial Externalities and Regulation in Coupled Economic-Ecological Systems
MPRA Paper, University Library of Munich, Germany View citations
2007
Simple versus optimal rules as guides to policy
Working Paper, Federal Reserve Bank of Atlanta View citations
See also Journal Article in Journal of Monetary Economics (2007)
2006
Learning Parameters in Non Linear Ecological Models
Computing in Economics and Finance 2006, Society for Computational Economics
2005
Adaptive Rational Equilibrium with Forward Looking Agents, fortcoming in International Journal of Economic Theory (IJET) 2006, special issue in honor of Jean-Michel Grandmont
CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance
Optimal Control and Spatial Heterogeneity: Pattern Formation in Economic-Ecological Models
Working Papers, Fondazione Eni Enrico Mattei
Also in Working papers, Wisconsin Madison - Social Systems (2005) View citations
Regime shifts, environmental signals, uncertainty, and policy choice
Working papers, Wisconsin Madison - Social Systems
Social interactions and macroeconomics
Working papers, Wisconsin Madison - Social Systems View citations
Uncertainty in discount models and environmental cccounting
Working papers, Wisconsin Madison - Social Systems
2004
Do hedging instruments stabilize markets?
Computing in Economics and Finance 2004, Society for Computational Economics
Economic Growth and the Environment: A Review of Theory and Empirics
NBER Working Papers, National Bureau of Economic Research, Inc View citations
See also Chapter (2005)
Ecosystem Management in Models of Antagonistic Species Coevolution
Working Papers, University of Crete, Department of Economics View citations
Elements of a Theory of Design Limits to Optimal Policy
NBER Working Papers, National Bureau of Economic Research, Inc View citations
Also in Working papers, Wisconsin Madison - Social Systems (2003) View citations
See also Journal Article in Manchester School (2004)
Identification of binary choice models with social interactions
Working papers, Wisconsin Madison - Social Systems View citations
See also Journal Article in Journal of Econometrics (2007)
Local robustness analysis: theory and application
Working papers, Wisconsin Madison - Social Systems View citations
See also Journal Article in Journal of Economic Dynamics and Control (2005)
Macroeconomics and model uncertainty
Working papers, Wisconsin Madison - Social Systems
Model Uncertainty and Policy Evaluation: Some Theory and Empirics
NBER Working Papers, National Bureau of Economic Research, Inc View citations
Also in Working papers, Wisconsin Madison - Social Systems (2004) View citations
See also Journal Article in Journal of Econometrics (2007)
Profiling problems with partially identified structure
Working papers, Wisconsin Madison - Social Systems View citations
See also Journal Article in Economic Journal (2006)
Spatial Analysis: Development of Descriptive and Normative Methods with Applications to Economic-Ecological Modelling
Working Papers, University of Crete, Department of Economics
Also in Working papers, Wisconsin Madison - Social Systems (2004)
The Green Solow Model
NBER Working Papers, National Bureau of Economic Research, Inc View citations
Also in Working papers, Wisconsin Madison - Social Systems (2004) View citations
2003
Economic growth and the environment: matching the stylized facts
Working papers, Wisconsin Madison - Social Systems View citations
Multinomial Choice with Social Interactions
NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations
Also in Working papers, Wisconsin Madison - Social Systems (2003) View citations
Policy Evaluation in Uncertain Economic Environments
NBER Working Papers, National Bureau of Economic Research, Inc View citations
Also in Working papers, Wisconsin Madison - Social Systems (2003) View citations
See also Journal Article in Brookings Papers on Economic Activity (2003)
Spatial complexity, resilience and policy diversity: fishing on lake-rich landscapes
Working papers, Wisconsin Madison - Social Systems View citations
The Kindergarten Rule of Sustainable Growth
NBER Working Papers, National Bureau of Economic Research, Inc View citations
Also in Working papers, Wisconsin Madison - Social Systems (2003) View citations Public Economics, EconWPA (2003) View citations
The lake game
Working papers, Wisconsin Madison - Social Systems View citations
Tipping points, abrupt opinion changes, and punctuated policy change
Working papers, Wisconsin Madison - Social Systems
Valuing biodiversity from an economic perspective: a unified economic, ecological and genetic approach
Working papers, Wisconsin Madison - Social Systems View citations
Also in Working Papers, University of Crete, Department of Economics View citations Working papers, Wisconsin Madison - Social Systems (2001) Working Papers, University of Crete, Department of Economics (2001)
See also Journal Article in American Economic Review (2003)
2002
A multinomial choice model of neighborhood effects
Working papers, Wisconsin Madison - Social Systems View citations
See also Journal Article in American Economic Review (2002)
Evolutionary dynamics in markets with many trader types
CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance View citations
See also Journal Article in Journal of Mathematical Economics (2005)
Heterogeneous beliefs and routes to complex dynamics in asset pricing models with price contingent contracts
Working papers, Wisconsin Madison - Social Systems View citations
Optimal phosphorus loading for a potentially eutrophic lake
Working papers, Wisconsin Madison - Social Systems View citations
Regulating nonlinear environmental systems under Knightian uncertainty
Working papers, Wisconsin Madison - Social Systems View citations
Uncertainty and the management of multi-state ecosystems: an apparently rational route to collapse
Working papers, Wisconsin Madison - Social Systems View citations
2001
Economics for ecologists: a reader's guide
Working papers, Wisconsin Madison - Social Systems View citations
Evolutionary dynamics in financial markets with many trader types
Working papers, Wisconsin Madison - Social Systems View citations
Also in Computing in Economics and Finance 2001, Society for Computational Economics (2001) View citations
Heterogeneous beliefs and and routes to complez dynamics in asset pricing models with price contingent contracts
CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance
MOSAIC MANAGEMENT IN METAPOPULATION MODELS: Optimal Management of Interrelated Species in Patchy Environments
Working Papers, University of Crete, Department of Economics
Also in Working papers, Wisconsin Madison - Social Systems (2001)
2000
Chaos theory
Working papers, Wisconsin Madison - Social Systems View citations
Discrete choice with social interactions
Working papers, Wisconsin Madison - Social Systems View citations
See also Journal Article in Review of Economic Studies (2001)
Economics of environmental regulation
Working papers, Wisconsin Madison - Social Systems
Growth Economics and Reality
NBER Working Papers, National Bureau of Economic Research, Inc View citations
Also in Working papers, Wisconsin Madison - Social Systems (2000) View citations
Interactions-Based Models
Working Papers, Santa Fe Institute View citations
Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (2000) View citations
See also Chapter (2001)
Nonconvexities in ecological management problems
Working papers, Wisconsin Madison - Social Systems View citations
Optimal ecosystem management when species compete for limiting resources
Working papers, Wisconsin Madison - Social Systems
See also Journal Article in Journal of Environmental Economics and Management (2002)
Some mathematical tools for analysing complex-nonlinear systems
Working papers, Wisconsin Madison - Social Systems View citations
1998
Management of eutrophication for lakes subject to potentially irreversible change
Working papers, Wisconsin Madison - Social Systems View citations
Optimal management in Tilmania: a compatitive species assembly constrained by a limiting factor
Working papers, Wisconsin Madison - Social Systems View citations
Rational animal spirits
Working papers, Wisconsin Madison - Social Systems View citations
1997
A Formal Model of Theory Choice in Science
Research in Economics, Santa Fe Institute View citations
Also in Working papers, Wisconsin Madison - Social Systems (1997)
See also Journal Article in Economic Theory (1999)
Models of Compelxity in Economics and Finance
Working papers, Wisconsin Madison - Social Systems View citations
1996
A Rational Route to Randomness
Working papers, Wisconsin Madison - Social Systems View citations
Also in Working papers, Wisconsin Madison - Social Systems (1995) View citations
See also Journal Article in Econometrica (1997)
Asset Price Behavior in Complex Environments
Working papers, Wisconsin Madison - Social Systems View citations
Expectational Diversity in Monetary Economics
Working papers, Wisconsin Madison - Social Systems View citations
Also in Working Papers, Santa Fe Institute (1996)
See also Journal Article in Journal of Economic Dynamics and Control (2000)
Hetergeneous Beliefs and Routes to Chaos in a Simple Asset Pricing Model
Working papers, Wisconsin Madison - Social Systems View citations
See also Journal Article in Journal of Economic Dynamics and Control (1998)
1995
A Dynamic Structural Model for Stock Return Volatility and Trading Volume
NBER Working Papers, National Bureau of Economic Research, Inc View citations
See also Journal Article in The Review of Economics and Statistics (1996)
A Test for Independence Based on the Correlation Dimension
Working papers, Wisconsin Madison - Social Systems View citations
Discrete Choice with Social Interactions I: Theory
Working papers, Wisconsin Madison - Social Systems View citations
Also in NBER Working Papers, National Bureau of Economic Research, Inc (1995) View citations Working Papers, Santa Fe Institute (1995) View citations
Nonlinear Time Series, Complexity Theory, and Finance
Working papers, Wisconsin Madison - Social Systems View citations
Rational Routes to Randomness
Working papers, Wisconsin Madison - Social Systems View citations
Also in Working Papers, Santa Fe Institute (1995) View citations
1993
Pathways to Randomness in the Economy: Emergent Nonlinearity and Chaos in Economics and Finance
Working Papers, Santa Fe Institute View citations
See also Journal Article in Estudios Económicos (1993)
1992
A Nonparametric Test for Independence of a Multivariate Time Series
Working papers, Wisconsin Madison - Social Systems View citations
Convergence of Learning Schemes on Supermodular Games
Working papers, Wisconsin Madison - Social Systems
Pathways to Randomness in the Economy: Emergent Nonlinearity and Chaos in Economic Finance
Working papers, Wisconsin Madison - Social Systems View citations
1991
Diagnostic testing for Nonlinearity Chaos, and General Dependence in Time Series Data
Working papers, Wisconsin Madison - Social Systems
SIMPLE TECHNICAL TRADING RULES AND THE STOCHASTIC PROPERTIES OF STOCK RETURNS
Working papers, Wisconsin Madison - Social Systems View citations
See also Journal Article in Journal of Finance (1992)
Some Theory of Statistical Inference for Nonlinear Science: Expanded Version
Working papers, Wisconsin Madison - Social Systems
Understainding Macroeconomic Time Series Using Complex Systems Theory
Working papers, Wisconsin Madison - Social Systems
See also Journal Article in Structural Change and Economic Dynamics (1991)
1990
A POSSIBLE UNIFICATION OF SOME RESULTS ON LEARNING DYNAMICS IN GAMES
Working papers, Wisconsin Madison - Social Systems
NONLINEAR DYNAMICAL SYSTEMS INSTABILITY AND CHAOS IN ECONOMICS
Working papers, Wisconsin Madison - Social Systems
See also Chapter (1991)
1989
Liquidity Constraints in Production Based Asset Pricing Models
NBER Working Papers, National Bureau of Economic Research, Inc View citations
See also Chapter (1990)
1988
A NONPARAMETRIC TEST FOR TEMPORAL DEPENDENCE IN A VECTOR OF TIME SERIES
Working papers, Wisconsin Madison - Social Systems View citations
HICKSIAN NONLINEARITY
Working papers, Wisconsin Madison - Social Systems
NONLINEARITY AND COMPLEX DYNAMICS IN ECONOMICS AND FINANCE
Working papers, Wisconsin Madison - Social Systems View citations
THE THEORY OF STATISTICAL INFERENCE FOR NONLINEAR SCIENCE: GAUGE FUNCTIONS, COMPLEXITY MEASURES, AND INSTABILITY MEASURES
Working papers, Wisconsin Madison - Social Systems
THEOREMS ON DISTINGUISHING DETERMINISTIC FORM RANDOM SYSTEMS
Working papers, Wisconsin Madison - Social Systems View citations
1982
Stochastic Capital Theory I. Comparative Statics
NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations
1980
Asset Prices in a Production Economy
Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences View citations
See also Chapter (1982)
1979
Some Remarks on Monetary Policy in an Overlapping Generations Model
Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences View citations
1978
Dynamics Under Uncertainty
Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science
See also Journal Article in Econometrica (1979)
1977
Applications of Recent Results on the Asymptotic Stability of Optimal Control to the Problem of Comparing Long Run Equilibria
Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations
The Design of Mechanisms for Efficient Allocation of Public Moods
Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science
1976
The Global Asyrnptotic Stability of Optimal Control: A Survey of Recent Results
Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science
1975
Some Results on Global Asymptotic Stability of Control Systems
Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations
The Global Asymptotic Stability of Optimal Control with Applications to Dynamic Economic Theory
Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations
1974
Global Asymptotic Stability of Optimal Control Systems with Applications to the Theory of Economic Growth
Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science View citations
See also Journal Article in Journal of Economic Theory (1976)
Journal Articles
2008
Diffusion-induced instability and pattern formation in infinite horizon recursive optimal control
Journal of Economic Dynamics and Control , 2008, 32 , (9), 2745-2787 View citations
Frequency-Specific Effects of Stabilization Policies
American Economic Review , 2008, 98 , (2), 241-45 View citations
The polluted ecosystem game
Indian Growth and Development Review , 2008, 1 , (1), 7-31
2007
Identification of binary choice models with social interactions
Journal of Econometrics , 2007, 140 , (1), 52-75 View citations
See also Working Paper (2004)
Model uncertainty and policy evaluation: Some theory and empirics
Journal of Econometrics , 2007, 136 , (2), 629-664 View citations
Also in Proceedings , 2005 (2005) View citations
See also Working Paper (2004)
Simple versus optimal rules as guides to policy
Journal of Monetary Economics , 2007, 54 , (5), 1372-1396 View citations
See also Working Paper (2007)
2006
Adaptive rational equilibrium with forward looking agents
International Journal of Economic Theory , 2006, 2 , (3-4), 241-278 View citations
Profiling Problems With Partially Identified Structure
Economic Journal , 2006, 116 , (515), F427-F440 View citations
See also Working Paper (2004)
2005
Evolutionary dynamics in markets with many trader types
Journal of Mathematical Economics , 2005, 41 , (1-2), 7-42 View citations
See also Working Paper (2002)
Local robustness analysis: Theory and application
Journal of Economic Dynamics and Control , 2005, 29 , (11), 2067-2092 View citations
See also Working Paper (2004)
Spatial Analysis in Descriptive Models of Renewable Resource Management
Swiss Journal of Economics and Statistics (SJES) , 2005, 141 , (III), 331-354
2004
Elements of a Theory of Design Limits to Optimal Policy
Manchester School , 2004, 72 , (s1), 1-18 View citations
See also Working Paper (2004)
Management of interacting species: regulation under nonlinearities and hysteresis
Resource and Energy Economics , 2004, 26 , (2), 137-156 View citations
2003
Managing Systems with Non-convex Positive Feedback
Environmental & Resource Economics , 2003, 26 , (4), 575-602 View citations
Policy Evaluation in Uncertain Economic Environments
Brookings Papers on Economic Activity , 2003, 34 , (2003-1), 235-322 View citations
See also Working Paper (2003)
Valuing Biodiversity from an Economic Perspective: A Unified Economic, Ecological, and Genetic Approach
American Economic Review , 2003, 93 , (5), 1597-1614 View citations
See also Working Paper (2003)
2002
A Multinomial-Choice Model of Neighborhood Effects
American Economic Review , 2002, 92 , (2), 298-303 View citations
See also Working Paper (2002)
Optimal Ecosystem Management when Species Compete for Limiting Resources
Journal of Environmental Economics and Management , 2002, 44 , (2), 189-220 View citations
See also Working Paper (2000)
The repeated lake game
Economics Letters , 2002, 76 , (1), 109-114 View citations
2001
Discrete Choice with Social Interactions
Review of Economic Studies , 2001, 68 , (2), 235-60 View citations
See also Working Paper (2000)
2000
Expectational diversity in monetary economies1
Journal of Economic Dynamics and Control , 2000, 24 , (5-7), 725-759 View citations
See also Working Paper (1996)
Whither nonlinear?
Journal of Economic Dynamics and Control , 2000, 24 , (5-7), 663-678 View citations
1999
A formal model of theory choice in science
Economic Theory , 1999, 14 , (1), 113-130 View citations
See also Working Paper (1997)
Scaling in Economics: A Reader's Guide
Industrial and Corporate Change , 1999, 8 , (3), 409-46 View citations
1998
Heterogeneous beliefs and routes to chaos in a simple asset pricing model
Journal of Economic Dynamics and Control , 1998, 22 , (8-9), 1235-1274 View citations
See also Working Paper (1996)
1997
A Rational Route to Randomness
Econometrica , 1997, 65 , (5), 1059-1096 View citations
See also Working Paper (1996)
1996
A Dynamic Structural Model for Stock Return Volatility and Trading Volume
The Review of Economics and Statistics , 1996, 78 , (1), 94-110 View citations
See also Working Paper (1995)
Principal-agent contracts in continuous time asymmetric information models the importance of large continuing information flows
Journal of Economic Behavior & Organization , 1996, 29 , (3), 523-535
1993
Pathways to randomness in the economy: Emergent nonlinearity and chaos in economics and finance
Estudios Económicos , 1993, 8 , (1), 3-55 View citations
See also Working Paper (1993)
1992
Periodic market closure and trading volume: A model of intraday bids and asks
Journal of Economic Dynamics and Control , 1992, 16 , (3-4), 451-489 View citations
Simple Technical Trading Rules and the Stochastic Properties of Stock Returns
Journal of Finance , 1992, 47 , (5), 1731-64 View citations
See also Working Paper (1991)
1991
Some Theory of Statistical Inference for Nonlinear Science
Review of Economic Studies , 1991, 58 , (4), 697-716 View citations
Understanding macroeconomic time series using complex systems theory
Structural Change and Economic Dynamics , 1991, 2 , (1), 119-141 View citations
See also Working Paper (1991)
1988
Is the business cycle characterized by deterministic chaos?
Journal of Monetary Economics , 1988, 22 , (1), 71-90 View citations
On characterizing optimal competitive programs in terms of decentralizable conditions
Journal of Economic Theory , 1988, 45 , (2), 262-273 View citations
1986
Competing takes hard work
Economic Review , 1986, (Jan), 6-10
Distinguishing random and deterministic systems: Abridged version
Journal of Economic Theory , 1986, 40 , (1), 168-195 View citations
1985
Dynamic Ramsey Pricing
International Economic Review , 1985, 26 , (3), 569-91 View citations
Price Setting Supergames with Capacity Constraints
Review of Economic Studies , 1985, 52 , (3), 371-82 View citations
The Economics of Regulatory Tiering
RAND Journal of Economics , 1985, 16 , (3), 398-409 View citations
1983
Contestable Markets and the Theory of Industry Structure: A Review Article
Journal of Political Economy , 1983, 91 , (6), 1055-66 View citations
1981
The Analysis of Macroeconomic Policies in Perfect Foresight Equilibrium
International Economic Review , 1981, 22 , (1), 179-209 View citations
1980
Time consistency and optimal government policies in perfect foresight equilibrium
Journal of Public Economics , 1980, 13 , (2), 183-212 View citations
1979
Dynamics under Uncertainty
Econometrica , 1979, 47 , (4), 843-68 View citations
See also Working Paper (1978)
1978
Global asymptotic stability results for multisector models of optimal growth under uncertainty when future utilities are discounted
Journal of Economic Theory , 1978, 18 , (2), 225-243 View citations
The Economics of Special Interest Politics: The Case of the Tariff
American Economic Review , 1978, 68 , (2), 246-50 View citations
1976
Global asymptotic stability of optimal control systems with applications to the theory of economic growth
Journal of Economic Theory , 1976, 12 , (1), 164-190 View citations
See also Working Paper (1974)
Regular Economies and Conditions for Uniqueness of Steady States in Optimal Multi-Sector Economic Models
International Economic Review , 1976, 17 , (1), 105-20 View citations
1975
A simple perfect foresight monetary model
Journal of Monetary Economics , 1975, 1 , (2), 133-150 View citations
Some results on global asymptotic stability of difference equations
Journal of Economic Theory , 1975, 10 , (2), 265-268
1974
Money and Growth: The Case of Long Run Perfect Foresight
International Economic Review , 1974, 15 , (3), 750-77 View citations
1973
Optimal Economic Growth and Uncertainty: The No Discounting Case
International Economic Review , 1973, 14 , (3), 560-73 View citations
Some Results on the Uniqueness of Steady States in Multisector Models of Optimum Growth when Future Utilities are Discounted
International Economic Review , 1973, 14 , (3), 535-59 View citations
1972
On models of expectations that arise from maximizing behavior of economic agents over time
Journal of Economic Theory , 1972, 5 , (3), 348-376 View citations
Optimal economic growth and uncertainty: The discounted case
Journal of Economic Theory , 1972, 4 , (3), 479-513 View citations
1970
An Axiomatic Basis for the Ramsey- Weizsacker Overtaking Criterion
Econometrica , 1970, 38 , (6), 927-29
On Existence of Weakly Maximal Programmes in a Multi-Sector Economy
Review of Economic Studies , 1970, 37 , (2), 275-80 View citations
1969
Optimal growth under factor augmenting progress
Journal of Economic Theory , 1969, 1 , (3), 229-243 View citations
Books
1992
Nonlinear Dynamics, Chaos, and Instability - Unix version, vol 1
MIT Press Books, The MIT Press
Chapters
2005
Economic Growth and the Environment: A Review of Theory and Empirics
Chapter 28 in Handbook of Economic Growth , 2005, vol. 1, Part B, pp 1749-1821 View citations
See also Working Paper (2004)
2001
Interactions-based models
Chapter 54 in Handbook of Econometrics , 2001, vol. 5, pp 3297-3380 View citations
See also Working Paper (2000)
1991
Non-linear dynamical systems: Instability and chaos in economics
Chapter 40 in Handbook of Mathematical Economics , 1991, vol. 4, pp 2209-2235 View citations
See also Working Paper (1990)
1990
Liquidity Constraints in Production-Based Asset-Pricing Models
A chapter in Asymmetric Information, Corporate Finance, and Investment , 1990, pp 231-256 View citations
See also Working Paper (1989)
Overlapping generations models with money and transactions costs
Chapter 07 in Handbook of Monetary Economics , 1990, vol. 1, pp 263-295 View citations
1982
Asset Prices in a Production Economy
A chapter in The Economics of Information and Uncertainty , 1982, pp 1-46 View citations
See also Working Paper (1980)