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CeNDEF Workshop Papers, January 2001

from Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance
Dept. of Economics and Econometrics, Universiteit van Amsterdam, Roetersstraat 11, NL - 1018 WB Amsterdam, The Netherlands.
Contact information at EDIRC.
Series data maintained by Christopher F. Baum ().

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PO9: Nonlinear deterministic forecasting of noisy financial time series: Does noise reduction matter?
Abdol Soofi and Liangyue Cao
PO8: A new approach to energetic system modeling
Roma Siugzdaite and Saulius Norvaisas
PO7: Advertising and congestion management policies for a museum temporary exhibition
Stefania Funari and Bruno Viscolani
PO6: Time varying parameters and stability analysis
Pietro Senesi
PO5: Modeling the U.S. Short-Term Interest Rate by Mixture Autoregressive Processes
Markku Lanne and Pentti Saikkonen
P5: Adaptive economizing in nonlinear environments: Implications for economic modelling and policy analysis
Richard Day
5B.4: Dollarization Hysteresis and Network Externalities: The Case of Russia
Nienke Oomes and Andrei Shinkevich
5B.3: Neural Networks, VECM's and Divisia Money: Evidence from Taiwan
Alicia M. Gazely, Jane Binner and Shu-Heng Chen
5B.2: Wealth Distribution, Investment in Human Capital and Occupational Choice when Capital Markets are Imperfect
Riccarda Longaretti
5B.1: Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data Downloads
Christopher F Baum, Mustafa Caglayan and Neslihan Ozkan
5A.4: Microeconomic Models for Long-Memory in the Volatility of Financial Time Series
Gilles Teyssière and Alan P. Kirman
5A.3: Asset pricing experiments
Henk van de Velden
5A.2: Asset Price and Wealth Dynamics under Heterogeneous Expectations
Xuezhong He and Carl Chiarella
5A.1: Adaptive Beliefs and the volatility of asset prices Downloads
Andrea Gaunersdorfer, Cars Hommes and Florian Oskar Ottokar Wagener
P4: Chaos in fictitious play
Sebastian van Strien, Colin Sparrow and Christopher Harris
4B.4: Beliefs Equilbria in an Overlapping Generations Model
Jan Tuinstra
4B.3: Near-Future Expectations, Intertemporal Substitution, and Business Cycles
Toshiya Ishikawa
4B.2: Business Cycle Models: closing the gap between the different approaches
Robin de Vilder
4B.1: Bifurcation-routes leading to multistability in a business-cycle model
Roberto Dieci, Gian-Italo Bischi and Laura Gardini
4A.4: Success and Failure of Technical Trading Strategies in the Cocoa Futures Market
Gerwin Griffioen, H. Peter Boswijk and Cars Hommes
4A.3: A Distribution-Based Method For Evaluating Multiscaling In Finance
Sergio Bianchi
4A.2: EMU and the Stability and Volatility of Exchange Rates
Mikael Bask and Xavier de Luna
4A.1: Chaos and the exchange rate
Daniela Federici and Giancarlo Gandolfo
PO3: On Economic Model of Cycles
Miloslav Vošvrda
P3: Option prices and implied volatility dynamics under Bayesian learning
Allan Timmerman and Massimo Guidolin
3B.4: Asymmetries and Interaction cycles in Financial Markets
Roberto Leombruni, Domenico Delli Gatti and Mauro Gallegati
3B.3: On the Nonlinear Dynamics of Models with a Cash-in-advance Constraint
Jean-Paul Barinci
3B.2: On The Dynamical Complexities Of Heterogeneous Growth Rates Paths
Jean-Pierre Drugeon
3B.1: Indeterminacy without Externalities
Harutaka Takahashi
3A.4: Testing for Independence and Linearity using the Correlation Integral
Sebastiano Manzan
3A.3: Maximum Likelihood Estimations of SDE Dynamics Based on Discrete Time Data How well does the Euler Method Perform?
Chih-Ying Hsiao and Willi Semmler
3A.2: Is the German Stock Market Chaotic ? Some NEGM- and BDS-test results for the DAX
Oliver Moritz
3A.1: A nonparametric bootstrap test for nonlinear Granger causality
Cees Diks
PO2: Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach
Jesus Otero and Costas Milas
P2: Multivariate extremes, aggregation and risk estimation
Michel M Dacorogna, Höskuldur Ari Hauksson, Thomas Domenig, Ulrich Müller and Gennady Samorodnitsky
2B.4: The Influence of Fairness in Multi-Issue and Multi-Stage Bargaining: An Evolutionary Simulation
Han La Poutré, Enrico Gerding and David van Bragt
2B.3: Evolving Automata Play the Alternating-Offers Game
David van Bragt and Han La Poutré
2B.2: Reputation in Endogenous Production Teams
Désiré Vencatachellum, M. Breton and Pascal St-Amour
2B.1: Another Paper on Ultimatum Games.This Time: Agent Based Simulations
Thomas Riechmann
2A.4: Stochastic Equilibrium: Learning by Exponential Smoothing Downloads
Klaus Pötzelberger and Leopold Sögner
2A.3: On Dynamics in An Asset Pricing Model with Heterogeneous Expectations
Taisei Kaizoji and Thomas Lux
2A.2: The Influence of Heterogeneous Preferences on Asset Prices in an Incomplete Market Model
Frank Niehaus
2A.1: Heterogeneous Beliefs in OLG Economies with Endogenous Random Asset Prices
Jan Wenzelburger
PO1: Stochastic Consistent Expectations Equilibria
Cars Hommes
P1: John Holland's legacy in economics: Artificial adaptive economic agents in retrospect - from 1986 to the present
Shu-Heng Chen
1B.4: Inflation Regimes in a Simple Model with Interacting Price-Setting Firms
Edoardo Gaffeo
1B.3: The Phillips Curve as a Long-Run Phenomenon in a Macroeconomic Model with Complex Dynamics
Gerd Weinrich and Luca Vittorio Angelo Colombo
1B.2: Capital Accumulation And Moral Hazard In An Economy With Heterogeneous Agents
Radim Bohacek
1B.1: Output and Interest Rates. Jump Variable and Phase Diagram Switching Methodologies
Peter Flaschel, Carl Chiarella, Reiner Franke and Willi Semmler
1A.4: Adaptive Expectations Coordination in an Economy with Heterogeneous Agents
Giorgio Negroni
1A.3: Expectations Driven Distortions in the Foreign Exchange Market
Frank Westerhoff
1A.2: Rationalizability of Rational Expectations Equilibria on Asset Markets with Asymmetric Information and Learning from Prices
Maik Heinemann
1A.1: Error learning behaviour and stability revisited
Domenico Colucci and Vincenzo Valori
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