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.
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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

Christopher Baum, Mustafa Caglayan and Neslihan Ozkan

5A.4: Microeconomic Models for Long-Memory in the Volatility of Financial Time Series

Gilles Teyssière and Alan Kirman

5A.3: Asset pricing experiments

Henk van de Velden

5A.2: Asset Price and Wealth Dynamics under Heterogeneous Expectations

Xuezhong (Tony) He and Carl Chiarella

5A.1: Adaptive Beliefs and the volatility of asset prices

Andrea Gaunersdorfer, Cars Hommes and Florian 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 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

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 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