CeNDEF Working Papers

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.
Bibliographic data for series maintained by Cees C.G. Diks ().

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16-08: Evolutionary Cournot competition with endogenous technology choice: (in)stability and optimal policy

F. Lamantia, A. Negriu and Jan Tuinstra

16-07: The formation of a core periphery structure in heterogeneous financial networks

Marco van der Leij, D. in 't Veld and C.H. Hommes

16-06: Learning to believe in Simple Equilibria in a Complex OLG Economy - evidence from the lab

Jasmina Arifovic, C.H. Hommes and Isabelle Salle

16-05: Persistence and volatility of Beveridge cycles

F. Sniekers

16-04: Is the Market Really a Good Teacher?

P. Seppecher, Isabelle Salle and Dany Lang

16-03: Behavioral Learning Equilibria, Persistence Amplification & Monetary Policy

C.H. Hommes and M. Zhu

16-02: Comparing Density Forecasts in a Risk Management Context

C.G.H. Diks and H. Fang

16-01: Managing Heterogeneous and Unanchored Expectations: A Monetary Policy Analysis

C.H. Hommes and J. Lustenhouwer

15-12: Can a stochastic cusp catastrophe model explain housing market crashes?

J. Wang

15-11: Monetary and Fiscal Policy Design at the Zero Lower Bound - Evidence from the Lab

C.H. Hommes, Domenico Massaro and Isabelle Salle

15-10: When Speculators Meet Constructors: Positive and Negative Feedback in Experimental Housing Markets

C.H. Hommes and Te Bao

15-09: Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment

Mikhail Anufriev, Te Bao and Jan Tuinstra

15-08: Networks of Heterogeneous Expectations in an Asset Pricing Market

Tomasz Makarewicz

15-07: Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments

Mikhail Anufriev, C.H. Hommes and Tomasz Makarewicz

15-06: Equilibrium Type of Competition with Horizontal Product Innovation

A. Negriu

15-05: Path Dependent Coordination of Expectations in Asset Pricing Experiments: a Behavioral Explanation

Anna Agliari, C.H. Hommes and N. Pecora

15-04: Critical Slowing Down as Early Warning Signals for Financial Crises?

C.G.H. Diks, C.H. Hommes and J. Wang

15-03: Inflation Targeting and Liquidity Traps under Endogenous Credibility

C.H. Hommes and J. Lustenhouwer

15-02: Non-Recourse Mortgage and Housing Price Boom, Bust, and Rebound

Te Bao and L. Ding

15-01: Genetic Algorithm Learning in a New Keynesian Macroeconomic Setup

C.H. Hommes, Tomasz Makarewicz, Domenico Massaro and T. Smits

14-15: Discretionary Authority and Prioritizing in Government Agencies

M.P. Schinkel, Tóth, L. and Jan Tuinstra

14-14: Booms, busts and behavioural heterogeneity in stock prices

C.H. Hommes and D. in 't Veld

14-13: Identifying Booms and Busts in House Prices under Heterogeneous Expectations

Wilko Bolt, Maria Demertzis, C.G.H. Diks and Marco van der Leij

14-12: Inflation Targeting, Recursive Inattentiveness and Heterogeneous Beliefs

Anna Agliari, Domenico Massaro, N. Pecora and A. Spelta

14-11: Persistence and volatility of Beveridge cycles

F. Sniekers

14-10: Deleveraging crises and deep recessions: a behavioural approach

P. Seppecher and Isabelle Salle

14-09: Identifying causal relationships in case of non-stationary time series

A. Papana, K. Kyrtsou, D. Kugiumtzis and C.G.H. Diks

14-08: Assessment of Resampling Methods for Causality Testing

A. Papana, K. Kyrtsou, D. Kugiumtzis and C.G.H. Diks

14-07: Managing Self-organization of Expectations through Monetary Policy: a Macro Experiment

Tiziana Assenza, P. Heemeijer, C.H. Hommes and Domenico Massaro

14-06: Coexisting stable equilibria under least squares learning

Dávid Kopányi

14-05: Experiments on Expectations in Macroeconomics and Finance

Tiziana Assenza, Te Bao, Domenico Massaro and C.H. Hommes

14-04: The formation of a core periphery structure in heterogeneous financial networks

C.H. Hommes, D. in 't Veld and Marco van der Leij

14-03: How to boost the production of free services: In search of the holy referee grail

Marcel Canoy and D. in 't Veld

14-02: The order of buying and selling: Multiple equilibria in the housing market

F.J.T. Sniekers

14-01: Bubble Formation and (In)efficient Markets in Learning-to-Forecast and -Optimize Experiments

Te Bao, C.H. Hommes and Tomasz Makarewicz

13-19: Reflexivity, Expectations Feedback and Almost Self-fulfilling Equilibria: Economic Theory, Empirical Evidence and Laboratory Experiments

C.H. Hommes

13-18: Innovate or Imitate? Behavioural Technological Change

C.H. Hommes and Paolo Zeppini

13-17: Behaviorally Rational Expectations and Almost Self-Fulfilling Equilibria

C.H. Hommes

13-16: Partial Symbolic Transfer Entropy

A. Papana, Catherine Kyrtsou, D. Kugiumtzis and Cees Diks

13-15: Nonlinear Granger Causality: Guidelines for Multivariate Analysis

Cees Diks and Marcin Wolski

13-14: Exploring Nonlinearities in Financial Systemic Risk

Marcin Wolski

13-13: Price-Quantity Competition under Strategic Uncertainty

Dávid Kopányi

13-12: Endogenous Beveridge cycles and the volatility of unemployment

F.J.T. Sniekers

13-11: A Discrete Choice Model of Transitions to Sustainable Technologies

Paolo Zeppini

13-10: Financial architecture and industrial technology: A co-evolutionary model

A. Negriu

13-09: Evolution of Reciprocity in Asymmetric International Environmental Negotiations

Aart de Zeeuw and M. Ochea

13-08: Economics of environmental regime shifts

Florian Wagener

13-07: Expectations in Experiments

Florian Wagener

13-06: Intertemporal Greenwald-Stiglitz

Tiziana Assenza and Domenico Delli Gatti

13-05: In Defense of Trusts: R&D Cooperation in Global Perspective

J. Hinloopen, G. Smrkolj and Florian Wagener