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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09-04: Contracts, cost sharing and consistency

Maurice Koster

09-03: Individual Expectations and Aggregate Behavior in Learning to Forcast Experiments

C.H. Hommes and Thomas Lux

09-02: Forward and Backward Dynamics in implicitly defined Overlapping Generations Models

Laura Gardini, C.H. Hommes, Fabio Tramontana and R. de Vilder

09-01: Introduction to the Journal of Economic Dynamics and Control special issue on Complexity in Economics and Finance

Mikhail Anufriev and William Branch

08-13: Managing the environment and the economy in the presence of hysteresis and irreversibility

Pim Heijnen and Florian Wagener

08-12: Optimal Diversity in Investments with Recombinant Innovation

Paolo Zeppini and Jeroen van den Bergh

08-11: The Hartwick rule as a conservation law

Pim Heijnen

08-10: Out-of-sample comparison of copula specifications in multivariate density forecasts

Cees Diks, Dick van Dijk and Valentyn Panchenko

08-09: Markov-perfect Nash equilibria in models with a single capital stock

Engelbert Dockner and Florian Wagener

08-08: Interest Rate Rules with Heterogeneous Expectations

Mikhail Anufriev, Tiziana Assenza, C.H. Hommes and D. Massaro

08-07: Positive expectations feedback experiments and number guessing games as models of financial markets

J. Sonnemans and Jan Tuinstra

08-06: On the Leitmann equivalent problem approach

Florian Wagener

08-05: Complex evolutionary systems in behavioral finance

C.H. Hommes and Florian Wagener

08-04: More hedging instruments may destabilize markets

William Brock, C.H. Hommes and Florian Wagener

08-03: Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails

Dick van Dijk, Cees Diks and Valentyn Panchenko

08-02: Sound taxation? On the use of self-declared value

M. A. Haan, Pim Heijnen, L. Schoonbeek and L. A. Toolsema

08-01: Bifurcations of optimal vector fields in the shallow lake system

Tatiana Kiseleva and Florian Wagener

07-16: Coalition Formation and Value Distribution in TU Games

Roald Ramer

07-15: Timing in Canonical Models of Duopoly

Roald Ramer

07-14: Asset Prices, Traders' Behavior, and Market Design

Mikhail Anufriev and Valentyn Panchenko

07-13: Heterogeneity and Aggregation in a Financial Accelerator Model

Tiziana Assenza, Domenico Delli Gatti and Mauro Gallegati

07-12: Anything goes with heterogeneous, but not with homogeneous oligopoly

D. Furth

07-11: The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality

Stelios Bekiros and Cees Diks

07-10: Wealth Selection in a Financial Market with Heterogeneous Agents

Mikhail Anufriev and Pietro Dindo

07-09: The diffusion of differentiated waste disposal taxes in the Netherlands

Pim Heijnen

07-08: The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing

Stelios Bekiros and Cees Diks

07-07: Complexity, Evolution and Learning: a simple story of heterogeneous expectations and some empirical and experimental validation

C.H. Hommes

07-06: Evolution of Market Heuristics

Mikhail Anufriev and C.H. Hommes

07-05: Borrowing Constraints, Multiple Equilibria and Monetary Policy

Tiziana Assenza

07-04: "Credit Cycle" in an OLG Economy with Money and Bequest

Anna Agliari, Tiziana Assenza, Domenico Delli Gatti and E. Santoro

07-03: On the probability of breakdown in participation games

Pim Heijnen

07-02: Informative advertising by an environmental group

Pim Heijnen

07-01: Bounded Rationality and Learning in Complex Markets

C.H. Hommes

06-17: Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models

Stelios Bekiros and Dimitris Georgoutsos

06-16: Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network

Stelios Bekiros and Dimitris Georgoutsos

06-15: E&F Chaos: a user friendly software package for nonlinear economic dynamics

Cees Diks, C.H. Hommes, Valentyn Panchenko and Roy van der Weide

06-14: Rank-based entropy tests for serial independence

Cees Diks and Valentyn Panchenko

06-13: Wake me up before you GO-GARCH

H. Peter Boswijk and Roy van der Weide

06-12: More hedging instruments may destabilize markets

William Brock, C.H. Hommes and Florian Wagener

06-11: Informational differences and learning in an asset market with boundedly rational agents

Cees Diks and Pietro Dindo

06-10: A Behavioral Model for Participation Games with Negative Feedback

Pietro Dindo and Jan Tuinstra

06-09: Quantifying the Scope for Efficiency Defense in Merger Control: The Werden-Froeb-Index

Marie Goppelsroeder, M.P. Schinkel and Jan Tuinstra

06-08: Taxation on Agglomeration

Pasquale Commendatore and Ingrid Kubin

06-07: Markov-Perfect Nash Equilibria in Models With a Single Capital Stock

Engelbert Dockner and Florian Wagener

06-06: Semi-global analysis of periodic and quasi-periodic k:1 and k:2 resonances

Florian Wagener

06-05: Price Stability and Volatility in Markets with Positive and Negative Expectations Feedback: An Experimental Investigation

P. Heemeijer, C.H. Hommes, J. Sonnemans and Jan Tuinstra

06-04: A weak bifurcation theory for discrete time stochastic dynamical systems

Cees Diks and Florian Wagener

06-03: Equilibrium Return and Agents' Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model

Mikhail Anufriev and Pietro Dindo

06-02: Price and Wealth Dynamics in a Speculative Market with Generic Procedurally Rational Traders

Mikhail Anufriev and Giulio Bottazzi

06-01: Interacting agents in finance, entry written for the New Palgrave Dictionary of Economics, Second Edition, edited by L. Blume and S. Durlauf, Palgrave Macmillan, forthcoming 2006

C.H. Hommes