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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05-17: Wealth-Driven Competition in a Speculative Financial Market: Examples With Maximizing Agents

Mikhail Anufriev

05-16: A spatial separation model of a credit economy with optimistic and pessimistic quantity expectations

Sander van der Hoog

05-15: Adaptive Rational Equilibrium with Forward Looking Agents, fortcoming in International Journal of Economic Theory (IJET) 2006, special issue in honor of Jean-Michel Grandmont

William Brock, Pietro Dindo and C.H. Hommes

05-14: Testing for Nonlinear Structure and Chaos in Economic Time Series: A Comment

C.H. Hommes and S. Manzan

05-13: Nonparametric Tests for Serial Independence Based on Quadratic Forms

Cees Diks and Valentyn Panchenko

05-12: Behavioral Heterogeneity in Stock Prices

H. Peter Boswijk, Hommes C.H. and S. Manzan

05-11: Illinois Walls in alternative market structures

M.P. Schinkel and Jan Tuinstra

05-10: Illinois Walls: How barring indirect purchaser suits facilitates collusion

Rüggeberg, J., M.P. Schinkel and Jan Tuinstra

05-09: Equivalence and bifurcations of finite order stochastic processes

Cees Diks and Florian Wagener

05-08: On the size of the winning set in the presence of interest groups

V. Sadiraj, Jan Tuinstra and Frans van Winden

05-07: Cost Sharing, Differential Games, and the Moulin-Shenker Rule

Maurice Koster

05-06: Sharing Variable Returns of Cooperation

Maurice Koster

05-05: A Multi-Step Forecast Density

S. Manzan and Dawit Zerom

05-04: On the Micro-Dynamics of a Cash-in-Advance Economy

Sander van der Hoog

05-03: Heterogeneous Agent Models in Economics and Finance, In: Handbook of Computational Economics II: Agent-Based Computational Economics, edited by Leigh Tesfatsion and Ken Judd, Elsevier, Amsterdam 2006, pp.1109-1186

C.H. Hommes

05-02: A nonlinear structural model for volatility clustering

A. Gaunersdorfer and C.H. Hommes

05-01: Heterogeneous Agents Models: two simple examples, forthcoming In: Lines, M. (ed.) Nonlinear Dynamical Systems in Economics, CISM Courses and Lectures, Springer, 2005, pp.131-164

C.H. Hommes

04-17: A tractable evolutionary model for the Minority Game with asymmetric payoffs

Pietro Dindo

04-16: Goodness-of-fit test for copulas

Valentyn Panchenko

04-15: Forming price expectations in positive and negative feedback systems

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

04-14: A Dynamic Analysis of Moving Average Rules

Carl Chiarella, Xuezhong (Tony) He and C.H. Hommes

04-13: Economic Dynamics, Contribution to the Encyclopedia of Nonlinear Science, Alwyn Scott (ed.), Routledge, 2004

C.H. Hommes

04-12: On the Micro-Dynamics of a Cash-in-Advance Economy

Sander van der Hoog

04-11: A new statistic and practical guidelines for nonparametric Granger causality testing

Cees Diks and Valentyn Panchenko

04-10: A note on the Hiemstra-Jones test for Granger non-causality

Cees Diks and Valentyn Panchenko

04-09: Skiba points for small discount rates

Florian Wagener

04-08: A Computational Electoral Competition Model with Social Clustering and Endogenous Interest Groups as Information Brokers

V. Sadiraj, Jan Tuinstra and Frans van Winden

04-07: Imperfect Competition Law Enforcement

M.P. Schinkel and Jan Tuinstra

04-06: Interest Group Size Dynamics and Policymaking

V. Sadiraj, Jan Tuinstra and Frans van Winden

04-05: Introduction to the Journal of Economic Dynamics and Control special issue on Bounded Rationality, Heterogeneity and Market Dynamics

Alan Kirman and Jan Tuinstra

04-04: Forced Freebies: A Note on Partial Deregulation with Pro Bono Supply Requirements

M.P. Schinkel and Jan Tuinstra

04-03: Illinois Walls

M.P. Schinkel, Jan Tuinstra and J. Rueggeberg

04-02: Coordination of Expectations in Asset Pricing Experiments (Version March 2004)

C.H. Hommes, J. Sonnemans, Jan Tuinstra and H. van de Velden

03-10: Nonlocal onset of instability in an asset pricing model with heterogeneous agents

A. Gaunersdorfer, C.H. Hommes and Florian Wagener

03-09: Quasi-periodic response solutions at normal-internal resonances

H.W. Broer, H. Hanssmann, A. Jorba, J. Villanueva and Florian Wagener

03-08: Structural analysis of optimal investment for firms with non-concave production

Florian Wagener

03-07: On Learning Equilibria

Jan Tuinstra and Florian Wagener

03-06: Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS

Cees Diks and R. van der Weide

03-05: Heterogeneity as a natural source of randomness

Cees Diks and R. van der Weide

03-04: Does eductive stability imply evolutionary stability?

C.H. Hommes and Florian Wagener

03-03: Bifurcation Routes to Volatility Clustering under Evolutionary Learning

A. Gaunersdorfer, C.H. Hommes and Florian Wagener

03-02: Nonlinear Mean Reversion in Stock Prices

S. Manzan

02-14: Heterogeneous Expectations, Exchange Rate Dynamics and Predictability

S. Manzan and Frank Westerhoff

02-13: Representativeness of News and Exchange Rate Dynamics

S. Manzan and Frank Westerhoff

02-12: Model Selection for Nonlinear Time Series

S. Manzan

02-11: Continuous Beliefs Dynamics

Cees Diks and R. van der Weide

02-10: Evolutionary dynamics in markets with many trader types

William Brock, C.H. Hommes and Florian Wagener

02-09: Detecting serial dependence in tail events: A test dual to BDS test

Cees Diks

02-08: A Robust Rational Route to in a Simple Asset Pricing Model

C.H. Hommes, H. Huang and D. Wang

02-06: Learning in Coweb Experiments

C.H. Hommes, J. Sonnemans, Jan Tuinstra and H. van de Velden