Browsing 14 Economics by Author "Hommes, Cars"

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Browsing 14 Economics by Author "Hommes, Cars"

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  • Chiarella, Carl; He, Xuezhong; Hommes, Cars (Elsevier Science Bv, 2006)
    The use of various moving average (MA) rules remains popular with financial market practitioners. These rules have recently become the focus of a number empirical studies, but there have been very few studies of financial ...
  • Anufriev, Mikhail; Hommes, Cars; Philipse, Raoul (Springer, 2013)
    An economic environment is a feedback system, where the dynamics of aggregate variables depend on individual expectations and vice versa. The type of feedback mechanism is crucial for the aggregate outcome. Experiments ...
  • Anufriev, Mikhail; Hommes, Cars (American Economic Association, 2012)
    In recent "learning to forecast" experiments (Hommes et al. 2005), three different patterns in aggregate price behavior have been observed: slow monotonic convergence, permanent oscillations, and dampened fluctuations. We ...
  • Anufriev, Mikhail; Assenza, Tiziana; Hommes, Cars; Massaro, Domenico (Cambridge University Press, 2013)
    The recent macroeconomic literature stresses the importance of managing heterogeneous expectations in the formulation of monetary policy. We use a simple frictionless dynamic stochastic general equilibrium (DSGE) model ...