Working papers 2005

Anufriev, M.,
Wealth-Driven Competition in a Speculative Financial Market: Examples With Maximizing Agents
CeNDEF Working paper 05-17 University of Amsterdam

Hoog S. van der,
A spatial separation model of a credit economy with optimistic and pessimistic quantity expectations
CeNDEF Working paper 05-16 University of Amsterdam

Brock, W.A.,Dindo, P.D.E.,Hommes, C.H.,
Adaptive Rational Equilibrium with Forward Looking Agents, fortcoming in International Journal of Economic Theory (IJET) 2006, special issue in honor of Jean-Michel Grandmont.
CeNDEF Working paper 05-15 University of Amsterdam

Hommes, C.H.,Manzan, S.,
Testing for Nonlinear Structure and Chaos in Economic Time Series: A Comment
CeNDEF Working paper 05-14 University of Amsterdam

Diks, C.G.H.,Panchenko, V.,
Nonparametric Tests for Serial Independence Based on Quadratic Forms
CeNDEF Working paper 05-13 University of Amsterdam

Boswijk, H.P.,Hommes, C.H.,Manzan, S.,
Behavioral Heterogeneity in Stock Prices
CeNDEF Working paper 05-12 University of Amsterdam

Schinkel, M.P.,Tuinstra, J.,
Illinois Walls in alternative market structures
CeNDEF Working paper 05-11 University of Amsterdam

Rüggeberg, J.,Schinkel, M.P.,Tuinstra, J.,
Illinois Walls: How barring indirect purchaser suits facilitates collusion
CeNDEF Working paper 05-10 University of Amsterdam

Diks, C.G.H.,Wagener, F.O.O.,
Equivalence and bifurcations of finite order stochastic processes
CeNDEF Working paper 05-09 University of Amsterdam

Sadiraj, V.,Tuinstra, J.,Winden, F. van,
On the size of the winning set in the presence of interest groups
CeNDEF Working paper 05-08 University of Amsterdam

Koster, M.,
Cost Sharing, Differential Games, and the Moulin-Shenker Rule
CeNDEF Working paper 05-07 University of Amsterdam

Koster, M.,
Sharing Variable Returns of Cooperation
CeNDEF Working paper 05-06 University of Amsterdam

Manzan, S.,Zerom, D.,
A Multi-Step Forecast Density
CeNDEF Working paper 05-05 University of Amsterdam

Hoog S. van der,
On the Micro-Dynamics of a Cash-in-Advance Economy (revised version of WP 04-12)
CeNDEF Working paper 05-04 University of Amsterdam

Hommes, C.H.,
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.
CeNDEF Working paper 05-03 University of Amsterdam

Gaunersdorfer, A.,Hommes, C.H.,
A nonlinear structural model for volatility clustering
CeNDEF Working paper 05-02 University of Amsterdam

Hommes, C.H.,
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.
CeNDEF Working paper 05-01 University of Amsterdam

Published by  ASE-RI

CeNDEF

28 November 2014