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On the consistency of backward-looking expectations: The case of the cobweb
16 references·9 citing·29 second hop
On the consistency of backward-looking expectations: The case of the cobweb (1998)On the consistency of backward-looking ex…A Rational Route to Randomness (1997)A Rational Route to RandomnessBounded Rationality in Macroeconomics (1995)Bounded Rationality in Macroe…Exchange Rate Theory: Chaotic Models of Foreign Exchange Markets. (1994)Exchange Rate Theory: Chaotic…Nonlinear Dynamics, Chaos and Instability Statistical Theory and Economic Evidence. (1993)Nonlinear Dynamics, Chaos and…Bounded Rationality in Macroeconomics (1993)Bounded Rationality in Macroe…The dynamics of speculative behaviour (1992)The dynamics of speculative b…Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)Using Survey Data to Test Som…The Non-linear Accelerator and the Persistence of Business Cycles (1982)The Non-linear Accelerator an…Time Series Analysis: Forecasting and Control. (1978)Time Series Analysis: Forecas…Rational Expectations and the Theory of Price Movements (1961)Rational Expectations and the…Adaptive Expectations and Cobweb Phenomena (1958)Adaptive Expectations and Cob…The Nonlinear Accelerator and the Persistence of Business Cycles (1951)The Nonlinear Accelerator and…A Contribution to the Theory of the Trade Cycle (1951)A Contribution to the Theory …A Contribution to the Theory of the Trade Cycle (1950)A Contribution to the Theory …A Model of the Trade Cycle (1940)A Model of the Trade CycleThe Cobweb Theorem (1938)The Cobweb TheoremInitial anchors and limited information in learning-to-forecast experiments (2024)Initial anchors and limited i…Positive welfare effects of trade barriers in a dynamic partial equilibrium model (2014)Positive welfare effects of t…A simple model of endogenous agricultural commodity price fluctuations with storage (2011)A simple model of endogenous …House prices, non-fundamental components and interstate spillovers: The Australian experience (2010)House prices, non-fundamental…AGRICULTURAL PRICE INSTABILITY: A SURVEY OF COMPETING EXPLANATIONS AND REMEDIES (2010)AGRICULTURAL PRICE INSTABILIT…Commodity price cycles and heterogeneous speculators: a STAR–GARCH model (2006)Commodity price cycles and he…Dynamics of beliefs and learning under -processes — the heterogeneous case (2002)Dynamics of beliefs and learn…CONSISTENT EXPECTATIONS EQUILIBRIA AND COMPLEX DYNAMICS IN RENEWABLE RESOURCE MARKETS (2001)CONSISTENT EXPECTATIONS EQUIL…Heterogeneous beliefs and the non-linear cobweb model (2000)Heterogeneous beliefs and the…Expectations and Exchange Rate Dynamics (1976)Forward and spot exchange rates (1984)Anomalies: Foreign Exchange (1990)ARCH modeling in finance (1992)The use of technical analysis in the foreign exchange market (1992)The Analysis of Economic Time-Series-Part I: Prices (1953)Optimal Properties of Exponentially Weighted Forecasts (1960)The Economic Implications of Learning by Doing (1971)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Asset Prices in an Exchange Economy (1978)Agent-based computational finance: Suggested readings and early research (2000)Heterogeneous Agent Models in Economics and Finance (2005)Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis (2005)An Introduction to the Theory of Rational Expectations Under Asymmetric Information (1981)Genetic algorithm learning and the cobweb model (1994)Behavioral Rationality and Heterogeneous Expectations in Complex Economic Systems (2013)Heterogeneous beliefs and routes to chaos in a simple asset pricing model (1998)Scaling and criticality in a stochastic multi-agent model of a financial market (1999)THE CASE FOR REGIONAL POLICIES* (1970)BUSINESS CYCLE ASYMMETRY: A DEEPER LOOK (1993)The Case for Regional Policies (2013)Further Evidence on the Asymmetric Behavior of Economic Time Series over the Business Cycle (1986)Complementarities and Cumulative Processes in Models of Monopolistic Competition (1995)On the Complexities of Complex Economic Dynamics (1999)Climate Change, Financial Stability and Monetary Policy (2018)Principles of forecasting : a handbook for researchers and practitioners (2001)25 years of time series forecasting (2006)The politics of attention: how government prioritizes problems (2006)Ambiguity and Self-Evaluation: The Role of Idiosyncratic Trait Definitions in Self-Serving Assessments of Ability (2002)
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References

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  • 1997A Rational Route to Randomness1,724 cited
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  • 1938The Cobweb Theorem502 cited
  • 1993Nonlinear Dynamics, Chaos and Instability Statistical Theory and Economic Evidence.487 cited
  • 1992The dynamics of speculative behaviour334 cited
  • 1994Exchange Rate Theory: Chaotic Models of Foreign Exchange Markets.

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312 cited

Cited by

  • 2000Heterogeneous beliefs and the non-linear cobweb model98 cited
  • 2010House prices, non-fundamental components and interstate spillovers: The Australian experience94 cited
  • 2010AGRICULTURAL PRICE INSTABILITY: A SURVEY OF COMPETING EXPLANATIONS AND REMEDIES86 cited
  • 2006Commodity price cycles and heterogeneous speculators: a STAR–GARCH model80 cited
  • 2011A simple model of endogenous agricultural commodity price fluctuations with storage73 cited
  • 2001CONSISTENT EXPECTATIONS EQUILIBRIA AND COMPLEX DYNAMICS IN RENEWABLE RESOURCE MARKETS73 cited
  • 2002Dynamics of beliefs and learning under -processes — the heterogeneous case72 cited
  • 2014Positive welfare effects of trade barriers in a dynamic partial equilibrium model21 cited
  • 2024Initial anchors and limited information in learning-to-forecast experiments1 cited