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Long-run expectations in a learning-to-forecast experiment: a simulation approach
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Long-run expectations in a learning-to-forecast experiment: a simulation approach (2018)Long-run expectations in a learning-to-fo…Behavioral Rationality and Heterogeneous Expectations in Complex Economic Systems (2013)Behavioral Rationality and He…Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments (2012)Evolutionary Selection of Ind…Price stability and volatility in markets with positive and negative expectations feedback: An experimental investigation (2009)Price stability and volatilit…Anchoring Bias in Consensus Forecasts and Its Effect on Market Prices (2009)Anchoring Bias in Consensus F…Traders' Expectations in Asset Markets: Experimental Evidence (2007)Traders' Expectations in Asse…The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models (2005)The Sensitivity of Long-Term …Measuring Expectations (2004)Measuring ExpectationsFinite-time Analysis of the Multiarmed Bandit Problem (2002)Finite-time Analysis of the M…Monetary Policy in the Information Economy (2001)Monetary Policy in the Inform…Financial markets as nonlinear adaptive evolutionary systems (2001)Financial markets as nonlinea…Heterogeneous beliefs and routes to chaos in a simple asset pricing model (1998)Heterogeneous beliefs and rou…A Rational Route to Randomness (1997)A Rational Route to RandomnessIndeterminacy of Equilibria in a Hyperinflationary World: Experimental Evidence (1993)Indeterminacy of Equilibria i…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…Judgment under Uncertainty: Heuristics and Biases (1975)Judgment under Uncertainty: H…Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: H…Subjective probability: A judgment of representativeness (1972)Availability: A heuristic for judging frequency and probability (1973)On the psychology of prediction. (1973)The Framing of Decisions and the Psychology of Choice (1981)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)A BEHAVIORAL MODEL OF RATIONAL CHOICE (1955)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)A complex systems approach to constructing better models for managing financial markets and the economy (2012)Tipping Points in Macroeconomic Agent-Based Models (2013)More Is Different … and Complex!: The Case for Agent-Based Macroeconomics (2019)Time series properties of an artificial stock market (1999)Agent-based computational finance: Suggested readings and early research (2000)Heterogeneous Agent Models in Economics and Finance (2005)The Economy as an Evolving Complex System II (2018)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)The U.S. Treasury yield curve: 1961 to the present (2007)Monetary Policy and Long-Term Real Rates (2012)Deconstructing Monetary Policy Surprises: The Role of Information Shocks (2018)A model of investor sentiment /A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1 (1998)z-Tree: Zurich toolbox for ready-made economic experiments (2007)The heterogeneous expectations hypothesis: Some evidence from the lab (2010)Bubbles, Financial Crises, and Systemic Risk (2013)Home Price Expectations and Behaviour: Evidence from a Randomized Information Experiment (2018)Rational Expectations and the Theory of Price Movements (1961)Aspects of the Theory of Risk-Bearing. (1966)The equity premium: A puzzle (1985)Economic Forces and the Stock Market (1986)Efficient Capital Markets: II (1991)Belief, Attitude, Intention and Behavior: An Introduction to Theory and Research (1975)Understanding Attitudes and Predicting Social Behavior (1980)Measuring and Explaining Management Practices Across Firms and Countries (2006)The Consumption Response to Income Changes (2010)Biased perceptions of income distribution and preferences for redistribution: Evidence from a survey experiment (2012)Scaling and criticality in a stochastic multi-agent model of a financial market (1999)Prediction, Learning, and Games (2006)Information-Theoretic Regret Bounds for Gaussian Process Optimization in the Bandit Setting (2012)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Development of NASA-TLX (Task Load Index): Results of Empirical and Theoretical Research (1988)Epistemic Injustice (2007)
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References

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  • 1975Judgment under Uncertainty: Heuristics and Biases22,647 cited
  • 2002Finite-time Analysis of the Multiarmed Bandit Problem5,980 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 1997A Rational Route to Randomness1,724 cited
  • 1998Heterogeneous beliefs and routes to chaos in a simple asset pricing model1,697 cited
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  • 2005The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models1,004 cited
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  • 2009Price stability and volatility in markets with positive and negative expectations feedback: An experimental investigation288 cited
  • 2012Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments220 cited
  • 1993Indeterminacy of Equilibria in a Hyperinflationary World: Experimental Evidence206 cited
  • 2001Monetary Policy in the Information Economy

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193 cited
  • 2009Anchoring Bias in Consensus Forecasts and Its Effect on Market Prices188 cited
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