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A basic model of real-financial market interactions with heterogeneous opinion dynamics

Hartmann, Florian; Charpe, Matthieu; Flaschel, Peter; … - 2016

We consider an alternative modelling approach to the mainstream DSGE paradigm, namely a Dynamic Stochastic General Disequilibrium (DSGD) baseline model of continuous and gradual adjustment processes on interacting real and financial markets. Heterogeneous capital gain expectations (chartists and...

Persistent link: https://www.econbiz.de/10011490978

An empirical test of the Brennan-Schwartz bond pricing model in the Australian context

Chiarella, Carl; Mackenzie, David; Pham, Toan M. - In: Asia Pacific journal of management : APJM ; a … 7 (1990), pp. 1-24

Persistent link: https://www.econbiz.de/10001109261

Output, financial markets and growth : an extension of the blanchard stock market approach

Chiarella, Carl (contributor) - 2001

Persistent link: https://www.econbiz.de/10001585452

Output, financial markets and growth

Chiarella, Carl (contributor) - 2000

Persistent link: https://www.econbiz.de/10001524526

Solving the price-earnings puzzle

Chiarella, Carl; Goa, Shenhuai - 2002

Persistent link: https://www.econbiz.de/10001678540

Modelling the value of the S&P 500 : a system dynamics perspective

Chiarella, Carl; Goa, Shenhuai - 2002

Persistent link: https://www.econbiz.de/10001678544

A dynamic analysis of speculation across two markets

Chiarella, Carl; Dieci, Roberto; Gardini, Laura - In: The complex dynamics of economic interaction : essays …, (pp. 197-213). 2004

Persistent link: https://www.econbiz.de/10002415047

Asset price and wealth dynamics in a financial market with heterogeneous agents

Chiarella, Carl; Dieci, Roberto; Gardini, Laura - 2004

Persistent link: https://www.econbiz.de/10002431655

Asset price dynamics with time-varying second moment

Chiarella, Carl; He, Xue-zhong; Wang, Duo - 2004

Persistent link: https://www.econbiz.de/10002554388

The impact of heterogeneous trading rules on the limit order book and order flows

Chiarella, Carl; Iori, Guilia - 2005

Persistent link: https://www.econbiz.de/10002765032

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