Similar Search Results

Stylized facts from a threshold-based heterogeneous agent model

Cross, R.; Grinfeld, M.; Lamba, H.; Seaman, T. - arXiv.org - 2006

A class of heterogeneous agent models is investigated where investors switch trading position whenever their motivation to do so exceeds some critical threshold. These motivations can be psychological in nature or reflect behaviour suggested by the efficient market hypothesis (EMH). By...

Persistent link: https://www.econbiz.de/10005098631

Stylized facts from a threshold-based heterogeneous agent model

Cross, R.; Grinfeld, M.; Lamba, H.; Seaman, T. - In: The European Physical Journal B - Condensed Matter and … 57 (2007) 2, pp. 213-218

Persistent link: https://www.econbiz.de/10009281383

Simple reordering techniques for expanding the convergence radius of first-order iterative techniques

Hughes Hallett, Andrew - In: Journal of economic dynamics & control 22 (1998) 8, pp. 1319-1333

Persistent link: https://www.econbiz.de/10001250761

Die Europäische Wirtschafts- und Währungsunion in der Realität : Auswirkungen einer gemeinsamen Geldpolitik auf Volkswirtschaften mit verschiedenen Transmissionsmechanismen

Hughes Hallett, Andrew; Piscitelli, Laura - In: Was wird aus Euroland? : Makroökonomische …, (pp. 253-280). 1999

Persistent link: https://www.econbiz.de/10001504288

On the asymmetric impacts of a common monetary policy in Europe

Hughes Hallett, Andrew; Piscitelli, Laura; Warmedinger, … - In: Regional aspects of monetary policy in Europe, (pp. 89-126). 2000

Persistent link: https://www.econbiz.de/10001495324

Does trade integration cause convergence

Hughes Hallett, Andrew; Piscitelli, Laura - In: Economics letters 75 (2002) 2, pp. 165-170

Persistent link: https://www.econbiz.de/10001650968

Does one size fit all? : A currency union with asymmetric transmissions and the stability pact

Hughes Hallett, Andrew; Piscitelli, Laura - In: International review of applied economics 16 (2002) 1, pp. 71-96

Persistent link: https://www.econbiz.de/10001651750

EMU in reality : the effect of a common monetary policy on economies with different transmission mechanism

Hughes Hallett, Andrew; Piscitelli, Laura - In: Empirica : journal of european economics 26 (1999) 4, pp. 337-358

Persistent link: https://www.econbiz.de/10001452542

EMU in reality : the effect of a common monetary policy on economies with different transmission mechanisms

Hughes Hallett, Andrew; Piscitelli, Laura - 1999

Persistent link: https://www.econbiz.de/10001425315

Testing for hysteresis against nonlinear alternatives

Hughes Hallett, Andrew; Piscitelli, Laura - In: Journal of economic dynamics & control 27 (2002) 2, pp. 303-327

Persistent link: https://www.econbiz.de/10001703404