Adaptively evolving expectations in models of monetary dynamics: The fundamentalists forward looking

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dc.contributor.author Chiarella, C
dc.contributor.author Khomin, A
dc.date.accessioned 2011-02-07T06:18:03Z
dc.date.issued 1999
dc.identifier.citation Annals of Operations Research, 1999, 89 pp. 21 - 34
dc.identifier.issn 0254-5330
dc.identifier.other C1UNSUBMIT en_US
dc.identifier.uri http://hdl.handle.net/10453/13017
dc.description.abstract In the basic Cagan model of monetary dynamics, we allow inflationary expectations to be formed as a weighted average of fundamentalist and chartists expectations. We allow the weights to evolve adaptively according to the mechanism of Brock and Hommes [3] and study the resulting dynamic behaviour.
dc.language eng
dc.title Adaptively evolving expectations in models of monetary dynamics: The fundamentalists forward looking
dc.type Journal Article
dc.description.version Published
dc.parent Annals of Operations Research
dc.journal.volume 89
dc.journal.number en_US
dc.publocation Bussum en_US
dc.publocation Oxford, UK
dc.identifier.startpage 21 en_US
dc.identifier.endpage 34 en_US
dc.cauo.name BUS.School of Finance and Economics en_US
dc.conference Verified OK en_US
dc.for 0102 Applied Mathematics
dc.personcode 716350
dc.percentage 100 en_US
dc.classification.name Applied Mathematics en_US
dc.classification.type FOR-08 en_US
dc.edition en_US
dc.edition 1st
dc.custom en_US
dc.date.activity en_US
dc.location.activity ISI:000081261500003 en_US
dc.description.keywords en_US
dc.description.keywords NA
dc.description.keywords monetary dynamics
dc.description.keywords heterogeneous agents
dc.description.keywords fundamentalists
dc.description.keywords chartists
dc.description.keywords expectations
dc.description.keywords complex dynamics
dc.description.keywords Chartists
dc.description.keywords Complex dynamics
dc.description.keywords Expectations
dc.description.keywords Fundamentalists
dc.description.keywords Heterogeneous agents
dc.description.keywords Monetary dynamics
pubs.embargo.period Not known
pubs.organisational-group /University of Technology Sydney
pubs.organisational-group /University of Technology Sydney/Faculty of Business
pubs.organisational-group /University of Technology Sydney/Faculty of Business/Finance
pubs.organisational-group /University of Technology Sydney/Strength - Quantitative Finance
utslib.copyright.status Closed Access
utslib.copyright.date 2015-04-15 12:17:09.805752+10
utslib.collection.history Closed (ID: 3)


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