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Dynamics of Beliefs and Learning Under aL Processes - The Homogeneous Case. (2001). He, Xuezhong ; Chiarella, Carl.
In: Research Paper Series.
RePEc:uts:rpaper:53.

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Cited: 11

Citations received by this document

Cites: 23

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Cocites: 55

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  1. Cobweb theorems with production lags and price forecasting. (2012). Vazquez-Abad, Felisa ; Dufresne, Daniel.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:201217.

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  2. Heterogeneity, convergence, and autocorrelations. (2008). Li, Youwei ; He, Xuezhong.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:8:y:2008:i:1:p:59-79.

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  3. An analysis of the cobweb model with boundedly rational heterogeneous producers. (2006). He, Xuezhong ; Chiarella, Carl ; Hung, Hing ; Zhu, Peiyuan .
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:61:y:2006:i:4:p:750-768.

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  4. Expectation Formation and Endogenous Fluctuations in Aggregate Demand. (2005). Dudek, Maciej.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:263.

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  5. MEAN VARIANCE PREFERENCES, EXPECTATIONS FORMATION, AND THE DYNAMICS OF RANDOM ASSET PRICES. (2005). Chiarella, Carl ; Bohm, Volker .
    In: Mathematical Finance.
    RePEc:bla:mathfi:v:15:y:2005:i:1:p:61-97.

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  6. Expectation Formation and Endogenous Fluctuations in Aggregate Demand. (2004). Dudek, Maciej.
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:103.

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  7. Dynamics of beliefs and learning under aL-processes -- the heterogeneous case. (2003). He, Xuezhong ; Chiarella, Carl.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:27:y:2003:i:3:p:503-531.

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  8. HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER. (2003). He, Xuezhong ; Chiarella, Carl.
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:7:y:2003:i:04:p:503-536_02.

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  9. Asset Price and Wealth Dynamics Under Heterogeneous Expectations. (2001). He, Xuezhong ; Chiarella, Carl.
    In: Research Paper Series.
    RePEc:uts:rpaper:56.

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  10. Dynamics of Beliefs and Learning Under aL Processes - The Heterogeneous Case. (2001). He, Xuezhong ; Chiarella, Carl.
    In: Research Paper Series.
    RePEc:uts:rpaper:55.

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  11. Asset Price and Wealth Dynamics under Heterogeneous Expectations. (2001). He, Xuezhong ; Chiarella, Carl.
    In: CeNDEF Workshop Papers, January 2001.
    RePEc:ams:cdws01:5a.2.

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References

References cited by this document

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  3. Bray, M. (1983), Convergence to rational expectations equilibria, Cambridge Univ. Press, Cambridge, UK. in Individual Forecasting and Aggregate Outcomes, Eds. R. Frydman and E.S. Phelps.
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  23. Sonis, M. (2000), `Critical bifurcation surfaces of 3d discrete dynamics, Discrete Dynamics in Nature and Society 4, 333343.
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