Cars H. Hommes

Economics and Econometrics · 2000–2020

A researcher in the Science corpus: 24 papers; trusts 114 researchers and is trusted by 63 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 322 citations into it; #823 of 23,481 by trust here, #1,212 by citations
• Finance — 166 citations into it; #933 of 10,518 by trust here, #1,158 by citations
• Management Science and Operations Research — 39 citations into it; #397 of 11,946 by trust here, #880 by citations
• Accounting — 20 citations into it
• Safety Research — 17 citations into it; #5,729 of 5,829 by trust here, #2,429 by citations
• Economics & Operations Research — 12 citations into it
• General Decision Sciences — 10 citations into it
• Condensed Matter Physics — 9 citations into it

Whom Cars H. Hommes trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. William A. Branch
2. Blake LeBaron
3. Klaus Adam
4. Robert J. Shiller
5. William A. Brock
6. Carl Chiarella
7. Frank H. Westerhoff
8. Andrea Gaunersdorfer
9. P. Grauwe
10. George W. Evans

Who trusts Cars H. Hommes overall

1. Frank H. Westerhoff
2. Roberto Dieci
3. Xue-zhong He
4. Carl Chiarella
5. Mikhail Anufriev
6. Gabriele Galati
7. Florian Wagener
8. John Fry
9. Giovanni Dosi
10. William A. Brock

Papers from Cars H. Hommes's perspective

Ordered by how strongly the researchers Cars H. Hommes trusts endorse each paper. Same corpus, a different order for every researcher.

1. Learning and expectations in macroeconomics
2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
3. Generalized autoregressive conditional heteroskedasticity
4. The price dynamics of common trading strategies
5. The Behavior of Stock-Market Prices
6. Investor Psychology and Asset Pricing
7. Endogenous fluctuations in a simple asset pricing model with heterogeneous agents
8. THE T HEORY O F R ATIONALLY H ETEROGENEOUS EXPECTATIONS: E VIDENCE F ROM S URVEY D ATA ON I NFLATION E XPECTATIONS*
9. Implications of rational inattention
10. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles

Their papers

• Complexity theory and financial regulation (2016) — 474 citations
• Financial markets as nonlinear adaptive evolutionary systems (2001) — 360 citations
• Heterogeneous Agent Models in Economics and Finance, In: Handbook of Computational Economics II: Agent-Based Computational Economics, edited by Leigh Tesfatsion and Ken Judd, Elsevier, Amsterdam 2006, pp.1109-1186 (2005) — 983 citations
• Coordination of Expectations in Asset Pricing Experiments (2005) — 479 citations
• Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments (2012) — 264 citations
• INTEREST RATE RULES AND MACROECONOMIC STABILITY UNDER HETEROGENEOUS EXPECTATIONS (2012) — 116 citations
• Behavioral Rationality and Heterogeneous Expectations in Complex Economic Systems (2013) — 297 citations
• Individual Expectations and Aggregate Macro Behavior (2011) — 131 citations
• Evolutionary dynamics in markets with many trader types (2005) — 172 citations
• Behavioral Heterogeneity in Stock Prices (2007) — 481 citations
• Expectations and Bubbles in Asset Pricing Experiments (2008) — 191 citations
• A robust rational route to randomness in a simple asset pricing model (2005) — 171 citations
• The Instability of a Heterogeneous Cobweb economy: a Strategy Experiment on Expectation Formation (2004) — 100 citations
• A nonlinear structural model for volatility clustering (2000) — 185 citations
• Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006) — 288 citations
• Behavioral & Experimental Macroeconomics and Policy Analysis: A Complex Systems Approach (2018) — 157 citations
• Complex Evolutionary Systems in Behavioral Finance (2008) — 168 citations
• LEARNING IN COBWEB EXPERIMENTS (2007) — 120 citations
• Economic Forecasting with an Agent-Based Model (2020) — 156 citations
• Individual Expectations, Limited Rationality and Aggregate Outcomes (2012) — 146 citations