“...This paper surveys learning-to-forecast experiments (LtFEs) with human subjects to test theories of expectations and learning. Subjects must repeatedly...”

“...The ‘environmental Kuznets curve’ (EKC) refers to an inverted-U-shaped relationship between some pollutant level and per capita income, i.e., the environmental...”

“...The objective of this paper is to analyse the network topology of the Italian segment of the European overnight money market through methods of statistical...”

“...We model a credit network characterized by credit relationships connecting (i) downstream (D) and upstream (U) firms and (ii) firms and banks. The net worth of...”

“...This paper models knowledge diffusion as a barter process in which agents exchange different types of knowledge. This is intended to capture the observed...”

“...We develop a behavioral model for liquidity and volatility based on empirical regularities in trading order flow in the London Stock Exchange. This can be...”

“...This paper studies asset allocation decisions in the presence of regime switching in asset returns. We find evidence that four separate regimes – characterized...”

“...This paper derives a second-order approximation to the solution of a general class of discrete-time rational expectations models. The main theoretical...”

“...An estimation method is developed for extracting the latent stochastic volatility from VIX, a volatility index for the S&P 500 index return produced by the...”