1. Endogenous cycles in heterogeneous agent models: a state-space approach. (2024). Ricchiuti, Giorgio ; Gusella, Filippo.
   In: Journal of Evolutionary Economics.
   RePEc:spr:joevec:v:34:y:2024:i:4:d:10.1007_s00191-024-00870-w.

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2. House price cycles, housing systems, and growth models. (2022). Stockhammer, Engelbert ; Kohler, Karsten ; Tippet, Ben.
   In: IPE Working Papers.
   RePEc:zbw:ipewps:1942022.

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3. A dimension reduction method for stock-price prediction using multiple predictors. (2022). Ghorbani, Mahsa.
   In: Operational Research.
   RePEc:spr:operea:v:22:y:2022:i:3:d:10.1007_s12351-021-00636-3.

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4. Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange. (2022). Yamamoto, Ryuichi.
   In: Computational Economics.
   RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-020-10084-4.

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5. A State-Space Approach for Time-Series Prediction of an Heterogeneous Agent Model. (2022). Ricchiuti, Giorgio ; Gusella, Filippo.
   In: Working Papers - Economics.
   RePEc:frz:wpaper:wp2022_20.rdf.

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6. Microconsistency in Simple Empirical Agent-Based Financial Models. (2021). Lebaron, Blake.
   In: Computational Economics.
   RePEc:kap:compec:v:58:y:2021:i:1:d:10.1007_s10614-019-09917-8.

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7. State Space Model to Detect Cycles in Heterogeneous Agents Models. (2021). Ricchiuti, Giorgio ; Gusella, Filippo.
   In: Working Papers - Economics.
   RePEc:frz:wpaper:wp2021_10.rdf.

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8. Testing fundamentalist–momentum trader financial cycles: An empirical analysis via the Kalman filter. (2021). Stockhammer, Engelbert ; Gusella, Filippo.
   In: Metroeconomica.
   RePEc:bla:metroe:v:72:y:2021:i:4:p:758-797.

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9. Dynamics of the European sovereign bonds and the identification of crisis periods. (2020). Reitz, Stefan ; Chen, Zhenxi.
   In: Empirical Economics.
   RePEc:spr:empeco:v:58:y:2020:i:6:d:10.1007_s00181-019-01653-0.

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10. Testing fundamentalist-momentum trader financial cycles. An empirical analysis via the Kalman filter. (2020). Stockhammer, Engelbert ; Gusella, Filippo.
    In: Working Papers.
    RePEc:pke:wpaper:pkwp2009.

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11. From standard to evolutionary finance: a literature survey. (2019). Holtfort, Thomas.
    In: Management Review Quarterly.
    RePEc:spr:manrev:v:69:y:2019:i:2:d:10.1007_s11301-018-0151-9.

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12. Price informativeness and adaptive trading. (2019). Zheng, Huanhuan ; Chen, Haiqiang.
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:29:y:2019:i:4:d:10.1007_s00191-018-0586-0.

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13. Modelling Minskyan financial cycles with fundamentalist and extrapolative price strategies: An empirical analysis via the Kalman filter approach.. (2019). Gusella, Filippo.
    In: Working Papers - Economics.
    RePEc:frz:wpaper:wp2019_24.rdf.

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14. Structural estimation of behavioral heterogeneity. (2018). Zheng, Huanhuan ; Shi, Zhentao.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:33:y:2018:i:5:p:690-707.

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15. Can the interaction between a single long-term attractor and heterogeneous trading explain exchange rate behaviour? A nonlinear econometric investigation. (2018). Paladino, Giovanna ; Cifarelli, Giulio.
    In: MPRA Paper.
    RePEc:pra:mprapa:83894.

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16. Can the interaction between a single long-term attractor and heterogeneous trading explain the exchange rate conundrum?. (2018). Paladino, Giovanna ; Cifarelli, Giulio.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:46:y:2018:i:c:p:313-323.

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17. Structural Estimation of Behavioral Heterogeneity. (2018). Zheng, Huanhuan ; Shi, Zhentao.
    In: Papers.
    RePEc:arx:papers:1802.03735.

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18. Estimation of financial agent-based models with simulated maximum likelihood. (2017). Kukacka, Jiri ; Baruník, Jozef.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:85:y:2017:i:c:p:21-45.

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19. Booms, busts and behavioural heterogeneity in stock prices. (2017). Hommes, Cars ; In, Daan.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:80:y:2017:i:c:p:101-124.

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20. ANIMAL SPIRITS, HETEROGENEOUS EXPECTATIONS, AND THE AMPLIFICATION AND DURATION OF CRISES. (2017). Hommes, Cars ; Assenza, Tiziana ; Brock, William A.
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:55:y:2017:i:1:p:542-564.

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21. Estimation of financial agent-based models with simulated maximum likelihood. (2016). Kukacka, Jiri ; Baruník, Jozef.
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:63.

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22. Dynamics of the European sovereign bonds and the identification of crisis periods. (2016). Reitz, Stefan ; Chen, Zhenxi.
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:57.

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23. Trading Heterogeneity Under Information Uncertainty. (2016). Zheng, Huanhuan.
    In: Research Paper Series.
    RePEc:uts:rpaper:373.

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24. Trading heterogeneity under information uncertainty. (2016). Zheng, Huanhuan.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:130:y:2016:i:c:p:64-80.

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25. Bias-corrected estimation in mildly explosive autoregressions. (2015). Kruse, Yves Robinson ; Kaufmann, Hendrik.
    In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
    RePEc:zbw:vfsc15:112897.

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26. Heteroeneous forecasters and nonlinear expectation formation in US stock market. (2015). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph .
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:29.

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27. Booms, Busts and Behavioural Heterogeneity in Stock Prices. (2015). Hommes, Cars.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20150088.

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28. Rational Speculators, Contrarians, and Excess Volatility. (2015). Lof, Matthijs.
    In: Management Science.
    RePEc:inm:ormnsc:v:61:y:2015:i:8:p:1889-1901.

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29. The law of one price, arbitrage opportunities and price convergence: Evidence from cross-listed stocks. (2015). Hellara, Slaheddine ; Ghadhab, Imen.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:31:y:2015:i:c:p:126-145.

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30. The Role of Heterogeneous Agents in Fuel Markets: Testing Tales of Speculators in Oil Markets. (2015). Stein, Michael ; Weber, Christoph ; Fritz, Andreas.
    In: EWL Working Papers.
    RePEc:dui:wpaper:1505.

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31. The Relation Between Overreaction in Forecasts and Uncertainty: A Nonlinear Approach. (2014). Leppin, Julian.
    In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
    RePEc:zbw:vfsc14:100284.

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32. Heterogeneous forecasters and nonlinear expectation formation in the US stock market. (2014). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph .
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1947.

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33. The role of a changing market environment for credit default swap pricing. (2014). Reitz, Stefan ; Leppin, Julian.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1946.

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34. The relation between overreaction in forecasts and uncertainty: A nonlinear approachvon. (2014). Leppin, Julian.
    In: HWWI Research Papers.
    RePEc:zbw:hwwirp:158.

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35. The Role of a Changing Market Environment for Credit Default Swap Pricing. (2014). Reitz, Stefan ; Leppin, Julian.
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:7.

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36. Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market. (2014). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph .
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:11.

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37. An empirical examination of heterogeneity and switching in foreign exchange markets. (2014). Zwinkels, Remco ; Goldbaum, David ; Zwinkels, Remco C. J., .
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:107:y:2014:i:pb:p:667-684.

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38. Heterogeneous expectations in the gold market: Specification and estimation. (2014). Glover, Kristoffer ; Baur, Dirk.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:40:y:2014:i:c:p:116-133.

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39. Booms, busts and behavioural heterogeneity in stock prices. (2014). Hommes, Cars ; In, D.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:14-14.

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40. Animal Spirits, Heterogeneous Expectations and the Emergence of Booms and Busts. (2013). Hommes, Cars ; Brock, William ; Assenza, Tiziana.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20130205.

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41. Essays on Expectations and the Econometrics of Asset Pricing. (2013). Lof, Matthijs.
    In: MPRA Paper.
    RePEc:pra:mprapa:59064.

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42. Animal Spirits, Heterogeneous Expectations and the Emergence of Booms and Busts. (2013). Brock, William ; Assenza, Tiziana ; Hommes, Cars.
    In: DISCE - Working Papers del Dipartimento di Economia e Finanza.
    RePEc:ctc:serie1:def7.

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43. Animal Spirits, Heterogeneous Expectations and the Emergence of Booms and Busts. (2013). Hommes, Cars ; Brock, William ; Assenza, Tiziana.
    In: DISCE - Working Papers del Dipartimento di Economia e Finanza.
    RePEc:ctc:serie1:def007.

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44. Bias-corrected estimation in potentially mildly explosive autoregressive models. (2013). Kruse, Robinson ; Kaufmannz, Hendrik .
    In: CREATES Research Papers.
    RePEc:aah:create:2013-10.

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45. Rational Speculators, Contrarians and Excess Volatility. (2012). Lof, Matthijs.
    In: MPRA Paper.
    RePEc:pra:mprapa:43490.

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46. Animal Spirits, Heterogeneous Expectations and the Amplification and Duration of Crises. (2012). Hommes, Cars ; Brock, William ; Assenza, Tiziana.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:12-07.

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1. Predicting Output and Inflation in Less Developed Financial Markets Using the Yield Curve: Evidence from Malaysia. (2011). Zulkhibri, Muhamed ; Abdul Majid, Muhamed Zulkhibri, .
   In: MPRA Paper.
   RePEc:pra:mprapa:29039.

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2. Do financial variables help predict the state of the business cycle in small open economies? Evidence from Switzerland. (2011). Zanetti, Attilio ; Ranaldo, Angelo ; Meichle, Mario.
   In: Financial Markets and Portfolio Management.
   RePEc:kap:fmktpm:v:25:y:2011:i:4:p:435-453.

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3. METASDE INFLAÇÃO E ESTRUTURA A TERMO DAS TAXAS DE JUROS - UMA ANÁLISE DAINFLUÊNCIA DA CREDIBILIDADE SOBRE O SPREAD DA TAXA DE JUROS DE LONGOPRAZO NO BRASIL. (2011). Montes, Gabriel ; JÚLIO CESAR ALBUQUERQUE BASTOS, .
   In: Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting].
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4. Heterogeneity in Stock Pricing: A STAR Model with Multivariate Transition Functions. (2010). Lof, Matthijs.
   In: MPRA Paper.
   RePEc:pra:mprapa:30520.

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5. Austrian business cycle theory: Empirical evidence. (2009). Bismans, Francis ; Mougeot, Christelle.
   In: The Review of Austrian Economics.
   RePEc:kap:revaec:v:22:y:2009:i:3:p:241-257.

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6. Market volatility and retail interest rate pass-through. (2009). wang, kuan min ; Lee, Yuan-Ming.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:26:y:2009:i:6:p:1270-1282.

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7. How well do individuals predict the selling prices of their homes?. (2008). Jimenez-Martin, Sergi ; Heiland, Frank ; Benitez-Silva, Hugo ; Eren, Selcuk.
   In: Economics Working Papers.
   RePEc:upf:upfgen:1065.

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8. The term structure and the expectations hypothesis: a threshold model. (2008). Modena, Matteo.
   In: MPRA Paper.
   RePEc:pra:mprapa:9611.

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9. Yield curve, time varying term premia, and business cycle fluctuations. (2008). Modena, Matteo.
   In: MPRA Paper.
   RePEc:pra:mprapa:8873.

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10. An Empirical Analysis of the Curvature Factor of the Term Structure of Interest Rates. (2008). Modena, Matteo.
    In: Working Papers.
    RePEc:gla:glaewp:2008_35.

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11. How Well do Individuals Predict the Selling Prices of their Homes?. (2008). Jimenez-Martin, Sergi ; Heiland, Frank ; Benitez-Silva, Hugo ; Eren, Selcuk.
    In: Working Papers.
    RePEc:fda:fdaddt:2008-10.

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12. How well do Individuals predict the Selling Prices of their Homes?. (2007). Jimenez-Martin, Sergi ; Heiland, Frank ; Benitez-Silva, Hugo ; Hugo Benitez-Silva Selcuk Eren Frank Heiland Sergi, .
    In: Department of Economics Working Papers.
    RePEc:nys:sunysb:07-06.

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13. Three aspects of the Swiss term structure: an empirical survey. (2007). Gerlach-Kristen, Petra.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:21:y:2007:i:2:p:221-240.

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14. Interest Rate Spreads in English-Speaking African Countries. (2007). Crowley, Joe.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2007/101.

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15. Quantifying Inflation Pressure and Monetary Policy Response in the United States. (2006). Shintani, Mototsugu ; Weymark, Diana N..
    In: Levine's Bibliography.
    RePEc:cla:levrem:321307000000000321.

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16. Investigating the Relationships between the Yield Curve, Output and Inflation using an Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models. (2005). Krippner, Leo.
    In: Working Papers in Economics.
    RePEc:wai:econwp:05/02.

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17. FORECASTING OUTPUT GROWTH AND INFLATION IN THE EURO AREA: ARE FINANCIAL SPREADS USEFUL?. (2005). Nobili, Andrea.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_544_05.

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18. A Heliocentric Journey into Germanys Great Depression. (2004). Weder, Mark.
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19. Revisiting the Ability of Interest Rate Spreads to Predict Recessions: Evidence for a. (2003). Gómez Biscarri, Javier ; Galar, Esther Fernandez.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0403.

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20. La estructura temporal de tasas de interés en México: ¿Puede predecir la actividad económica futura?. (2003). Castellanos, Sara ; Camero, Eduardo .
    In: Revista de Analisis Economico – Economic Analysis Review.
    RePEc:ila:anaeco:v:18:y:2003:i:2:p:33-66.

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21. Bank credit in the transmission of monetary policy: A critical review of the issues and evidence. (2002). Smant, David ; Smant, David / D. J. C., .
    In: MPRA Paper.
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22. Default risks, interest rate spreads, and business cycles: Explaining the interest rate spread as a leading indicator. (2002). Kwark, Noh-Sun.
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    RePEc:eee:dyncon:v:26:y:2002:i:2:p:271-302.

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23. Interest Rate Effects on Output: Evidence from a GDP Forecasting Model for South Africa. (2002). muellbauer, john ; Aron, Janine.
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24. Did Sunspot Forces Cause the Great Depression?. (2002). Weder, Mark ; Harrison, Sharon.
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25. Interpreting the Term Structure of Interbank Rates in Hong Kong. (2002). Gerlach, Stefan.
    In: CEPR Discussion Papers.
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26. Detrending and the money-output link: International evidence. (2001). Kutan, Ali ; Hafer, Rik.
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    RePEc:zbw:zeiwps:b192001.

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27. The demand for M3 and inflation forecasts: An empirical analysis for Switzerland. (2001). Savioz, Marcel ; Jordan, Thomas ; Baltensperger, Ernst.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:137:y:2001:i:2:p:244-272.

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28. Forecasting Output and Inflation: The Role of Asset Prices. (2001). Watson, Mark ; Stock, James.
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29. Forecasting output and inflation: the role of asset prices. (2001). Watson, Mark ; Stock, James.
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30. Monetary Policy and the Stock Market: Theory and Empirical Evidence. (2001). Sellin, Peter.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:15:y:2001:i:4:p:491-541.

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31. The term spread as a monthly cyclical indicator: an evaluation. (2000). Boulier, Bryan.
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    RePEc:eee:ecolet:v:66:y:2000:i:1:p:79-83.

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32. Understanding the behavior of bank spreads in Latin America. (2000). ROJAS-SUAREZ, LILIANA ; Brock, Philip L..
    In: Journal of Development Economics.
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