Economics
Camerer and Fehr (2006): "When Does 'Economic Man' Dominate Social Behavior?"
pdf
Craig S. Hakkio and William R. Keeton (2009): "Financial Stress: What Is It, How Can It Be Measured, and Why Does It Matter?"
pdf
Stephen Morris (1995): "The Common Prior Assumption in Economic Theory"
pdf
Altruism
Ernst Fehr and Klaus M. Schmidt (1999): "A Theory of Fairness, Competition, and Cooperation"
pdf
Frank et al. (1993): "Does Studying Economics Inhibit Cooperation?"
pdf
Behavioral Economics
Raihani et al. (2013): "The Effect of $1, $5 and $10 Stakes in an Online Dictator Game"
link
(In which it is shown stakes have an effect on experiment outcomes)
Zhang et al. (2014): "The origin of risk aversion"
link
Bounded Rationality
Camerer et al. (2002): "A cognitive hierarchy theory of one-shot games: Some preliminary results"
pdf
Caplin and Dean (2013): "Behavioral Implications of Rational Inattention with Shannon Entropy"
link
Fehr and Tyran (2005): "Individual Irrationality and Aggregate Outcomes"
pdf
*A. Neyman. Bounded complexity justifies cooperation in finitely repated
prisoner’s dilemma. Economic Letters, 19:227–229, 1985.
*A. Rubinstein. Finite automata play the repeated prisoner’s dilemma.
Journal of Economic Theory, 39:83–96, 1986.
*H. A. Simon. A behavioral model of rational choice. Quarterly Journal
of Economics, 49:99–118, 1955.
A. Wilson. Bounded memory and biases in information processing.
Manuscript, 2002.
Computational Economics
Dirk Bergemann and Juuso Valimaki (2006): "Bandit Problems"
pdf
(In which economic applications of the bandit framework are reviewed)
James Bullard and Jacek Suda (2009): "The Stability of Macroeconomic Systems with Bayesian Learners"
pdf
(In which learning agents in the economy are Bayesian)a
David N. DeJong et al. (2000): "A Bayesian approach to dynamic macroeconomics"
pdf
(In which macroeconomic models are fit to data)
*George W. Evans and Seppo Honkapohja (2009): "Learning and Macroeconomics"
pdf
*George W. Evans and Seppo Honkapohja (2011): "Learning as a Rational Foundation for Macroeconomics and Finance"
pdf
Thomas Lubik and Frank Schorfheide (2005): "A Bayesian Look at New Open Economy Macroeconomics"
pdf
(In which the DSGE model is fit to data)
*Fabio Milani (2005): "EXPECTATIONS, LEARNING AND MACROECONOMIC PERSISTENCE"
pdf
Filippo Neri (2012): "Agent-based modeling under partial and full knowledge learning settings to simulate financial markets"
link
Page (2004): "Aggregation in Agent-Based Models of Economics"
pdf
Leigh Tesfatsion (2003): "Agent-Based Computational Economics" pdf
Leigh Tesfatsion and Kenneth Judd (2006): "Handbook of Computational Economics: Agent-Based Computational Economics"
pdf
Financial Economics
Gurdip Bakshia and Georgios Skoulakis (2009): "Do Subjective Expectations Explain Asset Pricing Puzzles?"
pdf
*Daniel Cooke (2012): "Investigating General Equilibria in Artificial Stock Markets"
pdf
(Which might provide a good example)
Blake LeBaron (2010): "Active and Passive Learning in Agent-based Financial Markets"
pdf
(Which might provide a good example of aggregate-level reasoning from a complex agent-based model)
*Lubos Pastor and Pietro Veronesi (2009): "Learning in Financial Markets"
pdf
Allan G. Timmermann (1993): "How Learning in Financial Markets Generates Excess Volatility and Predictability in Stock Prices"
link
*Jessica A. Wachter (2012): "Asset Allocation"
pdf
"The Market-Clearing Model" pdf
Macroeconomics
John Duffy (2006): "Experimental Macroeconomics"
pdf
(Which might be helpful to look at for designing experiments to test macro theory)
Lars Ljungqvist and Thomas Sargent (2000): "Recursive Macroeconomic Theory"
Ranganathan et al. (2014): "Bayesian Dynamical Systems Modelling in the Social Sciences"
link
Solomon and Golo (2014): "Microeconomic Structure Determines Macroeconomic Dynamics. Aoki Defeats the Representative Agent"
link
Mechanism Design
Anderson et al. (2010): "Internal Implementation"
pdf
Xia (2013): "Designing Social Choice Mechanisms Using Machine Learning"
pdf
Political Economics
Daron Acemoglu et al. (2011): "Political Model of Social Evolution"
pdf
Peter M Krafft
Last modified: Mon Dec 29 12:04:59 EST 2014