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D-Index & Metrics

Economics and Finance

D-Index
45
Citations
23293
World Ranking
1697
National Ranking
998

Research.com Recognitions

  • 1994 - Fellow of Alfred P. Sloan Foundation

Overview

Blake LeBaron is affiliated with Brandeis University in the United States. Their research primarily spans the domain of Economics, Econometrics, and Finance, with a total of nine publications in this area. Within the broader field, LeBaron's work focuses on subfields such as Economics and Econometrics, General Economics, Econometrics and Finance, and Finance.

Their research topics are concentrated around complex systems and time series analysis, monetary policy and economic impact, economic theories and models, financial risk and volatility modeling, and stochastic processes and financial applications.

LeBaron's recent publications include:

  • Learning integrated inflation forecasts in a simple multi-agent macroeconomic model, 2024, Journal of Economic Dynamics and Control
  • Learning Integrated Inflation Forecasts in a Simple Multi-agent Macroeconomic Model, 2024, SSRN Electronic Journal

The researcher has frequently published in the following venues:

  • SSRN Electronic Journal (3 publications)
  • Journal of Economic Dynamics and Control (1 publication)

Frequent co-authors collaborating with LeBaron include:

  • Karen Bulmer Smith
  • Andrew Hawley
  • Mark E. Paddrik
  • Nathan Palmer
  • Vincent Bogousslavsky

In 1994, Blake LeBaron was recognized as a Fellow of the Alfred P. Sloan Foundation. This award indicates a level of acknowledgment within the academic community.

Best Publications

  • A test for independence based on the correlation dimension

    W. A. Broock;J. A. Scheinkman;W. D. Dechert;B. LeBaron

  • Simple Technical Trading Rules and the Stochastic Properties of Stock Returns

    William Brock;Josef Lakonishok;Blake LeBARON

  • Asset Pricing Under Endogenous Expectations in an Artificial Stock Market

    W.B. Arthur;J.H. Holland;Blake Lebaron;R. Palmer

  • Nonlinear Dynamics, Chaos, and Instability: Statistical Theory and Economic Evidence

    Seth A. Greenblatt;William A. Brock;David A. Hsieh;Blake Lebaron

  • Nonlinear Dynamics and Stock Returns.

    Jose A. Scheinkman;Blake LeBaron

  • Agent-based Computational Finance

    Blake Lebaron

  • Time series properties of an artificial stock market

    Blake LeBaron;Blake LeBaron;W.Brian Arthur;Richard Palmer

  • Agent-based computational finance: Suggested readings and early research

    Blake LeBaron

  • Artificial economic life: a simple model of a stockmarket

    R. G. Palmer;R. G. Palmer;W. Brian Arthur;W. Brian Arthur;John H. Holland;John H. Holland;Blake LeBaron;Blake LeBaron

  • Modeling Macroeconomies As Open-Ended Dynamic Systems of Interacting Agents

    Blake Lebaron;Leigh Tesfatsion

  • Technical trading rule profitability and foreign exchange intervention

    Blake LeBaron

  • Some Relations Between Volatility and Serial Correlations in Stock Market Returns

    Blake LeBaron

  • Chapter 24 Agent-based Computational Finance

    Blake LeBaron

  • A builder's guide to agent-based financial markets

    Blake LeBaron

  • Modeling Macroeconomies as Open-Ended Dynamic Systems of Interacting Agents

    Blake LeBaron;Leigh Tesfatsion

  • A dynamic structural model for stock return volatility and trading volume

    William A. Brock;Blake D. LeBaron

  • Asset Pricing Under Endogenous Expectations in an Artificial Stock Market

    W. Brian Arthur;John H. Holland;Blake LeBaron;Richard Palmer

  • Nonlinear dynamics, chaos, and instability

    Douglas M. Patterson;William A. Brock;David A. Hsieh;Blake LeBaron

  • EVOLUTION AND TIME HORIZONS IN AN AGENT-BASED STOCK MARKET

    Blake LeBaron

  • Stochastic volatility as a simple generator of apparent financial power laws and long memory

    B. LeBaron

  • Chaos and Nonlinear Forecastability in Economics and Finance

    Blake LeBaron

  • Empirical regularities from interacting long- and short-memory investors in an agent-based stock market

    B. LeBaron

  • Asset Pricing Under Endogenous Expectation in an Artificial Stock Market

    W. Brian Arthur;John H. Holland;Blake Lebaron;Richard Palmer

  • Simple Technical Trading Rules And The Stochastic Properties Of Stock Returns

    William Brock;J. Lakonishok;Blake Lebaron

Frequent Co-Authors

William A. Brock
William A. Brock University of Wisconsin–Madison
W. Brian Arthur
W. Brian Arthur Santa Fe Institute
John H. Holland
John H. Holland University of Michigan–Ann Arbor
David A. Hsieh
David A. Hsieh Duke University
Jose A. Scheinkman
Jose A. Scheinkman Columbia University
Leigh Tesfatsion
Leigh Tesfatsion Iowa State University
Josef Lakonishok
Josef Lakonishok LSV Asset Management
Shyam Sunder
Shyam Sunder Yale University

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