Econometrics, Capital asset pricing model, Mathematical economics, Financial market and Microeconomics are his primary areas of study. His Econometrics study incorporates themes from Rational agent and Stylized fact. His research in Capital asset pricing model focuses on subjects like Asset, which are connected to Equilibrium equation, Expectation formation and Valuation.
As a part of the same scientific study, he usually deals with the Mathematical economics, concentrating on Attractor and frequently concerns with Function, Bifurcation, Homoclinic orbit and Randomness. His work on Market price, Bounded rationality and Experimental economics as part of general Microeconomics study is frequently linked to Evolutionary selection and Aggregate, therefore connecting diverse disciplines of science. In his research, Financial economics and Volatility is intimately related to Heuristics, which falls under the overarching field of Trend following.
His primary areas of investigation include Econometrics, Mathematical economics, Rational expectations, Capital asset pricing model and Microeconomics. In general Econometrics study, his work on Volatility often relates to the realm of Aggregate, thereby connecting several areas of interest. His work deals with themes such as Rational agent, Chaotic, Attractor and Nonlinear system, which intersect with Mathematical economics.
He has researched Rational agent in several fields, including Behavioral economics and Mean reversion. The various areas that Cars Hommes examines in his Rational expectations study include Market price, New Keynesian economics, Experimental economics and Commodity market. His work in Microeconomics covers topics such as Arbitrage pricing theory which are related to areas like Rational pricing.
Cars Hommes spends much of his time researching New Keynesian economics, Monetary economics, Monetary policy, Econometrics and Bounded rationality. Many of his studies on New Keynesian economics apply to Rational expectations as well. Cars Hommes interconnects Rational agent, Mathematical economics, Inflation and Unit root in the investigation of issues within Monetary policy.
His study in the fields of Cobweb model under the domain of Mathematical economics overlaps with other disciplines such as Set and Equilibrium selection. His Econometrics research is multidisciplinary, incorporating perspectives in Financial market, Asset and Dynamic stochastic general equilibrium. His study in Financial market is interdisciplinary in nature, drawing from both Capital asset pricing model, Economic system, Financial regulation and Lexicon.
Cars Hommes mostly deals with Monetary policy, Monetary economics, New Keynesian economics, Inflation and Econometrics. His work on Zero lower bound as part of general Monetary economics study is frequently linked to Empirical evidence and Laboratory experiment, bridging the gap between disciplines. Cars Hommes has included themes like Rational expectations and Inflation targeting in his New Keynesian economics study.
His study in Nominal interest rate extends to Rational expectations with its themes. In Inflation, Cars Hommes works on issues like Behavioral modeling, which are connected to Keynesian economics. His Econometrics study frequently links to adjacent areas such as Small open economy.
This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.
A rational route to randomness
William A. Brock;Cars H. Hommes.
Econometrica (1997)
Heterogeneous beliefs and routes to chaos in a simple asset pricing model
William A. Brock;Cars H. Hommes.
Journal of Economic Dynamics and Control (1998)
Heterogeneous Agent Models in Economics and Finance
Cars H. Hommes.
Research Papers in Economics (2005)
Financial markets as nonlinear adaptive evolutionary systems
Cars H Hommes.
Quantitative Finance (2001)
Behavioral Heterogeneity in Stock Prices
H. Peter Boswijk;Cars H. Hommes;Sebastiano Manzan.
Journal of Economic Dynamics and Control (2007)
Heterogeneous Agent Models in Economics and Finance
Cars H. Hommes;Cars H. Hommes.
Social Science Research Network (2006)
Coordination of expectations in asset pricing experiments
Cars Hommes;Joep Sonnemans;Jan Tuinstra;Henk van de Velden.
Review of Financial Studies (2005)
The heterogeneous expectations hypothesis: Some evidence from the lab
Cars Hommes.
Journal of Economic Dynamics and Control (2011)
Complexity theory and financial regulation
Stefano Battiston;J. Doyne Farmer;J. Doyne Farmer;Andreas Flache;Diego Garlaschelli.
Science (2016)
Behavioral Rationality and Heterogeneous Expectations in Complex Economic Systems
Carsien Harm Hommes.
Cambridge Books (2013)
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