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~isPartOf:"Bank of England Working Paper"
~isPartOf:"Journal of economic dynamics & control"
~person:"Farmer, J. Doyne"
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Farmer, J. Doyne
Roventini, Andrea
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ECONIS (ZBW)
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1
Heterogeneous Effects and Spillovers of Macroprudential Policy in an Agent-based Model of the UK Housing Market
Carro, Adrian
;
Hinterschweiger, Marc
;
Uluc, Arzu
; …
-
2022
We develop an agent-based model of the UK housing market to study the impact of macroprudential policy experiments on key housing market indicators. The heterogeneous nature of this model enables us to assess the effects of such experiments on the housing, rental and mortgage markets not only in...
Persistent link: https://www.econbiz.de/10013289212
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2
Macroprudential Policy in an Agent-Based Model of the UK Housing Market
Baptista, Rafa
-
2016
This paper develops an agent-based model of the UK housing market to study the impact of macroprudential policies on key housing market indicators. This approach enables us to tackle the heterogeneity in this market by modelling the individual behaviour and interactions of first-time buyers,...
Persistent link: https://www.econbiz.de/10012981590
Saved in:
3
To bail-out or to bail-in? : answers from an agent-based model
Klimek, Peter
;
Poledna, Sebastian
;
Farmer, J. Doyne
; …
- In:
Journal of economic dynamics & control
50
(
2015
),
pp. 144-154
Persistent link: https://www.econbiz.de/10010486949
Saved in:
4
The reality game
Cherkashin, Dmitriy
;
Farmer, J. Doyne
;
Lloyd, Seth
- In:
Journal of economic dynamics & control
33
(
2009
)
5
,
pp. 1091-1105
Persistent link: https://www.econbiz.de/10003844187
Saved in:
5
Special issue: Applications of statistical physics in
economics
and finance
Farmer, J. Doyne
(
contributor
);
Lux, Thomas
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003622491
Saved in:
6
An empirical behavioral model of liquidity and volatility
Mike, Szabolcs
;
Farmer, J. Doyne
- In:
Journal of economic dynamics & control
32
(
2008
)
1
,
pp. 200-234
Persistent link: https://www.econbiz.de/10003622740
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