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  • Search: subject:"Heterogeneous Agent Models"
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Year of publication
Subject
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heterogeneous agent models 22 Heterogeneous agent models 19 Theorie 19 Theory 19 Agent-based modeling 15 Agentenbasierte Modellierung 15 Heterogeneous Agent Models 11 Estimation 7 Schätzung 7 Bayesian inference 5 Estimation theory 5 Fokker-Planck equations 5 Schätztheorie 5 Bayes-Statistik 4 Functional Vector Autoregressions 4 State space model 4 VAR model 4 VAR-Modell 4 Zustandsraummodell 4 exchange rate formation 4 expectation formation 4 forecasting performance 4 Anlageverhalten 3 Bankenkrise 3 Banking crisis 3 Behavioural finance 3 CAPM 3 Consumer behaviour 3 Continuous-time 3 Credit risk 3 Financial crisis 3 Finanzkrise 3 Konsumentenverhalten 3 Kreditrisiko 3 Kullback-Leibler divergence 3 Maximum likelihood 3 Maximum likelihood estimation 3 Maximum-Likelihood-Schätzung 3 Numerical methods 3 Public debt 3
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Online availability
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Free 30 Undetermined 21 CC license 2
Type of publication
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Book / Working Paper 32 Article 26
Type of publication (narrower categories)
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Working Paper 22 Article in journal 18 Aufsatz in Zeitschrift 18 Arbeitspapier 14 Graue Literatur 14 Non-commercial literature 14 Article 3
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Language
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English 47 Undetermined 11
Author
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Dick, Christian D. 6 Menkhoff, Lukas 6 Parra-Alvarez, Juan Carlos 5 Posch, Olaf 5 Wang, Mu-Chun 5 Bayer, Christian 4 Luetticke, Ralph 4 Chang, Minsu 3 Frijns, Bart 3 Liu, Laura 3 Plagborg-Møller, Mikkel 3 Schorfheide, Frank 3 Anufriev, Mikhail 2 Aymanns, Christoph 2 Chen, Xiaohong 2 Druedahl, Jeppe 2 Farmer, J. Doyne 2 Ferrall, Christopher 2 Jensen, Emil Bjerre 2 Kleinnijenhuis, Alissa M. 2 Kumar, Krishna B. 2 Kwon, Kyooho 2 Lenza, Michele 2 Leth-Petersen, Søren 2 Savoia, Ettore 2 Schohl, Frank 2 Tuinstra, Jan 2 Wang, Pengfei 2 Weiss, Maximillian 2 Wen, Yi 2 Winkelmann, Yannik 2 Xu, Zhiwei 2 Zwinkels, Remco C. J. 2 Barucci, Emilio 1 Caucutt, Elizabeth M. 1 Chernulich, Aleksei 1 Della Posta, Pompeo 1 Diks, Cees 1 Emoto, Masakazu 1 Fernandez-Perez, Adrian 1
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Institution
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EconWPA 2 Wirtschaftswissenschaftliche Fakultät, Friedrich-Schiller-Universität Jena 2 CESifo 1 Dipartimento di Matematica Applicata, Università Ca' Foscari Venezia 1 Econometric Society 1 Faculdade de Economia, Universidade do Porto 1 Zentrum für Europäische Wirtschaftsforschung (ZEW) 1
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Published in...
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Journal of economic dynamics & control 4 CESifo Working Paper 2 Computational Economics 2 Discussion papers / CEPR 2 Economics letters 2 Journal of Economic Dynamics and Control 2 Journal of economic behavior & organization : JEBO 2 Quantitative Economics 2 Quantitative economics : QE ; journal of the Econometric Society 2 Working Paper Series B 2 ZEW Discussion Papers 2 Applied economics 1 Borradores de economía 1 CAEPR working papers 1 CEBI Working Paper Series 1 CEBI working paper series : working paper 1 CEF.UP Working Papers 1 CESifo Working Paper Series 1 CESifo working papers 1 CREATES research paper 1 Computational economics 1 Cowles Foundation discussion paper 1 Deutsche Bundesbank Discussion Paper 1 Development and Comp Systems 1 Discussion paper 1 ECONtribute Discussion Paper 1 ECONtribute discussion paper 1 Econometric Society 2004 North American Winter Meetings 1 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 1 Economic theory : official journal of the Society for the Advancement of Economic Theory 1 Han gug gae bal yeon gu 1 Handbook of computational economics : Volume 4: Heterogeneous agent modeling 1 International review of economics & finance : IREF 1 Jahrbücher für Nationalökonomie und Statistik 1 Journal of multinational financial management 1 KDI Journal of Economic Policy 1 KDI policy study 1 Physica A: Statistical Mechanics and its Applications 1 Sveriges Riksbank Working Paper Series 1 Sveriges Riksbank working paper series 1
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Source
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ECONIS (ZBW) 34 RePEc 13 EconStor 11
Showing 11 - 20 of 58
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Full-information estimation of heterogeneous agent models using macro and micro data
Liu, Laura; Plagborg-Møller, Mikkel - 2021 - This version: January 12, 2021
Persistent link: https://www.econbiz.de/10012434305
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Heterogeneity and aggregate fluctuations
Chang, Minsu; Chen, Xiaohong; Schorfheide, Frank - 2021 - This version: May 20, 2021
Persistent link: https://www.econbiz.de/10012618274
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Public debt sustainability in a target zone model with heterogeneous agents
Della Posta, Pompeo - In: International review of economics & finance : IREF 86 (2023), pp. 440-450
Persistent link: https://www.econbiz.de/10014431593
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Estimation of heterogeneous agent models: A likelihood approach
Parra-Alvarez, Juan Carlos; Posch, Olaf; Wang, Mu-Chun - 2020
We study the statistical properties of heterogeneous agent models. Using aBewley-Hugget-Aiyagari model we compute the …
Persistent link: https://www.econbiz.de/10012254876
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Solving discrete time heterogeneous agent models with aggregate risk and many idiosyncratic states by perturbation
Bayer, Christian; Luetticke, Ralph - In: Quantitative Economics 11 (2020) 4, pp. 1253-1288
This paper describes a method for solving heterogeneous agent models with aggregate risk and many idiosyncratic states …
Persistent link: https://www.econbiz.de/10013189734
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Solving discrete time heterogeneous agent models with aggregate risk and many idiosyncratic states by perturbation
Bayer, Christian; Luetticke, Ralph - In: Quantitative economics : QE ; journal of the … 11 (2020) 4, pp. 1253-1288
This paper describes a method for solving heterogeneous agent models with aggregate risk and many idiosyncratic states …
Persistent link: https://www.econbiz.de/10012316346
Saved in:
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Estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos; Posch, Olaf; Wang, Mu-Chun - 2020
Persistent link: https://www.econbiz.de/10012317765
Saved in:
Cover Image
Estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos; Posch, Olaf; Wang, Mu-Chun - 2020
We study the statistical properties of heterogeneous agent models. Using aBewley-Hugget-Aiyagari model we compute the …
Persistent link: https://www.econbiz.de/10012256501
Saved in:
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Equity across Generations and Uncertainty within a Generation: A Welfare Analysis of the National Pension System
Kwon, Kyooho - In: KDI Journal of Economic Policy 41 (2019) 2, pp. 1-39
This paper utilizes a life-cycle overlapping-generations model to quantify the welfare effects of plans to postpone the depletion of the National Pension Fund. In order for the model to incorporate the rapidly changing demographic structure of Korea fully, we build and calibrate a model in...
Persistent link: https://www.econbiz.de/10012049324
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On the effects of monetary policy shocks on earnings and consumption heterogeneity
Chang, Minsu; Schorfheide, Frank - 2022
Persistent link: https://www.econbiz.de/10012820000
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