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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 31 - 40 of 58
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A fast and low computational memory algorithm for non-stochastic simulations in heterogeneous agent models
Tan, Eugene - In: Economics letters 193 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012509085
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Regulating speculative housing markets via public housing construction programs : insights from a heterogeneous agent model
Martin, Carolin; Westerhoff, Frank H. - In: Jahrbücher für Nationalökonomie und Statistik 239 (2019) 4, pp. 627-660
Persistent link: https://www.econbiz.de/10012040173
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Behavioural heterogeneity in wine investments
Fernandez-Perez, Adrian; Frijns, Bart; Tourani Rad, Alireza - In: Applied economics 51 (2019) 30, pp. 3236-3255
Persistent link: https://www.econbiz.de/10012196824
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Diversification role of currency momentum for carry trade : evidence from financial crises
Yamani, Ehab - In: Journal of multinational financial management 49 (2019), pp. 1-19
Persistent link: https://www.econbiz.de/10012314313
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Equity across generations and uncertainty within a generation : a welfare analysis of the national pension system
Kwon, Kyooho - In: Han gug gae bal yeon gu 41 (2019) 2, pp. 1-39
Persistent link: https://www.econbiz.de/10012036758
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Exchange rate expectations of chartists and fundamentalists
Dick, Christian D.; Menkhoff, Lukas - 2013
This paper provides novel evidence on exchange rate expectations of both chartists and fundamentalists separately. These groups indeed form expectations differently. Chartists change their expectations more often; however, all professionals´ expectations vary considerably as they generally...
Persistent link: https://www.econbiz.de/10010292796
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Exchange Rate Expectations of Chartists and Fundamentalists
Dick, Christian D.; Menkhoff, Lukas - CESifo - 2013
This paper provides novel evidence on exchange rate expectations of both chartists and fundamentalists separately. These groups indeed form expectations differently. Chartists change their expectations more often; however, all professionals’ expectations vary considerably as they generally...
Persistent link: https://www.econbiz.de/10010636592
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Chapter 6. Models of Financial Stability and Their Application in Stress Tests
Aymanns, Christoph; Farmer, J. Doyne; Kleinnijenhuis, … - In: Handbook of computational economics : Volume 4: …, (pp. 329-391). 2018
We review heterogeneous agent models of financial stability and their application in stress tests. In contrast to the …
Persistent link: https://www.econbiz.de/10014024350
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A laboratory experiment on the heuristic switching model
Anufriev, Mikhail; Chernulich, Aleksei; Tuinstra, Jan - In: Journal of economic dynamics & control 91 (2018), pp. 21-42
Persistent link: https://www.econbiz.de/10011974128
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Time-varying arbitrage and dynamic price discovery
Frijns, Bart; Zwinkels, Remco C. J. - In: Journal of economic dynamics & control 91 (2018), pp. 485-502
Persistent link: https://www.econbiz.de/10011974226
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