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  • Search: subject:"Heterogeneous agent model"
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Year of publication
Subject
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Heterogeneous agent model 32 Theorie 28 Theory 28 Agent-based modeling 23 Agentenbasierte Modellierung 23 heterogeneous agent model 23 Behavioural finance 15 Anlageverhalten 14 Heterogeneous Agent Model 13 Volatility 10 Volatilität 10 Einkommensverteilung 9 Income distribution 9 Inequality 9 Welfare 9 European Union 8 Heterogeneous-agent model 8 CAPM 7 Estimation theory 6 Schätztheorie 6 Capital income 5 Exchange rate 5 Hurst exponent 5 Kapitaleinkommen 5 Vermögensverteilung 5 Wealth distribution 5 Wechselkurs 5 Welfare analysis 5 heterogeneous-agent model 5 Begrenzte Rationalität 4 Bounded rationality 4 Chartists 4 EU countries 4 EU-Staaten 4 Economic growth 4 Estimation 4 Finanzpolitik 4 Fiscal consolidation 4 Fiscal consolidation dynamics 4 Fiscal policy 4
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Online availability
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Free 46 Undetermined 39 CC license 1
Type of publication
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Article 53 Book / Working Paper 46
Type of publication (narrower categories)
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Article in journal 35 Aufsatz in Zeitschrift 35 Working Paper 32 Arbeitspapier 24 Graue Literatur 24 Non-commercial literature 24 Article 1 Hochschulschrift 1 Thesis 1
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Language
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English 74 Undetermined 25
Author
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Viegas, Miguel 12 Ribeiro, Ana Paula 11 Barunik, Jozef 8 Kukacka, Jiri 7 Vácha, Lukáš 6 Vošvrda, Miloslav 5 Fonseca, Raquel 4 Langot, François 4 Michaud, Pierre-Carl 4 Simaitis, Aistis 4 Sopraseuth, Thepthida 4 Vacha, Lukas 4 Akira Toda, Alexis 3 Buncic, Daniel 3 De Kamps, Marc 3 Li, Xiaoping 3 Melosi, Leonardo 3 Piras, Gion Donat 3 Polach, Jan 3 Rottner, Matthias 3 Vosvrda, Miloslav 3 Zhou, Chunyang 3 Arteaga, Julián 2 Baruník, Jozef 2 Brown, Colin G. 2 Dixon, Huw 2 Fischer, Thomas 2 Gu, Shijun 2 Gáfaro, Margarita 2 Huang, Weihong 2 Ibáñez, Ana María 2 Jia, Chengcheng 2 Komarek, Adam M. 2 Kukačka, Jiří 2 Ladley, Dan 2 Ladley, Daniel 2 Martin, Carolin 2 Meenagh, David 2 Minford, Patrick 2 Pellegrina, Heitor S. 2
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Institution
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Fachbereich Rechts- und Wirtschaftswissenschaften, Technische Universität Darmstadt 2 Faculdade de Economia, Universidade do Porto 2 Institut ekonomických studií, Univerzita Karlova v Praze 2 Australian Agricultural and Resource Economics Society - AARES 1 Department of Economics, Leicester University 1 Department of Economics, School of Business 1 School of Economics and Political Science, Universität St. Gallen 1 Society for Computational Economics - SCE 1 Society for Economic Dynamics - SED 1
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Published in...
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Journal of economic dynamics & control 5 Applied economics 3 Computational economics 3 Bulletin of the Czech Econometric Society 2 CEF.UP Working Papers 2 Cardiff Economics Working Papers 2 Cardiff economics working papers 2 Darmstadt Discussion Papers in Economics 2 Document de travail 2 Economic modelling 2 IES Working Paper 2 IES working paper 2 International review of economics & finance : IREF 2 Journal of Economic Dynamics and Control 2 Journal of macroeconomics 2 Prague Economic Papers 2 Working Papers IES 2 2004 Meeting Papers 1 2011 Conference (55th), February 8-11, 2011, Melbourne, Australia 1 BERG Working Paper Series 1 BERG working paper series 1 Borradores de economía 1 Computing in Economics and Finance 2003 1 Czech Economic Review 1 Discussion Papers in Economics 1 Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics 1 Discussion papers / CEPR 1 Discussion papers / University of Leicester, Department of Economics 1 Documento CEDE 1 Economic Modelling 1 Economics Bulletin 1 Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen 1 Economics of innovation and new technology 1 European Economic Review 1 European economic review : EER 1 Federal Reserve Bank of Cleveland working paper series 1 FinMaP-Working Paper 1 Financial innovation : FIN 1 Finmap working paper 1 Food Policy 1
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Source
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ECONIS (ZBW) 60 RePEc 29 EconStor 9 BASE 1
Showing 81 - 90 of 99
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Welfare-improving government behavior and inequality in a heterogeneous agents model
Viegas, Miguel; Ribeiro, Ana Paula - In: Journal of macroeconomics 37 (2013), pp. 146-160
Persistent link: https://www.econbiz.de/10010237922
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The Dutch experience : assessing the welfare impacts of two consolidation strategies using a heterogeneous-agent framework/ Miguel Viegas; Ana Paula Ribeiro
Viegas, Miguel; Ribeiro, Ana Paula - In: Economic modelling 32 (2013), pp. 351-360
Persistent link: https://www.econbiz.de/10009761521
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Carry trade and foreign exchange rate puzzles
Spronk, Richard; Verschoor, Willem F. C.; Zwinkels, … - In: European economic review : EER 60 (2013), pp. 17-31
Persistent link: https://www.econbiz.de/10009762410
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Heterogeneous Agents Model with the Worst Out Algorithm
Vošvrda, Miloslav; Vácha, Lukáš - Institut ekonomických studií, Univerzita Karlova v Praze - 2005
Heterogeneous agents' model with the stochastic beliefs formation is considered. Fundamentalists rely on their model employing fundamental information basis to forecast the next price period. Chartists determine whether current conditions call for the acquisition of fundamental information in a...
Persistent link: https://www.econbiz.de/10005673613
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An exploration of livestock-development policies in western China
Komarek, Adam M.; Waldron, Scott A.; Brown, Colin G. - In: Food Policy 37 (2012) 1, pp. 12-20
mixes in the Qingyang Prefecture of Gansu Province, China. A heterogeneous-agent model is used to assess the local …
Persistent link: https://www.econbiz.de/10010870897
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Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach
Jongen, Ron; Verschoor, Willem F.C.; Wolff, Christian C.P. - In: Journal of Economic Dynamics and Control 36 (2012) 5, pp. 719-735
This paper combines survey forecasts with a heterogeneous agent model to examine the dispersion of expectations of … fundamental, technical, and carry trade analyses. We estimate a heterogeneous agent model on the survey forecasts and show that …
Persistent link: https://www.econbiz.de/10010871040
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Passive Investment Strategies and Financial Bubbles
Fischer, Thomas - Fachbereich Rechts- und Wirtschaftswissenschaften, … - 2012
In this paper, a model of bounded rational investors investing their portfolio in a passive investment vehicle (e.g., an Exchange Traded Fund replicating a broad index) or an actively managed fund is presented. The model proposes that the quick reswitching of these short-term oriented investors...
Persistent link: https://www.econbiz.de/10010851010
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How do skilled traders change the structure of the market
Vacha, Lukas; Barunik, Jozef; Vosvrda, Miloslav - In: International Review of Financial Analysis 23 (2012) C, pp. 66-71
We extend the original heterogeneous agent model of Brock and Hommes (1998) by introducing the concept of skilled …
Persistent link: https://www.econbiz.de/10010574547
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How do skilled traders change the structure of the market
Vacha, Lukas; Barunik, Jozef; Vošvrda, Miloslav S. - In: International review of financial analysis 23 (2012), pp. 66-71
Persistent link: https://www.econbiz.de/10009690118
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Explaining dispersion in foreign exchange expectations : a heterogeneous agent approach
Ron, Jongen; Verschoor, Willem F. C.; Wolff, Christiaan … - In: Journal of economic dynamics & control 36 (2012) 5, pp. 719-735
Persistent link: https://www.econbiz.de/10009554305
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