Search Results - subject:"agent‐based models"

Mean-variance analysis and the Modified Market Portfolio

Wenzelburger, Jan - In: Journal of economic dynamics & control 111 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012501447

Sharing competition : an agent-based model for the short-term accommodations market

Bruno, Bruna; Faggini, Marisa - In: The B.E. journal of economic analysis & policy 20 (2020) 2, pp. 1-13

Persistent link: https://www.econbiz.de/10012258209

Time-varying fiscal multipliers in an agent-based model with credit rationing

Napoletano, Mauro; Roventini, Andrea; Gaffard, Jean Luc - 2015

We build an agent-based model populated by households with heterogenous and time-varying financial conditions in order to study how fiscal multipliers can change over the business cycle and are affected by the state of credit markets. We find that deficit-spending fiscal policy dampens the...

Persistent link: https://www.econbiz.de/10011335950

Direct calibration and comparison of agent-based herding models of financial markets

Barde, Sylvain - 2015

The present paper aims to test a new model comparison methodology by calibrating and comparing three agent-based models …

Persistent link: https://www.econbiz.de/10011445298

Methodology Does Matter: About Implicit Assumptions in Applied Formal Modelling. The case of Dynamic Stochastic General Equilibrium Models vs Agent-Based Models

Gräbner, Claudius - Volkswirtschaftliche Fakultät, … - 2015

methodological considerations before choosing a modeling framework in applied research. It considers the case of agent-based models … difficult task. Therefore I argue for a more extensive use of agent-based models as they provide a formal tool to address this …

Persistent link: https://www.econbiz.de/10011206891

Nanoeconomics: A statistical model of company profit influenced by individual interests of managers

Sokolov, Igor; Katyshev, Anatoly - Institut für Weltwirtschaft (IfW) - 2015

A concept and mathematical model of modern economics are formulated in which a company profit is defined when taking into account possible interests of individual decision makers rather than based exclusively on benefits of either the company (ground of microeconomics) or the whole society...

Persistent link: https://www.econbiz.de/10011144577