Search Results - subject:"agent‐based models"

Uncertainty of climate policies and implications for economics and finance : An evolutionary economics approach

Monasterolo, Irene; Roventini, Andrea; Foxon, Timothy J. - In: Ecological economics : the transdisciplinary journal of … 163 (2019), pp. 177-182

Persistent link: https://www.econbiz.de/10012183602

Macroeconomic simulation comparison with a multivariate extension of the Markov Information Criterion

Barde, Sylvain - 2019

Comparison of macroeconomic simulation models, particularly agent-based models (ABMs), with more traditional approaches …

Persistent link: https://www.econbiz.de/10012018797

Debunking the granular origins of aggregate fluctuations : from real business cycles back to Keynes

Dosi, Giovanni; Napoletano, Mauro; Roventini, Andrea; … - In: Journal of evolutionary economics : JEE 29 (2019) 1, pp. 67-90

Persistent link: https://www.econbiz.de/10012054433

Market stability vs. market resilience : regulatory policies experiments in an agent-based model with low- and high-frequency trading

Leal, Sandrine Jacob; Napoletano, Mauro - In: Journal of economic behavior & organization : JEBO 157 (2019), pp. 15-41

Persistent link: https://www.econbiz.de/10012138458

A basic New Keynesian DSGE model with dispersed information : an agent-based approach

Gobbi, Alessandro; Grazzini, Jakob - In: Journal of economic behavior & organization : JEBO 157 (2019), pp. 101-116

Persistent link: https://www.econbiz.de/10012138472

An approach to identifying micro behavior : how banks' strategies influence financial cycles

Tedeschi, Gabriele; Recchioni, Maria Cristina; Berardi, … - In: Journal of economic behavior & organization : JEBO 162 (2019), pp. 329-346

Persistent link: https://www.econbiz.de/10012144931

What if supply-side policies are not enough? : the perverse interaction of flexibility and austerity

Dosi, Giovanni; Pereira, Marcelo de Carvalho; … - In: Journal of economic behavior & organization : JEBO 162 (2019), pp. 360-388

Persistent link: https://www.econbiz.de/10012144934

Bank's strategies during the financial crisis

Recchioni, Maria Cristina; Tedeschi, Gabriele; Berardi, … - 2014

In this paper we introduce a calibration procedure suitable for the validation of agent based models. Starting from the …

Persistent link: https://www.econbiz.de/10010464386

A calibration procedure for analyzing stock price dynamics in an agent-based framework

Recchioni, Maria Cristina; Tedeschi, Gabriele; … - 2014

In this paper we introduce a calibration procedure for validating of agent based models. Starting from the well …

Persistent link: https://www.econbiz.de/10010464388

Rock around the clock: an agent-based model of low- and high-frequency trading

Leal, Sandrine Jacob; Napoletano, Mauro; Roventini, Andrea - 2014

We build an agent-based model to study how the interplay between low- and high- frequency trading affects asset price dynamics. Our main goal is to investigate whether high-frequency trading exacerbates market volatility and generates flash crashes. In the model, low-frequency agents adopt...

Persistent link: https://www.econbiz.de/10011335909