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Approximate Bayesian inference for agent-based models in economics : a case study

Lux, Thomas - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 27 (2023) 4, pp. 423-447

Persistent link: https://www.econbiz.de/10014372903

Effizienz und Stabilität von Finanzmärkten : stehen wir vor einem Paradigmenwechsel?

Lux, Thomas - In: Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik 93 (2013), pp. 16-22

The paper discusses the impact of the financial crisis on macroeconomics and on research into financial markets. The cornerstones of the economic mainstream were made obsolete by actual developments in recent years, and there are now signs that a fundamental paradigm shift is possible. After the...

Persistent link: https://www.econbiz.de/10009728459

Estimation of agent-based models using sequential Monte Carlo methods

Lux, Thomas - In: Journal of economic dynamics & control 91 (2018), pp. 391-408

Persistent link: https://www.econbiz.de/10011974212

Network effects and systemic risk in the banking sector

Lux, Thomas - In: Monetary policy, financial crises, and the macroeconomy …, (pp. 59-78). 2017

Persistent link: https://www.econbiz.de/10011898216

A model of the topology of the bank : firm credit network and its role as channel of contagion

Lux, Thomas - In: Journal of economic dynamics & control 66 (2016), pp. 36-53

Persistent link: https://www.econbiz.de/10011708361

Can heterogeneous agent models explain the alleged mispricing of the S&P 500?

Lux, Thomas - In: Quantitative finance 21 (2021) 9, pp. 1413-1433

Persistent link: https://www.econbiz.de/10012624143

On the distribution of links in financial networks : structural heterogeneity and functional form

Lux, Thomas - In: Empirical economics : a journal of the Institute for … 58 (2020) 3, pp. 1019-1053

Persistent link: https://www.econbiz.de/10012219518

Integration von Wertpapiermarkt und Geldmarkt im Keynesschen Makromodell: Ein Kommentar

Lux, Thomas - In: Jahrbücher für Nationalökonomie und Statistik 214 (1995) 2, pp. 238-241

Persistent link: https://www.econbiz.de/10014608385

The Markov-Switching Multifractal Model of Asset Returns: GMM Estimation and Linear Forecasting of Volatility

Lux, Thomas - In: Journal of Business & Economic Statistics 26 (2008) April, pp. 194-210

Persistent link: https://www.econbiz.de/10005532359

Genetic learning as an explanation of stylized facts of foreign exchange markets

Lux, Thomas; Schornstein, Sascha - In: Journal of Mathematical Economics 41 (2005) 1-2, pp. 169-196

Persistent link: https://www.econbiz.de/10005388260

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