Chen, Shu-Heng; Chang, Chia-Ling; Tseng, Yi-Heng - In: Research in International Business and Finance 30 (2014) C, pp. 312-335
In this paper, two different versions of the agent-based DSGE (dynamic stochastic general equilibrium) model are studied in comparison The first version is the mesoscopic modeling of market sentiment using the Brock–Hommes adaptive belief system (ABS). The second version is the microscopic...
