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From self-fulfilling mistakes to behavioral learning equilibria
Hommes, Cars H. - In: Sunspots and non-linear dynamics : essays in honor of …, (pp. 97-123). 2017
Persistent link: https://www.econbiz.de/10011850356
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Carl's nonlinear cobweb
Hommes, Cars H. - In: Journal of economic dynamics & control 91 (2018), pp. 7-20
Persistent link: https://www.econbiz.de/10011974124
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Behavioral and experimental macroeconomics and policy analysis : a complex systems approach
Hommes, Cars H. - In: Journal of economic literature 59 (2021) 1, pp. 149-219
Persistent link: https://www.econbiz.de/10012542608
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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
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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
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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
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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
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Effizienz und Stabilität von Finanzmärkten : stehen wir vor einem Paradigmenwechsel?
Lux, Thomas - In: Wirtschaftsdienst / Sonderheft : … 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
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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
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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