Emergent dynamics of a macroeconomic agent based model with capital and credit
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Publication:1623959
DOI10.1016/J.JEDC.2014.07.001zbMATH Open1402.91402OpenAlexW1966384569MaRDI QIDQ1623959FDOQ1623959
Authors: Tiziana Assenza, Domenico Delli Gatti, Jakob Grazzini 
Publication date: 15 November 2018
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://www.cesifo.org/DocDL/cesifo1_wp4765.pdf
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Macroeconomic theory (monetary models, models of taxation) (91B64) Heterogeneous agent models (91B69)
Cites Work
- Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
- Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis
- EURACE: A massively parallel agent-based model of the European economy
- Macroeconomics from the bottom-up
- Schumpeter meeting Keynes: a policy-friendly model of endogenous growth and business cycles
- Income distribution, credit and fiscal policies in an agent-based Keynesian model
Cited In (24)
- Towards an agent-based model for the analysis of macroeconomic signals
- An agent-based macroeconomic model with interacting firms, socio-economic opinion formation and optimistic/pessimistic sales expectations
- Agent-Based Model Approach to Complex Phenomena in Real Economy
- Income inequality, consumption, credit and credit risk in a data-driven agent-based model
- Winter is possibly not coming: mitigating financial instability in an agent-based model with interbank market
- Tipping points in macroeconomic agent-based models
- Stabilizing an unstable complex economy on the limitations of simple rules
- Dynamics of stocks prices based in the Black \& Scholes equation and nonlinear stochastic differentials equations
- Modeling of the financial market using the two-dimensional anisotropic Ising model
- Agent based-stock flow consistent macroeconomics: towards a benchmark model
- Towards a credit network based early warning indicator for crises
- Agent-based model calibration using machine learning surrogates
- The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model
- Prices, debt and market structure in an agent-based model of the financial market
- Breaks down of the modeling of the financial market with addition of non-linear terms in the Itô stochastic process
- E pluribus unum: macroeconomic modelling for multi-agent economies
- An agent-based model for the assessment of LTV caps
- COMPLEX DYNAMICS AND FINANCIAL FRAGILITY IN AN AGENT-BASED MODEL
- Estimation of agent-based models using Bayesian deep learning approach of BayesFlow
- The differentiated effect of administrative policy in China's housing market -- based on the heterogeneous households multi-agent model
- Enter the MATRIX model:a multi-agent model for transition risks with application to energy shocks
- Price dynamics of the financial markets using the stochastic differential equation for a potential double well
- Explaining stock return distributions via an agent-based model
- Emergence of speculation in a hierarchical agent-based model
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