Real and financial interacting markets: a behavioral macro-model
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Stability theory for smooth dynamical systems (37C75) Dynamical systems in optimization and economics (37N40) Applications of difference equations (39A60) Macroeconomic theory (monetary models, models of taxation) (91B64) Heterogeneous agent models (91B69) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)
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Cites work
- A closed-form solution for options with stochastic volatility with applications to bond and currency options
- A Rational Route to Randomness
- Adaptive learning and roads to chaos. The case of the cobweb
- Animal spirits and monetary policy
- Animal spirits in the foreign exchange market
- Dynamic effects of increasing heterogeneity in financial markets
- Dynamics in a nonlinear Keynesian good market model
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- Heterogeneous beliefs, risk and learning in a simple asset pricing model
- Heterogeneous fundamentalists and imitative processes
- scientific article; zbMATH DE number 858900 (Why is no real title available?)
- scientific article; zbMATH DE number 3061938 (Why is no real title available?)
- Informational differences and learning in an asset market with boundedly rational agents
- Interactions between the real economy and the stock market: a simple agent-based approach
- Optimal monetary policy in a New Keynesian model with animal spirits and financial markets
- Representativeness of news and exchange rate dynamics
- Role of noise in a market model with stochastic volatility
- The dynamics of speculative behaviour
Cited in
(16)- Interactions between stock, bond and housing markets
- Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics
- Liquidity externality in a market of buying adjustable agents
- Disequilibrium dynamics in a Keynesian model with time delays
- A MODEL OF INTERACTION BETWEEN THE VIRTUAL AND THE REAL ECONOMY
- Agents' beliefs and economic regimes polarization in interacting markets
- A financial market model with endogenous fundamental values through imitative behavior
- Introducing a price variation limiter mechanism into a behavioral financial market model
- A topological proof of chaos for two nonlinear heterogeneous triopoly game models
- Real and financial market interactions in a multiplier-accelerator model: nonlinear dynamics, multistability and stylized facts
- Heterogeneity and the (de)stabilizing role of rationality
- Bayesian estimation and entropy for economic dynamic stochastic models: an exploration of overconsumption
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- Proving chaos for a system of coupled logistic maps: a topological approach
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