Interactions between the real economy and the stock market: a simple agent-based approach
DOI10.1155/2012/504840zbMATH Open1248.91071OpenAlexW2053619580WikidataQ58700604 ScholiaQ58700604MaRDI QIDQ714264FDOQ714264
Authors: Frank Westerhoff 
Publication date: 19 October 2012
Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2012/504840
Recommendations
- Stock market dynamics created by interacting agents
- Real and financial interacting markets: a behavioral macro-model
- Agent-based modeling. The Santa Fe Institute artificial stock market model revisited
- Stylized facts study through a multi-agent based simulation of an artificial stock market
- Agent-Based Model Approach to Complex Phenomena in Real Economy
- Integrating real and financial markets in an agent-based economic model: An application to monetary policy design
- Agent based-stock flow consistent macroeconomics: towards a benchmark model
Economic time series analysis (91B84) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Heterogeneous agent models (91B69)
Cites Work
- Title not available (Why is that?)
- Behavioral heterogeneity in stock prices
- Animal spirits in the foreign exchange market
- Structural stochastic volatility in asset pricing dynamics: estimation and model contest
- The heterogeneous expectations hypothesis: Some evidence from the lab
- A robust rational route to randomness in a simple asset pricing model
- Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates
- Title not available (Why is that?)
- The emergence of bull and bear dynamics in a nonlinear model of interacting markets
- Title not available (Why is that?)
Cited In (12)
- Optimal monetary policy in a New Keynesian model with animal spirits and financial markets
- Contagion between asset markets: a two market heterogeneous agents model with destabilising spillover effects
- A MODEL OF INTERACTION BETWEEN THE VIRTUAL AND THE REAL ECONOMY
- Agents' beliefs and economic regimes polarization in interacting markets
- Introducing a price variation limiter mechanism into a behavioral financial market model
- Real and financial market interactions in a multiplier-accelerator model: Nonlinear dynamics, multistability and stylized facts
- Prices, debt and market structure in an agent-based model of the financial market
- Dynamics in a nonlinear Keynesian good market model
- Artificial economic life: A simple model of a stockmarket
- The international synchronisation of business cycles: the role of animal spirits
- Real and financial interacting markets: a behavioral macro-model
- Disequilibrium dynamics in a Keynesian model with time delays
Uses Software
This page was built for publication: Interactions between the real economy and the stock market: a simple agent-based approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q714264)
