Interactions between the real economy and the stock market: a simple agent-based approach

DOI10.1155/2012/504840MaRDI QIDQ714264zbMATH OpenOpenAlexWikidataFDO

Authors Frank Westerhoff

Publication date 19 October 2012

Published in Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2012/504840

zbMATH Keywords

behavioral macromodels

Mathematics Subject Classification ID

Economic time series analysis (91B84) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Heterogeneous agent models (91B69)

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Cites work

• scientific article; zbMATH DE number 5640256 (Why is no real title available?)
• scientific article; zbMATH DE number 3641145 (Why is no real title available?)
• scientific article; zbMATH DE number 1792281 (Why is no real title available?)
• A robust rational route to randomness in a simple asset pricing model
• Animal spirits in the foreign exchange market
• Behavioral heterogeneity in stock prices
• Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates
• Structural stochastic volatility in asset pricing dynamics: estimation and model contest
• The emergence of bull and bear dynamics in a nonlinear model of interacting markets
• The heterogeneous expectations hypothesis: Some evidence from the lab

Cited in

(16)

• 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
• Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics
• Introducing a price variation limiter mechanism into a behavioral financial market model
• Interactions between stock, bond and housing markets
• Prices, debt and market structure in an agent-based model of the financial market
• Stock prices and the real economy: the different meaning of efficiency
• 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
• Real and financial market interactions in a multiplier-accelerator model: nonlinear dynamics, multistability and stylized facts
• An endogenous mechanism of business cycles
• Disequilibrium dynamics in a Keynesian model with time delays

Describes a project that uses

Uses Software

• DMC

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