A statistical mechanic view of macro-dynamics in economics

DOI10.1007/S10614-008-9128-4MaRDI QIDQ943955zbMATH OpenOpenAlexFDO

Authors Simone Landini, Mariacristina Uberti

Publication date 12 September 2008

Published in Computational Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10614-008-9128-4

zbMATH Keywords

Agent-based-modelsFokker-Planck equationHeterogeneityInteractionKramers-Moyal expansionMaster equationMean field theoryStatistical mechanics

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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Cited in

(6)

• Deterministic macroeconomic dynamic equations from a stochastic microeconomic description: The role of time scales
• New macroeconomic modeling approaches. Hierarchical dynamics and mean- field approximation
• The macroeconomy as a complex system: building on Aoki's statistical mechanics approach
• Statistical mechanics of economics I
• The financial instability hypothesis: a stochastic microfoundation framework
• New macroeconomic modeling approaches

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