Handbook of computational economics. Volume 4, Heterogeneous agent modeling /
Handbook of Computational Economics: Heterogeneous Agent Modeling, Volume Four, focuses on heterogeneous agent models, emphasizing recent advances in macroeconomics (including DSGE), finance, empirical validation and experiments, networks and related applications. Capturing the advances made since t...
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| Other Authors: | , |
| Format: | eBook |
| Language: | English |
| Published: |
Amsterdam :
North Holland,
2018.
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| Series: | Handbook of Computational Economics ;
Volume 4 |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | Handbook of Computational Economics: Heterogeneous Agent Modeling, Volume Four, focuses on heterogeneous agent models, emphasizing recent advances in macroeconomics (including DSGE), finance, empirical validation and experiments, networks and related applications. Capturing the advances made since the publication of Volume Two (Tesfatsion & Judd, 2006), it provides high-level literature with sections devoted to Macroeconomics, Finance, Empirical Validation and Experiments, Networks, and other applications, including Innovation Diffusion in Heterogeneous Populations, Market Design and Electricity Markets, and a final section on Perspectives on Heterogeneity. Helps readers fully understand the dynamic properties of realistically rendered economic systems Emphasizes detailed specifications of structural conditions, institutional arrangements and behavioral dispositions Provides broad assessments that can lead researchers to recognize new synergies and opportunities. |
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| Item Description: | Introduction: Why heterogeneity? Cars Hommes and Blake LeBaron Macroeconomics 1. Bounded Rationality and Heterogeneous Agents in Macroeconomics: Microfoundations William Branch and Bruce McGough 2. Agent-based Macroeconomics (including policy & innovation) Herbert Dawid and Domenico Delli Gatti 3. Firm Dynamics Robert Axtell 4. Heterogeneous agents in the Macroeconomy: Reduced-heterogeneity representations Xavier Ragot Finance 5. Heterogeneous Agent Models in Finance Xue-Zhong (Tony) He and Roberto Dieci 6. Leverage Cycles Doyne Farmer 7. Market Microstructure Jean-Philippe Bouchaud Empirical validation and experiments 8. Empirical Validation of Heterogeneous Agent Models Thomas Lux and Remco Zwinkels 9. Experimental Macroeconomics Jasmina Arifovic and John Duffy 10. Experimental Games Rosemarie Nagel and Felix Mauersberger Networks 11. Complex Financial Networks Giulia Iori and Rosario N. Mantegna 12. Economic and Social Networks Sanjeev Goyal Other Applications 13. Market Design and Electricity Markets Leigh Tesfatsion Perspectives on heterogeneity 14. Modeling a Heterogeneous World Alan Kirman and Rick Bookstaber |
| Physical Description: | 1 online resource |
| ISBN: | 9780444641328 0444641327 |