
Computational Economics: Heterogeneous Agent Modeling
Description
Key Features
- 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
Readership
Graduate students and professors worldwide studying quantitative economic methods and their applications
Table of Contents
Introduction: Why heterogeneity?
Cars Hommes and Blake LeBaronMacroeconomics
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 RagotFinance
5. Heterogeneous Agent Models in Finance
Xue-Zhong (Tony) He and Roberto Dieci
6. Leverage Cycles
Doyne Farmer
7. Market Microstructure
Jean-Philippe BouchaudEmpirical 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 MauersbergerNetworks
11. Complex Financial Networks
Giulia Iori and Rosario N. Mantegna
12. Economic and Social Networks
Sanjeev GoyalOther Applications
13. Market Design and Electricity Markets
Leigh TesfatsionPerspectives on heterogeneity
14. Modeling a Heterogeneous World
Alan Kirman and Rick Bookstaber
Product details
- No. of pages: 834
- Language: English
- Copyright: © North Holland 2018
- Published: June 19, 2018
- Imprint: North Holland
- Hardcover ISBN: 9780444641311
- eBook ISBN: 9780444641328
About the Editors
Cars Hommes
Affiliations and Expertise
Blake LeBaron
Affiliations and Expertise
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