Handbook of Computational Economics

Models of Financial Stability and Their Application in Stress Tests ✶ ✶The authors thank Tobias Adrian, Fabio Caccioli, Agostino Capponi, Darrell Duffie, Luca Enriques, Cars Hommes, Sujit Kapadia, Blake LeBaron, Alan D. Morrison, Paul Nahai-Williamson, James Paulin, Peyton Young, Garbrand Wiersema, an anonymous reviewer, and the participants of the Workshop for the Handbook of Computational Economics for their valuable comments and suggestions. The usual disclaimers apply.

Handbook of Computational Economics ◽

10.1016/bs.hescom.2018.04.001 ◽

2018 ◽

pp. 329-391 ◽

Cited By ~ 2

Author(s):

Christoph Aymanns ◽

J. Doyne Farmer ◽

Alissa M. Kleinnijenhuis ◽

Thom Wetzer

Keyword(s):

Financial Stability ◽

Computational Economics ◽

Stress Tests

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Levels of Reasoning in Keynesian Beauty Contests: A Generative Framework ✶ ✶We thank Larbi Alaoui, Jess Benhabib, Antoni Bosch, Pablo Brañas-Garza, Christoph Bühren, Antonio Cabrales, Gabriele Camera, John Duffy, Björn Frank, Willemien Kets, Anita Kopanyi-Peuker, Kiminori Matsuyama, Shabnam Mousavi, Mechthild Nagel, Antonio Penta, Michael Reiter, Ricardo Serrano-Padial, Edouard Schaal, Shyam Sunder, Michael Woodford, three anonymous referees, and the editor Cars Hommes for valuable comments. For financial support we both thank the Barcelona GSE; Felix Mauersberger acknowledges the FPI grant from the Spanish Ministry of Science and Innovation and Rosemarie Nagel the grant MINECO-ECO2014-56154-R from the Spanish Ministry of Education.

Handbook of Computational Economics ◽

10.1016/bs.hescom.2018.05.002 ◽

2018 ◽

pp. 541-634 ◽

Cited By ~ 4

Author(s):

Felix Mauersberger ◽

Rosemarie Nagel

Keyword(s):

Financial Support ◽

Ministry Of Education ◽

Beauty Contests

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Heterogeneous Agents in the Macroeconomy: Reduced-Heterogeneity Representations

Handbook of Computational Economics ◽

10.1016/bs.hescom.2018.02.001 ◽

2018 ◽

pp. 215-253 ◽

Cited By ~ 4

Author(s):

Xavier Ragot

Keyword(s):

Heterogeneous Agents

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Heterogeneous Expectations and Micro-Foundations in Macroeconomics ✶ ✶We are grateful to the editors, Cars Hommes and Blake LeBaron, as well as Guillaume Rocheteau and three anonymous referees for many helpful comments.

Handbook of Computational Economics ◽

10.1016/bs.hescom.2018.03.001 ◽

2018 ◽

pp. 3-62 ◽

Cited By ~ 1

Author(s):

William A. Branch ◽

Bruce McGough

Keyword(s):

Heterogeneous Expectations ◽

Micro Foundations

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Index

Handbook of Computational Economics ◽

10.1016/s1574-0021(18)30036-4 ◽

2018 ◽

pp. 797-804

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Electric Power Markets in Transition: Agent-Based Modeling Tools for Transactive Energy Support

Handbook of Computational Economics ◽

10.1016/bs.hescom.2018.02.004 ◽

2018 ◽

pp. 715-766 ◽

Cited By ~ 9

Author(s):

Leigh Tesfatsion

Keyword(s):

Electric Power ◽

Agent Based Modeling ◽

Power Markets ◽

Modeling Tools ◽

Agent Based ◽

Electric Power Markets ◽

Transactive Energy

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Empirical Analyses of Networks in Finance

Handbook of Computational Economics ◽

10.1016/bs.hescom.2018.02.005 ◽

2018 ◽

pp. 637-685 ◽

Cited By ~ 6

Author(s):

Giulia Iori ◽

Rosario N. Mantegna

Keyword(s):

Empirical Analyses

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Front Matter

Handbook of Computational Economics ◽

10.1016/s1574-0021(18)30018-2 ◽

2018 ◽

pp. iii

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Heterogeneous Agent Models in Finance ✶ ✶Acknowledgments: We are grateful to the editors, Cars Hommes and Blake LeBaron, and three reviewers for their very helpful comments. We also thank the participants to the Workshop “Handbook of Computational Economics, Volume 4, Heterogeneous Agent Models”, hosted by the Amsterdam School of Economics, University of Amsterdam, for insightful discussions and suggestions. We would like to dedicate this survey to the memory of Carl Chiarella who inspired and collaborated with us on a large body of research covered partially in this chapter. Financial support from the Australian Research Council (ARC) under Discovery Grant (DP130103210) is gratefully acknowledged.

Handbook of Computational Economics ◽

10.1016/bs.hescom.2018.03.002 ◽

2018 ◽

pp. 257-328 ◽

Cited By ~ 10

Author(s):

Roberto Dieci ◽

Xue-Zhong He

Keyword(s):

Financial Support ◽

Research Council ◽

Large Body ◽

Computational Economics ◽

Heterogeneous Agent ◽

Australian Research Council ◽

Heterogeneous Agent Models

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Endogenous Firm Dynamics and Labor Flows via Heterogeneous Agents ✶ ✶Support from the John D. and Catherine T. MacArthur Foundation, the National Science Foundation (0738606), the Small Business Administration (SBAHQ-05-Q-0018), and the Mercatus Center at George Mason is gratefully acknowledged. I have no relevant or material financial interests that relate to the research described in this paper or the associated model. Earlier versions of this work were presented at research institutions (Aix-en-Provence, Arizona State, Brookings, Carnegie Mellon, Emory, Esalen, Essex, George Mason, Georgia, Georgia Tech, James Madison, Leicester, Leiden, Limerick, Nanyang Technological University, New School for Social Research, Office of Financial Research, Oxford, Queen Mary and Westfield, Sant' Anna (Pisa), Santa Fe Institute, Turino) and conferences (Eastern Economic Association, INFORMS, Society for Computational Economics, Southern Economic Association) where comments from attendees yielded significant improvements. For helpful feedback on the manuscript I am grateful to Zoltan Acs, Luis Amaral, Brian Arthur, David Audretsch, Bob Axelrod, Bob Ayres, Eric Beinhocker, Margaret Blair, Pete Boettke, David Canning, Kathleen Carley, John Chisholm, Alex Coad, Herbert Dawid, Art DeVany, Bill Dickens, Kathy Eisenhardt, Joshua Epstein, Doyne Farmer, Rich Florida, Duncan Foley, Xavier Gabaix, Chris Georges, Herb Gintis, Joe Harrington, John Holland, Stu Kauffman, Steve Kimbrough, Paul Kleindorfer, Blake LeBaron, Axel Leijonhufvud, Bob Litan, Francesco Luna, Jim March, Michael Maouboussin, Greg McRae, Benoit Morel, Scott Moss, Paul Omerod, J. Barkley Rosser Jr., Martin Shubik, Gene Stanley, Dan Teitelbaum, Leigh Tesfatsion, Sid Winter and several people who are no longer with us: Per Bak, Michael Cohen, Ben Harrison, Steve Klepper, Sam Kotz, and Benoit Mandelbrot. The late Herb Simon inspired and encouraged the work. Anna Nelson and Omar Guerrero each advanced the work through their Ph.D. dissertations. Thanks are due Miles Parker and Gabriel Balan for implementing the model in Java, first in Ascape and then in Mason. Errors are my own.

Handbook of Computational Economics ◽

10.1016/bs.hescom.2018.05.001 ◽

2018 ◽

pp. 157-213 ◽

Cited By ~ 2

Author(s):

Robert Axtell

Keyword(s):

Social Research ◽

Firm Dynamics ◽

Small Business Administration ◽

James Madison ◽

New School ◽

Economic Association ◽

Financial Interests ◽

John Holland ◽

Financial Research ◽

Technological University

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Handbook of Computational Economics
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Heterogeneous Agents in the Macroeconomy: Reduced-Heterogeneity Representations

Heterogeneous Expectations and Micro-Foundations in Macroeconomics ✶ ✶We are grateful to the editors, Cars Hommes and Blake LeBaron, as well as Guillaume Rocheteau and three anonymous referees for many helpful comments.

Index

Electric Power Markets in Transition: Agent-Based Modeling Tools for Transactive Energy Support

Empirical Analyses of Networks in Finance

Front Matter

Export Citation Format

Handbook of Computational EconomicsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Elsevier

Heterogeneous Agents in the Macroeconomy: Reduced-Heterogeneity Representations

Heterogeneous Expectations and Micro-Foundations in Macroeconomics ✶ ✶We are grateful to the editors, Cars Hommes and Blake LeBaron, as well as Guillaume Rocheteau and three anonymous referees for many helpful comments.

Index

Electric Power Markets in Transition: Agent-Based Modeling Tools for Transactive Energy Support

Empirical Analyses of Networks in Finance

Front Matter

Handbook of Computational Economics
Latest Publications