A Housing Price Dynamics Model Using Heterogeneous Interacting Agents

DOI10.1137/17M1145215zbMath1429.60060OpenAlexW2897165320WikidataQ111288352 ScholiaQ111288352MaRDI QIDQ4691135

Fernando Pigeard de Almeida Prado, Manuella de Oliveira Antunes

Publication date: 18 October 2018

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/17m1145215

zbMATH Keywords

Markov processesheterogeneous agentsnonlinear dynamical systemsNeimark-Sacker bifurcationhousing marketbubble formationloan-to-value ratioregulatory restraints on mortgage loans

Mathematics Subject Classification ID

Special types of economic equilibria (91B52) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Consumer behavior, demand theory (91B42) Heterogeneous agent models (91B69)

Cites Work

• Introduction to Analysis
• A Guide to the Dagum Distributions
• On the problem of estimation for the bivariate lognormal distribution
• Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints*
• Negative Moments of Positive Random Variables

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