Forecasting macroeconomic fundamentals in economic crises
From MaRDI portal
Publication:513085
DOI10.1007/s10479-015-1879-4zbMath1357.90098OpenAlexW569330034MaRDI QIDQ513085
Publication date: 3 March 2017
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://openresearch.lsbu.ac.uk/download/94c817a0009638b35375a10260e4a494771265375c65af37142c0adea9ea6295/183731/ANOR%20REV%20Submitted%2003%20mar%202015.pdf
Monte Carlo simulationsheterogeneous agentsforecastingeconomic crisisdyna9mic stochastic optimization model
Stochastic programming (90C15) Macroeconomic theory (monetary models, models of taxation) (91B64) Dynamic programming (90C39)
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