Detecting and measuring financial cycles in heterogeneous agents models: an empirical analysis
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Publication:6497622
DOI10.1142/S0219525922400021MaRDI QIDQ6497622
Publication date: 6 May 2024
Published in: Advances in Complex Systems (Search for Journal in Brave)
state-space modelheterogeneous expectationsheterogeneous agent modelsendogenous cyclesperiod of cycles
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