Interactions between the real economy and the stock market: a simple agent-based approach
From MaRDI portal
Publication:714264
DOI10.1155/2012/504840zbMath1248.91071OpenAlexW2053619580WikidataQ58700604 ScholiaQ58700604MaRDI QIDQ714264
Publication date: 19 October 2012
Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2012/504840
Economic time series analysis (91B84) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Heterogeneous agent models (91B69)
Related Items
Optimal monetary policy in a New Keynesian model with animal spirits and financial markets, Agents' beliefs and economic regimes polarization in interacting markets, The international synchronisation of business cycles: the role of animal spirits, Dynamics in a nonlinear Keynesian good market model, Introducing a price variation limiter mechanism into a behavioral financial market model, Disequilibrium dynamics in a Keynesian model with time delays, Contagion between asset markets: a two market heterogeneous agents model with destabilising spillover effects, Real and financial interacting markets: a behavioral macro-model, Real and financial market interactions in a multiplier-accelerator model: Nonlinear dynamics, multistability and stylized facts, Prices, debt and market structure in an agent-based model of the financial market
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Animal spirits in the foreign exchange market
- Structural stochastic volatility in asset pricing dynamics: estimation and model contest
- The heterogeneous expectations hypothesis: Some evidence from the lab
- A robust rational route to randomness in a simple asset pricing model
- Heterogeneous speculators, endogenous fluctuations and interacting markets: a model of stock prices and exchange rates
- Behavioral heterogeneity in stock prices
- The emergence of bull and bear dynamics in a nonlinear model of interacting markets
