Integrating real and financial markets in an agent-based economic model: An application to monetary policy design

DOI10.1007/S10614-008-9138-2zbMath1142.91700OpenAlexW2073022490MaRDI QIDQ943968

Andrea Teglio, Marco Raberto, Silvano Cincotti

Publication date: 12 September 2008

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10614-008-9138-2

zbMATH Keywords

Agent-based computational economicsFinancial markets and the macroeconomyMonetary policy design

Mathematics Subject Classification ID

Economic time series analysis (91B84) Macroeconomic theory (monetary models, models of taxation) (91B64) Other game-theoretic models (91A40) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Related Items (1)

MONETARY POLICY TRANSMISSION IN A MACROECONOMIC AGENT-BASED MODEL

Cites Work

• Handbook of computational economics. Vol. 2: Agent-based computational economics
• A dynamic general disequilibrium model of a sequential monetary production economy
• Learning competitive pricing strategies by multi-agent reinforcement learning
• ASPEN: A microsimulation model of the economy
• Traders' long-run wealth in an artificial financial market
• Structure, behavior, and market power in an evolutionary labor market with adaptive search
• A general equilibrium model of a production economy with asset markets.
• Agent-based computational finance: Suggested readings and early research
• Optimal Interest-Rate Smoothing
• Monetary Policy Experiments in an Artificial Multi-Market Economy with Reservation Wages
• Agent-based simulation of a financial market

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