Computational Economics: Heterogeneous Agent Modeling
Published on 27. June 2018
834 pages
978-0-444-64132-8 (ISBN)
Description
Handbook of Computational Economics: Heterogeneous Agent Modeling, Volume Four, focuses on heterogeneous agent models, emphasizing recent advances in macroeconomics (including DSGE), finance, empirical validation and experiments, networks and related applications. Capturing the advances made since the publication of Volume Two (Tesfatsion & Judd, 2006), it provides high-level literature with sections devoted to Macroeconomics, Finance, Empirical Validation and Experiments, Networks, and other applications, including Innovation Diffusion in Heterogeneous Populations, Market Design and Electricity Markets, and a final section on Perspectives on Heterogeneity.
- Helps readers fully understand the dynamic properties of realistically rendered economic systems
- Emphasizes detailed specifications of structural conditions, institutional arrangements and behavioral dispositions
- Provides broad assessments that can lead researchers to recognize new synergies and opportunities
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Other editions
Additional editions
Cars Hommes | Blake LeBaron
Computational Economics: Heterogeneous Agent Modeling
Heterogeneous Agent Models
Book
06/2018
North-Holland
€142.37
Shipment within 15-20 days
Content
Introduction: Why heterogeneity?Cars Hommes and Blake LeBaron
Macroeconomics1. Bounded Rationality and Heterogeneous Agents in Macroeconomics: MicrofoundationsWilliam Branch and Bruce McGough2. Agent-based Macroeconomics (including policy & innovation)Herbert Dawid and Domenico Delli Gatti3. Firm DynamicsRobert Axtell4. Heterogeneous agents in the Macroeconomy: Reduced-heterogeneity representationsXavier Ragot
Finance5. Heterogeneous Agent Models in FinanceXue-Zhong (Tony) He and Roberto Dieci6. Leverage CyclesDoyne Farmer7. Market MicrostructureJean-Philippe Bouchaud
Empirical validation and experiments8. Empirical Validation of Heterogeneous Agent ModelsThomas Lux and Remco Zwinkels9. Experimental MacroeconomicsJasmina Arifovic and John Duffy10. Experimental GamesRosemarie Nagel and Felix Mauersberger
Networks11. Complex Financial NetworksGiulia Iori and Rosario N. Mantegna12. Economic and Social NetworksSanjeev Goyal
Other Applications13. Market Design and Electricity MarketsLeigh Tesfatsion
Perspectives on heterogeneity14. Modeling a Heterogeneous WorldAlan Kirman and Rick Bookstaber
