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Computational Economics: Heterogeneous Agent Modeling
- 1st Edition - June 19, 2018
- Editors: Cars Hommes, Blake LeBaron
- Language: English
- Hardback ISBN:9 7 8 - 0 - 4 4 4 - 6 4 1 3 1 - 1
- eBook ISBN:9 7 8 - 0 - 4 4 4 - 6 4 1 3 2 - 8
Handbook of Computational Economics: Heterogeneous Agent Modeling, Volume Four, focuses on heterogeneous agent models, emphasizing recent advances in macroeconomics (includin… Read more
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Request a sales quoteHandbook 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
Graduate students and professors worldwide studying quantitative economic methods and their applications
Introduction: Why heterogeneity?
Cars Hommes and Blake LeBaron
Macroeconomics
1. Bounded Rationality and Heterogeneous Agents in Macroeconomics: Microfoundations
William Branch and Bruce McGough
2. Agent-based Macroeconomics (including policy & innovation)
Herbert Dawid and Domenico Delli Gatti
3. Firm Dynamics
Robert Axtell
4. Heterogeneous agents in the Macroeconomy: Reduced-heterogeneity representations
Xavier Ragot
Finance
5. Heterogeneous Agent Models in Finance
Xue-Zhong (Tony) He and Roberto Dieci
6. Leverage Cycles
Doyne Farmer
7. Market Microstructure
Jean-Philippe Bouchaud
Empirical validation and experiments
8. Empirical Validation of Heterogeneous Agent Models
Thomas Lux and Remco Zwinkels
9. Experimental Macroeconomics
Jasmina Arifovic and John Duffy
10. Experimental Games
Rosemarie Nagel and Felix Mauersberger
Networks
11. Complex Financial Networks
Giulia Iori and Rosario N. Mantegna
12. Economic and Social Networks
Sanjeev Goyal
Other Applications
13. Market Design and Electricity Markets
Leigh Tesfatsion
Perspectives on heterogeneity
14. Modeling a Heterogeneous World
Alan Kirman and Rick Bookstaber
- No. of pages: 834
- Language: English
- Edition: 1
- Published: June 19, 2018
- Imprint: North Holland
- Hardback ISBN: 9780444641311
- eBook ISBN: 9780444641328
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Cars Hommes
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