Real and financial crises: A multi-agent approach
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More about this item
Keywords
Systemic risk; Crash; Herding; Bayesian learning; Endogenous money; preferential attachment; Agent-based models.;All these keywords.
JEL classification:
- D58 - Microeconomics - - General Equilibrium and Disequilibrium - - - Computable and Other Applied General Equilibrium Models
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- G01 - Financial Economics - - General - - - Financial Crises
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- B16 - Schools of Economic Thought and Methodology - - History of Economic Thought through 1925 - - - Quantitative and Mathematical
- C00 - Mathematical and Quantitative Methods - - General - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2013-07-15 (Central Banking)
- NEP-CMP-2013-07-15 (Computational Economics)
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