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Search: subject:"Heterogeneous Agent Models"
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Agent-based modeling
heterogeneous agent models
22
Heterogeneous agent models
18
Theorie
18
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18
Agentenbasierte Modellierung
12
Heterogeneous Agent Models
9
Estimation
7
Schätzung
7
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5
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5
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12
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Parra-Alvarez, Juan Carlos
3
Posch, Olaf
3
Wang, Mu-Chun
3
Liu, Laura
2
Plagborg-Møller, Mikkel
2
Anufriev, Mikhail
1
Bayer, Christian
1
Emoto, Masakazu
1
Fernandez-Perez, Adrian
1
Frijns, Bart
1
Gusella, Filippo
1
LeBaron, Blake Dean
1
Luetticke, Ralph
1
Sunakawa, Takeki
1
Tan, Eugene
1
Te, Bao
1
Tourani Rad, Alireza
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Tuinstra, Jan
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ECONIS (ZBW)
12
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1
An endogenous gridpoint method for distributional dynamics
Bayer, Christian
;
Luetticke, Ralph
;
Weiss, Maximillian
; …
-
2024
heterogeneous
agent
models
, is linear in optimal policies. We introduce a novel method that captures nonlinearities of …
Persistent link: https://www.econbiz.de/10014553030
Saved in:
2
Full-information estimation of
heterogeneous
agent
models
using macro and micro data
Liu, Laura
;
Plagborg-Møller, Mikkel
- In:
Quantitative economics : QE ; journal of the …
14
(
2023
)
1
,
pp. 1-35
We develop a generally applicable full‐information inference method for
heterogeneous
agent
models
, combining aggregate …
Persistent link: https://www.econbiz.de/10014306350
Saved in:
3
Detecting and measuring financial cycles in heterogeneous agents models : an empirical analysis
Gusella, Filippo
-
2022
Persistent link: https://www.econbiz.de/10013169664
Saved in:
4
Full-information estimation of
heterogeneous
agent
models
using macro and micro data
Liu, Laura
;
Plagborg-Møller, Mikkel
-
2021
-
This version: January 12, 2021
Persistent link: https://www.econbiz.de/10012434305
Saved in:
5
Estimation of
heterogeneous
agent
models
: a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
-
2020
We study the statistical properties of
heterogeneous
agent
models
. Using aBewley-Hugget-Aiyagari model we compute the …
Persistent link: https://www.econbiz.de/10012256501
Saved in:
6
Estimation of
heterogeneous
agent
models
: a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
-
2020
Persistent link: https://www.econbiz.de/10012317765
Saved in:
7
Applying the explicit aggregation algorithm to
heterogeneous
agent
models
in continuous time
Emoto, Masakazu
;
Sunakawa, Takeki
- In:
Economics letters
206
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012886926
Saved in:
8
Microconsistency in simple empirical agent-based financial models
LeBaron, Blake Dean
- In:
Computational economics
58
(
2021
)
1
,
pp. 83-101
Persistent link: https://www.econbiz.de/10012587794
Saved in:
9
Identification and estimation of
heterogeneous
agent
models
: a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
-
2017
In this paper, we study the statistical properties of
heterogeneous
agent
models
with incomplete markets. Using a …
Persistent link: https://www.econbiz.de/10011745280
Saved in:
10
A fast and low computational memory algorithm for non-stochastic simulations in
heterogeneous
agent
models
Tan, Eugene
- In:
Economics letters
193
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509085
Saved in:
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