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Macroprudential policy in an agent-based model of the UK housing market

Baptista, Rafa; Farmer, J. Doyne; Hinterschweiger, Marc; … - 2016

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To bail-out or to bail-in? : answers from an agent-based model

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Leverage-induced systemic risk under Basle II and other credit risk policies

Poledna, Sebastian; Thurner, Stefan; Farmer, J. Doyne; … - In: Journal of banking & finance 42 (2014), pp. 199-212

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A third wave in the economics of climate change

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A simulation of the insurance industry : the problem of risk model homogeneity

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Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market

Carro, Adrian; Hinterschweiger, Marc; Uluc, Arzu; … - 2022

Persistent link: https://www.econbiz.de/10013199507

Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market

Carro, Adrián; Hinterschweiger, Marc; Uluc, Arzu; … - 2022

Persistent link: https://www.econbiz.de/10013389452

Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market

Carro, Adrian; Hinterschweiger, Marc; Uluc, Arzu; … - In: Industrial and corporate change 32 (2023) 2, pp. 386-432

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Black-box Bayesian inference for agent-based models

Dyer, Joel; Cannon, Patrick; Farmer, J. Doyne; Schmon, … - In: Journal of economic dynamics & control 161 (2024), pp. 1-36

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Heterogeneous Effects and Spillovers of Macroprudential Policy in an Agent-based Model of the UK Housing Market

Carro, Adrian; Hinterschweiger, Marc; Uluc, Arzu; … - 2022

We develop an agent-based model of the UK housing market to study the impact of macroprudential policy experiments on key housing market indicators. The heterogeneous nature of this model enables us to assess the effects of such experiments on the housing, rental and mortgage markets not only in...

Persistent link: https://www.econbiz.de/10013289212