Freshly Printed - allow 10 days lead
Couldn't load pickup availability
Computational Economics: Heterogeneous Agent Modeling
Summarizes recent developments in agent-based economics, concentrating on macroeconomics, microfoundations and finance
Cars Hommes (Edited by), Blake LeBaron (Edited by)
9780444641311, Elsevier Science
Hardback, published 19 June 2018
834 pages
23.4 x 19 x 4.1 cm, 2.06 kg
"This timely and very impressive handbook volume provides in-depth survey essays on major recent developments in heterogeneous agent modeling in economics. The editors of the volume and the authors of the individual chapters are pioneers and leading researchers in this emergent area of study. The volume will be an essential resource for economists and graduate students who are working with or interested in heterogeneous agent models." --Journal of Economic Literature
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.
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
Subject Areas: Business mathematics & systems [KJQ], Econometrics [KCH]
