Handbook of Computational Economics: Heterogeneous Agent Models

Handbook of Computational Economics: Heterogeneous Agent Models, 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 systemsEmphasizes detailed specifications of structural conditions, institutional arrangements and behavioral dispositionsProvides broad assessments that can lead researchers to recognize new synergies and opportunities INDICE: Introduction: Why Heterogeneity? Cars Hommes (University of Amsterdam) and Blake LeBaron (Brandeis University) Macroeconomics 1. Bounded Rationality and Heterogeneous Agents in Macroeconomics: Microfoundations William Branch (UCI), Bruce McGough (University of Oregon) 2. Agent-based Macroeconomics (including policy and innovation) Herbert Dawid (University of Bielefeld), Domenico Delli Gatti (Cattolica Milan) 3. Firm Dynamics Rob Axtell (George Mason University) 4. Heterogeneous Agents in DSGE Models Wouter den Haan (LSE) Finance 5. Heterogeneous Agent Models in Finance Tony He (UTS, Sydney), Roberto Dieci (University of Bologna) 6. Market Microstructure and Leverage Cycles Doyne Farmer (Oxford University), Jean-Philippe Bouchaud (CFM, Paris) Empirical Validation and Experiments 7. Empirical Validation of Heterogeneous Agent Models Thomas Lux (University of Kiel), Remco Zwinkels (EUR, Rotterdam) 8. Experimental Macroeconomics Jasmina Arifovic (Simon Fraser), John Duffy (UCI) 9. Experimental Games Rosemarie Nagel (UPF), Nick Vriend (Queen Mary) Networks 10.Complex Financial Networks Giulia Iori (City University), Rosario Mantegna (European University) 11. Economic and Social Networks Sanjeev Goyal (Cambridge University) and Matt Jackson (Stanford) Other Applications 12. Innovation Diffusion in Heterogeneous Populations Peyton Young (University of Oxford) 13. Market Design and Electricity Markets Leigh Tesfatsion (Iowa State University) Perspectives on Heterogeneity 14. Complexity and Heterogeneity William Brock and Alan Kirman (GREQAM)

• ISBN: 978-0-444-64131-1
• Editorial: North Holland
• Encuadernacion: Cartoné
• Páginas: 1000
• Fecha Publicación: 01/06/2018
• Nº Volúmenes: 1
• Idioma: Inglés