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Agent-based financial markets and New Keynesian macroeconomics: a synthesis
16 references·1 citing·43 second hop
Agent-based financial markets and New Keynesian macroeconomics: a synthesis (2012)Agent-based financial markets and New Key…The Econometrics of Financial Markets (2012)The Econometrics of Financial…THE FINANCIAL CRISIS AND THE SYSTEMIC FAILURE OF THE ECONOMICS PROFESSION (2009)THE FINANCIAL CRISIS AND THE …How Did Economists Get It So Wrong (2009)How Did Economists Get It So …Optimal monetary policy with the cost channel (2006)Optimal monetary policy with …Learning and Expectations in Macroeconomics (2001)Learning and Expectations in …VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS (2000)VOLATILITY CLUSTERING IN FINA…Monetary Policy and Asset Price Volatility (2000)Monetary Policy and Asset Pri…Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Chapter 21 The financial acce…Heterogeneous beliefs and routes to chaos in a simple asset pricing model (1998)Heterogeneous beliefs and rou…The Econometrics of Financial Markets (1997)The Econometrics of Financial…Asset Pricing Under Endogenous Expectations in an Artificial Stock Market (1997)Asset Pricing Under Endogenou…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Ants, Rationality, and Recruitment (1993)Ants, Rationality, and Recrui…The use of technical analysis in the foreign exchange market (1992)The use of technical analysis…Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)Using Survey Data to Test Som…Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…TAKING STOCK: A RIGOROUS MODELLING OF ANIMAL SPIRITS IN MACROECONOMICS (2017)TAKING STOCK: A RIGOROUS MODE…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Credit Spreads and Business Cycle Fluctuations (2012)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)One Decade of Inflation Targeting in the World: What Do We Know and What Do We Need to Know? (2001)Should Central Banks Respond to Movements in Asset Prices? (2001)Financial Intermediaries and Monetary Economics (2010)Asset Prices in an Exchange Economy (1978)A Rational Route to Randomness (1997)Time series properties of an artificial stock market (1999)Agent-based computational finance: Suggested readings and early research (2000)The Economy as an Evolving Complex System II (2018)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Empirical exchange rate models of the seventies (1983)Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)The spandrels of San Marco and the Panglossian paradigm: a critique of the adaptationist programme (1979)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Competing Technologies, Increasing Returns, and Lock-In by Historical Events (1989)The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions (1998)Rules, discretion and reputation in a model of monetary policy (1983)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)Judgment Under Uncertainty: Heuristics and Biases. (1984)The Cross-Section of Expected Stock Returns (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection (2003)Heterogeneous Agent Models in Economics and Finance (2005)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Introductory Econometrics for Finance (2008)
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References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 1985Does the Stock Market Overreact?7,569 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 1999Chapter 21 The financial accelerator in a quantitative business cycle framework3,549 cited
  • 2001Learning and Expectations in Macroeconomics2,079 cited
  • 1998Heterogeneous beliefs and routes to chaos in a simple asset pricing model1,697 cited
  • 2000Monetary Policy and Asset Price Volatility1,274 cited
  • 1992The use of technical analysis in the foreign exchange market1,071 cited
  • 1993Ants, Rationality, and Recruitment986 cited
  • 1997Asset Pricing Under Endogenous Expectations in an Artificial Stock Market832 cited
  • 2009How Did Economists Get It So Wrong787 cited
  • 1985Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations738 cited
  • 2000VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS701 cited
  • 2006Optimal monetary policy with the cost channel503 cited
  • 2009

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THE FINANCIAL CRISIS AND THE SYSTEMIC FAILURE OF THE ECONOMICS PROFESSION
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  • 2017TAKING STOCK: A RIGOROUS MODELLING OF ANIMAL SPIRITS IN MACROECONOMICS60 cited