Computational Methods in Economic Dynamics

This volume is centered around the issue of market design and resulting market dynamics. The economic crisis of 2007-2009 has once again highlighted the importance of a proper design of market protocols and institutional details for economic dynamics and macroeconomics. Papers in this volume capture...

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Bibliographic Details
Other Authors: Dawid, Herbert (Editor), Semmler, Willi (Editor)
Format: eBook
Language:English
Published: Berlin, Heidelberg Springer Berlin Heidelberg 2011, 2011
Edition:1st ed. 2011
Series:Dynamic Modeling and Econometrics in Economics and Finance
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Table of Contents:
  • Editorial
  • Market Dynamics With Heterogeneous Agents: Allocative Efficiency and Traders' Protection Under Zero Intelligence Behavior
  • Using Software Agents to Supplement Tests Conducted by Human Subjects
  • Diversification Effect of Heterogeneous Beliefs
  • Can Investors Benefit from Using Trading Rules Evolved by Genetic Programming? A Test of the Adaptive Efficiency of U.S. Stock Markets With Margin Trading Allowed
  • Bankruptcy Prediction: A Comparison of Some Statistical and Machine Learning Techniques
  • Dynamic Policy Perspectives: Testing Institutional Arrangements via Agent-Based Modeling: A U.S. Electricity Market Application
  • Energy Shocks and Macroeconomic Stabilization Policies in an Agent-based Macro Model
  • The Impact of Migration on Origin Countries: A Numerical Analysis
  • An Algorithmic Equilibrium Solution for n-Person Dynamic Stackelberg Difference Games With Open-Loop Information Pattern