Simulation and validation of an integrated markets model
The behavior of boundedly rational agents in two interacting markets is investigated. A discrete-time model of coupled financial and consumer markets is described. The integrated model consists of heterogenous consumers, financial traders, and production firms. The production firms operate in the co...
| Main Authors: | , , , |
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| Format: | Others |
| Language: | en |
| Published: |
SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business
2003
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| Subjects: | |
| Online Access: | http://epub.wu.ac.at/1454/1/document.pdf |