Chun-Yi Yang

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Getting at Systemic Risk Via an Agent-Based Model of the Housing Market

Cowles Foundation Discussion Paper No. 1852
Number of pages: 14 Posted: 11 Mar 2012
Yale University, George Mason University - Department of Computational Social Science, University of Oxford - Institute for New Economic Thinking at the Oxford Martin School, Brown University - Department of Economics, affiliation not provided to SSRN, affiliation not provided to SSRN, George Mason University - Department of Computational Social Science, Board of Governors of the Federal Reserve System and affiliation not provided to SSRN
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Abstract:

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Agent based models, Housing prices, Boom and bust, Leverage, Interest rates, Foreclosures, Systemic risk