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Credit market dynamics: a cobweb model

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  • S. Casellina
  • S. Landini
  • M. Uberti

Abstract

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Suggested Citation

  • S. Casellina & S. Landini & M. Uberti, 2011. "Credit market dynamics: a cobweb model," Computational Economics, Springer;Society for Computational Economics, vol. 38(3), pages 221-239, October.
    • Handle: RePEc:kap:compec:v:38:y:2011:i:3:p:221-239
    DOI: 10.1007/s10614-011-9279-6
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    References listed on IDEAS

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    1. William A. Brock & Cars H. Hommes, 1997. "A Rational Route to Randomness," Econometrica, Econometric Society, vol. 65(5), pages 1059-1096, September.
    2. Dieci, Roberto & Westerhoff, Frank, 2010. "Interacting cobweb markets," Journal of Economic Behavior & Organization, Elsevier, vol. 75(3), pages 461-481, September.
    3. William A. Brock & Cars H. Hommes, 2001. "A Rational Route to Randomness," Chapters, in: W. D. Dechert (ed.), Growth Theory, Nonlinear Dynamics and Economic Modelling, chapter 16, pages 402-438, Edward Elgar Publishing.
    4. Brock, William A. & Hommes, Cars H., 1998. "Heterogeneous beliefs and routes to chaos in a simple asset pricing model," Journal of Economic Dynamics and Control, Elsevier, vol. 22(8-9), pages 1235-1274, August.
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    Citations

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    Cited by:

    1. Landini, Simone & Uberti, Mariacristina & Casellina, Simone, 2015. "Italian mortgage markets and their dynamics," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 108(C), pages 245-259.
    2. Mariacristina Uberti & Simone Landini & Simone Casellina, 2014. "Adjustable and fixed interest rates mortgage markets modelling," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 22(2), pages 391-406, June.

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    More about this item

    Keywords

    Credit market; Price fluctuations; Market interactions; Interest rate dynamics; Nonlinear dynamics; C02; C6; E4;
    All these keywords.

    JEL classification:

    • C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
    • C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
    • E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates

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