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A Multi-Agent Computational Model For Brazilian Stock Market: The "Gap Value" Channel Of Monetary Policy Transmission Mechanism

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  • MARCELO DE OLIVEIRA PASSOS
  • JEAN RODRIGUES VENECIAN

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  • Marcelo De Oliveira Passos & Jean Rodrigues Venecian, 2016. "A Multi-Agent Computational Model For Brazilian Stock Market: The "Gap Value" Channel Of Monetary Policy Transmission Mechanism," Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting] 044, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    • Handle: RePEc:anp:en2014:044
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    References listed on IDEAS

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    1. Werker, C. & Brenner, T., 2004. "Empirical calibration of simulation models," Working Papers 04.13, Eindhoven Center for Innovation Studies.
    2. Judd, Kenneth L., 2006. "Computationally Intensive Analyses in Economics," Handbook of Computational Economics, in: Leigh Tesfatsion & Kenneth L. Judd (ed.), Handbook of Computational Economics, edition 1, volume 2, chapter 17, pages 881-893, Elsevier.
    3. LeBaron, Blake, 2006. "Agent-based Computational Finance," Handbook of Computational Economics, in: Leigh Tesfatsion & Kenneth L. Judd (ed.), Handbook of Computational Economics, edition 1, volume 2, chapter 24, pages 1187-1233, Elsevier.
    4. Hans M. Amman & David A. Kendrick, . "Computational Economics," Online economics textbooks, SUNY-Oswego, Department of Economics, number comp1.
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