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On the Use of Agent-Based Simulations

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  • Matteo Richiardi

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Paper provided by LABORatorio R. Revelli, Centre for Employment Studies in its series LABORatorio R. Revelli Working Papers Series with number 32.

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Length: 8 pages
Date of creation: 2003
Date of revision:
Handle: RePEc:cca:wplabo:32

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  1. Tesfatsion, Leigh, 2001. "Structure, behavior, and market power in an evolutionary labor market with adaptive search," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 25(3-4), pages 419-457, March.
  2. Leigh Tesfatsion, 2002. "Agent-Based Computational Economics," Computational Economics, EconWPA 0203001, EconWPA, revised 15 Aug 2002.
  3. Gatti, Domenico Delli & Di Guilmi, Corrado & Gallegati, Mauro & Giulioni, Gianfranco, 2007. "Financial Fragility, Industrial Dynamics, And Business Fluctuations In An Agent-Based Model," Macroeconomic Dynamics, Cambridge University Press, Cambridge University Press, vol. 11(S1), pages 62-79, November.
  4. Tesfatsion, Leigh, 1998. "Preferential Partner Selection in Evolutionary Labor Markets: A Study in Agent-Based Computational Economics," Staff General Research Papers, Iowa State University, Department of Economics 4063, Iowa State University, Department of Economics.
  5. Tesfatsion, Leigh & Judd, Kenneth L., 2006. "Handbook of Computational Economics, Vol. 2: Agent-Based Computational Economics," Staff General Research Papers, Iowa State University, Department of Economics 10368, Iowa State University, Department of Economics.
  6. Matteo Richiardi, 2003. "The Promises and Perils of Agent-Based Computational Economics," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies 29, LABORatorio R. Revelli, Centre for Employment Studies.
  7. Domenico Delli Gatti, Mauro Gallegati, Gianfranco Giulioni, Antonio Palestrini, -DISCUSSANT: Thomas Brenner, 2000. "Financial Fragility, Patterns Of Firms' Entry And Exit And Aggregate Dynamics," Computing in Economics and Finance 2000, Society for Computational Economics 282, Society for Computational Economics.
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