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Agent-Based Modeling and Network Dynamics$
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Akira Namatame and Shu-Heng Chen

Print publication date: 2016

Print ISBN-13: 9780198708285

Published to Oxford Scholarship Online: March 2016

DOI: 10.1093/acprof:oso/9780198708285.001.0001

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Agent-Based Modeling of Economic Crises

Agent-Based Modeling of Economic Crises

Chapter:
(p.286) 10 Agent-Based Modeling of Economic Crises
Source:
Agent-Based Modeling and Network Dynamics
Author(s):

Akira Namatame

Shu-Heng Chen

Publisher:
Oxford University Press
DOI:10.1093/acprof:oso/9780198708285.003.0010

This chapter presents an agent-based model for studying the interactions between the financial system and the real economy. This model also contributes to enriching our understanding of potential vulnerabilities and the paths through which economic crises can propagate across economic and financial networks. Combining an agent-based model with network analysis can help to shed light on how a failure in a firm propagates through dynamic credit networks and leads to a cascade of bankruptcies.

Keywords:   agent-based economics, credit relationship, net-worth, balance sheet, leverage, defaulting cascade, evolving credit networks

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