We propose a number of possibilities for future research on issues related to systemic risk in financial markets and its relationship to the macroeconomy. Some of the proposals aim to improve our understanding of the behavior of aggregate credit. Other proposals involve the development or richer agent-based models that potentially can help us understand the time-series properties of national output.
CITATION STYLE
Bougheas, S., & Kirman, A. (2018). Looking ahead: Part II. In Springer Proceedings in Complexity (pp. 153–156). Springer. https://doi.org/10.1007/978-3-319-65627-4_8
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