NDLTD Global ETD Search
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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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Spelling suggestions: "subject:"sociodynamic"" "subject:"biodynamics""

1

Lending Sociodynamics and Drivers of the Financial Business Cycle

J. Hawkins, Raymond, Kuang, Hengyu January 2017 (has links)
We extend sociodynamic modeling of the financial business cycle to the Euro Area and Japan. Using an opinion-formation model and machine learning techniques we find stable model estimation of the financial business cycle using central bank lending surveys and a few selected macroeconomic variables. We find that banks have asymmetric response to good and bad economic information, and that banks adapt to their peers' opinions when changing lending policies.
economic instability
Financial Instability hypothesis
Sociodynamics
opinion formation
systemic risk
Random Forest
Fokker-Planck equation

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