Coexisting Attractors in a Heterogeneous Agent Model in Discrete Time

In this paper, the discrete-time version of a continuous-time model with fundamentalists and momentum traders is presented. Our aim consists of studying the impact of cross-sectional momentum traders on the dynamics of the model. To this end, the continuous-time deterministic skeleton of the benchma...

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Bibliographic Details
Main Authors: Serena Brianzoni, Giovanni Campisi, Graziella Pacelli
Format: Article
Language:English
Published: MDPI AG 2023-05-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/11/10/2348