fragilidad financiera empresarial y expectativas de ingresos: evidencias de un modelo multi-agentes

Clicks: 131
ID: 193389
2018
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Abstract
This paper aims to link the financial fragility of non-financial firms to the way they expect proceeds from their sales: this is then represented in an agent-based macroeconomic model. Using Schumpeter’s monetary analysis, the model is based upon the payment and debt network between agents as well as the resulting net cash balances. As part of the model’s artificial economy, firms suffer financial fragility in relation with the credits granted by a single bank. They then use different adaptive mechanisms from their expected proceeds. The model is a complex system, and we extract results through numerical simulations.
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stellian2018cuadernosfragilidad Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors ;Rémi STELLIAN
Journal microbiome
Year 2018
DOI
10.15446/cuad.econ.v37n73.58910
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