Agent-based models · Sources
Housing / Credit ABM sources, papers, and evidence trail
Primary papers, model variants, source notes, and review signals behind the Housing / Credit ABM page.
References
Primary and official sources
First-party releases, central-bank materials, official statistical agencies, and institutional documents.
[S1] Bank of England
Carro (2023) -- Bank of England updated housing ABM with buy-to-let investors and rental sector
Primary - Bank of England
[S2] Bank of England
Baptista et al. (2016) -- Bank of England agent-based model for UK housing-market macroprudential policy
Primary - Bank of England
Reference sources
Reference material used for orientation; read primary and academic sources first when claims conflict.
[S3] Reference
Geanakoplos (2010) -- leverage cycles as emergent phenomenon from heterogeneous beliefs and collateral constraints
Reference
[S4] Reference
Axtell et al. (2014) -- first large-scale computational housing model with millions of agents
Reference
[S5] Reference
Ge (2017) -- endogenous bank behavior and mortgage contract heterogeneity in housing ABM
Reference
[S6] Reference
Chan-Lau (2017) and Bookstaber, Paddrik, and Tivnan (2018) -- neighboring macro-financial ABMs for balance-sheet and funding-stress propagation
Reference
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