Housing / Credit ABM Model

[S1] Bank of England

Baptista et al. (2016) -- Bank of England housing ABM for macroprudential policy evaluation

Primary - Bank of England

[S2] Bank of England

Carro (2023) -- Bank of England updated housing ABM with buy-to-let investors and rental sector

Primary - Bank of England

[S3] International Monetary Fund

Bookstaber et al. (2018) -- IMF ABBA framework with housing-credit contagion channel

Primary - International Monetary Fund

[S4] Reference

Geanakoplos (2010) -- leverage cycles as emergent phenomenon from heterogeneous beliefs and collateral constraints

Reference

[S5] Reference

Axtell et al. (2014) -- first large-scale computational housing model with millions of agents

Reference

[S6] Reference

Ge (2017) -- endogenous bank behavior and mortgage contract heterogeneity in housing ABM

Reference