Households and Market Stability

Novel framework combining macroeconomic and agent-based financial market modeling to study financial stability with household agents.

January 2024 · Sebastian Benthall, Christopher Carroll, Zachary David, John Liechty, Alan Lujan, Nathan Palmer, Nicholas Skar-Gislinge

Simulating Heterogeneous Portfolio Choices and Financial Market Outcomes

Uses a unique stock market model to show how investors with different expectations impact financial stability. Supported by DARPA.

January 2022 · Sebastian Benthall, Christopher Carroll, Zachary David, John Liechty, Alan Lujan, Christopher McComb, Nicholas Skar-Gislinge