Carlo Luigi Bianchi : Citation Profile


Are you Carlo Luigi Bianchi?

Università degli Studi di Pisa

6

H index

4

i10 index

136

Citations

RESEARCH PRODUCTION:

15

Articles

47

Papers

RESEARCH ACTIVITY:

   34 years (1974 - 2008). See details.
   Cites by year: 4
   Journals where Carlo Luigi Bianchi has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 35 (20.47 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbi198
   Updated: 2018-12-08    RAS profile: 2011-07-27    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Carlo Luigi Bianchi.

Is cited by:

Calzolari, Giorgio (42)

Grazzini, Jakob (10)

Moneta, Alessio (9)

Richiardi, Matteo (9)

Gallegati, Mauro (8)

Guerini, Mattia (8)

Fiorentini, Gabriele (8)

Di Iorio, Francesca (5)

Lamperti, Francesco (4)

Tedeschi, Gabriele (4)

Fagiolo, Giorgio (3)

Cites to:

Calzolari, Giorgio (85)

Schmidt, Peter (15)

Klein, Lawrence (13)

Gallegati, Mauro (11)

Jorgenson, Dale (11)

Brissimis, Sophocles (10)

Mariano, Roberto (9)

Fair, Ray (9)

giulioni, gianfranco (7)

Gallant, A. (7)

Delli Gatti, Domenico (5)

Main data


Where Carlo Luigi Bianchi has published?


Journals with more than one article published# docs
Econometrica2
Computational Economics2
Economics Letters2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany42
Economics Department Working Papers / Department of Economics, Parma University (Italy)2

Recent works citing Carlo Luigi Bianchi (2018 and 2017)


YearTitle of citing document
2017A method for agent-based models validation. (2017). Moneta, Alessio ; Guerini, Mattia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:125-141.

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2018Agent-based model calibration using machine learning surrogates. (2018). Roventini, Andrea ; Sani, Amir ; Lamperti, Francesco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:366-389.

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2018An information theoretic criterion for empirical validation of simulation models. (2018). Lamperti, Francesco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:83-106.

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2018Sustainability and adequacy of the Spanish pension system after the 2013 reform: a microsimulation analysis.. (2018). Patxot, Concepció ; Souto, Guadalupe ; Sole, Meritxell. In: UB Economics Working Papers. RePEc:ewp:wpaper:372web.

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2018The Impact of the Retirement Decision and Demographics on Pension Sustainability: A Dynamic Microsimulation Analysis. (2018). Patxot, Concepcio ; Spielauer, Martin ; Souto, Guadalupe ; Sole, Meritxell. In: International Journal of Microsimulation. RePEc:ijm:journl:v11:y:2018:i:2:p:84-108.

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2018Using realistic trading strategies in an agent-based stock market model. (2018). Llacay, Barbara ; Peffer, Gilbert. In: Computational and Mathematical Organization Theory. RePEc:spr:comaot:v:24:y:2018:i:3:d:10.1007_s10588-017-9258-0.

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2017Monetary policy and dark corners in a stylized agent-based model. (2017). Gualdi, Stanislao ; Bouchaud, Jean-Philippe ; Zamponi, Francesco ; Tarzia, Marco. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:12:y:2017:i:3:d:10.1007_s11403-016-0174-z.

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2018Empirical validation of simulated models through the GSL-div: an illustrative application. (2018). Lamperti, Francesco. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:1:d:10.1007_s11403-017-0206-3.

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2017Validation of Agent-Based Models in Economics and Finance. (2017). Roventini, Andrea ; Moneta, Alessio ; Guerini, Mattia ; Fagiolo, Giorgio ; Lamperti, Francesco. In: LEM Papers Series. RePEc:ssa:lemwps:2017/23.

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Works by Carlo Luigi Bianchi:


YearTitleTypeCited
2003Microsimulating the Evolution of Italian Pension Benefits: the Role of Retirement Choices and Lowest Pensions Indexing In: LABOUR.
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article6
1978A Program for Stochastic Simulation of Econometric Models. In: Econometrica.
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article9
1979A Note on the Numerical Results by Goldberger, Nagar, and Odeh. In: Econometrica.
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article3
1979A Monte Carlo approach to compute the asymptotic standard errors of dynamic multipliers In: Economics Letters.
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article2
1979On the stability of the Klein-I model In: Economics Letters.
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article0
1981Estimating asymptotic standard errors and inconsistencies of impact multipliers in nonlinear econometric models In: Journal of Econometrics.
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article5
1987Measuring forecast uncertainty : A review with evaluation based on a macro model of the French economy In: International Journal of Forecasting.
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article3
1987Forecast variance in simultaneous equation models: analytic and Monte Carlo methods.(1987) In: MPRA Paper.
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This paper has another version. Agregated cites: 3
paper
2008Validation in agent-based models: An investigation on the CATS model In: Journal of Economic Behavior & Organization.
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article20
1994Alternative Estimators of the Cox, ingersoll and Ross Model of the Term Structure of Interest Rates: A Monte Carlo Comparison. In: Banca Italia - Servizio di Studi.
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paper4
2006CEO Turnover in the Italian Financial Market In: Giornale degli Economisti.
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article1
1980The One-Period Forecast Errors in Nonlinear Econometric Models. In: International Economic Review.
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article12
2007Validating and Calibrating Agent-Based Models: A Case Study In: Computational Economics.
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article32
2006Validating and Calibrating Agent-based Models: a Case Study.(2006) In: Computing in Economics and Finance 2006.
[Citation analysis]
This paper has another version. Agregated cites: 32
paper
1996Indirect Estimation of Stochastic Differential Equation Models: Some Computational Experiments. In: Computational Economics.
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article3
1992Analysis of Large-Scale Econometric Models Using Supercomputer Techniques. In: Computer Science in Economics & Management.
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article2
2006Internal dealing regulation and insiders’ trades in the Italian financial market In: European Journal of Law and Economics.
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article1
2004On the potential pitfalls in estimating convergence by means of pooled and panel data In: Economics Department Working Papers.
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paper4
2007Rules versus discretion in fiscal policy In: Economics Department Working Papers.
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paper1
1976Divergences in the results of stochastic and deterministic simulation of an Italian non linear econometric model In: MPRA Paper.
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paper10
1982Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods In: MPRA Paper.
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paper4
1984Analyse et mesure de lincertitude en prevision dun modele econometrique. Application au modele mini-DMS In: MPRA Paper.
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paper2
1983Standard errors of forecasts in dynamic simulation of nonlinear econometric models: some empirical results In: MPRA Paper.
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paper1
1982Stime 2SLS con componenti principali di un modello non lineare dell economia italiana In: MPRA Paper.
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1975Aggiornamento del modello al 1974 e nuove simulazioni In: MPRA Paper.
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1981Standard errors of multipliers and forecasts from structural coefficients with block-diagonal covariance matrix In: MPRA Paper.
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paper1
1979Some results on the stochastic simulation of a nonlinear model of the Italian economy In: MPRA Paper.
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1976Simulation properties of alternative methods of estimation: an application to a model of the Italian economy In: MPRA Paper.
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1978Spectral analysis of stochastic and analytic simulation results for a nonlinear model for the Italian economy In: MPRA Paper.
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paper1
1974Interactive management of time series In: MPRA Paper.
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1974Interactive management of time series.(1974) In: MPRA Paper.
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This paper has another version. Agregated cites: 0
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1976Utilizing a program loaded into the user program area to load another module in the same user program area In: MPRA Paper.
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1976User defined functions and operators In: MPRA Paper.
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1978Stochastic simulation: a package for Monte Carlo experiments on econometric models In: MPRA Paper.
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1979Condensed version of the OECD foreign trade by commodities tapes In: MPRA Paper.
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1981Alternative estimates of the Klein-I model In: MPRA Paper.
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1978Stochastic simulation and dynamic properties of the new version of the Italian model In: MPRA Paper.
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1988A trade-off criterion for evaluating effectiveness and reliability of alternative policy actions In: MPRA Paper.
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1979A package for analytic simulation of econometric models In: MPRA Paper.
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1979On the restricted reduced form of the Klein-I model: revised computations to complete A note on the numerical results by Goldberger, Nagar and Odeh, Econometrica, 47 (1979) In: MPRA Paper.
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1978Stochastic simulation of econometric models: installation procedures and users instructions In: MPRA Paper.
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paper1
1985Asymptotic properties of dynamic multipliers in nonlinear econometric models In: MPRA Paper.
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1980A simulation approach to some dynamic properties of econometric models In: MPRA Paper.
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1976Analisi e simulazione stocastica di un modello aggregato delleconomia italiana 1952-1971 In: MPRA Paper.
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1980Simulation of a nonlinear econometric model In: MPRA Paper.
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paper1
1979The asymptotic distribution of impact multipliers for a non-linear structural econometric model, In: MPRA Paper.
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1976Monte Carlo methods in econometrics: a package for the stochastic simulation In: MPRA Paper.
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1991Simulation of interest rate options using ARCH In: MPRA Paper.
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paper4
1978Ven der Giessens reordering algorithm in the program for stochastic simulation of econometric models In: MPRA Paper.
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1975DMS/2: un sistema per la soluzione e simulazione interattiva di modelli econometrici In: MPRA Paper.
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1980Significance of the characteristic roots of linearized econometric models In: MPRA Paper.
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1978A manageable support for the O.E.C.D. data on foreign trade by commodities In: MPRA Paper.
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1982Uncertainty of policy recommendations for nonlinear econometric models: some empirical results In: MPRA Paper.
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1976Stochastic simulation of an aggregated model of the Italian economy: methodological and empirical aspects In: MPRA Paper.
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1983Confidence intervals of forecasts from nonlinear econometric models In: MPRA Paper.
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1985Effectiveness versus reliability of policy actions under government budget constraint: the case of France In: MPRA Paper.
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1983Analysis and measurement of the uncertainty in Mini-Dms model for the French economy In: MPRA Paper.
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1986Forecasts and constraints on policy actions: the reliability of alternative instruments In: MPRA Paper.
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1986Parametric and nonparametric Monte Carlo estimates of standard errors of forecasts in econometric models In: MPRA Paper.
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1978La varianza dellerrore di previsione nei modelli econometrici: applicazione ad un modello nonlineare delleconomia italiana In: MPRA Paper.
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2005Comportamenti imitativi tra gli analisti finanziari nel mercato finanziario italiano In: Rivista di Politica Economica.
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Estimation and Stochastic Simulation of Large-Scale Econometric Models with Rational Expectations In: Computing in Economics and Finance 1997.
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