Corrado Di Guilmi : Citation Profile


Are you Corrado Di Guilmi?

University of Technology Sydney

9

H index

8

i10 index

424

Citations

RESEARCH PRODUCTION:

26

Articles

22

Papers

2

Chapters

RESEARCH ACTIVITY:

   17 years (2003 - 2020). See details.
   Cites by year: 24
   Journals where Corrado Di Guilmi has often published
   Relations with other researchers
   Recent citing documents: 41.    Total self citations: 26 (5.78 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdi147
   Updated: 2020-08-09    RAS profile: 2020-07-07    
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Relations with other researchers


Works with:

Barbosa de Carvalho, Laura (6)

Chiarella, Carl (2)

Catalano, Michele (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Corrado Di Guilmi.

Is cited by:

Gallegati, Mauro (48)

Napoletano, Mauro (42)

Roventini, Andrea (42)

Fagiolo, Giorgio (27)

Dosi, Giovanni (21)

Gaffard, Jean-Luc (16)

Tedeschi, Gabriele (14)

Russo, Alberto (10)

Delli Gatti, Domenico (10)

De Grauwe, Paul (10)

Pedrosa, Italo (9)

Cites to:

Gallegati, Mauro (61)

Chiarella, Carl (30)

Gaffeo, Edoardo (29)

Delli Gatti, Domenico (28)

Palestrini, Antonio (28)

He, Xuezhong (20)

giulioni, gianfranco (20)

Lux, Thomas (18)

Stiglitz, Joseph (18)

Dosi, Giovanni (13)

Brock, William (12)

Main data


Where Corrado Di Guilmi has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications5
Journal of Economic Behavior & Organization4
Advances in Complex Systems (ACS)3
Studies in Nonlinear Dynamics & Econometrics3
Macroeconomic Dynamics2
Journal of Economic Dynamics and Control2
Revue de l'OFCE2
Economics Bulletin2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org3
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney3
Working Papers, Department of Economics / University of So Paulo (FEA-USP)2
Working Paper Series / Economics Discipline Group, UTS Business School, University of Technology, Sydney2
CRETA Online Discussion Paper Series / Centre for Research in Economic Theory and its Applications CRETA2

Recent works citing Corrado Di Guilmi (2020 and 2019)


YearTitle of citing document
2019Macro and Micro Prudential Policies: Sweet and Lowdown in a Credit Network Agent Based Model. (2019). Giri, Federico ; Gallegati, Mauro ; Catullo, Ermanno. In: Working Papers. RePEc:anc:wpaper:434.

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2020Explaining herding and volatility in the cyclical price dynamics of urban housing markets using a large scale agent-based model. (2020). Harre, Michael ; Ormerod, Paul ; Carro, Adrian ; Prokopenko, Mikhail ; Glavatskiy, Kirill S. In: Papers. RePEc:arx:papers:2004.07571.

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2019Inflation Targets and the Zero Lower Bound in a Behavioural Macroeconomic Model. (2019). Ji, Yuemei ; de Grauwe, Paul ; DeGrauwe, Paul. In: Economica. RePEc:bla:econom:v:86:y:2019:i:342:p:262-299.

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2017TAKING STOCK: A RIGOROUS MODELLING OF ANIMAL SPIRITS IN MACROECONOMICS. (2017). Westerhoff, Frank ; Franke, Reiner ; Zamparelli, Luca ; Veneziani, Roberto. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:5:p:1152-1182.

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2019Portfolio selection with inflation-linked bonds and indexation lags. (2019). Li, Kai. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:10.

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2020Quantifying the concerns of Dimon and Buffett with data and computation. (2020). Oldham, Matthew. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300336.

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2019Income inequality, consumer debt, and prudential regulation: An agent-based approach to study the emergence of crises and financial instability. (2019). D'Orazio, Paola. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:308-331.

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2019Technology diffusion, innovation size, and patent policy. (2019). Kishi, Keiichi. In: European Economic Review. RePEc:eee:eecrev:v:118:y:2019:i:c:p:382-410.

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2020Structural reforms, animal spirits, and monetary policies. (2020). Ji, Yuemei ; de Grauwe, Paul ; DeGrauwe, Paul. In: European Economic Review. RePEc:eee:eecrev:v:124:y:2020:i:c:s0014292120300271.

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2019Heterogeneous agent models in financial markets: A nonlinear dynamics approach. (2019). Li, Youwei ; He, Xuezhong ; Zheng, Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:135-149.

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2019A basic New Keynesian DSGE model with dispersed information: An agent-based approach. (2019). Grazzini, Jakob ; Gobbi, Alessandro. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:101-116.

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201920 years of WEHIA: A journey in search of a safer road. (2019). Kirman, Alan ; Gallegati, Mauro. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:5-14.

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2019An approach to identifying micro behavior: How banks’ strategies influence financial cycles. (2019). Recchioni, Maria Cristina ; Tedeschi, Gabriele ; Berardi, Simone. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:162:y:2019:i:c:p:329-346.

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2020Animal spirits, risk premia and monetary policy at the zero lower bound. (2020). Lojak, Benjamin ; Proao, Christian R. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:171:y:2020:i:c:p:221-233.

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2017Evidence of Chinese income dynamics and its effects on income scaling law. (2017). Xu, Yan ; Libetinova, Lenka ; Tao, Xiaobo ; Wang, Yougui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:487:y:2017:i:c:p:143-152.

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2018Scale-free distribution of firm-size distribution in emerging economies. (2018). Výrost, Tomᚠ; Vrost, Toma ; Lyocsa, Tefan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:501-505.

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2019A tale of two tails: Do Power Law and Lognormal models fit firm-size distributions in the mid-Victorian era?. (2019). Montebruno, Piero ; Smith, Harry ; van Lieshout, Carry ; Bennett, Robert J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:858-875.

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2019The durations of recession and prosperity: What distribution do they follow?. (2019). Campolieti, Michele. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119304376.

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2020Risk contagion caused by interactions between credit and guarantee networks. (2020). Chen, Xiaohui ; Li, Liang ; Sui, Xin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316292.

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2020Optimization of the post-crisis recovery plans in scale-free networks. (2020). ausloos, marcel ; Jafari, Gholamreza ; Hosseiny, Ali ; Chinichian, Narges ; Bahrami, Mohammad. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s037843711931800x.

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2019Winter is possibly not coming : mitigating financial instability in an agent-based model with interbank market. (2019). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1914.

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2018Heterogeneity, distribution and financial fragility of non-financial firms: an agent-based stock-flow consistent (AB-SFC) model. (2018). Pedrosa, Italo ; Lang, Dany. In: CEPN Working Papers. RePEc:hal:cepnwp:hal-01937186.

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2018Heterogeneity, distribution and financial fragility of non-financial firms: an agent-based stock-flow consistent (AB-SFC) model. (2018). Lang, Dany ; Pedrosa, Italo. In: Working Papers. RePEc:hal:wpaper:hal-01937186.

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2019Understanding How Short-Termism and a Dynamic Investor Network Affects Investor Returns: An Agent-Based Perspective. (2019). Oldham, Matthew. In: Complexity. RePEc:hin:complx:1715624.

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2019Policy Modeling and Applications: State-of-the-Art and Perspectives. (2019). Furtado, Bernardo A ; Tessone, Claudio J ; Fuentes, Miguel A. In: Complexity. RePEc:hin:complx:5041681.

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2019How Many Agents are Rational in China’s Economy? Evidence from a Heterogeneous Agent-Based New Keynesian Model. (2019). Feng, Genfu ; Lu, YI ; Zhao, Wei. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-018-9844-3.

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2020Testing fundamentalist-momentum trader financial cycles. An empirical analysis via the Kalman filter. (2020). Stockhammer, Engelbert ; Gusella, Filippo. In: Working Papers. RePEc:pke:wpaper:pkwp2009.

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2020Modeling the joint distribution of firm size and firm age based on grouped data. (2020). Wang, Bin ; Zhang, Shu-Guang ; Ge, Chen. In: PLOS ONE. RePEc:plo:pone00:0235282.

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2019Have the log-population processes stationary and independent increments? Empirical evidence for Italy, Spain and the USA along more than a century.. (2019). Arturo, Ramos. In: MPRA Paper. RePEc:pra:mprapa:93562.

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2019Система оценки проектов на основе комбинированных методов компьютерной оптимизации. (2019). Макаров В. Л.**, ; Ахмадеев Б. А.*, . In: Журнал Экономика и математические методы (ЭММ). RePEc:scn:cememm:v:55:y:2019:i:2:p:5-23.

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2020Low-carbon transition risks for finance. (2020). Volz, Ulrich ; Mercure, Jean-Francois ; Edwards, Neil R ; Campiglio, Emanuele ; Semieniuk, Gregor. In: Working Papers. RePEc:soa:wpaper:233.

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2019Macroeconomic Impacts of Trade Credit: An Agent-Based Modeling Exploration. (2019). Lima, Gilberto ; Alexandre, Michel. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2019wpecon31.

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2019Winter is possibly not coming : mitigating financial instability in an agent-based model with interbank market. (2019). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/1j4v8sl4fc9a49ankmnhv6bb6a.

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2019Statistical law observed in inactive rate of firms. (2019). Mizuno, Takayuki ; Fujimoto, Shouji ; Ishikawa, Atushi. In: Evolutionary and Institutional Economics Review. RePEc:spr:eaiere:v:16:y:2019:i:1:d:10.1007_s40844-018-0119-4.

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2020Combining monetary policy and prudential regulation: an agent-based modeling approach. (2020). Lima, Gilberto ; Alexandre, Michel. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:2:d:10.1007_s11403-017-0209-0.

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2019Sector, industry and inter-organizational movement statistics in the Stockholm Region: informing organizational growth models. (2019). Mondani, Hernan. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:53:y:2019:i:2:d:10.1007_s11135-018-0786-6.

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2019Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market. (2019). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: LEM Papers Series. RePEc:ssa:lemwps:2019/11.

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2018Heterogeneity, distribution and financial fragility of non-financial firms: an agent-based stock-flow consistent (AB-SFC) model. (2018). Pedrosa, Italo ; Lang, Dany. In: CEPN Working Papers. RePEc:upn:wpaper:2018-11.

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2019Investment behaviour and “bull & bear” dynamics: Modelling real and stock market interactions. (2019). Davila-Fernandez, Marwil J ; Sordi, Serena. In: Department of Economics University of Siena. RePEc:usi:wpaper:800.

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2020(Ir)rational explorers in the financial jungle: modelling Minsky with heterogeneous agents. (2020). Dávila-Fernández, Marwil ; Sordi, Serena ; Cafferata, Alessia ; Davila-Fernandez, Marwil J. In: Department of Economics University of Siena. RePEc:usi:wpaper:819.

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2018TRADE CREDIT NETWORK WITH A GUARANTEE MECHANISM AND RISK CONTAGION. (2018). Liang, LI ; Xin, Sui. In: Advances in Complex Systems (ACS). RePEc:wsi:acsxxx:v:21:y:2018:i:08:n:s0219525918500200.

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Works by Corrado Di Guilmi:


YearTitleTypeCited
2008Financial Determinants of Firms Profitability: A Hazard Function Investigation In: Working Papers.
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paper11
2016THE DYNAMICS OF LEVERAGE IN A DEMAND-DRIVEN MODEL WITH HETEROGENEOUS FIRMS In: Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting].
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paper4
2017The dynamics of leverage in a demand-driven model with heterogeneous firms.(2017) In: Journal of Economic Behavior & Organization.
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This paper has another version. Agregated cites: 4
article
2007Economic dynamics with financial fragility and mean-field interaction: a model In: Papers.
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paper2
2008Economic dynamics with financial fragility and mean-field interaction: A model.(2008) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 2
article
2003Do Pareto-Zipf and Gibrat laws hold true? An analysis with European Firms In: Papers.
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paper69
2004Do Pareto–Zipf and Gibrat laws hold true? An analysis with European firms.(2004) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 69
article
2004International evidence on business cycle magnitude dependence In: Papers.
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paper3
2017THE AGENT†BASED APPROACH TO POST KEYNESIAN MACRO†MODELING In: Journal of Economic Surveys.
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article4
2012The Fiscal Cost of Financial Instability In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2015The limit distribution of evolving strategies in financial markets In: Studies in Nonlinear Dynamics & Econometrics.
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article3
2011Limit Distribution of Evolving Strategies in Financial Markets.(2011) In: Research Paper Series.
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2020“Animal spirits” and bank’s lending behaviour, a disequilibrium approach In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2012Reconstructing Aggregate Dynamics in Heterogeneous Agents Models. A Markovian Approach In: Revue de l'OFCE.
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article2
2012Reply to Comments In: Revue de l'OFCE.
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article0
2007FINANCIAL FRAGILITY, INDUSTRIAL DYNAMICS, AND BUSINESS FLUCTUATIONS IN AN AGENT-BASED MODEL In: Macroeconomic Dynamics.
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article13
2017MONETARY POLICY AND DEBT DEFLATION: SOME COMPUTATIONAL EXPERIMENTS In: Macroeconomic Dynamics.
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article4
2013Monetary Policy and Debt Deflation: Some Computational Experiments.(2013) In: CAMA Working Papers.
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2013Monetary Policy and Debt Deflation: Some Computational Experiments.(2013) In: Working Paper Series.
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2005International Evidence on Business Cycle Magnitude Dependence: An Analyisis of 16 Industrialized Countries, 1881-2000 In: International Journal of Applied Econometrics and Quantitative Studies.
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article0
2003Power Law Scaling in the World Income Distribution In: Economics Bulletin.
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article15
2014Financial instability and debt deflation dynamics in a bottom-up approach In: Economics Bulletin.
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2011The financial instability hypothesis: A stochastic microfoundation framework In: Journal of Economic Dynamics and Control.
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article38
2010The Financial Instability Hypothesis: A Stochastic Microfoundation Framework.(2010) In: Research Paper Series.
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2014Herding, trend chasing and market volatility In: Journal of Economic Dynamics and Control.
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article19
2013Herding, Trend Chasing and Market Volatility.(2013) In: Research Paper Series.
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2019Uncertainty, rationality and complexity in a multi-sectoral dynamic model: The dynamic stochastic generalized aggregation approach In: Journal of Economic Behavior & Organization.
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article1
2016Uncertainty, rationality and complexity in a multi sectoral dynamic model: the Dynamic Stochastic Generalized Aggregation approach.(2016) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 1
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2020An analytical solution for network models with heterogeneous and interacting agents In: Journal of Economic Behavior & Organization.
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2005A new approach to business fluctuations: heterogeneous interacting agents, scaling laws and financial fragility In: Journal of Economic Behavior & Organization.
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article192
2004Empirical results on the size distribution of business cycle phases In: Physica A: Statistical Mechanics and its Applications.
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article9
2004Gibrat and Pareto–Zipf revisited with European firms In: Physica A: Statistical Mechanics and its Applications.
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article18
2004Bankruptcy as an exit mechanism for systems with a variable number of components In: Physica A: Statistical Mechanics and its Applications.
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2014Income inequality and macroeconomic instability: a stock-flow consistent approach with heterogeneous agents In: CAMA Working Papers.
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2020Dual labor market, inflation, and aggregate demand in an agent-based model of the Japanese macroeconomy In: CAMA Working Papers.
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2020Social distancing and contagion in a discrete choice model of COVID-19 In: CAMA Working Papers.
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2010Financial Fragility, Mean-field Interaction and Macroeconomic Dynamics: A Stochastic Model In: Chapters.
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2015The dynamics of leverage in a Minskyan model with heterogeneous firms In: Working Papers, Department of Economics.
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2015The dynamics of leverage in a Minskyan model with heterogenous firms.(2015) In: Working Paper Series.
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2019Technological unemployment and income inequality: a stock-flow consistent agent-based approach In: Working Papers, Department of Economics.
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2020Technological unemployment and income inequality: a stock-flow consistent agent-based approach.(2020) In: Journal of Evolutionary Economics.
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2008On the mean/variance relationship of the firm size distribution: evidence and some theory In: Department of Economics Working Papers.
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2015Modelling the Animal Spirits of Banks Lending Behaviour In: Working Paper Series.
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2020Social distancing and contagion in a discrete choice model of COVID-19 In: CRETA Online Discussion Paper Series.
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2020A Behavioural SIR Model and its Implications for Physical Distancing In: CRETA Online Discussion Paper Series.
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2004BUSINESS CYCLE FLUCTUATIONS AND FIRMS SIZE DISTRIBUTION DYNAMICS In: Advances in Complex Systems (ACS).
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2004BUSINESS CYCLE FLUCTUATIONS AND FIRMS’ SIZE DISTRIBUTION DYNAMICS.(2004) In: World Scientific Book Chapters.
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2008SCALING LAWS IN THE MACROECONOMY In: Advances in Complex Systems (ACS).
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article1
2008A MAXENT MODEL FOR MACROSCENARIO ANALYSIS In: Advances in Complex Systems (ACS).
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article0
2008Modeling Maximum Entropy and Mean-Field Interaction in Macroeconomics In: Economics Discussion Papers.
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