Luca Riccetti : Citation Profile


Are you Luca Riccetti?

Università degli Studi di Macerata (99% share)
Università Politecnica delle Marche (1% share)

10

H index

11

i10 index

487

Citations

RESEARCH PRODUCTION:

20

Articles

19

Papers

2

Chapters

RESEARCH ACTIVITY:

   12 years (2010 - 2022). See details.
   Cites by year: 40
   Journals where Luca Riccetti has often published
   Relations with other researchers
   Recent citing documents: 49.    Total self citations: 28 (5.44 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pri191
   Updated: 2022-09-24    RAS profile: 2022-06-10    
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Relations with other researchers


Works with:

Russo, Alberto (8)

Gallegati, Mauro (6)

Lima, Gilberto (2)

Marinelli, Nicoletta (2)

Colasante, Annarita (2)

Palomba, Giulio (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Luca Riccetti.

Is cited by:

Roventini, Andrea (122)

Gallegati, Mauro (65)

Dosi, Giovanni (58)

Russo, Alberto (53)

Napoletano, Mauro (48)

Virgillito, Maria Enrica (24)

Fagiolo, Giorgio (24)

Pereira, Marcelo (23)

Desiderio, Saul (19)

Gaffard, Jean-Luc (17)

Tedeschi, Gabriele (16)

Cites to:

Gallegati, Mauro (65)

Russo, Alberto (51)

Fagiolo, Giorgio (33)

Roventini, Andrea (32)

Stiglitz, Joseph (27)

Napoletano, Mauro (26)

Delli Gatti, Domenico (26)

Dosi, Giovanni (24)

Fratianni, Michele (23)

Zazzaro, Alberto (18)

Cincotti, Silvano (16)

Main data


Where Luca Riccetti has published?


Journals with more than one article published# docs
Journal of Economic Interaction and Coordination3
Journal of Economic Behavior & Organization2
Journal of Behavioral and Experimental Finance2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany7
Working Papers / Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali6
Working Papers / Economics Department, Universitat Jaume I, Castelln (Spain)2

Recent works citing Luca Riccetti (2022 and 2021)


YearTitle of citing document
2021Search for Profits and Business Fluctuations: How Banks Behaviour Explain Cycles?. (2021). Maggioni, Daniela ; Lo Turco, Alessia ; Gaffeo, Edoardo ; Gallegati, Mauro ; Casabianca, Elizabeth ; Ciola, Emanuele. In: Working Papers. RePEc:anc:wpaper:448.

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2021Search for Profits and Business Fluctuations: How Banks Behaviour Explain Cycles?. (2021). Gaffeo, Edoardo ; Gallegati, Mauro ; Ciola, Emanuele. In: Working Papers. RePEc:anc:wpaper:450.

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2022Exploration of the Parameter Space in Macroeconomic Agent-Based Models. (2021). Bouchaud, Jean-Philippe ; Benzaquen, Michael ; Knicker, Max Sina ; Naumann-Woleske, Karl. In: Papers. RePEc:arx:papers:2111.08654.

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2022Reinforcement Learning Policy Recommendation for Interbank Network Stability. (2022). Tantari, Daniele ; Tedeschi, Gabriele ; Brini, Alessio. In: Papers. RePEc:arx:papers:2204.07134.

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2022Monetary Policy Impact on Income Inequality in the Russian Regions. (2022). Nelyubina, Alyona. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:2:p:3-19.

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2021Configuring Hayek versus Keynes: Decentralisation, regulation, and computational discovery procedures. (2021). Wallace, Ron. In: Economic Affairs. RePEc:bla:ecaffa:v:41:y:2021:i:3:p:465-471.

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2022Neoclassical influences in agent?based literature: A systematic review. (2022). Giammetti, Raffaele ; Gallegati, Mauro ; Brancaccio, Emiliano. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:2:p:350-385.

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2021Breaking Bad: Supply Chain Disruptions in a Streamlined Agent Based Model. (2021). Delli Gatti, Domenico ; Grugni, Elisa. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9029.

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2022Search for profits and business fluctuations: How does banks’ behaviour explain cycles?. (2022). Gallegati, Mauro ; Gaffeo, Edoardo ; Ciola, Emanuele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:135:y:2022:i:c:s016518892100227x.

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2021Monetary policy tightening, accounting information comparability, and underinvestment: Evidence from China. (2021). Tan, Wenhao ; Lu, Yang ; Yang, Zhonghai. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:123-147.

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2022Beautiful cycles: A theory and a model implying a curious role for interest. (2022). Gross, Marco. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002674.

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2021The prevalence of prudence in a risky occupation. (2021). Schaap, Robbert-Jan. In: Economics Letters. RePEc:eee:ecolet:v:207:y:2021:i:c:s0165176521002962.

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2022Efficient estimation of high-dimensional dynamic covariance by risk factor mapping: Applications for financial risk management. (2022). , Amanda ; Thomas, . In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:151-167.

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2022The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness. (2022). Angelini, Eliana ; Addi, Abdelhamid ; Foglia, Matteo. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s1044028321000752.

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2022Bearish Vs Bullish risk network: A Eurozone financial system analysis. (2022). Angelini, Eliana ; Wang, Gang-Jin ; Addi, Abdelhamid ; Foglia, Matteo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000142.

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2021Inequality and finance in a rent economy. (2021). Russo, Alberto ; Gallegati, Mauro ; Botta, Alberto ; Stiglitz, Joseph E ; Caverzasi, Eugenio. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:183:y:2021:i:c:p:998-1029.

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2022Concentration, stagnation and inequality: An agent-based approach. (2022). Turco, Enrico M ; Terranova, Roberta. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:193:y:2022:i:c:p:569-595.

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2022Dual labor market, financial fragility, and deflation in an agent-based model of the Japanese macroeconomy. (2022). Fujiwara, Yoshi ; di Guilmi, Corrado. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:196:y:2022:i:c:p:346-371.

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2022Can financial factors affect corporate debt leverage convergence?. (2022). Zhou, Meihua ; Zhao, Ying ; Xiao, Hailian. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:72:y:2022:i:c:s0927538x22000233.

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2021Comparing the performance and composition of tracking error constrained and unconstrained portfolios. (2021). van Vuuren, Gary W ; du Sart, Colin F. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:276-287.

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2021Are impact and financial returns mutually exclusive? Evidence from publicly-listed impact investments. (2021). Ledru, Franois-Xavier ; Hudon, Marek ; Bernal, Oscar. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:93-112.

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2021The macroeconomic effects of default and debt restructuring: An agent based exploration. (2021). Tedeschi, Gabriele ; Gallegati, Mauro ; Delli-Gatti, Domenico ; Vidal-Tomas, David. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:1146-1163.

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2021Sustainable Finance and COVID-19: The Reaction of ESG Funds to the 2020 Crisis. (2021). Pisani, Fabio ; Russo, Giorgia. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:23:p:13253-:d:691546.

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2021An Agent-based Model of Trickle-up Growth and Income Inequality. (2021). Roventini, Andrea ; Napoletano, Mauro ; Gaffard, Jean-Luc ; Palagi, Elisa. In: GREDEG Working Papers. RePEc:gre:wpaper:2021-29.

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2021An agent-based model of trickle-up growth and income inequality. (2021). Napoletano, Mauro ; Palagi, Elisa ; Gaffard, Jean-Luc ; Roventini, Andrea. In: Working Papers. RePEc:hal:wpaper:hal-03373193.

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2022AN AGENT-BASED MODEL OF TRICKLE-UP GROWTH AND INCOME INEQUALITY Documents de travail GREDEG GREDEG Working Papers Series. (2022). Gaffard, Jean-Luc ; Roventini, Andrea ; Napoletano, Mauro ; Palagi, Elisa. In: Working Papers. RePEc:hal:wpaper:halshs-03509091.

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2021The evolution of debtor-creditor relationships within a monetary union: Trade imbalances, excess reserves and economic policy. (2021). Schütz, Bernhard ; Landesmann, Michael ; Kapeller, Jakob ; Heimberger, Philipp ; Gräbner, Claudius. In: ICAE Working Papers. RePEc:ico:wpaper:122.

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2021From interaction to business fluctuations: How credit network explain cycles. (2021). Tedeschi, Gabriele ; Ciola, Emanuele. In: Working Papers. RePEc:jau:wpaper:2021/01.

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2021Automation, job polarisation, and structural change. (2021). Russo, Alberto ; Caiani, Alessandro ; Fierro, Luca Eduardo. In: Working Papers. RePEc:jau:wpaper:2021/09.

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2022Job Mobility and Wealth Inequality. (2022). Janssen, Marco A ; Applegate, J M. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-020-10064-8.

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2022A Regression-Based Calibration Method for Agent-Based Models. (2022). Desiderio, Saul ; Chen, Siyan. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10106-9.

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2021Advances in the Agent-Based Modeling of Economic and Social Behavior. (2021). Raddant, Matthias ; Alfarano, Simone ; Lux, Thomas ; Iori, Giulia ; Camacho-Cuena, Eva ; Karimi, Fariba ; Steinbacher, Mitja. In: MPRA Paper. RePEc:pra:mprapa:107317.

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2022Macroeconomic General Constrained Dynamic models (GCD models). (2022). Glotzl, Erhard. In: MPRA Paper. RePEc:pra:mprapa:112385.

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2022The macroeconomic effects of Basel III regulations with endogenous credit and money creation. (2022). Li, Boyao. In: MPRA Paper. RePEc:pra:mprapa:113873.

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2021Harrodian instability in decentralized economies: an agent-based approach. (2021). Russo, Emanuele. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:38:y:2021:i:2:d:10.1007_s40888-020-00200-w.

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2021Firms in financial distress: evidence from inter-firm payment networks with volatility driven by ‘animal spirits’. (2021). Penagos, Gabriel I ; Stellian, Remi ; Danna-Buitrago, Jenny P. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:1:d:10.1007_s11403-020-00285-3.

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2021Productivity and unemployment: an ABM approach. (2021). Fuentes, Matias ; Fernandez-Marquez, Carlos M ; Vazquez, Francisco J ; Martinez, Juan Jose. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:1:d:10.1007_s11403-020-00287-1.

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2022Does too much liquidity generate instability?. (2022). Sánchez Carrera, Edgar ; Calcagnini, Giorgio ; Giombini, Germana ; Gardini, Laura. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:17:y:2022:i:1:d:10.1007_s11403-020-00296-0.

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2022The competitions of time-varying and constant loadings in asset pricing models: empirical evidence and agent-based simulations. (2022). Chen, Shu-Heng ; Lin, Kun-Ben ; Huang, Jing-Bo. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:17:y:2022:i:2:d:10.1007_s11403-021-00337-2.

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2021‘Kaldor Facts’ and the decline of Wage Share: An agent based-stock flow consistent model of induced technical change along Classical and Keynesian lines. (2021). Fanti, Lucrezia. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:31:y:2021:i:2:d:10.1007_s00191-020-00686-4.

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2021To what extent does aggregate leverage determine financial fragility? New insights from an agent-based stock-flow consistent model. (2021). Pedrosa, Italo ; Lang, Dany. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:31:y:2021:i:4:d:10.1007_s00191-021-00745-4.

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2021Exploring Higher Order Risk Preferences of Farmers in a Water-Scarce Region: Evidence from a Field Experiment in West Bengal, India. (2021). Ranjan, Ram ; Ranganathan, Thiagu ; Joshi, Kanchan. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:19:y:2021:i:2:d:10.1007_s40953-021-00232-4.

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2021Advances in the agent-based modeling of economic and social behavior. (2021). Alfarano, Simone ; Lux, Thomas ; Iori, Giulia ; Cuena, Eva Camacho ; Karimi, Fariba ; Raddant, Matthias ; Steinbacher, Mitja. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:7:d:10.1007_s43546-021-00103-3.

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2021An Agent-based Model for Secular Stagnation in the USA: Theory and Empirical Evidence. (2021). Borsato, Andrea. In: LEM Papers Series. RePEc:ssa:lemwps:2021/09.

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2021An agent-based model of trickle-up growth and income inequality. (2021). Gaffard, Jean-Luc ; Roventini, Andrea ; Napoletano, Mauro ; Palagi, Elisa. In: LEM Papers Series. RePEc:ssa:lemwps:2021/23.

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2021Coping with increasing tides: technological change, agglomeration dynamics and climate hazards in an agent-based evolutionary model. (2021). Taberna, Alessandro ; Roventini, Andrea ; Lamperti, Francesco ; Filatova, Tatiana. In: LEM Papers Series. RePEc:ssa:lemwps:2021/44.

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2022Quantifying Systemic Risk in the Presence of Unlisted Banks: Application to the Dutch Financial Sector. (2022). van Wijnbergen, Sweder ; Dimitrov, Daniel. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20220034.

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2021Simple Matching Protocols for Agent-based Models.. (2021). Borsato, Andrea. In: Working Papers of BETA. RePEc:ulp:sbbeta:2021-35.

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2021The evolution of debtor-creditor relationships within a monetary union: Trade imbalances, excess reserves and economic policy. (2021). Landesmann, Michael ; Schutz, Bernhard ; Kapeller, Jakob ; Heimberger, Philipp ; Grabner, Claudius. In: ifso working paper series. RePEc:zbw:ifsowp:10.

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Works by Luca Riccetti:


YearTitleTypeCited
2010Minimum Tracking Error Volatility In: Working Papers.
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paper10
2010From Moments, Co-Moments and Mean-Variance weights to Copula Portfolio Allocation In: Working Papers.
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paper6
2011A Copula-GARCH Model for Macro Asset Allocation of a Portfolio with Commodities: an Out-of-Sample Analysis In: Working Papers.
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paper8
2011Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk In: Working Papers.
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paper12
2012Portfolio frontiers with restrictions to tracking error volatility and value at risk.(2012) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 12
article
2011Leveraged Network-Based Financial Accelerator In: Working Papers.
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paper82
2013Leveraged network-based financial accelerator.(2013) In: Journal of Economic Dynamics and Control.
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article
2022Reconciling TEV and VaR in Active Portfolio Management: A New Frontier In: Working Papers.
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paper0
2018FINANCIAL REGULATION AND ENDOGENOUS MACROECONOMIC CRISES In: Macroeconomic Dynamics.
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article19
2020Risk aversion, prudence and temperance: It is a matter of gap between moments In: Journal of Behavioral and Experimental Finance.
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article2
2021Financial and non-financial risk attitudes: What does it matter? In: Journal of Behavioral and Experimental Finance.
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article0
2016Financialisation and crisis in an agent based macroeconomic model In: Economic Modelling.
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article23
2013Financialisation and Crisis in an Agent Based Macroeconomomic Model.(2013) In: MPRA Paper.
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paper
2022Clusters of social impact firms: A complex network approach In: Global Finance Journal.
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article0
2019Monetary policy and large crises in a financial accelerator agent-based model In: Journal of Economic Behavior & Organization.
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article12
2016Monetary Policy and Large Crises in a Financial Accelerator Agent-Based Model.(2016) In: MPRA Paper.
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2016Monetary policy and large crises in a financial accelerator agent-based model.(2016) In: FinMaP-Working Papers.
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2014Network analysis and calibration of the “leveraged network-based financial accelerator” In: Journal of Economic Behavior & Organization.
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article10
2016Stock market dynamics, leveraged network-based financial accelerator and monetary policy In: International Review of Economics & Finance.
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article9
2015Stock Market Dynamics, Leveraged Network-Based Financial Accelerator and Monetary Policy.(2015) In: MPRA Paper.
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This paper has another version. Agregated cites: 9
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2019Asset management with TEV and VaR constraints: the constrained efficient frontiers In: Studies in Economics and Finance.
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article1
2016Network Calibration and Metamodeling of a Financial Accelerator Agent Based Model In: Working Papers - Economics.
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paper31
2020Network calibration and metamodeling of a financial accelerator agent based model.(2020) In: Journal of Economic Interaction and Coordination.
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2019Macro Asset Allocation with Social Impact Investments In: Sustainability.
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article5
In: .
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2012Using tracking error volatility to check active management and fee level of investment funds In: Global Business and Economics Review.
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article1
2020Firm-bank credit network, business cycle and macroprudential policy In: Working Papers.
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2020Firm-bank credit networks, business cycle and macroprudential policy.(2020) In: MPRA Paper.
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This paper has another version. Agregated cites: 0
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2022Firm–bank credit network, business cycle and macroprudential policy.(2022) In: Journal of Economic Interaction and Coordination.
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2022The financial network channel of monetary policy transmission: An agent-based model In: Working Papers.
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2022The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model.(2022) In: Working Papers, Department of Economics.
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2021Systemic risk measurement: bucketing global systemically important banks In: Annals of Finance.
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article3
2014Intermediation Model, Bank Size and Lending to Customers: Is There a Significant Relationship? Evidence from Italy: 2008–2011 In: Palgrave Macmillan Studies in Banking and Financial Institutions.
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2012An Agent Based Decentralized Matching Macroeconomic Model In: MPRA Paper.
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paper126
2015An agent based decentralized matching macroeconomic model.(2015) In: Journal of Economic Interaction and Coordination.
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This paper has another version. Agregated cites: 126
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2013Financial Regulation in an Agent Based Macroeconomic Model In: MPRA Paper.
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2013Increasing Inequality and Financial Fragility in an An Agent Based Macroeconomic Model In: MPRA Paper.
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paper1
2013A copula–GARCH model for macro asset allocation of a portfolio with commodities In: Empirical Economics.
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article5
2017The Determinants of Lending to Customers: Evidence from Italy Between 2008 and 2012 In: Eurasian Studies in Business and Economics.
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chapter0
2016Increasing inequality, consumer credit and financial fragility in an agent based macroeconomic model In: Journal of Evolutionary Economics.
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article91
2013Unemployment benefits and financial factors in an agent-based macroeconomic model In: Economics Discussion Papers.
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paper7

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