Luca Riccetti : Citation Profile


Are you Luca Riccetti?

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

9

H index

9

i10 index

403

Citations

RESEARCH PRODUCTION:

15

Articles

16

Papers

RESEARCH ACTIVITY:

   10 years (2010 - 2020). See details.
   Cites by year: 40
   Journals where Luca Riccetti has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 20 (4.73 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pri191
   Updated: 2021-03-01    RAS profile: 2020-10-20    
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Relations with other researchers


Works with:

Gallegati, Mauro (11)

Russo, Alberto (11)

Giri, Federico (3)

Bargigli, Leonardo (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 (105)

Dosi, Giovanni (54)

Gallegati, Mauro (53)

Russo, Alberto (48)

Napoletano, Mauro (41)

Pereira, Marcelo (23)

Virgillito, Maria Enrica (23)

Fagiolo, Giorgio (22)

Desiderio, Saul (18)

Caverzasi, Eugenio (14)

Tedeschi, Gabriele (13)

Cites to:

Gallegati, Mauro (58)

Russo, Alberto (47)

Stiglitz, Joseph (26)

Delli Gatti, Domenico (22)

Fratianni, Michele (21)

Roventini, Andrea (19)

Fagiolo, Giorgio (19)

Napoletano, Mauro (16)

Zazzaro, Alberto (16)

Gaffeo, Edoardo (14)

Dosi, Giovanni (14)

Main data


Where Luca Riccetti has published?


Journals with more than one article published# docs
Journal of Economic Interaction and Coordination2
Journal of Economic Behavior & Organization2

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 Sociali5

Recent works citing Luca Riccetti (2021 and 2020)


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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2020Regulatory Banking Leverage: what do you know?. (2020). Kimura, Herbert ; da Rosa, Douglas. In: Working Papers Series. RePEc:bcb:wpaper:540.

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2020Key sectors in input–output production networks: An application to Brexit. (2020). Russo, Alberto ; Giammetti, Raffaele ; Gallegati, Mauro. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:4:p:840-870.

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2020Shadow Bank Run, Housing and Credit Market: The Story of a Recession. (2020). Hamed, Ghiaie. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:20:y:2020:i:2:p:30:n:3.

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2020Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market. (2020). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301056.

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2020Managerial overconfidence in initial public offering decisions and its impact on macrodynamics and financial stability: Analysis using an agent-based model. (2020). Godin, Antoine ; Szyszka, Adam ; Rzeszutek, Marcin ; Augier, Stanislas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:118:y:2020:i:c:s0165188920301330.

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2020Evolutionary macroeconomic assessment of employment and innovation impacts of climate policy packages. (2020). Rengs, Bernhard ; van den Bergh, Jeroen ; Scholz-Wackerle, Manuel. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:169:y:2020:i:c:p:332-368.

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2020An analytical solution for network models with heterogeneous and interacting agents. (2020). Stiglitz, Joseph ; Gallegati, Mauro ; Di Guilmi, Corrado ; Landini, S. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:171:y:2020:i:c:p:189-220.

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2020Public policies and the art of catching up: matching the historical evidence with a multi-country agent-based model. (2020). Roventini, Andrea ; Dosi, Giovanni ; Russo, Emanuele. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:2018.

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2020Correlation between the DJSI Chile and the Financial Indices of Chilean Companies. (2020). Chahuan-Jimenez, Karime. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:4:p:74-:d:451333.

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2020Mapping Social Impact: A Bibliometric Analysis. (2020). Odriozola, Maria D ; Luna, Manuel ; Baraibar-Diez, Elisa ; Llorente, Ignacio . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:22:p:9389-:d:443444.

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2020Risk Management Opportunities between Socially Responsible Investments and Selected Commodities. (2020). Kuziak, Katarzyna ; Cupriak, Daniel ; Popczyk, Tomasz. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:5:p:2003-:d:328908.

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2020Forecasting in a complex environment: Machine learning sales expectations in a Stock Flow Consistent Agent-Based simulation model. (2020). Russo, Alberto ; Catullo, Ermanno ; Gallegati, Mauro. In: Working Papers. RePEc:jau:wpaper:2020/17.

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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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2020Modeling the out-of-equilibrium dynamics of bounded rationality and economic constraints. (2020). Richters, Oliver. In: Working Papers. RePEc:old:dpaper:429.

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2020Probing the mechanism: lending rate setting in a data-driven agent-based model. (2020). Papadopoulos, Georgios. In: MPRA Paper. RePEc:pra:mprapa:102749.

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2020Irrigation Systems Transformation in Cotton Production in the Harran District, Turkey: Implications of an Agent-Based Model. (2020). Yeni, Onur ; Teoman, Özgür ; Yener-Gok, Zeynep. In: Sosyoekonomi Journal. RePEc:sos:sosjrn:200315.

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2020Public Policies And The Art Of Catching Up: Matching The Historical Evidence With A Multi-Country Agent-Based Model. (2020). Roventini, Andrea ; Dosi, Giovanni ; Russo, Emmanuele. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/3s3jn8tt5h9mab7fo128gecbhj.

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2020Systemic financial risk indicators and securitised assets: an agent-based framework. (2020). Teglio, Andrea ; Cincotti, Silvano ; Raberto, Marco ; Lauretta, Eliana ; Mazzocchetti, Andrea. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00268-z.

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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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2020Interbank rules during economic declines: Can banks safeguard capital base?. (2020). Steinbacher, Mitja ; Jagri, Timotej. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:2:d:10.1007_s11403-018-0228-5.

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2020Innovation, finance, and economic growth: an agent-based approach. (2020). Roventini, Andrea ; Giachini, Daniele ; Fagiolo, Giorgio. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:3:d:10.1007_s11403-019-00258-1.

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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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2020Technological unemployment and income inequality: a stock-flow consistent agent-based approach. (2020). Di Guilmi, Corrado ; Carvalho, Laura. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:30:y:2020:i:1:d:10.1007_s00191-019-00628-9.

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2020Public policies and the art of catching up: matching the historical evidence with a multi-country agent-based model. (2020). Dosi, Giovanni ; Russo, Emanuele ; Roventini, Andrea. In: LEM Papers Series. RePEc:ssa:lemwps:2020/10.

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2020Financial distress, free cash flow, and interfirm payment network: Evidence from an agent‐based model. (2020). Dannabuitrago, Jenny P ; Stellian, Remi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:4:p:598-616.

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2020Between bounded rationality and economic imperatives: essays on out-of-equilibrium dynamics. (2020). Richters, Oliver. In: EconStor Theses. RePEc:zbw:esthes:228534.

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2020Job duration and inequality. (2020). Desiderio, Saul ; Chen, Siyan. In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:20209.

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2020Governmental policies to reduce unemployment during recessions: Insights from an ABM. (2020). Bauermann, Tom. In: Ruhr Economic Papers. RePEc:zbw:rwirep:847.

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Works by Luca Riccetti:


YearTitleTypeCited
2010Minimum Tracking Error Volatility In: Working Papers.
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paper8
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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paper11
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: 11
article
2011Leveraged Network-Based Financial Accelerator In: Working Papers.
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paper76
2013Leveraged network-based financial accelerator.(2013) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 76
article
2018FINANCIAL REGULATION AND ENDOGENOUS MACROECONOMIC CRISES In: Macroeconomic Dynamics.
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article13
2020Risk aversion, prudence and temperance: It is a matter of gap between moments 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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article18
2013Financialisation and Crisis in an Agent Based Macroeconomomic Model.(2013) In: MPRA Paper.
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This paper has another version. Agregated cites: 18
paper
2019Monetary policy and large crises in a financial accelerator agent-based model In: Journal of Economic Behavior & Organization.
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article9
2016Monetary Policy and Large Crises in a Financial Accelerator Agent-Based Model.(2016) In: MPRA Paper.
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This paper has another version. Agregated cites: 9
paper
2016Monetary policy and large crises in a financial accelerator agent-based model.(2016) In: FinMaP-Working Papers.
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This paper has another version. Agregated cites: 9
paper
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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article6
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: 6
paper
2019Asset management with TEV and VaR constraints: the constrained efficient frontiers In: Studies in Economics and Finance.
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article0
2016Network Calibration and Metamodeling of a Financial Accelerator Agent Based Model In: Working Papers - Economics.
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paper25
2020Network calibration and metamodeling of a financial accelerator agent based model.(2020) In: Journal of Economic Interaction and Coordination.
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This paper has another version. Agregated cites: 25
article
2019Macro Asset Allocation with Social Impact Investments In: Sustainability.
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article3
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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paper0
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
paper
2012An Agent Based Decentralized Matching Macroeconomic Model In: MPRA Paper.
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paper103
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: 103
article
2013Financial Regulation in an Agent Based Macroeconomic Model In: MPRA Paper.
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paper21
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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article4
2016Increasing inequality, consumer credit and financial fragility in an agent based macroeconomic model In: Journal of Evolutionary Economics.
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article73
2013Unemployment benefits and financial factors in an agent-based macroeconomic model In: Economics Discussion Papers.
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paper7

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