Luca Riccetti : Citation Profile

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

11

H index

12

i10 index

638

Citations

RESEARCH PRODUCTION:

31

Articles

21

Papers

2

Chapters

RESEARCH ACTIVITY:

   15 years (2010 - 2025). See details.
   Cites by year: 42
   Journals where Luca Riccetti has often published
   Relations with other researchers
   Recent citing documents: 43.    Total self citations: 33 (4.92 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pri191
   Updated: 2025-12-13    RAS profile: 2025-04-28    
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Relations with other researchers

Works with:

Russo, Alberto (8)

Gallegati, Mauro (4)

Alexandre, Michel (3)

Lima, Gilberto (3)

Marinelli, Nicoletta (3)

Colasante, Annarita (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 (144)

Russo, Alberto (74)

Gallegati, Mauro (72)

Dosi, Giovanni (61)

Napoletano, Mauro (60)

Virgillito, Maria Enrica (25)

Fagiolo, Giorgio (24)

Gaffard, Jean-Luc (23)

Pereira, Marcelo (23)

Tedeschi, Gabriele (21)

Desiderio, Saul (20)

Cites to:

Gallegati, Mauro (76)

Russo, Alberto (62)

Roventini, Andrea (47)

Fagiolo, Giorgio (42)

Dosi, Giovanni (36)

Stiglitz, Joseph (34)

Napoletano, Mauro (31)

Delli Gatti, Domenico (30)

Fratianni, Michele (23)

Raberto, Marco (20)

Teglio, Andrea (19)

Main data

Where Luca Riccetti has published?

Journals with more than one article published# docs
Journal of Economic Interaction and Coordination6
Journal of Economic Behavior & Organization2
Economic Modelling2
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
Post-Print / HAL2

Recent works citing Luca Riccetti (2025 and 2024)

YearTitle of citing document
2025Accounting for the Multiple Sources of Inflation: an Agent-Based Model Investigation. (2025). Roventini, Andrea ; Napoletano, Mauro ; Guerini, Mattia ; Ciambezi, Leonardo. In: FEEM Working Papers. RePEc:ags:feemwp:355302.

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2025Inequality, Financialization, and Political Disintegration. (2025). Russo, Alberto. In: Working Papers. RePEc:anc:wpaper:500.

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2024Emergent poverty traps and inequality at multiple levels impedes social mobility. (2024). Roy, Debraj ; Dupont, Charles. In: Papers. RePEc:arx:papers:2412.17822.

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2025Assessment of Portfolio Credit Risk under Dynamic Default Correlation. (2025). Matveev, Aleksandr. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:1:p:129-142.

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2024Do impact investors live up to their promise? A systematic literature review on (im)proving investments impacts. (2024). Maas, Karen ; Roor, Annebeth. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:4:p:3707-3732.

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2024Missing the Impact in Impact Investing Research – A Systematic Review and Critical Reflection of the Literature. (2024). Schltter, Deike ; Schtzlein, Lena ; Hahn, Rdiger ; Waldner, Carolin. In: Journal of Management Studies. RePEc:bla:jomstd:v:61:y:2024:i:6:p:2694-2718.

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2024Implications of Behavioral Rules in Agent-Based Macroeconomics. (2024). Fierro, Luca ; Delli Gatti, Domenico ; Dawid, Herbert ; Poledna, Sebastian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11411.

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2024Industrial Policy in Times of Market Power. (2024). Delli Gatti, Domenico ; Turco, Enrico Maria ; Terranova, Roberta. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11544.

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2024Monetary policy and inequality: an heterogenous agents’ approach.. (2024). Ricchiuti, Giorgio ; di Domenico, Lorenzo ; Boitani, Andrea. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def133.

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2024Bayesian estimation of large-scale simulation models with Gaussian process regression surrogates. (2024). Barde, Sylvain. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:196:y:2024:i:c:s0167947324000562.

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2024Monetary policy rules and the inequality-augmented Phillips curve. (2024). Rolim, Lilian ; Carvalho, Laura ; Lang, Dany. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001366.

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2025Assessment of the output floor in an agent-based credit network model. (2025). Roussel, Corentin. In: Economic Modelling. RePEc:eee:ecmode:v:149:y:2025:i:c:s0264999325000963.

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2025The DSK stock-flow consistent agent-based integrated assessment model. (2025). Roventini, Andrea ; Reissl, Severin ; Fierro, Luca ; Lamperti, Francesco. In: Ecological Economics. RePEc:eee:ecolec:v:236:y:2025:i:c:s0921800925001247.

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2024Digital economy, risk attitudes, and entrepreneurial decision-making in urban and rural households in China. (2024). Xiong, Wei ; Jiang, Mengzhen. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005866.

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2024Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective. (2024). Wang, Gang-Jin ; Foglia, Matteo ; Pacelli, Vincenzo ; di Tommaso, Caterina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000088.

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2025Influence of ESG on corporate debt default risk: An analysis of the dual risk scenarios. (2025). Nasim, Asma ; Xiao, Zisheng ; Shang, Yuping ; Zhao, Xin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:151:y:2025:i:c:s0261560624002353.

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2024Monetary policy shocks and the high-frequency network connectedness of stock markets. (2024). Caraiani, Petre ; Anghel, Dan Gabriel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005501.

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2024Towards data and analytics driven B2B-banking for green finance: A cross-selling use case study. (2024). Chang, Victor ; Xu, Qianwen Ariel ; Vijayakumar, P ; Hahm, Nattareya ; Liu, Ling. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:206:y:2024:i:c:s004016252400338x.

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2025Accounting for the Multiple Sources of Inflation: an Agent-Based Model Investigation. (2025). Roventini, Andrea ; Napoletano, Mauro ; Guerini, Mattia ; Ciambezi, Leonardo. In: Working Papers. RePEc:fem:femwpa:2025.10.

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2025Adaptation to climate-induced macrofinancial risks: top-down and bottom-up solutions. (2025). Ciola, Emanuele ; Legrenzi, Demis ; Bazzana, Davide. In: Working Papers. RePEc:fem:femwpa:2025.18.

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2025Determinants of Financial Stability and Development in South Africa: Insights from a Quantile ARDL Model of the South African Financial Cycle. (2025). Magubane, Khwazi. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:9:p:495-:d:1742444.

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2025Monetary Policy and Systemic Risk in a Financial Network System Based on Multi-Agent Modeling. (2025). Pang, Congyuan ; Gao, Qianqian ; Fan, Hong. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:3:p:378-:d:1576180.

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2024Exploration of the Parameter Space in Macroeconomic Models. (2022). Bouchaud, Jean-Philippe ; Benzaquen, Michael ; Knicker, Max Sina ; Naumann-Woleske, Karl. In: Post-Print. RePEc:hal:journl:hal-03797418.

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2025Inequality, financialization, and political disintegration. (2025). Russo, Alberto. In: Working Papers. RePEc:jau:wpaper:2025/07.

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2024Inflation Targeting Regimes in Emerging Market Economies: To Invest or Not to Invest?. (2024). Silveira, Douglas. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10513-0.

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2025Pollution Abatement and Lobbying in a Cournot Game: An Agent-Based Modelling Approach. (2025). Catola, Marco ; Leoni, Silvia. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:2:d:10.1007_s10614-023-10463-7.

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2025Dynamic Multilayer Network for Systemic Risk and Bank Regulation Based on CDS. (2025). Tang, Miao ; Fan, Hong. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:2:d:10.1007_s10614-023-10508-x.

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2025The Effect of the Interest Rate on a Credit System. (2025). Silva, Geraldo E ; Bautista, Carlos ; Crepaldi, Antnio F ; Amaral, Amaury S ; Ferreira, Fernando F. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:3:d:10.1007_s10614-024-10752-9.

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2025Monetary policy, debt maturity structure and corporate investment efficiency: Evidence from China. (2025). Zheng, Liping ; Liu, Chengyi ; Liang, Ziwei. In: PLOS ONE. RePEc:plo:pone00:0328358.

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2025High-Order Hazard Functions and Treatment Choice. (2025). Appelbaum, Elie ; Prisman, Eliezer. In: MPRA Paper. RePEc:pra:mprapa:124418.

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2025A Decision-Theoretic Method for Analyzing Crossing Survival Curves in Healthcare. (2025). Appelbaum, Elie ; Prisman, Eliezer ; Leshno, Moshe. In: MPRA Paper. RePEc:pra:mprapa:124419.

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2024Energy transition and structural change: a calibrated Stock-Flow Consistent Input-Output model. (2024). Raberto, Marco ; Pettena, Mattia. In: CELPE Discussion Papers. RePEc:sal:celpdp:0171.

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2025Integrating metals and minerals into climate-economic models: a review. (2025). Safarzynska, Karolina ; Kryvyy, Taras. In: Climatic Change. RePEc:spr:climat:v:178:y:2025:i:7:d:10.1007_s10584-025-03966-9.

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2024A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures. (2024). Kaucic, Massimiliano ; Sbaiz, Gabriele ; Piccotto, Filippo. In: Computational Management Science. RePEc:spr:comgts:v:21:y:2024:i:1:d:10.1007_s10287-023-00483-x.

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2024When firms buy corporate bonds: an agent-based approach to credit within firms. (2024). di Noia, Jlenia. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:19:y:2024:i:4:d:10.1007_s11403-023-00399-4.

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2024Conformism, distinction and heterogeneity in an agent-based model of fads. (2024). Bargigli, Leonardo ; Pietrini, Filippo. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:19:y:2024:i:4:d:10.1007_s11403-024-00419-x.

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2024Project finance or corporate finance for renewable energy? an agent-based insight. (2024). Jochem, Patrick ; Baldauf, Thomas. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:19:y:2024:i:4:d:10.1007_s11403-024-00425-z.

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2025Studying economic complexity with agent-based models: advances, challenges and future perspectives. (2025). Chudziak, Szymon. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:20:y:2025:i:2:d:10.1007_s11403-024-00428-w.

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2024Animal spirits, bankruptcies, and monetary policy effectiveness in a hybrid macroeconomic agent-based financial accelerator model. (2024). Bazzana, Davide. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:34:y:2024:i:1:d:10.1007_s00191-024-00856-8.

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2024Accounting for the Multiple Sources of Inflation: an Agent-Based Model Investigation. (2024). Roventini, Andrea ; Napoletano, Mauro ; Guerini, Mattia ; Ciambezi, Leonardo. In: LEM Papers Series. RePEc:ssa:lemwps:2024/15.

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2025The importance of being many: dynamics, interaction and aggregation in a multi-sector economy. (2025). Teglio, Andrea ; Raberto, Marco ; Nieddu, Marcello. In: Working Papers. RePEc:ven:wpaper:2025:04.

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2024Cascading bankruptcies under simultaneous sectorial shocks: Theory and application to the Tunisian banking sector. (2024). NABI, Mahmoud ; Fersi, Sami. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1696-1706.

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2025Effect of financial contagion between real and financial sectors on asset bubbles: A two‐layer network game approach. (2025). Wang, Yuanyuan ; Xie, Xiao ; Fan, Ruguo ; Lin, Jinchai. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:46:y:2025:i:1:p:393-408.

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Works by Luca Riccetti:

YearTitleTypeCited
2010Minimum Tracking Error Volatility In: Working Papers.
[Full Text][Citation analysis]		paper10
2010From Moments, Co-Moments and Mean-Variance weights to Copula Portfolio Allocation In: Working Papers.
[Full Text][Citation analysis]		paper6
2011A Copula-GARCH Model for Macro Asset Allocation of a Portfolio with Commodities: an Out-of-Sample Analysis In: Working Papers.
[Full Text][Citation analysis]		paper8
2011Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk In: Working Papers.
[Full Text][Citation analysis]		paper15
2012Portfolio frontiers with restrictions to tracking error volatility and value at risk.(2012) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
2011Leveraged Network-Based Financial Accelerator In: Working Papers.
[Full Text][Citation analysis]		paper103
2013Leveraged network-based financial accelerator.(2013) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 103		article
2022Reconciling TEV and VaR in Active Portfolio Management: A New Frontier In: Working Papers.
[Full Text][Citation analysis]		paper0
2022Systemic risk analysis and SIFI detection: Mechanisms and measurement In: Journal of Risk Management in Financial Institutions.
[Full Text][Citation analysis]		article1
2018FINANCIAL REGULATION AND ENDOGENOUS MACROECONOMIC CRISES In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article26
2020Risk aversion, prudence and temperance: It is a matter of gap between moments In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article5
2021Financial and non-financial risk attitudes: What does it matter? In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article2
2025Scaling and forecasting in a data-driven agent-based model: Applications to the Italian macroeconomy In: Economic Modelling.
[Full Text][Citation analysis]		article1
2016Financialisation and crisis in an agent based macroeconomic model In: Economic Modelling.
[Full Text][Citation analysis]		article26
2013Financialisation and Crisis in an Agent Based Macroeconomomic Model.(2013) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2022On the consistency of the individual behavior when facing higher-order risk attitudes In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2022Clusters of social impact firms: A complex network approach In: Global Finance Journal.
[Full Text][Citation analysis]		article0
2022Clusters of social impact firms. A complex network approach..(2022) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2019Monetary policy and large crises in a financial accelerator agent-based model In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article28
2016Monetary Policy and Large Crises in a Financial Accelerator Agent-Based Model.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2016Monetary policy and large crises in a financial accelerator agent-based model.(2016) In: FinMaP-Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2014Network analysis and calibration of the “leveraged network-based financial accelerator” In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article12
2016Stock market dynamics, leveraged network-based financial accelerator and monetary policy In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article14
2015Stock Market Dynamics, Leveraged Network-Based Financial Accelerator and Monetary Policy.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2019Asset management with TEV and VaR constraints: the constrained efficient frontiers In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article1
2016Network Calibration and Metamodeling of a Financial Accelerator Agent Based Model In: Working Papers - Economics.
[Full Text][Citation analysis]		paper41
2020Network calibration and metamodeling of a financial accelerator agent based model.(2020) In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		article
2019Macro Asset Allocation with Social Impact Investments In: Sustainability.
[Full Text][Citation analysis]		article8
2022A note on the role of social impact investments in minimum variance portfolios In: Post-Print.
[Citation analysis]		paper1
2021European Significant Bank Stock Market Volatility: Is there a Bail-In Effect? In: International Journal of Business and Management.
[Full Text][Citation analysis]		article0
2012Using tracking error volatility to check active management and fee level of investment funds In: Global Business and Economics Review.
[Full Text][Citation analysis]		article1
2024New transmission channels of ECBs unconventional monetary policies In: International Journal of Computational Economics and Econometrics.
[Full Text][Citation analysis]		article0
2022Agent-based Multi-layer Network Simulations for Financial Systemic Risk Measurement: a Proposal for Future Developments In: International Journal of Microsimulation.
[Full Text][Citation analysis]		article2
2020Firm-bank credit network, business cycle and macroprudential policy In: Working Papers.
[Full Text][Citation analysis]		paper2
2020Firm-bank credit networks, business cycle and macroprudential policy.(2020) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2022Firm–bank credit network, business cycle and macroprudential policy.(2022) In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2022The financial network channel of monetary policy transmission: An agent-based model In: Working Papers.
[Full Text][Citation analysis]		paper3
2022The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model.(2022) In: Working Papers, Department of Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2023The financial network channel of monetary policy transmission: an agent-based model.(2023) In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2021Systemic risk measurement: bucketing global systemically important banks In: Annals of Finance.
[Full Text][Citation analysis]		article6
2022Diffusion delay centrality: decelerating diffusion processes across networks In: Industrial and Corporate Change.
[Full Text][Citation analysis]		article2
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.
[Citation analysis]		chapter0
2012An Agent Based Decentralized Matching Macroeconomic Model In: MPRA Paper.
[Full Text][Citation analysis]		paper157
2015An agent based decentralized matching macroeconomic model.(2015) In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 157		article
2013Financial Regulation in an Agent Based Macroeconomic Model In: MPRA Paper.
[Full Text][Citation analysis]		paper24
2013Increasing Inequality and Financial Fragility in an An Agent Based Macroeconomic Model In: MPRA Paper.
[Full Text][Citation analysis]		paper1
How risk managers should fix tracking error volatility and value-at-risk constraints in asset management In: Journal of Risk.
[Full Text][Citation analysis]		article0
2013A copula–GARCH model for macro asset allocation of a portfolio with commodities In: Empirical Economics.
[Full Text][Citation analysis]		article6
2017The Determinants of Lending to Customers: Evidence from Italy Between 2008 and 2012 In: Eurasian Studies in Business and Economics.
[Citation analysis]		chapter0
2024Simulating the industrial revolution: a history-friendly model In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]		article0
2025The relevance for modeling market exchanges of local interaction, heterogeneity, and number of agents In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]		article0
2016Increasing inequality, consumer credit and financial fragility in an agent based macroeconomic model In: Journal of Evolutionary Economics.
[Full Text][Citation analysis]		article117
2023The impact at stake: Risk and return in publicly listed social impact firms In: Business Ethics, the Environment & Responsibility.
[Full Text][Citation analysis]		article0
2013Unemployment benefits and financial factors in an agent-based macroeconomic model In: Economics Discussion Papers.
[Full Text][Citation analysis]		paper8

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