20
H index
23
i10 index
2218
Citations
Università Cattolica del Sacro Cuore | 20 H index 23 i10 index 2218 Citations RESEARCH PRODUCTION: 46 Articles 52 Papers 16 Chapters EDITOR: Books edited RESEARCH ACTIVITY: 34 years (1990 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pde349 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Domenico Delli Gatti. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2023 | Análisis de la Topología de las relaciones entre Bancos y Firmas mediante Redes Complejas: comparación del caso de Argentina e Italia. (2023). de la Fuente, Diaz. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4647. Full description at Econpapers || Download paper | |
2023 | Automated and Distributed Statistical Analysis of Economic Agent-Based Models. (2021). Lamperti, Francesco ; Vandin, Andrea ; Giachini, Daniele ; Chiaromonte, Francesca. In: Papers. RePEc:arx:papers:2102.05405. Full description at Econpapers || Download paper | |
2023 | Growth, Concentration and Inequality in a Unified Schumpeter Mark I + II model. (2021). Mellacher, Patrick. In: Papers. RePEc:arx:papers:2111.09407. Full description at Econpapers || Download paper | |
2023 | Inferential Theory for Granular Instrumental Variables in High Dimensions. (2022). Lee, Tae Hwy ; Banafti, Saman. In: Papers. RePEc:arx:papers:2201.06605. Full description at Econpapers || Download paper | |
2023 | Reinforcement Learning Policy Recommendation for Interbank Network Stability. (2022). Tantari, Daniele ; Tedeschi, Gabriele ; Brini, Alessio. In: Papers. RePEc:arx:papers:2204.07134. Full description at Econpapers || Download paper | |
2024 | Formation of Optimal Interbank Lending Networks under Liquidity Shocks. (2022). Sircar, Ronnie ; Rigobon, Daniel E. In: Papers. RePEc:arx:papers:2211.12404. Full description at Econpapers || Download paper | |
2023 | Credit Valuation Adjustment in Financial Networks. (2023). Zlati, Vinko ; Battiston, Stefano ; Barjavsi, Irena. In: Papers. RePEc:arx:papers:2305.16434. Full description at Econpapers || Download paper | |
2023 | Amortized neural networks for agent-based model forecasting. (2023). Seleznev, Sergei ; Ponomarenko, Alexey ; Koshelev, Denis. In: Papers. RePEc:arx:papers:2308.05753. Full description at Econpapers || Download paper | |
2023 | On the parametric description of log-growth rates of cities sizes of four European countries and the USA. (2023). Ramos, Arturo ; Puente-Ajov, Miguel ; Massing, Till. In: Papers. RePEc:arx:papers:2308.10034. Full description at Econpapers || Download paper | |
2023 | A systematic review of early warning systems in finance. (2023). Ramtinnia, Shahin ; Eyvazloo, Reza ; Namaki, Ali. In: Papers. RePEc:arx:papers:2310.00490. Full description at Econpapers || Download paper | |
2023 | Agent-based Modelling of Credit Card Promotions. (2023). Khraishi, Raad ; Hamill, Conor B ; Cowan, Greig A ; Okhrati, Ramin ; Mercuri, Salvatore ; Lawrence, Jerrard ; Gherghel, Simona. In: Papers. RePEc:arx:papers:2311.01901. Full description at Econpapers || Download paper | |
2024 | Dynamic Analyses of Contagion Risk and Module Evolution on the SSE A-Shares Market Based on Minimum Information Entropy. (2024). Huang, Difang ; Wu, Boyao ; Wang, Yuhang ; Chen, Muzi. In: Papers. RePEc:arx:papers:2403.19439. Full description at Econpapers || Download paper | |
2023 | IN THE MAELSTROM OF CRISES: THE EUROPEAN UNION AND THE ‘ZEITENWENDE’. (2023). Gabrisch, Hubert. In: Economic Annals. RePEc:beo:journl:v:68:y:2023:i:236:p:7-27. Full description at Econpapers || Download paper | |
2024 | Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan ; Zhuang, Zixi. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199. Full description at Econpapers || Download paper | |
2023 | Fiscal multipliers, expectations and learning in a macroeconomic agent?based model. (2022). Reissl, Severin. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:4:p:1704-1729. Full description at Econpapers || Download paper | |
2023 | Understanding and governing global systemic crises in the 21st century: A complexity perspective. (2023). Levrat, Nicolas ; Masood, Maria ; Kaspiarovich, Yuliya ; Vanackere, Flore ; Bottcher, Lucas ; Wernli, Didier. In: Global Policy. RePEc:bla:glopol:v:14:y:2023:i:2:p:207-228. Full description at Econpapers || Download paper | |
2023 | Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Ring-fencing in financial networks. (2023). Pang, Raymond Ka-Kay ; Bardoscia, Marco. In: Bank of England working papers. RePEc:boe:boeewp:1046. Full description at Econpapers || Download paper | |
2024 | The impact of prudential regulations on the UK housing market and economy: insights from an agent-based model. (2024). Roventini, Andrea ; Popoyan, Lilit ; Napoletano, Mauro ; Hinterschweiger, Marc ; Carro, Adrian ; Bardoscia, Marco ; Uluc, Arzu. In: Bank of England working papers. RePEc:boe:boeewp:1066. Full description at Econpapers || Download paper | |
2024 | Systemic Risk in Banking, Fire Sales, and Macroeconomic Disasters. (2024). Bougheas, Spiros ; Nelson, Douglas R ; Kirman, Alan P ; Harvey, David I. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10991. Full description at Econpapers || Download paper | |
2024 | The impact of prudential regulations on the UK housing market and economy: Insights from an agent-based model. (2024). Carro, Adrian ; Bardoscia, Marco ; Uluc, Arzu ; Roventini, Andrea ; Popoyan, Lilit ; Napoletano, Mauro ; Hinterschweiger, Marc. In: Working Papers. RePEc:cgs:wpaper:118. Full description at Econpapers || Download paper | |
2023 | Bootstrap Performance with Heteroskedasticity.. (2023). Monticini, Andrea ; Davidson, Russell. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def130. Full description at Econpapers || Download paper | |
2023 | The impact of delay: Evidence from formal out-of-court restructuring. (2023). Srhoj, Stjepan ; Filer, Randall ; Shapiro, Jacob N ; Kova, Dejan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001626. Full description at Econpapers || Download paper | |
2023 | Enter the MATRIX model:a Multi-Agent model for Transition Risks with application to energy shocks.. (2023). Bazzana, Davide ; Gurgone, Andrea ; Turco, Enrico ; Ciola, Emanuele ; Menoncin, Francesco ; Vergalli, Sergio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002925. Full description at Econpapers || Download paper | |
2023 | International trade and technological competition in markets with dynamic increasing returns. (2023). Guerini, Mattia ; Fontanelli, Luca ; Napoletano, Mauro. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000258. Full description at Econpapers || Download paper | |
2023 | Resilience of international trade to typhoon-related supply disruptions. (2023). Levermann, Anders ; Otto, Christian ; Willner, Sven N ; Kuhla, Kilian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000696. Full description at Econpapers || Download paper | |
2023 | Intermediaries’ substitutability and financial network resilience: A hyperstructure approach. (2023). Ugolini, Stefano ; Lucena-Piquero, Delio ; Accominotti, Olivier. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001069. Full description at Econpapers || Download paper | |
2024 | Interbank Decisions and Margins of Stability: an Agent-Based Stock-Flow Consistent Approach. (2024). Reale, Jessica. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188924000149. Full description at Econpapers || Download paper | |
2023 | The impact of climate change on banking systemic risk. (2023). Taghizadeh-Hesary, Farhad ; Yang, Mingyuan ; Lu, Lanxin ; Qi, Hanying ; Bai, Xiao ; Wu, Xin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:419-437. Full description at Econpapers || Download paper | |
2023 | Sequential Bayesian inference for agent-based models with application to the Chinese business cycle. (2023). Wang, Qianchao ; Li, Yong ; Zhang, Qiaosen. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001931. Full description at Econpapers || Download paper | |
2023 | Risk spillover network in the supply chain system during the COVID-19 crisis: Evidence from China. (2023). Wang, YU ; Li, Ting ; Pei, Shan. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002158. Full description at Econpapers || Download paper | |
2023 | Low interest rates, bank’s search-for-yield behavior and financial portfolio management. (2023). Proao, Christian R ; Makarewicz, Tomasz ; Lojak, Benjamin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001747. Full description at Econpapers || Download paper | |
2024 | Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596. Full description at Econpapers || Download paper | |
2023 | Accelerated economic recovery in countries powered by renewables. (2023). McCann, Kevin S ; Costanza, Robert ; Kubiszewski, Ida ; Jackson, Andrew L ; Yang, Qiang ; Gellner, Gabriel ; Coscieme, Luca ; Donohue, Ian. In: Ecological Economics. RePEc:eee:ecolec:v:212:y:2023:i:c:s0921800923001799. Full description at Econpapers || Download paper | |
2024 | Modeling Turning Points in the Global Equity Market. (2024). Casarin, Roberto ; Billio, Monica ; Ahelegbey, Daniel Felix. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:60-75. Full description at Econpapers || Download paper | |
2023 | Economic forecasting with an agent-based model. (2023). Rabitsch, Katrin ; Hommes, Cars ; Miess, Michael Gregor ; Poledna, Sebastian. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122001891. Full description at Econpapers || Download paper | |
2023 | Does the default pecking order impact systemic risk? Evidence from Brazilian data. (2023). Silva, Thiago ; Rodrigues, Francisco Aparecido ; Michalak, Krzysztof ; Alexandre, Michel. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:3:p:1379-1391. Full description at Econpapers || Download paper | |
2023 | Interpersonal versus interbank lending networks: The role of intermediation in risk-sharing. (2023). Pollak, Zoltan ; Havran, Daniel ; Gosztonyi, Marton ; Berlinger, Edina. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001066. Full description at Econpapers || Download paper | |
2023 | How to reduce the default contagion risk of intercorporate credit guarantee networks? Evidence from China. (2023). Xu, Yueling ; Huang, Wenli ; Ben, Shenglin ; Lv, Jiamin. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s156601412200084x. Full description at Econpapers || Download paper | |
2023 | A financial risk meter for China. (2023). Hardle, Wolfgang Karl ; Althof, Michael ; Wang, Ruting. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000572. Full description at Econpapers || Download paper | |
2023 | Customer–supplier relationships and non-linear financial policy response. (2023). Zhao, Longkai ; Wong, Kacheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:180-205. Full description at Econpapers || Download paper | |
2023 | Resource scarcity, circular economy and the energy rebound: A macro-evolutionary input-output model. (2023). Safarzynska, Karolina ; Raberto, Marco ; di Domenico, Lorenzo. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006539. Full description at Econpapers || Download paper | |
2023 | Energy price shocks and stabilization policies in the MATRIX model. (2023). Vergalli, Sergio ; Ciola, Emanuele ; Rizzati, Massimiliano ; Bazzana, Davide ; Turco, Enrico. In: Energy Policy. RePEc:eee:enepol:v:177:y:2023:i:c:s0301421523001520. Full description at Econpapers || Download paper | |
2023 | Extreme risk contagion between international crude oil and Chinas energy-intensive sectors: New evidence from quantile Granger causality and spillover methods. (2023). Sun, Yan-Lin ; Chen, Bin-Xia. In: Energy. RePEc:eee:energy:v:285:y:2023:i:c:s0360544223028621. Full description at Econpapers || Download paper | |
2023 | Measurement and contagion modelling of systemic risk in Chinas financial sectors: Evidence for functional data analysis and complex network. (2023). Gu, Qinen ; Li, Shaofang ; Tian, Sihua. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004295. Full description at Econpapers || Download paper | |
2024 | Assessing resilience to systemic risks across interbank credit networks using linkage-leverage analysis: Evidence from Japan. (2024). Wang, Haibo. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002722. Full description at Econpapers || Download paper | |
2023 | Reinforcement learning policy recommendation for interbank network stability. (2023). Tedeschi, Gabriele ; Tantari, Daniele ; Brini, Alessio. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000396. Full description at Econpapers || Download paper | |
2023 | Asset securitization, cross holdings, and systemic risk in banking. (2023). Wu, Ying ; Zhu, Shushang ; Xiao, Shuhua. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000402. Full description at Econpapers || Download paper | |
2024 | Assessing the systemic risk impact of bank bail-ins. (2024). Trappl, Stefan ; Spitzer, Ralph ; Hafner-Guth, Martin ; Siebenbrunner, Christoph. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000147. Full description at Econpapers || Download paper | |
2024 | Financial market connectedness between the U.S. and China: A new perspective based on non-linear causality networks. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001543. Full description at Econpapers || Download paper | |
2023 | Forecasting short-term defaults of firms in a commercial network via Bayesian spatial and spatio-temporal methods. (2023). Montagna, Silvia ; Argiento, Raffaele ; Berloco, Claudia. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1065-1077. Full description at Econpapers || Download paper | |
2023 | Impact of international expansion strategy on the performance of Japanese banks. (2023). Harimaya, Kozo. In: Japan and the World Economy. RePEc:eee:japwor:v:65:y:2023:i:c:s0922142522000585. Full description at Econpapers || Download paper | |
2023 | The impact of corona populism: Empirical evidence from Austria and theory. (2023). Mellacher, Patrick. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:209:y:2023:i:c:p:113-140. Full description at Econpapers || Download paper | |
2023 | The dynamics of leverage and the belief distribution of wealth. (2023). Sethi, Rajiv ; Datta, Bikramaditya. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:20-31. Full description at Econpapers || Download paper | |
2023 | Moment set selection for the SMM using simple machine learning. (2023). Kukacka, Jiri ; Zila, Eric. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:366-391. Full description at Econpapers || Download paper | |
2023 | Social learning in a network model of Covid-19. (2023). Schasfoort, Joeri ; Koziol, Tina ; Georg, Co-Pierre ; du Rand, Gideon ; Davids, Allan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:213:y:2023:i:c:p:271-304. Full description at Econpapers || Download paper | |
2023 | Inequality-constrained monetary policy in a financialized economy. (2023). Russo, Alberto ; Giri, Federico ; Fierro, Luca Eduardo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:216:y:2023:i:c:p:366-385. Full description at Econpapers || Download paper | |
2024 | Belief-driven dynamics in a behavioral SEIRD macroeconomic model with sceptics. (2024). Kukacka, Jiri ; Makarewicz, Tomasz ; Proao, Christian R. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:312-333. Full description at Econpapers || Download paper | |
2023 | Macro-prudential policies to contain the effect of structural risks on financial downturns. (2023). Hodula, Martin ; Jank, Jan ; Pfeifer, Luka. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:6:p:1204-1222. Full description at Econpapers || Download paper | |
2023 | Identification of systemically important financial institutions in a multiplex financial network: A multi-attribute decision-based approach. (2023). Wang, Qing Yun ; Ye, Tanglin ; Sun, Qian ; Jiang, Cheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:611:y:2023:i:c:s0378437123000018. Full description at Econpapers || Download paper | |
2023 | The effect of the disposal of non-performing loans on interbank liquidity risk in China: A cash flow network-based analysis. (2023). Shouyang, Wang ; Yahan, Wang ; Fangcheng, Tang ; Kun, Guo ; Jiajia, Liu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:105-119. Full description at Econpapers || Download paper | |
2023 | Optimal liquidity allocation in an equity network. (2023). Tzavellas, Hector ; Jiang, BO. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:286-294. Full description at Econpapers || Download paper | |
2023 | Financial networks and systemic risk vulnerabilities: A tale of Indian banks. (2023). Bekiros, Stelios ; Khan, Mohammad Azeem ; Wadhwani, Akshay ; Tiwari, Shiv Ratan ; Ahmad, Wasim. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000880. Full description at Econpapers || Download paper | |
2024 | Corporate bond defaults and spillover effects on bank risk: Evidence from city commercial banks in China. (2024). Wang, Yaxin ; Ouyang, Yiling ; Gao, Haoyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000448. Full description at Econpapers || Download paper | |
2024 | Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment. (2024). Ahelegbey, Daniel Felix ; Cerchiello, Paola ; Celani, Alessandro. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s0038012124000417. Full description at Econpapers || Download paper | |
2023 | What determines unemployment in the long run? Band spectrum regression on ten countries 1913–2016. (2023). Taalbi, Josef ; Hegelund, Erik. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:64:y:2023:i:c:p:144-167. Full description at Econpapers || Download paper | |
2024 | A systematic review of agent-based modelling in the circular economy: Insights towards a general model. (2024). Landoni, Matteo ; Rizzati, Massimiliano. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:69:y:2024:i:c:p:617-631. Full description at Econpapers || Download paper | |
2024 | Cash flow dynamics in the supply chain during and after disruptions. (2024). Ivanov, Dmitry. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:185:y:2024:i:c:s1366554524001170. Full description at Econpapers || Download paper | |
2023 | Bankruptcy in groups. (2023). McNichols, Maureen F ; Correia, Maria ; Cascino, Stefano ; Beaver, William H. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118590. Full description at Econpapers || Download paper | |
2023 | Intermediaries’ Substitutability and Financial Network Resilience: A Hyperstructure Approach. (2023). Ugolini, Stefano ; Lucena-Piquero, Delio ; Accominotti, Olivier. In: Post-Print. RePEc:hal:journl:hal-04160805. Full description at Econpapers || Download paper | |
2023 | Identifying Systemically Important Banks Based on an Improved DebtRank Model. (2023). Li, Shouwei ; Wang, HU. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10309-8. Full description at Econpapers || Download paper | |
2024 | Inequality in economic shock exposures across the global firm-level supply network. (2024). Diem, Christian ; Reisch, Tobias ; Chakraborty, Abhijit ; Thurner, Stefan ; Astudillo-Estevez, Pablo. In: Nature Communications. RePEc:nat:natcom:v:15:y:2024:i:1:d:10.1038_s41467-024-46126-w. Full description at Econpapers || Download paper | |
2024 | Systemic risk in banking, fire sales, and macroeconomic disasters. (2024). Bougheas, Spiros ; Nelson, Douglas ; Kirman, Alan ; Harvey, David I. In: Discussion Papers. RePEc:not:notcfc:2024/02. Full description at Econpapers || Download paper | |
2023 | Debt-GDP cycles in historical perspective: the case of the USA (1889–2014). (2023). Gouzoulis, Giorgos ; Stockhammer, Engelbert. In: Industrial and Corporate Change. RePEc:oup:indcch:v:32:y:2023:i:2:p:317-335.. Full description at Econpapers || Download paper | |
2023 | Shock Therapy in Transition Countries: A Behavioral Macroeconomic Approach. (2023). Ji, Yuemei. In: Comparative Economic Studies. RePEc:pal:compes:v:65:y:2023:i:3:d:10.1057_s41294-023-00211-z. Full description at Econpapers || Download paper | |
2023 | Monetary policy rules and the inequality-augmented Phillips Curve. (2023). Laura, Dany Lang ; Rolim, Lilian. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2023wpecon6. Full description at Econpapers || Download paper | |
2023 | The financial network channel of monetary policy transmission: an agent-based model. (2023). Lima, Gilberto ; Russo, Alberto ; Riccetti, Luca ; Alexandre, Michel. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:3:d:10.1007_s11403-023-00377-w. Full description at Econpapers || Download paper | |
2023 | An agent-based framework for the analysis of the macroeconomic effects of population aging. (2023). Desiderio, Saul ; Chen, Siyan. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:33:y:2023:i:2:d:10.1007_s00191-023-00814-w. Full description at Econpapers || Download paper | |
2023 | Crisis transmission degree measurement under crisis propagation model. (2023). Jilani, Faouzi ; Hallara, Slaheddine ; Bedoui-Belghith, Imen. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00361-9. Full description at Econpapers || Download paper | |
2023 | Minskyan model with credit rationing in a network economy. (2023). Montes-Rojas, Gabriel ; Noguera, Deborah. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:3:d:10.1007_s43546-023-00446-z. Full description at Econpapers || Download paper | |
2023 | Why is economics the only discipline with so many curves going up and down? And are they of any use?. (2023). Dosi, Giovanni. In: LEM Papers Series. RePEc:ssa:lemwps:2023/02. Full description at Econpapers || Download paper | |
2023 | Fiscal Transfers and Common Debt in a Monetary Union: A Multi-Country Agent Based-Stock Flow Consistent Model. (2023). Catullo, Ermanno ; Caiani, Alessandro. In: LEM Papers Series. RePEc:ssa:lemwps:2023/19. Full description at Econpapers || Download paper | |
2024 | The DSK-SFC stock-flow consistent agent-based integrated assessment model. (2024). Reissl, Severin ; Roventini, Andrea ; Lamperti, Francesco ; Fierro, Luca E. In: LEM Papers Series. RePEc:ssa:lemwps:2024/09. Full description at Econpapers || Download paper | |
2023 | Analyzing and forecasting economic crises with an agent-based model of the euro area. (2023). Poledna, Sebastian ; Hommes, Cars. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230013. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2001 | Asymmetries and Interaction cycles in Financial Markets In: CeNDEF Workshop Papers, January 2001. [Citation analysis] | paper | 0 |
2007 | Credit Cycle in an OLG Economy with Money and Bequest In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | Credit Cycles in a OLG Economy with Money and Bequest.(2007) In: Money Macro and Finance (MMF) Research Group Conference 2006. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2006 | Credit Cycles in a OLG Economy with Money and Bequest.(2006) In: Computing in Economics and Finance 2006. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2007 | Heterogeneity and Aggregation in a Financial Accelerator Model In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 3 |
2009 | Asset Prices and Monetary Policy: A New View of the Cost Channel In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 2 |
2012 | E Pluribus Unum: Macroeconomic Modelling for Multi-agent Economies In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 23 |
2013 | E Pluribus Unum: Macroeconomic modelling for multi-agent economies.(2013) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
2012 | E Pluribus Unum: Macroeconomic Modelling for Multi-agent Economies.(2012) In: GREDEG Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2013 | Intertemporal Greenwald-Stiglitz In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Business fluctuations in a credit-network economy In: Papers. [Full Text][Citation analysis] | paper | 45 |
2006 | Business fluctuations in a credit-network economy.(2006) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | article | |
2023 | Reinforcement Learning for Combining Search Methods in the Calibration of Economic ABMs In: Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Simulating the economic impact of rationality through reinforcement learning and agent-based modelling In: Papers. [Full Text][Citation analysis] | paper | 1 |
2006 | Reflections on Modern Macroeconomics: Can We Travel Along a Safer Road? In: Papers. [Full Text][Citation analysis] | paper | 12 |
2007 | Reflections on modern macroeconomics: Can we travel along a safer road?.(2007) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
2016 | Bank networks: contagion, systemic risk and prudential policy In: BIS Working Papers. [Full Text][Citation analysis] | paper | 80 |
2015 | Bank Networks: Contagion, Systemic Risk and Prudential Policy.(2015) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | paper | |
2015 | Bank Networks: Contagion, Systemic Risk and Prudential Policy.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | paper | |
2015 | Bank Networks: Contagion, Systemic Risk and Prudential Policy.(2015) In: DISCE - Working Papers del Dipartimento di Economia e Finanza. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | paper | |
2017 | Bank networks: Contagion, systemic risk and prudential policy.(2017) In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | article | |
2015 | Bank networks: Contagion, systemic risk and prudential policy.(2015) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | paper | |
1997 | Financial Constraints, Aggregate Supply, and the Monetary Transmission Mechanism. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 3 |
1996 | Financial Market Imperfections and Irregular Growth Cycles. In: Scottish Journal of Political Economy. [Citation analysis] | article | 5 |
1998 | Nonlinear Dynamics and European GNP Data In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
2012 | Reconstructing Aggregate Dynamics in Heterogeneous Agents Models. A Markovian Approach In: Revue de l'OFCE. [Full Text][Citation analysis] | article | 5 |
2012 | Comments on the paper. Macroeconomic Policy in DSGE and Agent-Based Models by G. Fagiolo and A. Roventini In: Revue de l'OFCE. [Full Text][Citation analysis] | article | 0 |
2012 | Reply to Comments In: Revue de l'OFCE. [Full Text][Citation analysis] | article | 0 |
2023 | Mind the Knowledge Gap! The Origins of Declining Business Dynamism in a Macro Agent-Based Model In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2024 | Endogenous vs Exogenous Instability: An Out-of-Sample Comparison In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2024 | Endogenous vs Exogenous Instability: An Out-of-Sample Comparison.(2024) In: Working Papers - Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2011 | Was Bernanke Right? Targeting Asset Prices may not be a Good Idea after all In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2015 | Was Bernanke Right? Targeting Asset Prices Maynotbe a Good Idea After All.(2015) In: International Symposia in Economic Theory and Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | chapter | |
2014 | Emergent Dynamics of a Macroeconomic Agent Based Model with Capital and Credit In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 137 |
2015 | Emergent dynamics of a macroeconomic agent based model with capital and credit.(2015) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 137 | article | |
2016 | Heterogeneous Firms and International Trade: The Role of Productivity and Financial Fragility In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 25 |
2016 | Heterogeneous Firms and International Trade: The role of productivity and financial fragility.(2016) In: DISCE - Working Papers del Dipartimento di Economia e Finanza. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2019 | Rising to the Challenge: Bayesian Estimation and Forecasting Techniques for Macroeconomic Agent-Based Models In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 22 |
2020 | Rising to the challenge: Bayesian estimation and forecasting techniques for macroeconomic Agent Based Models.(2020) In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
2019 | Perceived Wealth, Cognitive Sophistication and Behavioral Inattention In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2019 | Perceived wealth, cognitive sophistication and behavioral inattention.(2019) In: IMFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2020 | ABC: An Agent Based Exploration of the Macroeconomic Effects of Covid-19 In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
2021 | Breaking Bad: Supply Chain Disruptions in a Streamlined Agent Based Model In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2022 | Breaking bad: supply chain disruptions in a streamlined agent-based model.(2022) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2022 | The Impact of Growth on the Transmission of Patience In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2022 | Behavioural Credit Cycles In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2022 | Behavioural credit cycles..(2022) In: DISCE - Working Papers del Dipartimento di Economia e Finanza. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2007 | FINANCIAL FRAGILITY, INDUSTRIAL DYNAMICS, AND BUSINESS FLUCTUATIONS IN AN AGENT-BASED MODEL In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 22 |
2007 | Credit chains and bankruptcy propagation in production networks In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 170 |
2010 | The financial accelerator in an evolving credit network In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 256 |
2012 | Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 462 |
2009 | Liaisons Dangereuses: Increasing Connectivity, Risk Sharing, and Systemic Risk.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 462 | paper | |
2018 | Macrofinancial imbalances in historical perspective: A global crisis index In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 3 |
2005 | On the nature and causes of business fluctuations in Italy, 1861-2000 In: Explorations in Economic History. [Full Text][Citation analysis] | article | 3 |
2012 | Default cascades: When does risk diversification increase stability? In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 191 |
Default Cascades: When Does Risk Diversification Increase Stability?.() In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 191 | paper | ||
2024 | Market power, technical progress and financial fragility In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 0 |
1993 | Investment confidence, corporate debt and income fluctuations In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 25 |
1995 | Investment confidence, corporate debt and income fluctuations: A reply to Franke In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 0 |
2003 | Financial fragility, patterns of firms entry and exit and aggregate dynamics In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 32 |
2000 | FINANCIAL FRAGILITY, PATTERNS OF FIRMS ENTRY AND EXIT AND AGGREGATE DYNAMICS.(2000) In: Computing in Economics and Finance 2000. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
2004 | Financial conditions, strategic interaction and complex dynamics: a game-theoretic model of financially driven fluctuations In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 2 |
2005 | A new approach to business fluctuations: heterogeneous interacting agents, scaling laws and financial fragility In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 276 |
2006 | The complex dynamics of financially constrained heterogeneous firms In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 3 |
2009 | Borrowing constraints and complex dynamics in an OLG framework In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 1 |
2009 | Borrowing Constraints and Complex Dynamics in an OLG Framework.(2009) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2012 | Mobility constraints, productivity trends, and extended crises In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 53 |
2004 | Bankruptcy as an exit mechanism for systems with a variable number of components In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 6 |
1999 | The New Keynesian Economics: A Survey In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
1999 | Nominal Shocks, Net Worth and Economic Activity: A New Keynesian View of the Monetary Transmission Mechanism In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
2010 | Financial Instability and Agents’ Heterogenity: A Post Minskyan Research Agenda In: Chapters. [Full Text][Citation analysis] | chapter | 4 |
1999 | Agents heterogeneity, financial fragility, and learning In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
1999 | Firms size and monetary policy: some New Keynesian reflections In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
1999 | Agents heterogeneity and coordination failure: an experiment In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
1999 | Macroeconomic fluctuations and heterogeneous agents In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
2001 | Financial instability revisited: aggregate fluctuations due to changing financial conditions of heterogeneous firms In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
2006 | Technological innovation, financial fragility and complex dynamics In: Chapters. [Full Text][Citation analysis] | chapter | 8 |
2004 | Technological Innovation, Financial Fragility and Complex Dynamics.(2004) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
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2004 | Interaction in Aggregate Demand for Investment and Regime Switching In: International Symposia in Economic Theory and Econometrics. [Full Text][Citation analysis] | chapter | 0 |
2024 | The interplay between real and exchange rate market: an agent-based model approach In: Working Papers - Economics. [Full Text][Citation analysis] | paper | 0 |
1994 | Financial Institutions, Economic Policy, and the Dynamic Behavior of the Economy In: Economics Working Paper Archive. [Full Text][Citation analysis] | paper | 27 |
1999 | Financial Institutions, Economic Policy, and the Dynamic Behavior of the Economy.(1999) In: Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
1997 | At the Root of the Financial Instability Hypothesis: “Induced Investment and Business Cycles” In: Journal of Economic Issues. [Full Text][Citation analysis] | article | 6 |
1990 | Financial Instability, Income Distribution, and the Stock Market In: Journal of Post Keynesian Economics. [Full Text][Citation analysis] | article | 20 |
2001 | Effective Demand and Coordination Failures In: Journal of Post Keynesian Economics. [Full Text][Citation analysis] | article | 0 |
2002 | Monetary Policy and the Distribution of Wealth in a OLG Economy with Heterogeneous Agents, Money and Bequests In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | The Non-Superneutrality of Money and its Distributional Effects when Agents are Heterogeneous and Capital Markets are Imperfect In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2007 | Net Worth, Exchange Rates, and Monetary Policy: The Effects of a Devaluation in a Financially Fragile Environment In: NBER Working Papers. [Full Text][Citation analysis] | paper | 7 |
2008 | Financially Constrained Fluctuations in an Evolving Network Economy In: NBER Working Papers. [Full Text][Citation analysis] | paper | 7 |
2018 | Does fiscal policy matter? Tax, transfer, and spend in a macro ABM with capital and credit In: Industrial and Corporate Change. [Full Text][Citation analysis] | article | 6 |
2022 | Agent-Based Covid economics (ABC): Assessing non-pharmaceutical interventions and macro-stabilization policies In: Industrial and Corporate Change. [Full Text][Citation analysis] | article | 9 |
2008 | Adaptive Microfoundations for Emergent Macroeconomics In: Eastern Economic Journal. [Full Text][Citation analysis] | article | 80 |
2008 | Adaptive microfoundations for emergent macroeconomics.(2008) In: Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | paper | |
2004 | Weird Ties? : Growth, Cycles and Firms Dynamics in an Agent Based-Model with Financial Market Imperfections In: Computing in Economics and Finance 2004. [Citation analysis] | paper | 0 |
2005 | Weird Ties? Growth, Cycles and Firm Dynamics in an Agent-Based Model with Financial-Market Imperfections.(2005) In: LEM Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
Financial Fragility, Bounded Rationality and Agents Heterogeneity In: Computing in Economics and Finance 1997. [Citation analysis] | paper | 0 | |
2017 | The Crisis of Economic Theory and the Complexity View: A Note In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. [Full Text][Citation analysis] | article | 0 |
2015 | Monetary policy experiments in an agent-based model with financial frictions In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 38 |
2006 | Aggregation of Heterogeneous Interacting Agents: The Variant Representative Agent Framework In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 11 |
2009 | Business fluctuations and bankruptcy avalanches in an evolving network economy In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 56 |
2019 | The financial transmission of shocks in a simple hybrid macroeconomic agent based model In: Journal of Evolutionary Economics. [Full Text][Citation analysis] | article | 2 |
2005 | Structure and Macroeconomic Performance: Heterogeneous Firms and Financial Fragility In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 0 |
2006 | Complex Dynamics, Financial Fragility and Stylized Facts In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 1 |
1999 | Financial fragility, heterogeneous agents, and aggregate fluctuations: evidence from a panel of US firms In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
2008 | A look at the relationship between industrial dynamics and aggregate fluctuations In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2021 | The Leverage Self-Delusion: Perceived Wealth and Cognitive Sophistication In: TSE Working Papers. [Full Text][Citation analysis] | paper | 3 |
2004 | BUSINESS CYCLE FLUCTUATIONS AND FIRMS SIZE DISTRIBUTION DYNAMICS In: Advances in Complex Systems (ACS). [Full Text][Citation analysis] | article | 3 |
2004 | BUSINESS CYCLE FLUCTUATIONS AND FIRMS’ SIZE DISTRIBUTION DYNAMICS.(2004) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | chapter | |
2008 | SCALING LAWS IN THE MACROECONOMY In: Advances in Complex Systems (ACS). [Full Text][Citation analysis] | article | 1 |
2005 | THE APPRENTICE WIZARD: MONTETARY POLICY, COMPLEXITY AND LEARNING In: New Mathematics and Natural Computation (NMNC). [Full Text][Citation analysis] | article | 1 |
2017 | Policy experiments in an agent-based model with credit networks In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
2018 | Policy experiments in an agent-based model with credit networks.(2018) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article |
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