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Financial Fragility, Industrial Dynamics, And Business Fluctuations In An Agent-Based Model

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Author Info
GATTI, DOMENICO DELLI
DI GUILMI, CORRADO
GALLEGATI, MAURO
GIULIONI, GIANFRANCO

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Abstract

In this paper we present and discuss a simple financial accelerator agent-based model, whose conceptual core is the interaction of heterogeneous firms and the banking system. Its simplicity notwithstanding, the model is able to replicate through simulations a large number of stylized facts concerning the shape and evolution over time of the distribution of firms sizes, growth rates, profits, and bad debt.

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File URL: http://journals.cambridge.org/abstract_S136510050706018X
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Publisher Info
Article provided by Cambridge University Press in its journal Macroeconomic Dynamics.

Volume (Year): 11 (2007)
Issue (Month): S1 (November)
Pages: 62-79
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:cup:macdyn:v:11:y:2007:i:s1:p:62-79_06

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  1. Matteo Richiardi, 2003. "On the Use of Agent-Based Simulations," LABORatorio R. Revelli Working Papers Series 32, LABORatorio R. Revelli, Centre for Employment Studies. [Downloadable!]
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This page was last updated on 2010-1-6.

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