Jakob Grazzini
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Domenico Delli Gatti & Jakob Grazzini & Domenico Massaro & Fabrizio Panebianco, 2022.
"The Impact of Growth on the Transmission of Patience,"
CESifo Working Paper Series
9829, CESifo.
Cited by:
- Chiara Punzo & Giulia Rivolta, 2022. "Money versus debt financed regime: Evidence from an estimated DSGE model," DISCE - Working Papers del Dipartimento di Economia e Finanza def120, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Valentina Colombo & Alessia Paccagnini, 2024. "Uncertainty and the Federal Reserve’s Balance Sheet Monetary Policy," DISCE - Working Papers del Dipartimento di Economia e Finanza def131, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Russell Davidson & Andrea Monticini, 2023. "Bootstrap Performance with Heteroskedasticity," DISCE - Working Papers del Dipartimento di Economia e Finanza def130, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Irene Torrini & Claudio Lucifora & Antonio Russo, 2022. "The Long-Term Effects of Hospitalization on Health Care Expenditures: An Empirical Analysis for the Young-Old Population," DISCE - Working Papers del Dipartimento di Economia e Finanza def117, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Jakob Grazzini & Domenico Massaro, 2021.
"Online Appendix to "Great Volatility, Great Moderation and Great Moderation Again","
Online Appendices
19-98, Review of Economic Dynamics.
- Jakob Grazzini & Domenico Massaro, 2022. "Great Volatility, Great Moderation and Great Moderation Again," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 44, pages 269-283, April.
Cited by:
- Jakob Grazzini & Alessandro Spelta, 2015.
"An empirical analysis of the global input-output network and its evolution,"
DISCE - Working Papers del Dipartimento di Economia e Finanza
def031, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Grazzini, Jakob & Spelta, Alessandro, 2022. "An empirical analysis of the global input–output network and its evolution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 594(C).
- Florian Misch & Martin Rey, 2022. "The case for a loan-based euro area stability fund," Discussion Papers 20, European Stability Mechanism, revised 05 May 2022.
- Jakob Grazzini & Lorenza Rossi, 2020.
"New Firms, Capital Intensity and the Labor Share: New Theoretical and Empirical Insights,"
CESifo Working Paper Series
8255, CESifo.
Cited by:
- Francesca Crucitti & Lorenza Rossi, 2022. "Labor Share Decline and Productivity Slowdown: A Micro-Macro Analysis," Working Papers 350577481, Lancaster University Management School, Economics Department.
- Domenico Delli Gatti & Jakob Grazzini, 2019.
"Rising to the Challenge: Bayesian Estimation and Forecasting Techniques for Macroeconomic Agent-Based Models,"
CESifo Working Paper Series
7894, CESifo.
- Delli Gatti, Domenico & Grazzini, Jakob, 2020. "Rising to the challenge: Bayesian estimation and forecasting techniques for macroeconomic Agent Based Models," Journal of Economic Behavior & Organization, Elsevier, vol. 178(C), pages 875-902.
Cited by:
- Vandin, Andrea & Giachini, Daniele & Lamperti, Francesco & Chiaromonte, Francesca, 2022. "Automated and distributed statistical analysis of economic agent-based models," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
- Filippo Gusella, 2022.
"Detecting And Measuring Financial Cycles In Heterogeneous Agents Models: An Empirical Analysis,"
Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 25(02n03), pages 1-22, March.
- Filippo Gusella, 2022. "Detecting and Measuring Financial Cycles in Heterogeneous Agents Models: An Empirical Analysis," Working Papers - Economics wp2022_02.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Corrado Monti & Marco Pangallo & Gianmarco De Francisci Morales & Francesco Bonchi, 2022. "On learning agent-based models from data," Papers 2205.05052, arXiv.org, revised Nov 2022.
- Andrea Vandin & Daniele Giachini & Francesco Lamperti & Francesca Chiaromonte, 2021. "Automated and Distributed Statistical Analysis of Economic Agent-Based Models," Papers 2102.05405, arXiv.org, revised Nov 2023.
- Denis Koshelev & Alexey Ponomarenko & Sergei Seleznev, 2023.
"Amortized Neural Networks for Agent-Based Model Forecasting,"
Bank of Russia Working Paper Series
wps115, Bank of Russia.
- Denis Koshelev & Alexey Ponomarenko & Sergei Seleznev, 2023. "Amortized neural networks for agent-based model forecasting," Papers 2308.05753, arXiv.org.
- Zila, Eric & Kukacka, Jiri, 2023. "Moment set selection for the SMM using simple machine learning," Journal of Economic Behavior & Organization, Elsevier, vol. 212(C), pages 366-391.
- Donovan Platt, 2022. "Bayesian Estimation of Economic Simulation Models Using Neural Networks," Computational Economics, Springer;Society for Computational Economics, vol. 59(2), pages 599-650, February.
- Domenico Delli Gatti & Severin Reissl, 2020. "ABC: An Agent Based Exploration of the Macroeconomic Effects of Covid-19," CESifo Working Paper Series 8763, CESifo.
- Emanuele Ciola & Edoardo Gaffeo & Mauro Gallegati, 2021. "Search for Profits and Business Fluctuations: How Banks' Behaviour Explain Cycles?," Working Papers 450, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Zhang, Jinyu & Zhang, Qiaosen & Li, Yong & Wang, Qianchao, 2023. "Sequential Bayesian inference for agent-based models with application to the Chinese business cycle," Economic Modelling, Elsevier, vol. 126(C).
- Filippo Gusella & Giorgio Ricchiuti, 2021. "State Space Model to Detect Cycles in Heterogeneous Agents Models," Working Papers - Economics wp2021_10.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Ciola, Emanuele & Gaffeo, Edoardo & Gallegati, Mauro, 2022. "Search for profits and business fluctuations: How does banks’ behaviour explain cycles?," Journal of Economic Dynamics and Control, Elsevier, vol. 135(C).
- Mario Martinoli & Alessio Moneta & Gianluca Pallante, 2022. "Calibration and Validation of Macroeconomic Simulation Models by Statistical Causal Search," LEM Papers Series 2022/33, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Ramis Khabibullin & Sergei Seleznev, 2022.
"Fast Estimation of Bayesian State Space Models Using Amortized Simulation-Based Inference,"
Papers
2210.07154, arXiv.org.
- Ramis Khabibullin & Sergei Seleznev, 2022. "Fast Estimation of Bayesian State Space Models Using Amortized Simulation-Based Inference," Bank of Russia Working Paper Series wps104, Bank of Russia.
- Aldo Glielmo & Marco Favorito & Debmallya Chanda & Domenico Delli Gatti, 2023. "Reinforcement Learning for Combining Search Methods in the Calibration of Economic ABMs," Papers 2302.11835, arXiv.org, revised Dec 2023.
- Filippo Gusella & Giorgio Ricchiuti, 2022. "A State-Space Approach for Time-Series Prediction of an Heterogeneous Agent Model," Working Papers - Economics wp2022_20.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Sylvain Barde, 2022. "Bayesian Estimation of Large-Scale Simulation Models with Gaussian Process Regression Surrogates," Studies in Economics 2203, School of Economics, University of Kent.
- Elizabeth Jane Casabianca & Alessia Lo Turco & Daniela Maggioni, 2021. "Migration And The Structure Of Manufacturing Production. A View From Italian Provinces," Working Papers 448, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Severin Reissl, 2022. "Fiscal multipliers, expectations and learning in a macroeconomic agent‐based model," Economic Inquiry, Western Economic Association International, vol. 60(4), pages 1704-1729, October.
- Assenza, Tiziana & Cardaci, Alberto & Delli Gatti, Domenico & Grazzini, Jakob, 2017.
"Policy experiments in an agent-based model with credit networks,"
Economics Discussion Papers
2017-66, Kiel Institute for the World Economy (IfW Kiel).
- Assenza, Tiziana & Cardaci, Alberto & Delli Gatti, Domenico & Grazzini, Jakob, 2018. "Policy experiments in an agent-based model with credit networks," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-17.
Cited by:
- Adão, Luiz F.S. & Silveira, Douglas & Ely, Regis A. & Cajueiro, Daniel O., 2022. "The impacts of interest rates on banks’ loan portfolio risk-taking," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
- Mitja Steinbacher & Matthias Raddant & Fariba Karimi & Eva Camacho Cuena & Simone Alfarano & Giulia Iori & Thomas Lux, 2021.
"Advances in the agent-based modeling of economic and social behavior,"
SN Business & Economics, Springer, vol. 1(7), pages 1-24, July.
- Steinbacher, Mitja & Raddant, Matthias & Karimi, Fariba & Camacho-Cuena, Eva & Alfarano, Simone & Iori, Giulia & Lux, Thomas, 2021. "Advances in the Agent-Based Modeling of Economic and Social Behavior," MPRA Paper 107317, University Library of Munich, Germany.
- Catullo, Ermanno & Giri, Federico & Gallegati, Mauro, 2021.
"Macro- And Microprudential Policies: Sweet And Lowdown In A Credit Network Agent-Based Model,"
Macroeconomic Dynamics, Cambridge University Press, vol. 25(5), pages 1227-1246, July.
- Ermanno Catullo & Federico Giri & Mauro Gallegati, 2019. "Macro and Micro Prudential Policies: Sweet and Lowdown in a Credit Network Agent Based Model," Working Papers 434, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Salle, Isabelle & Seppecher, Pascal, 2018.
"Stabilizing an unstable complex economy on the limitations of simple rules,"
Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 289-317.
- Isabelle Salle & Pascal Seppecher, 2017. "Stabilizing an Unstable Complex Economy-On the limitations of simple rules," CEPN Working Papers 2017-07, Centre d'Economie de l'Université de Paris Nord.
- Caner Ates & Dietmar Maringer, 2021. "A Parsimonious Macroeconomic ABM for Labor Market Regulations," LEM Papers Series 2021/46, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Tiziana Assenza & Domenico Delli Gatti & Jakob Grazzini & Giorgio Ricchiuti, 2016.
"Heterogeneous Firms and International Trade: The Role of Productivity and Financial Fragility,"
CESifo Working Paper Series
5959, CESifo.
- Tiziana Assenza & Domenico Delli Gatti & Jakob Grazzini & Giorgio Ricchiuti, 2016. "Heterogeneous Firms and International Trade: The role of productivity and financial fragility," DISCE - Working Papers del Dipartimento di Economia e Finanza def042, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
Cited by:
- Basiglio Stefania & Foresta Alessandra & Turati Gilberto, 2021.
"Impatience and crime. Evidence from the NLSY97,"
Working papers
073, Department of Economics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
- Stefania Basiglio & Alessandra Foresta & Gilberto Turati, 2021. "Impatience and crime. Evidence from the NLSY97," DISCE - Working Papers del Dipartimento di Economia e Finanza def111, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Bernardo Fanfani, 2018.
"Tastes for Discrimination in Monopsonistic Labour Markets,"
Working papers
054, Department of Economics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
- Fanfani, Bernardo, 2022. "Tastes for discrimination in monopsonistic labour markets," Labour Economics, Elsevier, vol. 75(C).
- Bernardo Fanfani, 2020. "Tastes for Discrimination in Monopsonistic Labour Markets," DISCE - Working Papers del Dipartimento di Economia e Finanza def094, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Russell Davidson & Andrea Monticini, 2018. "Improvements in Bootstrap Inference," DISCE - Working Papers del Dipartimento di Economia e Finanza def070, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Elenka Brenna & Lara Gitto, 2018. "Adult education, the use of Information and Communication Technologies and the impact on quality of life: a case study," DISCE - Working Papers del Dipartimento di Economia e Finanza def073, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Chiara Punzo & Giulia Rivolta, 2022. "Money versus debt financed regime: Evidence from an estimated DSGE model," DISCE - Working Papers del Dipartimento di Economia e Finanza def120, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Andrea Boitani & Catalin Dragomirescu-Gaina, 2022.
"News and narratives: A cointegration analysis of Russian economic policy uncertainty,"
Working Papers
496, University of Milano-Bicocca, Department of Economics, revised Apr 2022.
- Andrea Boitani & Catalin Dragomirescu Gaina, 2022. "News and narratives: A cointegration analysis of Russian economic policy uncertainty," DISCE - Working Papers del Dipartimento di Economia e Finanza def115, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Boitani, Andrea & Dragomirescu-Gaina, Catalin, 2023. "News and narratives: A cointegration analysis of Russian economic policy uncertainty," Economics Letters, Elsevier, vol. 226(C).
- Valentina Colombo & Alessia Paccagnini, 2024. "Uncertainty and the Federal Reserve’s Balance Sheet Monetary Policy," DISCE - Working Papers del Dipartimento di Economia e Finanza def131, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Cottini Elena & Ghinetti Paolo, 2017.
"Is it the Way You Live or the Job You Have? Health Effects of Lifestyles and Working Conditions,"
The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 17(3), pages 1-20, July.
- Elena Cottini & Paolo Ghinetti, 2017. "Is it the way you live or the job you have? Health effects of lifestyles and working conditions," DISCE - Working Papers del Dipartimento di Economia e Finanza def056, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Rosario Crinò & Giovanni Immordino & Salvatore Piccolo, 2019.
"Fighting Mobile Crime,"
CESifo Working Paper Series
7446, CESifo.
- Rosario Crino & Giovanni Immordino & Gülen Karakoç-Palminteri & Salvatore Piccolo, 2018. "Fighting Mobile Crime," CSEF Working Papers 504, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Crinò, Rosario & Immordino, Giovanni & Piccolo, Salvatore, 2019. "Fighting Mobile Crime," CEPR Discussion Papers 13424, C.E.P.R. Discussion Papers.
- Rosario Crinò & Giovanni Immordino & Salvatore Piccolo, 2018. "Fighting Mobile Crime," DISCE - Working Papers del Dipartimento di Economia e Finanza def071, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Fontanelli, Luca & Guerini, Mattia & Napoletano, Mauro, 2023.
"International trade and technological competition in markets with dynamic increasing returns,"
Journal of Economic Dynamics and Control, Elsevier, vol. 149(C).
- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2021. "International trade and technological competition in markets with dynamic increasing returns," SciencePo Working papers Main hal-03370650, HAL.
- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2022. "International trade and technological competition in markets with dynamic increasing returns," SciencePo Working papers Main halshs-03509092, HAL.
- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2022. "International trade and technological competition in markets with dynamic increasing returns," Working Papers halshs-03509092, HAL.
- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2021. "International trade and technological competition in markets with dynamic increasing returns," Working Papers hal-03370650, HAL.
- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2021. "International Trade and Technological Competition in Markets with Dynamic Increasing Returns," GREDEG Working Papers 2021-33, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2021. "International Trade and Technological Competition in Markets with Dynamic Increasing Returns," LEM Papers Series 2021/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Russell Davidson & Andrea Monticini, 2023. "Bootstrap Performance with Heteroskedasticity," DISCE - Working Papers del Dipartimento di Economia e Finanza def130, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Giorgia Giovannetti & Enrico Marvasi & Giorgio Ricchiuti, 2019. "Does the Same FDI Fit All? How Competition and Affiliates Characteristics Affect Parents’ Productivity," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 5(3), pages 369-402, October.
- Luca Fiorito & Cosma Orsi, 2016. "Survival Value And A Robust, Practical, Joyless Individualism: Thomas Nixon Carver, Social Justice, And Eugenics," DISCE - Working Papers del Dipartimento di Economia e Finanza def044, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Irene Torrini & Claudio Lucifora & Antonio Russo, 2022. "The Long-Term Effects of Hospitalization on Health Care Expenditures: An Empirical Analysis for the Young-Old Population," DISCE - Working Papers del Dipartimento di Economia e Finanza def117, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Simone Moriconi, 2016.
"Taxation, industry integration and production efficiency,"
DISCE - Working Papers del Dipartimento di Economia e Finanza
def043, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Simone Moriconi, 2016. "Taxation, Industry Integration and Production Efficiency," CESifo Working Paper Series 6001, CESifo.
- Elenka Brenna & Lara Gitto, 2016. "Financing elderly care in Italy and Europe. Is there a common vision?," DISCE - Working Papers del Dipartimento di Economia e Finanza def047, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Tiziana Assenza & Domenico Delli Gatti & Jakob Grazzini & Giorgio Ricchiuti, 2016.
"Heterogeneous Firms and International Trade: The Role of Productivity and Financial Fragility,"
CESifo Working Paper Series
5959, CESifo.
- Tiziana Assenza & Domenico Delli Gatti & Jakob Grazzini & Giorgio Ricchiuti, 2016. "Heterogeneous Firms and International Trade: The role of productivity and financial fragility," DISCE - Working Papers del Dipartimento di Economia e Finanza def042, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Luca Pieroni & Melcior Rossello Roig & Luca Salmasi, 2021.
"Italy: immigration and the evolution of populism,"
DISCE - Working Papers del Dipartimento di Economia e Finanza
def098, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Pieroni, Luca & Roig, Melcior Rosselló & Salmasi, Luca, 2023. "Italy: Immigration and the evolution of populism," European Journal of Political Economy, Elsevier, vol. 76(C).
- Sebastiano Della Lena & Fabrizio Panebianco, 2019. "Cultural Transmission with Incomplete Information: Parental Perceived Efficacy and Group Misrepresentation," DISCE - Working Papers del Dipartimento di Economia e Finanza def079, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Grazia Cecere & Nicoletta Corrocher & Maria Luisa Mancusi, 2016. "Financial constraints and public funding for eco-innovation: Empirical evidence on European SMEs," DISCE - Working Papers del Dipartimento di Economia e Finanza def046, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Checchi, Daniele & Fenizia, Alessandra & Lucifora, Claudio, 2021.
"Public Sector Jobs: Working in the Public Sector in Europe and the US,"
IZA Discussion Papers
14514, Institute of Labor Economics (IZA).
- Daniele Checchi & Alessandra Fenizia & Claudio Lucifora, 2021. "PUBLIC SECTOR JOBS: Working in the public sector in Europe and the US," DISCE - Working Papers del Dipartimento di Economia e Finanza def107, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Michele Tettamanzi, 2017. "E Many Pluribus Unum: A Behavioural Macro-Economic Agent Based Model," DISCE - Working Papers del Dipartimento di Economia e Finanza def062, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Andrew G. Haldane & Arthur E. Turrell, 2019. "Drawing on different disciplines: macroeconomic agent-based models," Journal of Evolutionary Economics, Springer, vol. 29(1), pages 39-66, March.
- Jakob Grazzini & Matteo G. Richiardi & Mike Tsionas, 2015.
"Bayesian Estimation of Agent-Based Models,"
LABORatorio R. Revelli Working Papers Series
145, LABORatorio R. Revelli, Centre for Employment Studies.
- Grazzini, Jakob & Richiardi, Matteo G. & Tsionas, Mike, 2017. "Bayesian estimation of agent-based models," Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 26-47.
- Jakob Grazzini & Matteo Richiardi & Mike Tsionas, 2015. "Bayesian Estimation of Agent-Based Models," Economics Papers 2015-W12, Economics Group, Nuffield College, University of Oxford.
Cited by:
- Tomas Balint & Francesco Lamperti & Antoine Mandel & Mauro Napoletano & Andrea Roventini & Alessandro Sapio, 2016.
"Complexity and the Economics of Climate Change: a Survey and a Look Forward,"
SciencePo Working papers Main
halshs-01390694, HAL.
- Tomas Balint & Francesco Lamperti & Antoine Mandel & Mauro Napoletano & Andrea Roventini & Alessandro Sapio, 2016. "Complexity and the Economics of Climate Change: a Survey and a Look Forward," Documents de travail du Centre d'Economie de la Sorbonne 16058, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Tomas Balint & Francesco Lamperti & Antoine Mandel & Mauro Napoletano & Andrea Roventini & Alessandro Sapio, 2016. "Complexity and the Economics of Climate Change: a Survey and a Look Forward," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01390694, HAL.
- Tomas Balint & Francesco Lamperti & Mauro Napoletano & Antoine Mandel & Andrea Roventini & Alessandro Sapio, 2016. "Complexity and the Economics of Climate Change: a Survey and a Look Forward," Sciences Po publications 2016-23, Sciences Po.
- T. Balint & F. Lamperti & Antoine Mandel & Mauro Napoletano & A. Roventini & A. Sapio, 2017. "Complexity and the Economics of Climate Change: A Survey and a Look Forward," PSE-Ecole d'économie de Paris (Postprint) halshs-01906003, HAL.
- T. Balint & F. Lamperti & Antoine Mandel & Mauro Napoletano & A. Roventini & A. Sapio, 2017. "Complexity and the Economics of Climate Change: A Survey and a Look Forward," SciencePo Working papers Main halshs-01906003, HAL.
- Tomas Balint & Francesco Lamperti & Antoine Mandel & Mauro Napoletano & Andrea Roventini & Alessandro Sapio, 2016. "Complexity and the Economics of Climate Change: a Survey and a Look Forward," Post-Print halshs-01390694, HAL.
- Tomas Balint & Francesco Lamperti & Antoine Mandel & Mauro Napoletano & Andrea Roventini & Alessandro Sapio, 2017. "Complexity and the Economics of Climate Change: A Survey and a Look Forward," Sciences Po publications info:hdl:2441/1nlv566svi8, Sciences Po.
- T. BALINT & F. LAMPERTI & A. Mandel & A. Roventini Author-Workplace-Name : OFCE-Sciences Pp and SKEMA Businees School & A. Sapio Author-Workplace-Name : Parathenope Universtiy of Naples, 2016. "Complexity and the Economics of Climate Change : a survey and look forward," Documents de Travail de l'OFCE 2016-23, Observatoire Francais des Conjonctures Economiques (OFCE).
- Balint, T. & Lamperti, F. & Mandel, A. & Napoletano, M. & Roventini, A. & Sapio, A., 2017. "Complexity and the Economics of Climate Change: A Survey and a Look Forward," Ecological Economics, Elsevier, vol. 138(C), pages 252-265.
- Tomas Balint & Francesco Lamperti & Mauro Napoletano & Antoine Mandel & Andrea Roventini & Alessandro Sapio, 2016. "Complexity and the Economics of Climate Change: a Survey and a Look Forward," Working Papers hal-03459291, HAL.
- Tomas Balint & Francesco Lamperti & Mauro Napoletano & Antoine Mandel & Andrea Roventini & Alessandro Sapio, 2016. "Complexity and the Economics of Climate Change: a Survey and a Look Forward," SciencePo Working papers Main hal-03459291, HAL.
- T. Balint & F. Lamperti & Antoine Mandel & Mauro Napoletano & A. Roventini & A. Sapio, 2017. "Complexity and the Economics of Climate Change: A Survey and a Look Forward," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01906003, HAL.
- Tomas Balint & Francesco Lamperti & Antoine Mandel & Mauro Napoletano & Andrea Roventini & Alessandro Sapio, 2016. "Complexity and the Economics of Climate Change: a Survey and a Look Forward," LEM Papers Series 2016/29, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- T. Balint & F. Lamperti & Antoine Mandel & Mauro Napoletano & A. Roventini & A. Sapio, 2017. "Complexity and the Economics of Climate Change: A Survey and a Look Forward," Post-Print halshs-01906003, HAL.
- Kukacka, Jiri & Jang, Tae-Seok & Sacht, Stephen, 2018. "On the estimation of behavioral macroeconomic models via simulated maximum likelihood," Economics Working Papers 2018-11, Christian-Albrechts-University of Kiel, Department of Economics.
- Domenico Delli Gatti & Jakob Grazzini, 2019.
"Rising to the Challenge: Bayesian Estimation and Forecasting Techniques for Macroeconomic Agent-Based Models,"
CESifo Working Paper Series
7894, CESifo.
- Delli Gatti, Domenico & Grazzini, Jakob, 2020. "Rising to the challenge: Bayesian estimation and forecasting techniques for macroeconomic Agent Based Models," Journal of Economic Behavior & Organization, Elsevier, vol. 178(C), pages 875-902.
- Vandin, Andrea & Giachini, Daniele & Lamperti, Francesco & Chiaromonte, Francesca, 2022. "Automated and distributed statistical analysis of economic agent-based models," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
- Ivonne Schwartz & Mark Kirstein, 2022. "Time is limited on the road to asymptopia," Papers 2208.08169, arXiv.org.
- Giovanni Dosi & Andrea Roventini & Emmanuele Russo, 2018.
"Endogenous growth and global divergence in a multi-country agent - based model,"
Sciences Po publications
2018-02, Sciences Po.
- Giovanni Dosi & Andrea Roventini & Emanuele Russo, 2018. "Endogenous growth and global divergence in a multi-country agent-based model," Documents de Travail de l'OFCE 2018-02, Observatoire Francais des Conjonctures Economiques (OFCE).
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"The age distribution of business firms,"
LEM Papers Series
2020/20, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
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Studies in Economics
1908, School of Economics, University of Kent.
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"Validation of Agent-Based Models in Economics and Finance,"
LEM Papers Series
2017/23, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
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"Macroeconomic dynamics under bounded rationality: On the impact of consumers' forecast heuristics,"
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2018-10, Christian-Albrechts-University of Kiel, Department of Economics.
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- Mohammad Ghaderi, 2020. "Public health interventions in the face of pandemics: network structure, social distancing, and heterogeneity," Economics Working Papers 1732, Department of Economics and Business, Universitat Pompeu Fabra.
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- Francesco Lamperti, 2016. "Empirical Validation of Simulated Models through the GSL-div: an Illustrative Application," LEM Papers Series 2016/18, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
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"Forecasting in a complex environment: Machine learning sales expectations in a Stock Flow Consistent Agent-Based simulation model,"
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2020/17, Economics Department, Universitat Jaume I, Castellón (Spain).
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"Estimation of heuristic switching in behavioral macroeconomic models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
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"More is different ... and complex! the case for agent-based macroeconomics,"
Journal of Evolutionary Economics, Springer, vol. 29(1), pages 1-37, March.
- Giovanni Dosi & Andrea Roventini, 2019. "More is Different ... and Complex! The Case for Agent-Based Macroeconomics," LEM Papers Series 2019/01, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Tubbenhauer, Tobias & Fieberg, Christian & Poddig, Thorsten, 2021. "Multi-agent-based VaR forecasting," Journal of Economic Dynamics and Control, Elsevier, vol. 131(C).
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- Thomas Lux, 2022. "Bayesian Estimation of Agent-Based Models via Adaptive Particle Markov Chain Monte Carlo," Computational Economics, Springer;Society for Computational Economics, vol. 60(2), pages 451-477, August.
- Mitja Steinbacher & Matthias Raddant & Fariba Karimi & Eva Camacho Cuena & Simone Alfarano & Giulia Iori & Thomas Lux, 2021.
"Advances in the agent-based modeling of economic and social behavior,"
SN Business & Economics, Springer, vol. 1(7), pages 1-24, July.
- Steinbacher, Mitja & Raddant, Matthias & Karimi, Fariba & Camacho-Cuena, Eva & Alfarano, Simone & Iori, Giulia & Lux, Thomas, 2021. "Advances in the Agent-Based Modeling of Economic and Social Behavior," MPRA Paper 107317, University Library of Munich, Germany.
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- Valerio Scalone, 2018. "Estimating Non-Linear DSGEs with the Approximate Bayesian Computation: an application to the Zero Lower Bound," Working papers 688, Banque de France.
- Bence Mérõ, 2019. "Novel Modelling of the Operation of the Financial Intermediary System – Agent-based Macro Models," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 18(3), pages 83-113.
- Priscilla Avegliano & Jaime Simão Sichman, 2023. "Equation-Based Versus Agent-Based Models: Why Not Embrace Both for an Efficient Parameter Calibration?," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 26(4), pages 1-3.
- Mario Martinoli & Alessio Moneta & Gianluca Pallante, 2022. "Calibration and Validation of Macroeconomic Simulation Models by Statistical Causal Search," LEM Papers Series 2022/33, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giorgio Fagiolo & Andrea Roventini, 2016.
"Macroeconomic Policy in DGSE and Agent-Based Models Redux: New Developments and Challenges Ahead,"
Sciences Po publications
info:hdl:2441/dcditnq6282, Sciences Po.
- Giorgio Fagiolo & Andrea Roventini, 2016. "Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead," LEM Papers Series 2016/17, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giorgio Fagiolo & Andrea Roventini, 2017. "Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 20(1), pages 1-1.
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- Mohammad Ghaderi, 2020. "Public Health Interventions in the Face of Pandemics: Network Structure, Social Distancing, and Heterogeneity," Working Papers 1193, Barcelona School of Economics.
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"Estimation of financial agent-based models with simulated maximum likelihood,"
FinMaP-Working Papers
63, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
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"An empirical analysis of the global input-output network and its evolution,"
DISCE - Working Papers del Dipartimento di Economia e Finanza
def031, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Grazzini, Jakob & Spelta, Alessandro, 2022. "An empirical analysis of the global input–output network and its evolution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 594(C).
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"Impatience and crime. Evidence from the NLSY97,"
Working papers
073, Department of Economics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
- Stefania Basiglio & Alessandra Foresta & Gilberto Turati, 2021. "Impatience and crime. Evidence from the NLSY97," DISCE - Working Papers del Dipartimento di Economia e Finanza def111, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Xing, Lizhi & Dong, Xianlei & Guan, Jun, 2017. "Global industrial impact coefficient based on random walk process and inter-country input–output table," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 576-591.
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"Tastes for Discrimination in Monopsonistic Labour Markets,"
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- Fanfani, Bernardo, 2022. "Tastes for discrimination in monopsonistic labour markets," Labour Economics, Elsevier, vol. 75(C).
- Bernardo Fanfani, 2020. "Tastes for Discrimination in Monopsonistic Labour Markets," DISCE - Working Papers del Dipartimento di Economia e Finanza def094, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Russell Davidson & Andrea Monticini, 2018. "Improvements in Bootstrap Inference," DISCE - Working Papers del Dipartimento di Economia e Finanza def070, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Elenka Brenna & Lara Gitto, 2018. "Adult education, the use of Information and Communication Technologies and the impact on quality of life: a case study," DISCE - Working Papers del Dipartimento di Economia e Finanza def073, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Lizhi Xing & Qing Ye & Jun Guan, 2016. "Spreading Effect in Industrial Complex Network Based on Revised Structural Holes Theory," PLOS ONE, Public Library of Science, vol. 11(5), pages 1-18, May.
- Chiara Punzo & Giulia Rivolta, 2022. "Money versus debt financed regime: Evidence from an estimated DSGE model," DISCE - Working Papers del Dipartimento di Economia e Finanza def120, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Andrea Boitani & Catalin Dragomirescu-Gaina, 2022.
"News and narratives: A cointegration analysis of Russian economic policy uncertainty,"
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- Boitani, Andrea & Dragomirescu-Gaina, Catalin, 2023. "News and narratives: A cointegration analysis of Russian economic policy uncertainty," Economics Letters, Elsevier, vol. 226(C).
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- Cottini Elena & Ghinetti Paolo, 2017.
"Is it the Way You Live or the Job You Have? Health Effects of Lifestyles and Working Conditions,"
The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 17(3), pages 1-20, July.
- Elena Cottini & Paolo Ghinetti, 2017. "Is it the way you live or the job you have? Health effects of lifestyles and working conditions," DISCE - Working Papers del Dipartimento di Economia e Finanza def056, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Rosario Crinò & Giovanni Immordino & Salvatore Piccolo, 2019.
"Fighting Mobile Crime,"
CESifo Working Paper Series
7446, CESifo.
- Rosario Crino & Giovanni Immordino & Gülen Karakoç-Palminteri & Salvatore Piccolo, 2018. "Fighting Mobile Crime," CSEF Working Papers 504, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Crinò, Rosario & Immordino, Giovanni & Piccolo, Salvatore, 2019. "Fighting Mobile Crime," CEPR Discussion Papers 13424, C.E.P.R. Discussion Papers.
- Rosario Crinò & Giovanni Immordino & Salvatore Piccolo, 2018. "Fighting Mobile Crime," DISCE - Working Papers del Dipartimento di Economia e Finanza def071, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Russell Davidson & Andrea Monticini, 2023. "Bootstrap Performance with Heteroskedasticity," DISCE - Working Papers del Dipartimento di Economia e Finanza def130, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Xing, Lizhi & Wang, Dawei & Li, Yan & Guan, Jun & Dong, Xianlei, 2020. "Simulation analysis of the competitive status between China and Portuguese-speaking countries under the background of one belt and one road initiative," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 539(C).
- Eszter Moln'ar & D'enes Csala, 2022. "Topology-dependence of propagation mechanisms in the production network," Papers 2205.08874, arXiv.org.
- Luca Fiorito & Cosma Orsi, 2016. "Survival Value And A Robust, Practical, Joyless Individualism: Thomas Nixon Carver, Social Justice, And Eugenics," DISCE - Working Papers del Dipartimento di Economia e Finanza def044, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Barauskaite, Kristina & Nguyen, Anh D.M., 2021. "Global intersectoral production network and aggregate fluctuations," Economic Modelling, Elsevier, vol. 102(C).
- Irene Torrini & Claudio Lucifora & Antonio Russo, 2022. "The Long-Term Effects of Hospitalization on Health Care Expenditures: An Empirical Analysis for the Young-Old Population," DISCE - Working Papers del Dipartimento di Economia e Finanza def117, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Simone Moriconi, 2016.
"Taxation, industry integration and production efficiency,"
DISCE - Working Papers del Dipartimento di Economia e Finanza
def043, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Simone Moriconi, 2016. "Taxation, Industry Integration and Production Efficiency," CESifo Working Paper Series 6001, CESifo.
- Elenka Brenna & Lara Gitto, 2016. "Financing elderly care in Italy and Europe. Is there a common vision?," DISCE - Working Papers del Dipartimento di Economia e Finanza def047, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Jun Guan & Xiaoyu Xu & Shan Wu & Lizhi Xing, 2018. "Measurement and simulation of the relatively competitive advantages and weaknesses between economies based on bipartite graph theory," PLOS ONE, Public Library of Science, vol. 13(5), pages 1-28, May.
- Han, Yang, 2022. "The impact of the COVID-19 pandemic on China's economic structure: An input–output approach," Structural Change and Economic Dynamics, Elsevier, vol. 63(C), pages 181-195.
- Xing, Lizhi & Guan, Jun & Dong, Xianlei & Wu, Shan, 2018. "Understanding the competitive advantage of TPP-related nations from an econophysics perspective: Influence caused by China and the United States," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 502(C), pages 164-184.
- Tiziana Assenza & Domenico Delli Gatti & Jakob Grazzini & Giorgio Ricchiuti, 2016.
"Heterogeneous Firms and International Trade: The Role of Productivity and Financial Fragility,"
CESifo Working Paper Series
5959, CESifo.
- Tiziana Assenza & Domenico Delli Gatti & Jakob Grazzini & Giorgio Ricchiuti, 2016. "Heterogeneous Firms and International Trade: The role of productivity and financial fragility," DISCE - Working Papers del Dipartimento di Economia e Finanza def042, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Weidong Li & Anjian Wang & Weiqiong Zhong & Chunhui Wang, 2022. "An Impact Path Analysis of Russo–Ukrainian Conflict on the World and Policy Response Based on the Input–Output Network," Sustainability, MDPI, vol. 14(14), pages 1-17, July.
- Fathin Faizah Said & Sharifah Nur Ainn Syed Roslan & Mohd Azlan Shah Zaidi & Mohd Ridzwan Yaakub, 2021. "A Probe into the Status of the Oil Palm Sector in the Malaysian Value Chain," Economies, MDPI, vol. 9(3), pages 1-24, July.
- Luca Pieroni & Melcior Rossello Roig & Luca Salmasi, 2021.
"Italy: immigration and the evolution of populism,"
DISCE - Working Papers del Dipartimento di Economia e Finanza
def098, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Pieroni, Luca & Roig, Melcior Rosselló & Salmasi, Luca, 2023. "Italy: Immigration and the evolution of populism," European Journal of Political Economy, Elsevier, vol. 76(C).
- Sebastiano Della Lena & Fabrizio Panebianco, 2019. "Cultural Transmission with Incomplete Information: Parental Perceived Efficacy and Group Misrepresentation," DISCE - Working Papers del Dipartimento di Economia e Finanza def079, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Imbs, Jean & Pauwels, Laurent, 2019.
"Fundamental Moments,"
CEPR Discussion Papers
13662, C.E.P.R. Discussion Papers.
- Imbs, Jean & Pauwels, Laurent, 2019. "Fundamental Moments," Working Papers BAWP-2019-06, University of Sydney Business School, Discipline of Business Analytics.
- Grazia Cecere & Nicoletta Corrocher & Maria Luisa Mancusi, 2016. "Financial constraints and public funding for eco-innovation: Empirical evidence on European SMEs," DISCE - Working Papers del Dipartimento di Economia e Finanza def046, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Checchi, Daniele & Fenizia, Alessandra & Lucifora, Claudio, 2021.
"Public Sector Jobs: Working in the Public Sector in Europe and the US,"
IZA Discussion Papers
14514, Institute of Labor Economics (IZA).
- Daniele Checchi & Alessandra Fenizia & Claudio Lucifora, 2021. "PUBLIC SECTOR JOBS: Working in the public sector in Europe and the US," DISCE - Working Papers del Dipartimento di Economia e Finanza def107, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Michele Tettamanzi, 2017. "E Many Pluribus Unum: A Behavioural Macro-Economic Agent Based Model," DISCE - Working Papers del Dipartimento di Economia e Finanza def062, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Tiziana Assenza & Jakob Grazzini & Cars Hommes & Domenico Massaro, 2014.
"PQ Strategies in Monopolistic Competition: Some Insights from the Lab,"
DISCE - Working Papers del Dipartimento di Economia e Finanza
def011, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Assenza, Tiziana & Grazzini, Jakob & Hommes, Cars & Massaro, Domenico, 2015. "PQ strategies in monopolistic competition: Some insights from the lab," Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 62-77.
Cited by:
- Basiglio Stefania & Foresta Alessandra & Turati Gilberto, 2021.
"Impatience and crime. Evidence from the NLSY97,"
Working papers
073, Department of Economics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
- Stefania Basiglio & Alessandra Foresta & Gilberto Turati, 2021. "Impatience and crime. Evidence from the NLSY97," DISCE - Working Papers del Dipartimento di Economia e Finanza def111, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Angelo Baglioni & Andrea Boitani & Massimo Bordignon, 2015.
"Labor Mobility and Fiscal Policy in a Currency Union,"
CESifo Working Paper Series
5159, CESifo.
- Angelo Baglioni & Andrea Boitani & Massimo Bordignon, 2016. "Labor Mobility and Fiscal Policy in a Currency Union," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 72(4), pages 371-406, December.
- Angelo Baglioni & Andrea Boitani & Massimo Bordignon, 2014. "Labor mobility and fiscal policy in a currency union," DISCE - Working Papers del Dipartimento di Economia e Finanza def020, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Assenza, T. & Bao, T. & Massaro, D. & Hommes, C.H., 2014.
"Experiments on Expectations in Macroeconomics and Finance,"
CeNDEF Working Papers
14-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Tiziana Assenza & Te Bao & Cars Hommes & Domenico Massaro, 2014. "Experiments on Expectations in Macroeconomics and Finance," Research in Experimental Economics, in: Experiments in Macroeconomics, volume 17, pages 11-70, Emerald Group Publishing Limited.
- Bernardo Fanfani, 2018.
"Tastes for Discrimination in Monopsonistic Labour Markets,"
Working papers
054, Department of Economics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
- Fanfani, Bernardo, 2022. "Tastes for discrimination in monopsonistic labour markets," Labour Economics, Elsevier, vol. 75(C).
- Bernardo Fanfani, 2020. "Tastes for Discrimination in Monopsonistic Labour Markets," DISCE - Working Papers del Dipartimento di Economia e Finanza def094, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Jakob Grazzini & Alessandro Spelta, 2015.
"An empirical analysis of the global input-output network and its evolution,"
DISCE - Working Papers del Dipartimento di Economia e Finanza
def031, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Grazzini, Jakob & Spelta, Alessandro, 2022. "An empirical analysis of the global input–output network and its evolution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 594(C).
- Russell Davidson & Andrea Monticini, 2018. "Improvements in Bootstrap Inference," DISCE - Working Papers del Dipartimento di Economia e Finanza def070, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Elenka Brenna & Lara Gitto, 2018. "Adult education, the use of Information and Communication Technologies and the impact on quality of life: a case study," DISCE - Working Papers del Dipartimento di Economia e Finanza def073, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Otto, Christian & Willner, Sven Norman & Wenz, Leonie & Frieler, Katja & Levermann, Anders, 2017. "Modeling loss-propagation in the global supply network: The dynamic agent-based model acclimate," OSF Preprints 7yyhd, Center for Open Science.
- Andrea Boitani & Catalin Dragomirescu-Gaina, 2022.
"News and narratives: A cointegration analysis of Russian economic policy uncertainty,"
Working Papers
496, University of Milano-Bicocca, Department of Economics, revised Apr 2022.
- Andrea Boitani & Catalin Dragomirescu Gaina, 2022. "News and narratives: A cointegration analysis of Russian economic policy uncertainty," DISCE - Working Papers del Dipartimento di Economia e Finanza def115, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Boitani, Andrea & Dragomirescu-Gaina, Catalin, 2023. "News and narratives: A cointegration analysis of Russian economic policy uncertainty," Economics Letters, Elsevier, vol. 226(C).
- Russel Davidson & Andrea Monticini, 2014. "Heteroskedasticity-and-Autocorrelation-Consistent Bootstrapping," DISCE - Working Papers del Dipartimento di Economia e Finanza def012, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Annalisa Fabretti & Tommy Gärling & Stefano Herzel & Martin Holmen, 2017.
"Convex incentives in financial markets: an agent-based analysis,"
Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 40(1), pages 375-395, November.
- Annalisa Fabretti & Tommy Gärling & Stefano Herzel & Martin Holmen, 2015. "Convex Incentives in Financial Markets: an Agent-Based Analysis," CEIS Research Paper 337, Tor Vergata University, CEIS, revised 08 Apr 2015.
- Cottini Elena & Ghinetti Paolo, 2017.
"Is it the Way You Live or the Job You Have? Health Effects of Lifestyles and Working Conditions,"
The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 17(3), pages 1-20, July.
- Elena Cottini & Paolo Ghinetti, 2017. "Is it the way you live or the job you have? Health effects of lifestyles and working conditions," DISCE - Working Papers del Dipartimento di Economia e Finanza def056, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Rosario Crinò & Giovanni Immordino & Salvatore Piccolo, 2019.
"Fighting Mobile Crime,"
CESifo Working Paper Series
7446, CESifo.
- Rosario Crino & Giovanni Immordino & Gülen Karakoç-Palminteri & Salvatore Piccolo, 2018. "Fighting Mobile Crime," CSEF Working Papers 504, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Crinò, Rosario & Immordino, Giovanni & Piccolo, Salvatore, 2019. "Fighting Mobile Crime," CEPR Discussion Papers 13424, C.E.P.R. Discussion Papers.
- Rosario Crinò & Giovanni Immordino & Salvatore Piccolo, 2018. "Fighting Mobile Crime," DISCE - Working Papers del Dipartimento di Economia e Finanza def071, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Maria Ambrosanio & Paolo Balduzzi & Massimo Bordignon, 2014.
"Economic crisis and fiscal federalism in Italy,"
DISCE - Working Papers del Dipartimento di Economia e Finanza
def016, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Maria Flavia Ambrosanio & Paolo Balduzzi & Massimo Bordignon, 2014. "Economic crisis and fiscal federalism in Italy," Working papers 8, Società Italiana di Economia Pubblica.
- Luca Fiorito & Cosma Orsi, 2016. "Survival Value And A Robust, Practical, Joyless Individualism: Thomas Nixon Carver, Social Justice, And Eugenics," DISCE - Working Papers del Dipartimento di Economia e Finanza def044, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Simone Moriconi, 2016.
"Taxation, industry integration and production efficiency,"
DISCE - Working Papers del Dipartimento di Economia e Finanza
def043, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Simone Moriconi, 2016. "Taxation, Industry Integration and Production Efficiency," CESifo Working Paper Series 6001, CESifo.
- Otto, C. & Willner, S.N. & Wenz, L. & Frieler, K. & Levermann, A., 2017. "Modeling loss-propagation in the global supply network: The dynamic agent-based model acclimate," Journal of Economic Dynamics and Control, Elsevier, vol. 83(C), pages 232-269.
- Elenka Brenna & Lara Gitto, 2016. "Financing elderly care in Italy and Europe. Is there a common vision?," DISCE - Working Papers del Dipartimento di Economia e Finanza def047, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Tiziana Assenza & Domenico Delli Gatti & Jakob Grazzini & Giorgio Ricchiuti, 2016.
"Heterogeneous Firms and International Trade: The Role of Productivity and Financial Fragility,"
CESifo Working Paper Series
5959, CESifo.
- Tiziana Assenza & Domenico Delli Gatti & Jakob Grazzini & Giorgio Ricchiuti, 2016. "Heterogeneous Firms and International Trade: The role of productivity and financial fragility," DISCE - Working Papers del Dipartimento di Economia e Finanza def042, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Mignot, Sarah & Tramontana, Fabio & Westerhoff, Frank H., 2023. "Complex dynamics in a nonlinear duopoly model with heuristic expectation formation and learning behavior," BERG Working Paper Series 187, Bamberg University, Bamberg Economic Research Group.
- Rosario Crinò & Laura Ogliari, 2015. "Financial Frictions, Product Quality, and International Trade," DISCE - Working Papers del Dipartimento di Economia e Finanza def030, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Luca Pieroni & Melcior Rossello Roig & Luca Salmasi, 2021.
"Italy: immigration and the evolution of populism,"
DISCE - Working Papers del Dipartimento di Economia e Finanza
def098, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Pieroni, Luca & Roig, Melcior Rosselló & Salmasi, Luca, 2023. "Italy: Immigration and the evolution of populism," European Journal of Political Economy, Elsevier, vol. 76(C).
- Sebastiano Della Lena & Fabrizio Panebianco, 2019. "Cultural Transmission with Incomplete Information: Parental Perceived Efficacy and Group Misrepresentation," DISCE - Working Papers del Dipartimento di Economia e Finanza def079, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Grazia Cecere & Nicoletta Corrocher & Maria Luisa Mancusi, 2016. "Financial constraints and public funding for eco-innovation: Empirical evidence on European SMEs," DISCE - Working Papers del Dipartimento di Economia e Finanza def046, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Checchi, Daniele & Fenizia, Alessandra & Lucifora, Claudio, 2021.
"Public Sector Jobs: Working in the Public Sector in Europe and the US,"
IZA Discussion Papers
14514, Institute of Labor Economics (IZA).
- Daniele Checchi & Alessandra Fenizia & Claudio Lucifora, 2021. "PUBLIC SECTOR JOBS: Working in the public sector in Europe and the US," DISCE - Working Papers del Dipartimento di Economia e Finanza def107, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Michele Tettamanzi, 2017. "E Many Pluribus Unum: A Behavioural Macro-Economic Agent Based Model," DISCE - Working Papers del Dipartimento di Economia e Finanza def062, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Jakob Grazzini & Matteo Richiardi, 2014.
"Estimation of Ergodic Agent-Based Models by Simulated Minimum Distance,"
Economics Papers
2014-W07, Economics Group, Nuffield College, University of Oxford.
- Grazzini, Jakob & Richiardi, Matteo, 2015. "Estimation of ergodic agent-based models by simulated minimum distance," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 148-165.
Cited by:
- Jessica M. Mc Lay & Roy Lay-Yee & Barry J. Milne & Peter Davis, 2015. "Regression-Style Models for Parameter Estimation in Dynamic Microsimulation: An Empirical Performance Assessment," International Journal of Microsimulation, International Microsimulation Association, vol. 8(2), pages 83-127.
- Ernesto Carrella & Richard M. Bailey & Jens Koed Madsen, 2018. "Indirect inference through prediction," Papers 1807.01579, arXiv.org.
- Grazzini, Jakob & Richiardi, Matteo G. & Tsionas, Mike, 2017.
"Bayesian estimation of agent-based models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 26-47.
- Jakob Grazzini & Matteo G. Richiardi & Mike Tsionas, 2015. "Bayesian Estimation of Agent-Based Models," LABORatorio R. Revelli Working Papers Series 145, LABORatorio R. Revelli, Centre for Employment Studies.
- Jakob Grazzini & Matteo Richiardi & Mike Tsionas, 2015. "Bayesian Estimation of Agent-Based Models," Economics Papers 2015-W12, Economics Group, Nuffield College, University of Oxford.
- Ross Richardson & Matteo Richiardi & Michael Wolfson, 2015.
"We ran one billion agents. Scaling in simulation models,"
Economics Papers
2015-W05, Economics Group, Nuffield College, University of Oxford.
- Ross Richardson & Matteo G. Richiardi & Michael Wolfson, 2015. "We ran one billion agents. Scaling in simulation models," LABORatorio R. Revelli Working Papers Series 142, LABORatorio R. Revelli, Centre for Employment Studies.
- Kukacka, Jiri & Jang, Tae-Seok & Sacht, Stephen, 2018. "On the estimation of behavioral macroeconomic models via simulated maximum likelihood," Economics Working Papers 2018-11, Christian-Albrechts-University of Kiel, Department of Economics.
- Giovanni Dosi & Marcelo Pereira & Andrea Roventini & Maria Enrica Virgillito, 2016.
"The Effects of Labour Market Reforms upon Unemployment and Income Inequalities: an Agent Based Model,"
Sciences Po publications
2016-24, Sciences Po.
- Giovanni Dosi & Marcelo Pereira & Andrea Roventini & Maria Enrica Virgillito, 2016. "The Effects of Labour Market Reforms upon Unemployment and Income Inequalities: an Agent Based Model," Working Papers hal-03459264, HAL.
- G. Dosi & M.C. Pereira & A. Roventini & M.E. Virgillito Author-Workplace-Name Scuola Superiore Sant'Anna, 2016. "The effects of Labour Market Reforms upon Unemployment and Income Inequalities : an agent based model," Documents de Travail de l'OFCE 2016-24, Observatoire Francais des Conjonctures Economiques (OFCE).
- Giovanni Dosi & Marcelo C. Pereira & Andrea Roventini & Maria Enrica Virgillito, 2016. "The Effects of Labour Market Reforms upon Unemployment and Income Inequalities: an Agent Based Model," LEM Papers Series 2016/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Domenico Delli Gatti & Jakob Grazzini, 2019.
"Rising to the Challenge: Bayesian Estimation and Forecasting Techniques for Macroeconomic Agent-Based Models,"
CESifo Working Paper Series
7894, CESifo.
- Delli Gatti, Domenico & Grazzini, Jakob, 2020. "Rising to the challenge: Bayesian estimation and forecasting techniques for macroeconomic Agent Based Models," Journal of Economic Behavior & Organization, Elsevier, vol. 178(C), pages 875-902.
- Vandin, Andrea & Giachini, Daniele & Lamperti, Francesco & Chiaromonte, Francesca, 2022. "Automated and distributed statistical analysis of economic agent-based models," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
- Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2016.
"No Man is an Island: The Impact of Heterogeneity and Local Interactions on Macroeconomic Dynamics,"
Sciences Po publications
2016-18, Sciences Po.
- Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2018. "No man is an island : the impact of heterogeneity and local interactions on macroeconomics dynamics," SciencePo Working papers Main hal-03609582, HAL.
- Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2018. "No man is an island : the impact of heterogeneity and local interactions on macroeconomics dynamics," Sciences Po publications info:hdl:2441/28ldm6et9r9, Sciences Po.
- Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2016. "No Man is an Island: The Impact of Heterogeneity and Local Interactions on Macroeconomic Dynamics," Working Papers hal-03459315, HAL.
- Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2016. "No Man Is an Island: The Impact of Heterogeneity and Local Interactions on Macroeconomic Dynamics," LEM Papers Series 2016/24, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Guerini, Mattia & Napoletano, Mauro & Roventini, Andrea, 2018. "No man is an Island: The impact of heterogeneity and local interactions on macroeconomic dynamics," Economic Modelling, Elsevier, vol. 68(C), pages 82-95.
- Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2016. "No man is an island : the Impact of Heterogeneity and local interactions on Macroeconomic Dynamics," Documents de Travail de l'OFCE 2016-18, Observatoire Francais des Conjonctures Economiques (OFCE).
- Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2018. "No man is an island : the impact of heterogeneity and local interactions on macroeconomics dynamics," Post-Print hal-03609582, HAL.
- Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2016. "No Man is an Island: The Impact of Heterogeneity and Local Interactions on Macroeconomic Dynamics," SciencePo Working papers Main hal-03459315, HAL.
- Timothy Haas, 2020. "Developing political-ecological theory: The need for many-task computing," PLOS ONE, Public Library of Science, vol. 15(11), pages 1-26, November.
- Severin Reissl, 2021. "Heterogeneous expectations, forecasting behaviour and policy experiments in a hybrid Agent-based Stock-flow-consistent model," Journal of Evolutionary Economics, Springer, vol. 31(1), pages 251-299, January.
- Severin Reissl & Alessandro Caiani & Francesco Lamperti & Mattia Guerini & Fabio Vanni & Giorgio Fagiolo & Tommaso Ferraresi & Leonardo Ghezzi & Mauro Napoletano & Andrea Roventini, 2021.
"Assessing the economic impact of lockdowns in Italy: a computational input-output approach,"
SciencePo Working papers Main
hal-03373672, HAL.
- Severin Reissl & Alessandro Caiani & Francesco Lamperti & Mattia Guerini & Fabio Vanni & Giorgio Fagiolo & Tommaso Ferraresi & Leonardo Ghezzi & Mauro Napoletano & Andrea Roventini, 2021. "Assessing the Economic Impact of Lockdowns in Italy: A Computational Input-Output Approach," SciencePo Working papers Main hal-04103906, HAL.
- Severin Reissl & Alessandro Caiani & Francesco Lamperti & Mattia Guerini & Fabio Vanni & Giorgio Fagiolo & Tommaso Ferraresi & Leonardo Ghezzi & Mauro Napoletano & Andrea Roventini, 2021. "Assessing the economic impact of lockdowns in Italy: a computational input-output approach," Working Papers hal-03373672, HAL.
- Severin Reissl & Alessandro Caiani & Francesco Lamperti & Mattia Guerini & Fabio Vanni & Giorgio Fagiolo & Tommaso Ferraresi & Leonardo Ghezzi & Mauro Napoletano & Andrea Roventini, 2022. "Assessing the Economic Impact of Lockdowns in Italy: A Computational Input–Output Approach [Nonlinear Production Networks with an Application to the Covid-19 Crisis]," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 31(2), pages 358-409.
- Severin Reissl & Alessandro Caiani & Francesco Lamperti & Mattia Guerini & Fabio Vanni & Giorgio Fagiolo & Tommaso Ferraresi & Leonardo Ghezzi & Mauro Napoletano & Andrea Roventini, 2021. "Assessing the Economic Impact of Lockdowns in Italy: A Computational Input-Output Approach," Working Papers hal-04103906, HAL.
- Severin Reissl & Alessandro Caiani & Francesco Lamperti & Mattia Guerini & Fabio Vanni & Giorgio Fagiolo & Tommaso Ferraresi & Leonardo Ghezzi & Mauro Napoletano & Andrea Roventini, 2021. "Assessing the Economic Impact of Lockdowns in Italy: A Computational Input-Output Approach," GREDEG Working Papers 2021-15, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Sylvain Barde, 2019.
"Macroeconomic simulation comparison with a multivariate extension of the Markov Information Criterion,"
Studies in Economics
1908, School of Economics, University of Kent.
- Barde, Sylvain, 2020. "Macroeconomic simulation comparison with a multivariate extension of the Markov information criterion," Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
- Andrea Vandin & Daniele Giachini & Francesco Lamperti & Francesca Chiaromonte, 2021. "Automated and Distributed Statistical Analysis of Economic Agent-Based Models," Papers 2102.05405, arXiv.org, revised Nov 2023.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017.
"Agent-Based Model Calibration using Machine Learning Surrogates,"
Working Papers
hal-03458875, HAL.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01499344, HAL.
- Lamperti, Francesco & Roventini, Andrea & Sani, Amir, 2018. "Agent-based model calibration using machine learning surrogates," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 366-389.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Papers 1703.10639, arXiv.org, revised Apr 2017.
- Frencesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-based model calibration using machine learning surrogates," Documents de Travail de l'OFCE 2017-09, Observatoire Francais des Conjonctures Economiques (OFCE).
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," LEM Papers Series 2017/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Working Papers hal-01499344, HAL.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," SciencePo Working papers Main hal-01499344, HAL.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Sciences Po publications 2017-09, Sciences Po.
- Giorgio Fagiolo & Mattia Guerini & Francesco Lamperti & Alessio Moneta & Andrea Roventini, 2017.
"Validation of Agent-Based Models in Economics and Finance,"
LEM Papers Series
2017/23, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giorgio Fagiolo & Mattia Guerini & Francesco Lamperti & Alessio Moneta & Andrea Roventini, 2019. "Validation of Agent-Based Models in Economics and Finance," SciencePo Working papers Main halshs-02375423, HAL.
- Giorgio Fagiolo & Mattia Guerini & Francesco Lamperti & Alessio Moneta & Andrea Roventini, 2019. "Validation of Agent-Based Models in Economics and Finance," Post-Print halshs-02375423, HAL.
- Alperen Bektas & Valentino Piana & René Schumann, 2021. "A meso-level empirical validation approach for agent-based computational economic models drawing on micro-data: a use case with a mobility mode-choice model," SN Business & Economics, Springer, vol. 1(6), pages 1-25, June.
- Donovan Platt & Tim Gebbie, 2016. "The Problem of Calibrating an Agent-Based Model of High-Frequency Trading," Papers 1606.01495, arXiv.org, revised Mar 2017.
- Dinghai Xu & Jingru Ji & Donghua Wang, 2018.
"Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market,"
Working Papers
1806, University of Waterloo, Department of Economics, revised 09 Jan 2018.
- Ji, Jingru & Wang, Donghua & Xu, Dinghai, 2019. "Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market," Economic Modelling, Elsevier, vol. 80(C), pages 383-391.
- Zila, Eric & Kukacka, Jiri, 2023. "Moment set selection for the SMM using simple machine learning," Journal of Economic Behavior & Organization, Elsevier, vol. 212(C), pages 366-391.
- Zakaria Babutsidze, 2018.
"The rise of electronic social networks and implications for advertisers,"
SciencePo Working papers Main
hal-03471523, HAL.
- Zakaria Babutsidze, 2018. "The rise of electronic social networks and implications for advertisers," Post-Print hal-03471523, HAL.
- Babutsidze, Zakaria, 2018. "The rise of electronic social networks and implications for advertisers," Technological Forecasting and Social Change, Elsevier, vol. 137(C), pages 27-39.
- Zakaria Babutsidze, 2018. "The rize of electronic social networks and implications for advertisers," Sciences Po publications info:hdl:2441/7eeckjdtj29, Sciences Po.
- Donovan Platt, 2022. "Bayesian Estimation of Economic Simulation Models Using Neural Networks," Computational Economics, Springer;Society for Computational Economics, vol. 59(2), pages 599-650, February.
- Troost, Christian & Huber, Robert & Bell, Andrew R. & van Delden, Hedwig & Filatova, Tatiana & Le, Quang Bao & Lippe, Melvin & Niamir, Leila & Polhill, J. Gareth & Sun, Zhanli & Berger, Thomas, 2023. "How to keep it adequate: A protocol for ensuring validity in agent-based simulation," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 159, pages 1-21.
- Emanuele Ciola & Edoardo Gaffeo & Mauro Gallegati, 2021. "Search for Profits and Business Fluctuations: How Banks' Behaviour Explain Cycles?," Working Papers 450, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
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Journal of Economic Surveys, Wiley Blackwell, vol. 32(4), pages 1134-1159, September.
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"A Method for Agent-Based Models Validation,"
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"Estimation of heuristic switching in behavioral macroeconomic models,"
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"More is different ... and complex! the case for agent-based macroeconomics,"
Journal of Evolutionary Economics, Springer, vol. 29(1), pages 1-37, March.
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"The future of agent-based modelling,"
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"Advances in the agent-based modeling of economic and social behavior,"
SN Business & Economics, Springer, vol. 1(7), pages 1-24, July.
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"A dynamic network model of the unsecured interbank lending market,"
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- Francisco Blasques & Falk Bräuning & Iman van Lelyveld, 2015. "A dynamic network model of the unsecured interbank lending market," BIS Working Papers 491, Bank for International Settlements.
- Jaqueson K. Galimberti & Nicolas Suhadolnik & Sergio Silva, 2017.
"Cowboying Stock Market Herds with Robot Traders,"
Computational Economics, Springer;Society for Computational Economics, vol. 50(3), pages 393-423, October.
- Galimberti, Jaqueson & Suhadolnik, Nicolas & Da Silva, Sergio, 2016. "Cowboying Stock Market Herds with Robot Traders," MPRA Paper 71758, University Library of Munich, Germany.
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- Bence Mérõ, 2019. "Novel Modelling of the Operation of the Financial Intermediary System – Agent-based Macro Models," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 18(3), pages 83-113.
- Alexandru Mandes & Peter Winker, 2015.
"Complexity and Model Comparison in Agent Based Modeling of Financial Markets,"
MAGKS Papers on Economics
201528, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Alexandru Mandes & Peter Winker, 2017. "Complexity and model comparison in agent based modeling of financial markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(3), pages 469-506, October.
- Giorgio Fagiolo & Andrea Roventini, 2016.
"Macroeconomic Policy in DGSE and Agent-Based Models Redux: New Developments and Challenges Ahead,"
Sciences Po publications
info:hdl:2441/dcditnq6282, Sciences Po.
- Giorgio Fagiolo & Andrea Roventini, 2016. "Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead," LEM Papers Series 2016/17, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giorgio Fagiolo & Andrea Roventini, 2017. "Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 20(1), pages 1-1.
- G. Fagiolo & A. Roventini, 2016. "Macroeconomic policy in DGSE and agent based models redux : new developments and challenges ahead," Documents de Travail de l'OFCE 2016-11, Observatoire Francais des Conjonctures Economiques (OFCE).
- Kukacka, Jiri & Kristoufek, Ladislav, 2021. "Does parameterization affect the complexity of agent-based models?," Journal of Economic Behavior & Organization, Elsevier, vol. 192(C), pages 324-356.
- Kang Gao & Perukrishnen Vytelingum & Stephen Weston & Wayne Luk & Ce Guo, 2022. "Understanding intra-day price formation process by agent-based financial market simulation: calibrating the extended chiarella model," Papers 2208.14207, arXiv.org.
- Kukacka, Jiri & Kristoufek, Ladislav, 2020. "Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality," Journal of Economic Dynamics and Control, Elsevier, vol. 113(C).
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"Macroeconomics with heterogeneous agent models: fostering transparency, reproducibility and replication,"
Publications of Darmstadt Technical University, Institute for Business Studies (BWL)
113126, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Herbert Dawid & Philipp Harting & Sander Hoog & Michael Neugart, 2019. "Macroeconomics with heterogeneous agent models: fostering transparency, reproducibility and replication," Journal of Evolutionary Economics, Springer, vol. 29(1), pages 467-538, March.
- Platt, Donovan, 2020. "A comparison of economic agent-based model calibration methods," Journal of Economic Dynamics and Control, Elsevier, vol. 113(C).
- Lux, Thomas, 2018. "Estimation of agent-based models using sequential Monte Carlo methods," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 391-408.
- Leonardo Bargigli & Luca Riccetti & Alberto Russo & Mauro Gallegati, 2016.
"Network Calibration and Metamodeling of a Financial Accelerator Agent Based Model,"
Working Papers - Economics
wp2016_01.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Leonardo Bargigli & Luca Riccetti & Alberto Russo & Mauro Gallegati, 2020. "Network calibration and metamodeling of a financial accelerator agent based model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(2), pages 413-440, April.
- Francesco Lamperti, 2015. "An Information Theoretic Criterion for Empirical Validation of Time Series Models," LEM Papers Series 2015/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Siyan Chen & Saul Desiderio, 2022. "Calibration of Agent-Based Models by Means of Meta-Modeling and Nonparametric Regression," Computational Economics, Springer;Society for Computational Economics, vol. 60(4), pages 1457-1478, December.
- Yanqiao Zheng & Xiaobing Zhao & Xiaoqi Zhang & Xinyue Ye & Qiwen Dai, 2019. "Mining the Hidden Link Structure from Distribution Flows for a Spatial Social Network," Complexity, Hindawi, vol. 2019, pages 1-17, May.
- Lamperti, Francesco, 2018. "An information theoretic criterion for empirical validation of simulation models," Econometrics and Statistics, Elsevier, vol. 5(C), pages 83-106.
- Kukacka, Jiri & Barunik, Jozef, 2016.
"Estimation of financial agent-based models with simulated maximum likelihood,"
FinMaP-Working Papers
63, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Kukacka, Jiri & Barunik, Jozef, 2017. "Estimation of financial agent-based models with simulated maximum likelihood," Journal of Economic Dynamics and Control, Elsevier, vol. 85(C), pages 21-45.
- Toby Pilditch & Jens Koed Madsen, 2021. "Targeting Your Preferences: Modelling Micro-Targeting for an Increasingly Diverse Electorate," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 24(1), pages 1-5.
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- Giorgio Fagiolo & Andrea Roventini, 2016. "Macroeconomic Policy in DGSE and Agent-Based Models Redux," Working Papers hal-03459348, HAL.
- Donovan Platt, 2019. "A Comparison of Economic Agent-Based Model Calibration Methods," Papers 1902.05938, arXiv.org.
- Zhenxi Chen & Thomas Lux, 2018.
"Estimation of Sentiment Effects in Financial Markets: A Simulated Method of Moments Approach,"
Computational Economics, Springer;Society for Computational Economics, vol. 52(3), pages 711-744, October.
- Zhenxi, Chen & Lux, Thomas, 2015. "Estimation of sentiment effects in financial markets: A simulated method of moments approach," FinMaP-Working Papers 37, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
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"Neural nets for indirect inference,"
Econometrics and Statistics, Elsevier, vol. 2(C), pages 36-49.
- Michael Creel, 2016. "Neural Nets for Indirect Inference," Working Papers 942, Barcelona School of Economics.
- Siyan Chen & Saul Desiderio, 2022. "A Regression-Based Calibration Method for Agent-Based Models," Computational Economics, Springer;Society for Computational Economics, vol. 59(2), pages 687-700, February.
- Filippo Gusella & Giorgio Ricchiuti, 2022. "A State-Space Approach for Time-Series Prediction of an Heterogeneous Agent Model," Working Papers - Economics wp2022_20.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Sylvain Barde, 2022. "Bayesian Estimation of Large-Scale Simulation Models with Gaussian Process Regression Surrogates," Studies in Economics 2203, School of Economics, University of Kent.
- Elizabeth Jane Casabianca & Alessia Lo Turco & Daniela Maggioni, 2021. "Migration And The Structure Of Manufacturing Production. A View From Italian Provinces," Working Papers 448, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Francesco Lamperti, 2018. "Empirical validation of simulated models through the GSL-div: an illustrative application," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(1), pages 143-171, April.
- Váry, Miklós, 2021. "The long-run real effects of monetary shocks: Lessons from a hybrid post-Keynesian-DSGE-agent-based menu cost model," Economic Modelling, Elsevier, vol. 105(C).
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Cited by:
- Conor B. Hamill & Raad Khraishi & Simona Gherghel & Jerrard Lawrence & Salvatore Mercuri & Ramin Okhrati & Greig A. Cowan, 2023. "Agent-based Modelling of Credit Card Promotions," Papers 2311.01901, arXiv.org, revised Nov 2023.
- Patrick Mellacher, 2021. "Growth, Inequality and Declining Business Dynamism in a Unified Schumpeter Mark I + II Model," Papers 2111.09407, arXiv.org, revised Nov 2023.
- Andrea Gurgone & Giulia Iori, 2022.
"Macroprudential capital buffers in heterogeneous banking networks: insights from an ABM with liquidity crises,"
The European Journal of Finance, Taylor & Francis Journals, vol. 28(13-15), pages 1399-1445, October.
- Gurgone, Andrea & Iori, Giulia, 2020. "Macroprudential capital buffers in heterogeneous banking networks: Insights from an ABM with liquidity crises," BERG Working Paper Series 164, Bamberg University, Bamberg Economic Research Group.
- Francesco Lamperti & Valentina Bosetti & Andrea Roventini & Massimo Tavoni & Tania Treibich, 2021.
"Three green financial policies to address climate risks,"
Post-Print
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- Francesco Lamperti & Valentina Bosetti & Andrea Roventini & Massimo Tavoni & Tania Treibich, 2021. "Three green financial policies to address climate risks," SciencePo Working papers Main hal-04103920, HAL.
- Francesco Lamperti & Valentina Bosetti & Andrea Roventini & Massimo Tavoni & Tania Treibich, 2021. "Three green financial policies to address climate risks," LEM Papers Series 2021/05, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Lamperti, Francesco & Bosetti, Valentina & Roventini, Andrea & Tavoni, Massimo & Treibich, Tania, 2021. "Three green financial policies to address climate risks," Journal of Financial Stability, Elsevier, vol. 54(C).
- Turco, Enrico & Bazzana, Davide & Rizzati, Massimiliano & Ciola, Emanuele & Vergalli, Sergio, 2023. "Energy price shocks and stabilization policies in the MATRIX model," Energy Policy, Elsevier, vol. 177(C).
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- Tommaso Ciarli & André Lorentz & Marco Valente & Maria Savona, 2019. "Structural changes and growth regimes," Journal of Evolutionary Economics, Springer, vol. 29(1), pages 119-176, March.
- Tommaso Ciarli & Andre Lorentz & Marco Valente & Mario Savona, 2017. "Structural Changes and Growth Regimes," SPRU Working Paper Series 2017-12, SPRU - Science Policy Research Unit, University of Sussex Business School.
- Domenico Delli Gatti & Jakob Grazzini, 2019.
"Rising to the Challenge: Bayesian Estimation and Forecasting Techniques for Macroeconomic Agent-Based Models,"
CESifo Working Paper Series
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- Delli Gatti, Domenico & Grazzini, Jakob, 2020. "Rising to the challenge: Bayesian estimation and forecasting techniques for macroeconomic Agent Based Models," Journal of Economic Behavior & Organization, Elsevier, vol. 178(C), pages 875-902.
- Cristiano CODAGNONE & Giovanni LIVA & Egidijus BARCEVICIUS & Gianluca MISURACA & Luka KLIMAVICIUTE & Michele BENEDETTI & Irene VANINI & Giancarlo VECCHI & Emily RYEN GLOINSON & Katherine STEWART & Sti, 2020. "Assessing the impacts of digital government transformation in the EU: Conceptual framework and empirical case studies," JRC Research Reports JRC120865, Joint Research Centre.
- Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2016.
"No Man is an Island: The Impact of Heterogeneity and Local Interactions on Macroeconomic Dynamics,"
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- Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2018. "No man is an island : the impact of heterogeneity and local interactions on macroeconomics dynamics," SciencePo Working papers Main hal-03609582, HAL.
- Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2018. "No man is an island : the impact of heterogeneity and local interactions on macroeconomics dynamics," Sciences Po publications info:hdl:2441/28ldm6et9r9, Sciences Po.
- Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2016. "No Man is an Island: The Impact of Heterogeneity and Local Interactions on Macroeconomic Dynamics," Working Papers hal-03459315, HAL.
- Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2016. "No Man Is an Island: The Impact of Heterogeneity and Local Interactions on Macroeconomic Dynamics," LEM Papers Series 2016/24, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Guerini, Mattia & Napoletano, Mauro & Roventini, Andrea, 2018. "No man is an Island: The impact of heterogeneity and local interactions on macroeconomic dynamics," Economic Modelling, Elsevier, vol. 68(C), pages 82-95.
- Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2016. "No man is an island : the Impact of Heterogeneity and local interactions on Macroeconomic Dynamics," Documents de Travail de l'OFCE 2016-18, Observatoire Francais des Conjonctures Economiques (OFCE).
- Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2018. "No man is an island : the impact of heterogeneity and local interactions on macroeconomics dynamics," Post-Print hal-03609582, HAL.
- Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2016. "No Man is an Island: The Impact of Heterogeneity and Local Interactions on Macroeconomic Dynamics," SciencePo Working papers Main hal-03459315, HAL.
- Claudius Graebner & Philipp Heimberger & Jakob Kapeller & Michael Landesmann & Bernhard Schuetz, 2021.
"The evolution of debtor-creditor relationships within a monetary union: Trade imbalances, excess reserves and economic policy,"
ICAE Working Papers
122, Johannes Kepler University, Institute for Comprehensive Analysis of the Economy.
- Gräbner, Claudius & Heimberger, Philipp & Kapeller, Jakob & Landesmann, Michael & Schütz, Bernhard, 2021. "The evolution of debtor-creditor relationships within a monetary union: Trade imbalances, excess reserves and economic policy," ifso working paper series 10, University of Duisburg-Essen, Institute for Socioeconomics (ifso).
- Gräbner-Radkowitsch, Claudius & Heimberger, Philipp & Kapeller, Jakob & Landesmann, Michael & Schütz, Bernhard, 2022. "The evolution of debtor-creditor relationships within a monetary union: Trade imbalances, excess reserves and economic policy," Structural Change and Economic Dynamics, Elsevier, vol. 62(C), pages 262-289.
- Yi Zhang & Zhe Li & Yongchao Zhang, 2020. "Validation and Calibration of an Agent-Based Model: A Surrogate Approach," Discrete Dynamics in Nature and Society, Hindawi, vol. 2020, pages 1-9, January.
- Carro, Adrian & Hinterschweiger, Marc & Uluc, Arzu & Farmer, J. Doyne, 2022.
"Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market,"
Bank of England working papers
976, Bank of England.
- Adrián Carro & Marc Hinterschweiger & Arzu Uluc & J. Doyne Farmer, 2022. "Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market," Working Papers 2217, Banco de España.
- Adrian Carro & Marc Hinterschweiger & Arzu Uluc & J Doyne Farmer, 2023. "Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 32(2), pages 386-432.
- Farmer, J. Doyne & Carro, Adrian & Hinterschweiger, Marc & Uluc, Arzu, 2022. "Heterogeneous Effects and Spillovers of Macroprudential Policy in an Agent-Based Model of the UK Housing Market," INET Oxford Working Papers 2022-06, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Fierro, Luca Eduardo & Caiani, Alessandro & Russo, Alberto, 2022.
"Automation, Job Polarisation, and Structural Change,"
Journal of Economic Behavior & Organization, Elsevier, vol. 200(C), pages 499-535.
- Luca Eduardo Fierro & Alessandro Caiani & Alberto Russo, 2021. "Automation, job polarisation, and structural change," Working Papers 2021/09, Economics Department, Universitat Jaume I, Castellón (Spain).
- Lamperti, F. & Dosi, G. & Napoletano, M. & Roventini, A. & Sapio, A., 2018.
"Faraway, So Close: Coupled Climate and Economic Dynamics in an Agent-based Integrated Assessment Model,"
Ecological Economics, Elsevier, vol. 150(C), pages 315-339.
- Francesco Lamperti & Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Alessandro Sapio, 2018. "Faraway, So Close: Coupled Climate and Economic Dynamics in an Agent-based Integrated Assessment Model," SciencePo Working papers Main hal-03399637, HAL.
- Francesco Lamperti & Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Alessandro Sapio, 2017. "Faraway, so close : coupled climate and economic dynamics in an agent-based integrated assessment model," Working Papers hal-03458816, HAL.
- Francesco Lamperti & Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Alessandro Sapio, 2017. "Faraway, so close : coupled climate and economic dynamics in an agent based integrated assessment model," Documents de Travail de l'OFCE 2017-10, Observatoire Francais des Conjonctures Economiques (OFCE).
- Francesco Lamperti & Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Alessandro Sapio, 2017. "Faraway, so close : coupled climate and economic dynamics in an agent-based integrated assessment model," SciencePo Working papers Main hal-03458816, HAL.
- Francesco Lamperti & Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Alessandro Sapio, 2017. "Faraway, so Close: Coupled Climate and Economic Dynamics in an Agent-Based Integrated Assessment Model," LEM Papers Series 2017/12, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Francesco Lamperti & Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Alessandro Sapio, 2018. "Faraway, So Close: Coupled Climate and Economic Dynamics in an Agent-based Integrated Assessment Model," Post-Print hal-03399637, HAL.
- Francesco Lamperti & Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Alessandro Sapio, 2017. "Faraway, so close : coupled climate and economic dynamics in an agent-based integrated assessment model," Sciences Po publications info:hdl:2441/4hs7liq1f49, Sciences Po.
- Severin Reissl, 2021. "Heterogeneous expectations, forecasting behaviour and policy experiments in a hybrid Agent-based Stock-flow-consistent model," Journal of Evolutionary Economics, Springer, vol. 31(1), pages 251-299, January.
- Quamrul Ashraf & Boris Gershman & Peter Howitt, 2015.
"Banks, Market Organization, and Macroeconomic Performance: An Agent-Based Computational Analysis,"
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- Quamrul Ashraf & Boris Gershman & Peter Howitt, 2011. "Banks, Market Organization, and Macroeconomic Performance: An Agent-Based Computational Analysis," Department of Economics Working Papers 2011-03, Department of Economics, Williams College, revised Sep 2016.
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"Agent-Based Macroeconomics and Classical Political Economy: Some Italian Roots,"
SciencePo Working papers Main
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- Giovanni Dosi & Andrea Roventini, 2017. "Agent-Based Macroeconomics and Classical Political Economy: Some Italian Roots," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 3(3), pages 261-283, November.
- Giovanni Dosi & Andrea Roventini, 2017. "Agent-Based Macroeconomics and Classical Political Economy: Some Italian Roots," Post-Print hal-03399668, HAL.
- Giovanni Dosi & Andrea Roventini, 2017. "Agent-Based Macroeconomics and Classical Political Economy: Some Italian Roots," LEM Papers Series 2017/19, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Eugenio Caverzasi & Alberto Russo, 2018.
"Toward a New Microfounded Macroeconomics in the Wake of the Crisis,"
LEM Papers Series
2018/23, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Eugenio Caverzasi & Alberto Russo, 2018. "Toward a new microfounded macroeconomics in the wake of the crisis," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 27(6), pages 999-1014.
- Eugenio Caverzasi & Alberto Russo, 2018. "Toward a new microfounded macroeconomics in the wake of the crisis," Working Papers PKWP1807, Post Keynesian Economics Society (PKES).
- Chen, Siyan & Desiderio, Saul, 2018.
"What moves the Beveridge curve and the Phillips curve: An agent-based analysis,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-30.
- Chen, Siyan & Desiderio, Saul, 2017. "What moves the Beveridge curve and the Phillips curve: An agent-based analysis," Economics Discussion Papers 2017-65, Kiel Institute for the World Economy (IfW Kiel).
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017.
"Agent-Based Model Calibration using Machine Learning Surrogates,"
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- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01499344, HAL.
- Lamperti, Francesco & Roventini, Andrea & Sani, Amir, 2018. "Agent-based model calibration using machine learning surrogates," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 366-389.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Papers 1703.10639, arXiv.org, revised Apr 2017.
- Frencesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-based model calibration using machine learning surrogates," Documents de Travail de l'OFCE 2017-09, Observatoire Francais des Conjonctures Economiques (OFCE).
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," LEM Papers Series 2017/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Working Papers hal-01499344, HAL.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," SciencePo Working papers Main hal-01499344, HAL.
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- Mauro Napoletano, 2018.
"A short walk on the wild side : agent based models and their implications for macroeconomic analysis,"
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- Mauro Napoletano, 2018. "A short walk on the wild side : agent based models and their implications for macroeconomic analysis," SciencePo Working papers Main hal-03443471, HAL.
- Mauro Napoletano, 2017. "A Short Walk on the Wild Side: Agent-Based Models and their Implications for Macroeconomic Analysis," GREDEG Working Papers 2017-40, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Mauro Napoletano, 2018. "A Short Walk on the Wild Side: Agent-Based Models and their Implications for Macroeconomic Analysis," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(3), pages 257-281.
- Giorgio Fagiolo & Mattia Guerini & Francesco Lamperti & Alessio Moneta & Andrea Roventini, 2017.
"Validation of Agent-Based Models in Economics and Finance,"
LEM Papers Series
2017/23, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giorgio Fagiolo & Mattia Guerini & Francesco Lamperti & Alessio Moneta & Andrea Roventini, 2019. "Validation of Agent-Based Models in Economics and Finance," SciencePo Working papers Main halshs-02375423, HAL.
- Giorgio Fagiolo & Mattia Guerini & Francesco Lamperti & Alessio Moneta & Andrea Roventini, 2019. "Validation of Agent-Based Models in Economics and Finance," Post-Print halshs-02375423, HAL.
- Tiziana Assenza & Domenico Delli Gatti, 2019. "The financial transmission of shocks in a simple hybrid macroeconomic agent based model," Journal of Evolutionary Economics, Springer, vol. 29(1), pages 265-297, March.
- Domenico Delli Gatti & Severin Reissl & Enrico Turco, 2021.
"V for Vaccines and Variants,"
CESifo Working Paper Series
9291, CESifo.
- Domenico Delli Gatti & Severin Reissl & Enrico Turco, 2023. "V for vaccines and variants," Journal of Evolutionary Economics, Springer, vol. 33(4), pages 991-1046, September.
- Domenico Delli Gatti & Severin Reissl, 2020. "ABC: An Agent Based Exploration of the Macroeconomic Effects of Covid-19," CESifo Working Paper Series 8763, CESifo.
- Domenico Delli Gatti & Elisa Grugni, 2022.
"Breaking bad: supply chain disruptions in a streamlined agent-based model,"
The European Journal of Finance, Taylor & Francis Journals, vol. 28(13-15), pages 1446-1473, October.
- Domenico Delli Gatti & Elisa Grugni, 2021. "Breaking Bad: Supply Chain Disruptions in a Streamlined Agent Based Model," CESifo Working Paper Series 9029, CESifo.
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"What drives markups? Evolutionary pricing in an agent-based stock-flow consistent macroeconomic model,"
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- Pascal Seppecher & Isabelle Salle & Marc Lavoie, 2018. "What drives markups? Evolutionary pricing in an agent-based stock-flow consistent macroeconomic model," Post-Print hal-01612320, HAL.
- Pascal Seppecher & Isabelle L Salle & Marc Lavoie, 2018. "What drives markups? Evolutionary pricing in an agent-based stock-flow consistent macroeconomic model," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 27(6), pages 1045-1067.
- Pascal Seppecher & Isabelle Salle & Marc Lavoie, 2018. "What drives markups? Evolutionary pricing in an agent-based stock-flow consistent macroeconomic model," Working Papers hal-01486597, HAL.
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"Heterogeneity, distribution and financial fragility of non-financial firms: an agent-based stock-flow consistent (AB-SFC) model,"
CEPN Working Papers
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- Italo Pedrosa & Dany Lang, 2018. "Heterogeneity, distribution and financial fragility of non-financial firms: an agent-based stock-flow consistent (AB-SFC) model," CEPN Working Papers 2018-11, Centre d'Economie de l'Université de Paris Nord.
- Ítalo Pedrosa & Dany Lang, 2018. "Heterogeneity, distribution and financial fragility of non-financial firms: an agent-based stock-flow consistent (AB-SFC) model," Working Papers hal-01937186, HAL.
- Marko Petrovic & Bulent Ozel & Andrea Teglio & Marco Raberto & Silvano Cincotti, 2017. "Eurace Open: An agent-based multi-country model," Working Papers 2017/09, Economics Department, Universitat Jaume I, Castellón (Spain).
- Caiani, Alessandro & Godin, Antoine & Caverzasi, Eugenio & Gallegati, Mauro & Kinsella, Stephen & Stiglitz, Joseph E., 2016. "Agent based-stock flow consistent macroeconomics: Towards a benchmark model," Journal of Economic Dynamics and Control, Elsevier, vol. 69(C), pages 375-408.
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"Climate change, financial stability and monetary policy,"
Greenwich Papers in Political Economy
19966, University of Greenwich, Greenwich Political Economy Research Centre.
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- Dafermos, Yannis & Nikolaidi, Maria & Galanis, Giorgos, 2017. "Climate change, financial stability and monetary policy," Greenwich Papers in Political Economy 17633, University of Greenwich, Greenwich Political Economy Research Centre.
- Gobbi, Alessandro & Grazzini, Jakob, 2019. "A basic New Keynesian DSGE model with dispersed information: An agent-based approach," Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 101-116.
- Alessandro Caiani & Ermanno Catullo, 2023. "Fiscal Transfers and Common Debt in a Monetary Union: A Multi-Country Agent Based-Stock Flow Consistent Model," LEM Papers Series 2023/19, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2019.
"Winter is possibly not coming: mitigating financial instability in an agent-based model with interbank market,"
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- Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2020. "Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market," Documents de Travail de l'OFCE 2020-14, Observatoire Francais des Conjonctures Economiques (OFCE).
- Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2019. "Winter is possibly not coming: mitigating financial instability in an agent-based model with interbank market," SciencePo Working papers Main hal-03403274, HAL.
- Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2019. "Winter is possibly not coming: mitigating financial instability in an agent-based model with interbank market," Working Papers hal-03403274, HAL.
- Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2019. "Winter is possibly not coming : mitigating financial instability in an agent-based model with interbank market," Documents de Travail de l'OFCE 2019-14, Observatoire Francais des Conjonctures Economiques (OFCE).
- Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2020. "Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market," Post-Print halshs-03046545, HAL.
- Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2019. "Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market," LEM Papers Series 2019/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2020. "Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market," SciencePo Working papers Main halshs-03046545, HAL.
- Popoyan, Lilit & Napoletano, Mauro & Roventini, Andrea, 2020. "Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market," Journal of Economic Dynamics and Control, Elsevier, vol. 117(C).
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"Heterogeneity in macroeconomics: the compositional inequality perspective,"
LSE Research Online Documents on Economics
117127, London School of Economics and Political Science, LSE Library.
- Marco Ranaldi & Elisa Palagi, 2022. "Heterogeneity in Macroeconomics: The Compositional Inequality Perspective," Working Papers 625, ECINEQ, Society for the Study of Economic Inequality.
- Marco Ranaldi & Elisa Palagi, 2022. "Heterogeneity in Macroeconomics: The Compositional Inequality Perspective," LEM Papers Series 2022/30, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Ranaldi, Marco & Palagi, Elisa, 2022. "Heterogeneity in Macroeconomics: The Compositional Inequality Perspective," SocArXiv fjcxb, Center for Open Science.
- Marco Ranaldi & Elisa Palagi, 2022. "Heterogeneity in Macroeconomics: The Compositional Inequality Perspective," LIS Working papers 848, LIS Cross-National Data Center in Luxembourg.
- Rémi Stellian & Gabriel I. Penagos & Jenny P. Danna-Buitrago, 2021. "Firms in financial distress: evidence from inter-firm payment networks with volatility driven by ‘animal spirits’," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(1), pages 59-101, January.
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"Agent‐Based Macroeconomics And Dynamic Stochastic General Equilibrium Models: Where Do We Go From Here?,"
Journal of Economic Surveys, Wiley Blackwell, vol. 32(4), pages 1134-1159, September.
- Özge Dilaver & Robert Jump & Paul Levine, 2016. "Agent-based Macroeconomics and Dynamic Stochastic General Equilibrium Models: Where do we go from here?," School of Economics Discussion Papers 0116, School of Economics, University of Surrey.
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- Marcin Czupryna & Christian Franzke & Sascha Hokamp & Jürgen Scheffran, 2020. "An Agent-Based Approach to Integrated Assessment Modelling of Climate Change," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 23(3), pages 1-7.
- Terranova, Roberta & Turco, Enrico M., 2022. "Concentration, stagnation and inequality: An agent-based approach," Journal of Economic Behavior & Organization, Elsevier, vol. 193(C), pages 569-595.
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"Charging the macroeconomy with an energy sector: an agent-based model,"
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- Enrico Turco & Davide Bazzana & Massimiliano Rizzati & Emanuele Ciola & Sergio Vergalli, 2022.
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2022.25, Fondazione Eni Enrico Mattei.
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- Andrea Borsato & Andre Lorentz, 2023. "Open Science vs. Mission-oriented Policies and the Long-run Dynamics of Integrated Economies: An Agent-based Model with a Kaldorian Flavour," Working Papers of BETA 2023-17, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
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"The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model,"
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- Michel Alexandre & Gilberto Tadeu Lima & Luca Riccetti & Alberto Russo, 2022. "The financial network channel of monetary policy transmission: An agent-based model," Working Papers 2022/01, Economics Department, Universitat Jaume I, Castellón (Spain).
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"Securitization and business cycle: an agent-based perspective,"
Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 27(6), pages 1091-1121.
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- Agnieszka Lipieta & Elżbieta Pliś, 2022. "Diversity and mechanisms of economic evolution," Journal of Evolutionary Economics, Springer, vol. 32(4), pages 1265-1286, September.
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"Combining monetary policy and prudential regulation: an agent-based modeling approach,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(2), pages 385-411, April.
- Michel Alexandre da Silva & Gilberto Tadeu Lima, 2015. "Combining Monetary Policy and Prudential Regulation: an agent-based modeling approach," Working Papers Series 394, Central Bank of Brazil, Research Department.
- Michel Alexandre & Gilberto Tadeu Lima, 2017. "Combining Monetary Policy and Prudential Regulation: An Agent-Based Modeling Approach," Working Papers, Department of Economics 2017_34, University of São Paulo (FEA-USP), revised 18 Dec 2017.
- Michel Alexandre Da Silva & Gilberto Tadeu Lima, 2016. "Combining Monetary Policy And Prudential Regulation: An Agent-Based Modeling Approach," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 039, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Caiani, Alessandro & Russo, Alberto & Gallegati, Mauro, 2016. "Does Inequality Hamper Innovation and Growth?," MPRA Paper 71864, University Library of Munich, Germany.
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- Siyan Chen & Saul Desiderio, 2018. "Long-run consequences of debt," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(2), pages 365-383, July.
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"Budgetary rigour with stimulus in lean times: Policy advices from an agent-based model,"
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- Robert Jump, 2016. "Evolutionary learning and the stability of wage posting equilibria," Journal of Evolutionary Economics, Springer, vol. 26(5), pages 1117-1135, December.
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"Stabilizing an unstable complex economy on the limitations of simple rules,"
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LABORatorio R. Revelli Working Papers Series
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Cited by:
- Sander Hoog, 2019. "Surrogate Modelling in (and of) Agent-Based Models: A Prospectus," Computational Economics, Springer;Society for Computational Economics, vol. 53(3), pages 1245-1263, March.
- Sander van der Hoog, 2017. "Deep Learning in (and of) Agent-Based Models: A Prospectus," Papers 1706.06302, arXiv.org.
- Jakob Grazzini & Matteo G. Richiardi, 2013.
"Consistent Estimation of Agent-Based Models by Simulated Minimum Distance,"
LABORatorio R. Revelli Working Papers Series
130, LABORatorio R. Revelli, Centre for Employment Studies.
- Grazzini, Jakob & Richiardi, Matteo, 2013. "Consistent Estimation of Agent-Based Models by Simulated Minimum Distance," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201335, University of Turin.
Cited by:
- Grazzini, Jakob & Richiardi, Matteo G. & Tsionas, Mike, 2017.
"Bayesian estimation of agent-based models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 26-47.
- Jakob Grazzini & Matteo G. Richiardi & Mike Tsionas, 2015. "Bayesian Estimation of Agent-Based Models," LABORatorio R. Revelli Working Papers Series 145, LABORatorio R. Revelli, Centre for Employment Studies.
- Jakob Grazzini & Matteo Richiardi & Mike Tsionas, 2015. "Bayesian Estimation of Agent-Based Models," Economics Papers 2015-W12, Economics Group, Nuffield College, University of Oxford.
- Ross Richardson & Matteo Richiardi & Michael Wolfson, 2015.
"We ran one billion agents. Scaling in simulation models,"
Economics Papers
2015-W05, Economics Group, Nuffield College, University of Oxford.
- Ross Richardson & Matteo G. Richiardi & Michael Wolfson, 2015. "We ran one billion agents. Scaling in simulation models," LABORatorio R. Revelli Working Papers Series 142, LABORatorio R. Revelli, Centre for Employment Studies.
- Sander Hoog, 2019. "Surrogate Modelling in (and of) Agent-Based Models: A Prospectus," Computational Economics, Springer;Society for Computational Economics, vol. 53(3), pages 1245-1263, March.
- Sander van der Hoog, 2017. "Deep Learning in (and of) Agent-Based Models: A Prospectus," Papers 1706.06302, arXiv.org.
- Matteo G. Richiardi, 2015.
"The future of agent-based modelling,"
LABORatorio R. Revelli Working Papers Series
141, LABORatorio R. Revelli, Centre for Employment Studies.
- Matteo G. Richiardi, 2017. "The Future of Agent-Based Modeling," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 43(2), pages 271-287, March.
- Matteo Richiardi, 2015. "The future of agent-based modelling," Economics Papers 2015-W06, Economics Group, Nuffield College, University of Oxford.
- Oliver Reinhardt & Jason Hilton & Tom Warnke & Jakub Bijak & Adelinde M. Uhrmacher, 2018. "Streamlining Simulation Experiments with Agent-Based Models in Demography," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 21(3), pages 1-9.
- G. Rigatos, 2021. "Statistical Validation of Multi-Agent Financial Models Using the H-Infinity Kalman Filter," Computational Economics, Springer;Society for Computational Economics, vol. 58(3), pages 777-798, October.
- Jacob Grazzini & Matteo Richiardi & Lisa Sella, 2012.
"Indirect estimation of agent-based models.An application to a simple diffusion model,"
LABORatorio R. Revelli Working Papers Series
118, LABORatorio R. Revelli, Centre for Employment Studies.
Cited by:
- Sander Hoog, 2019. "Surrogate Modelling in (and of) Agent-Based Models: A Prospectus," Computational Economics, Springer;Society for Computational Economics, vol. 53(3), pages 1245-1263, March.
- Neugart, Michael & Richiardi, Matteo, 2018.
"Agent-based models of the labor market,"
Publications of Darmstadt Technical University, Institute for Business Studies (BWL)
110862, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Michael Neugart & Matteo G. Richiardi, 2012. "Agent-based models of the labor market," LABORatorio R. Revelli Working Papers Series 125, LABORatorio R. Revelli, Centre for Employment Studies.
- Jean-Luc Gaffard & Mauro Napoletano, 2012.
"Improving the toolbox. New advances in Agent-based and Computational Models,"
Revue de l'OFCE, Presses de Sciences-Po, vol. 0(5), pages 7-13.
- Jean-Luc Gaffard & Mauro Napoletano, 2012. "Improving the Toolbox: New Advances in Agent-Based and Computational Models," Sciences Po publications info:hdl:2441/53r60a8s3ku, Sciences Po.
- Grazzini, Jakob & Richiardi, Matteo, 2015.
"Estimation of ergodic agent-based models by simulated minimum distance,"
Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 148-165.
- Jakob Grazzini & Matteo Richiardi, 2014. "Estimation of Ergodic Agent-Based Models by Simulated Minimum Distance," Economics Papers 2014-W07, Economics Group, Nuffield College, University of Oxford.
- Sander van der Hoog, 2017. "Deep Learning in (and of) Agent-Based Models: A Prospectus," Papers 1706.06302, arXiv.org.
- Jakob Grazzini & Matteo G. Richiardi, 2013.
"Consistent Estimation of Agent-Based Models by Simulated Minimum Distance,"
LABORatorio R. Revelli Working Papers Series
130, LABORatorio R. Revelli, Centre for Employment Studies.
- Grazzini, Jakob & Richiardi, Matteo, 2013. "Consistent Estimation of Agent-Based Models by Simulated Minimum Distance," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201335, University of Turin.
- Giorgio Fagiolo & Andrea Roventini, 2016.
"Macroeconomic Policy in DGSE and Agent-Based Models Redux: New Developments and Challenges Ahead,"
Sciences Po publications
info:hdl:2441/dcditnq6282, Sciences Po.
- Giorgio Fagiolo & Andrea Roventini, 2016. "Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead," LEM Papers Series 2016/17, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giorgio Fagiolo & Andrea Roventini, 2017. "Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 20(1), pages 1-1.
- G. Fagiolo & A. Roventini, 2016. "Macroeconomic policy in DGSE and agent based models redux : new developments and challenges ahead," Documents de Travail de l'OFCE 2016-11, Observatoire Francais des Conjonctures Economiques (OFCE).
- Jean-Luc Gaffard & Mauro Napoletano, 2012.
"Introduction - Improving the Toolbox: New Advances in Agent-Based and Computational Models,"
Post-Print
hal-01053562, HAL.
- Jean-Luc Gaffard & Mauro Napoletano, 2012. "Introduction - Improving the Toolbox: New Advances in Agent-Based and Computational Models," SciencePo Working papers Main hal-01053562, HAL.
- Jakob Grazzini, 2011.
"Consistent Estimation of Agent Based Models,"
LABORatorio R. Revelli Working Papers Series
110, LABORatorio R. Revelli, Centre for Employment Studies.
Cited by:
- Grazzini, J., 2011. "Experimental Based, Agent Based Stock Market," CeNDEF Working Papers 11-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Grazzini Jakob, 2011. "Estimating Micromotives from Macrobehavior," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201111, University of Turin.
- Eleanor J. Murray & James M. Robins & George R. Seage III & Sara Lodi & Emily P. Hyle & Krishna P. Reddy & Kenneth A. Freedberg & Miguel A. Hernán, 2018. "Using Observational Data to Calibrate Simulation Models," Medical Decision Making, , vol. 38(2), pages 212-224, February.
- Grazzini Jakob, 2011.
"Estimating Micromotives from Macrobehavior,"
Department of Economics and Statistics Cognetti de Martiis. Working Papers
201111, University of Turin.
Cited by:
- Jacob Grazzini & Matteo Richiardi & Lisa Sella, 2012. "Indirect estimation of agent-based models.An application to a simple diffusion model," LABORatorio R. Revelli Working Papers Series 118, LABORatorio R. Revelli, Centre for Employment Studies.
- Jakob Grazzini, 2012. "Analysis of the Emergent Properties: Stationarity and Ergodicity," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 15(2), pages 1-7.
Articles
- Grazzini, Jakob & Spelta, Alessandro, 2022.
"An empirical analysis of the global input–output network and its evolution,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 594(C).
See citations under working paper version above.
- Jakob Grazzini & Alessandro Spelta, 2015. "An empirical analysis of the global input-output network and its evolution," DISCE - Working Papers del Dipartimento di Economia e Finanza def031, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Jakob Grazzini & Domenico Massaro, 2022.
"Great Volatility, Great Moderation and Great Moderation Again,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 44, pages 269-283, April.
See citations under working paper version above.
- Jakob Grazzini & Domenico Massaro, 2021. "Code and data files for "Great Volatility, Great Moderation and Great Moderation Again"," Computer Codes 19-98, Review of Economic Dynamics.
- Jakob Grazzini & Domenico Massaro, 2021. "Online Appendix to "Great Volatility, Great Moderation and Great Moderation Again"," Online Appendices 19-98, Review of Economic Dynamics.
- Delli Gatti, Domenico & Grazzini, Jakob, 2020.
"Rising to the challenge: Bayesian estimation and forecasting techniques for macroeconomic Agent Based Models,"
Journal of Economic Behavior & Organization, Elsevier, vol. 178(C), pages 875-902.
See citations under working paper version above.
- Domenico Delli Gatti & Jakob Grazzini, 2019. "Rising to the Challenge: Bayesian Estimation and Forecasting Techniques for Macroeconomic Agent-Based Models," CESifo Working Paper Series 7894, CESifo.
- Gobbi, Alessandro & Grazzini, Jakob, 2019.
"A basic New Keynesian DSGE model with dispersed information: An agent-based approach,"
Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 101-116.
Cited by:
- Domenico Delli Gatti & Jakob Grazzini, 2019.
"Rising to the Challenge: Bayesian Estimation and Forecasting Techniques for Macroeconomic Agent-Based Models,"
CESifo Working Paper Series
7894, CESifo.
- Delli Gatti, Domenico & Grazzini, Jakob, 2020. "Rising to the challenge: Bayesian estimation and forecasting techniques for macroeconomic Agent Based Models," Journal of Economic Behavior & Organization, Elsevier, vol. 178(C), pages 875-902.
- Grimaud, Alex, 2021.
"Precautionary saving and un-anchored expectations,"
ECON WPS - Working Papers in Economic Theory and Policy
08/2021, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit.
- Grimaud, Alex, 2021. "Precautionary saving and un-anchored expectations," MPRA Paper 110651, University Library of Munich, Germany.
- Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph Stiglitz & Tania Treibich, 2020.
"Rational heuristics? Expectations and behaviors in evolving economies with heterogeneous interacting agents,"
SciencePo Working papers Main
halshs-03046977, HAL.
- Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph Stiglitz & Tania Treibich, 2017. "Rational Heuristics ? Expectations and behaviors in Evolving Economies with Heterogeneous interacting agents," SciencePo Working papers Main hal-03455368, HAL.
- Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph Stiglitz & Tania Treibich, 2017. "Rational Heuristics ? Expectations and behaviors in Evolving Economies with Heterogeneous interacting agents," Sciences Po publications 32, Sciences Po.
- Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph Stiglitz & Tania Treibich, 2020. "Rational heuristics? Expectations and behaviors in evolving economies with heterogeneous interacting agents," Post-Print halshs-03046977, HAL.
- Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph Stiglitz & Tania Treibich, 2017. "Rational Heuristics ? Expectations and behaviors in Evolving Economies with Heterogeneous interacting agents," Working Papers hal-03455368, HAL.
- Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph E. Stiglitz & Tania Treibich, 2017. "Rational Heuristics? Expectations and Behaviors in Evolving Economies with Heterogeneous Interacting Agents," LEM Papers Series 2017/31, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph Stiglitz & Tania Treibich, 2017. "Rational Heuristics ? Expectations and behaviours in evolving economies with heterogeneous interacting agents," Documents de Travail de l'OFCE 2017-32, Observatoire Francais des Conjonctures Economiques (OFCE).
- Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph E. Stiglitz & Tania Treibich, 2020. "Rational Heuristics? Expectations and Behaviors in Evolving Economies with Heterogeneous Interacting Agents," NBER Working Papers 26922, National Bureau of Economic Research, Inc.
- Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph E. Stiglitz & Tania Treibich, 2020. "Rational Heuristics? Expectations And Behaviors In Evolving Economies With Heterogeneous Interacting Agents," Economic Inquiry, Western Economic Association International, vol. 58(3), pages 1487-1516, July.
- Shobande Olatunji Abdul & Shodipe Oladimeji Tomiwa, 2019. "New Keynesian Liquidity Trap and Conventional Fiscal Stance: An Estimated DSGE Model," Economics and Business, Sciendo, vol. 33(1), pages 152-169, January.
- Shobande Olatunji Abdul, 2020. "Fiscal Rule in Africa," Open Economics, De Gruyter, vol. 3(1), pages 112-120, January.
- Gennaro Catapano & Francesco Franceschi & Valentina Michelangeli & Michele Loberto, 2021. "Macroprudential Policy Analysis via an Agent Based Model of the Real Estate Sector," Temi di discussione (Economic working papers) 1338, Bank of Italy, Economic Research and International Relations Area.
- Eric Guerci & Nobuyuki Hanaki & Mauro Napoletano, 2019.
"Introduction to special issue on “Complex evolving system approach to market dynamics and policy design”,"
Post-Print
hal-02299231, HAL.
- Eric Guerci & Nobuyuki Hanaki & Mauro Napoletano, 2019. "Introduction to special issue on “Complex evolving system approach to market dynamics and policy design”," Sciences Po publications info:hdl:2441/4cb1o2msej8, Sciences Po.
- Severin Reissl, 2022. "Fiscal multipliers, expectations and learning in a macroeconomic agent‐based model," Economic Inquiry, Western Economic Association International, vol. 60(4), pages 1704-1729, October.
- Grimaud, Alex, 2021. "Precautionary saving and un-anchored expectations," MPRA Paper 108931, University Library of Munich, Germany.
- Váry, Miklós, 2021. "The long-run real effects of monetary shocks: Lessons from a hybrid post-Keynesian-DSGE-agent-based menu cost model," Economic Modelling, Elsevier, vol. 105(C).
- Domenico Delli Gatti & Jakob Grazzini, 2019.
"Rising to the Challenge: Bayesian Estimation and Forecasting Techniques for Macroeconomic Agent-Based Models,"
CESifo Working Paper Series
7894, CESifo.
- Assenza, Tiziana & Cardaci, Alberto & Delli Gatti, Domenico & Grazzini, Jakob, 2018.
"Policy experiments in an agent-based model with credit networks,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-17.
See citations under working paper version above.
- Assenza, Tiziana & Cardaci, Alberto & Delli Gatti, Domenico & Grazzini, Jakob, 2017. "Policy experiments in an agent-based model with credit networks," Economics Discussion Papers 2017-66, Kiel Institute for the World Economy (IfW Kiel).
- T Assenza & P Colzani & D Delli Gatti & J Grazzini, 2018.
"Does fiscal policy matter? Tax, transfer, and spend in a macro ABM with capital and credit,"
Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 27(6), pages 1069-1090.
Cited by:
- Domenico Delli Gatti & Jakob Grazzini, 2019.
"Rising to the Challenge: Bayesian Estimation and Forecasting Techniques for Macroeconomic Agent-Based Models,"
CESifo Working Paper Series
7894, CESifo.
- Delli Gatti, Domenico & Grazzini, Jakob, 2020. "Rising to the challenge: Bayesian estimation and forecasting techniques for macroeconomic Agent Based Models," Journal of Economic Behavior & Organization, Elsevier, vol. 178(C), pages 875-902.
- Eugenio Caverzasi & Alberto Russo, 2018.
"Toward a New Microfounded Macroeconomics in the Wake of the Crisis,"
LEM Papers Series
2018/23, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Eugenio Caverzasi & Alberto Russo, 2018. "Toward a new microfounded macroeconomics in the wake of the crisis," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 27(6), pages 999-1014.
- Eugenio Caverzasi & Alberto Russo, 2018. "Toward a new microfounded macroeconomics in the wake of the crisis," Working Papers PKWP1807, Post Keynesian Economics Society (PKES).
- Richiardi, Matteo & Bronka, Patryk & van de Ven, Justin, 2022. "Dynamic simulation of taxes and welfare benefits by database imputation," Centre for Microsimulation and Policy Analysis Working Paper Series CEMPA3/22, Centre for Microsimulation and Policy Analysis at the Institute for Social and Economic Research.
- Domenico Delli Gatti & Severin Reissl, 2020. "ABC: An Agent Based Exploration of the Macroeconomic Effects of Covid-19," CESifo Working Paper Series 8763, CESifo.
- Domenico Delli Gatti & Elisa Grugni, 2022.
"Breaking bad: supply chain disruptions in a streamlined agent-based model,"
The European Journal of Finance, Taylor & Francis Journals, vol. 28(13-15), pages 1446-1473, October.
- Domenico Delli Gatti & Elisa Grugni, 2021. "Breaking Bad: Supply Chain Disruptions in a Streamlined Agent Based Model," CESifo Working Paper Series 9029, CESifo.
- Alessandro Caiani & Ermanno Catullo, 2023. "Fiscal Transfers and Common Debt in a Monetary Union: A Multi-Country Agent Based-Stock Flow Consistent Model," LEM Papers Series 2023/19, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Carlos M. Fernández-Márquez & Matías Fuentes & Juan José Martínez & Francisco J. Vázquez, 2021. "Productivity and unemployment: an ABM approach," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(1), pages 133-151, January.
- Severin Reissl, 2022. "Fiscal multipliers, expectations and learning in a macroeconomic agent‐based model," Economic Inquiry, Western Economic Association International, vol. 60(4), pages 1704-1729, October.
- Domenico Delli Gatti & Jakob Grazzini, 2019.
"Rising to the Challenge: Bayesian Estimation and Forecasting Techniques for Macroeconomic Agent-Based Models,"
CESifo Working Paper Series
7894, CESifo.
- Grazzini, Jakob & Richiardi, Matteo G. & Tsionas, Mike, 2017.
"Bayesian estimation of agent-based models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 26-47.
See citations under working paper version above.
- Jakob Grazzini & Matteo G. Richiardi & Mike Tsionas, 2015. "Bayesian Estimation of Agent-Based Models," LABORatorio R. Revelli Working Papers Series 145, LABORatorio R. Revelli, Centre for Employment Studies.
- Jakob Grazzini & Matteo Richiardi & Mike Tsionas, 2015. "Bayesian Estimation of Agent-Based Models," Economics Papers 2015-W12, Economics Group, Nuffield College, University of Oxford.
- Grazzini, Jakob & Richiardi, Matteo, 2015.
"Estimation of ergodic agent-based models by simulated minimum distance,"
Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 148-165.
See citations under working paper version above.
- Jakob Grazzini & Matteo Richiardi, 2014. "Estimation of Ergodic Agent-Based Models by Simulated Minimum Distance," Economics Papers 2014-W07, Economics Group, Nuffield College, University of Oxford.
- Assenza, Tiziana & Grazzini, Jakob & Hommes, Cars & Massaro, Domenico, 2015.
"PQ strategies in monopolistic competition: Some insights from the lab,"
Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 62-77.
See citations under working paper version above.
- Tiziana Assenza & Jakob Grazzini & Cars Hommes & Domenico Massaro, 2014. "PQ Strategies in Monopolistic Competition: Some Insights from the Lab," DISCE - Working Papers del Dipartimento di Economia e Finanza def011, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Assenza, Tiziana & Delli Gatti, Domenico & Grazzini, Jakob, 2015.
"Emergent dynamics of a macroeconomic agent based model with capital and credit,"
Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 5-28.
See citations under working paper version above.
- Tiziana Assenza & Domenico Delli Gatti & Jakob Grazzini, 2014. "Emergent Dynamics of a Macroeconomic Agent Based Model with Capital and Credit," CESifo Working Paper Series 4765, CESifo.
- Jakob Grazzini, 2012.
"Analysis of the Emergent Properties: Stationarity and Ergodicity,"
Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 15(2), pages 1-7.
Cited by:
- Grazzini, Jakob & Richiardi, Matteo G. & Tsionas, Mike, 2017.
"Bayesian estimation of agent-based models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 26-47.
- Jakob Grazzini & Matteo G. Richiardi & Mike Tsionas, 2015. "Bayesian Estimation of Agent-Based Models," LABORatorio R. Revelli Working Papers Series 145, LABORatorio R. Revelli, Centre for Employment Studies.
- Jakob Grazzini & Matteo Richiardi & Mike Tsionas, 2015. "Bayesian Estimation of Agent-Based Models," Economics Papers 2015-W12, Economics Group, Nuffield College, University of Oxford.
- Francesco Lamperti & Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Alessandro Sapio, 2018.
"And then he wasn't a she : Climate change and green transitions in an agent-based integrated assessment model,"
SciencePo Working papers Main
hal-03443464, HAL.
- Francesco Lamperti & Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Alessandro Sapio, 2018. "And Then He Wasn't a She: Climate Change and Green Transitions in an Agent-Based Integrated Assessment Model," LEM Papers Series 2018/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Francesco Lamperti & Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Alessandro Sapio, 2018. "And then he wasn't a she : Climate change and green transitions in an agent-based integrated assessment model," Working Papers hal-03443464, HAL.
- Francesco Lamperti & Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Alessandro Sapio, 2018. "And then he wasn't a she : Climate change and green transitions in an agent-based integrated assessment model," Sciences Po publications 28, Sciences Po.
- Vincze, János & Varga, Gergely, 2016. "Megtakarítási típusok - egy adaptív-evolúciós megközelítés [Types of saving - an adaptive-evolutionary approach]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 162-187.
- Domenico Delli Gatti & Jakob Grazzini, 2019.
"Rising to the Challenge: Bayesian Estimation and Forecasting Techniques for Macroeconomic Agent-Based Models,"
CESifo Working Paper Series
7894, CESifo.
- Delli Gatti, Domenico & Grazzini, Jakob, 2020. "Rising to the challenge: Bayesian estimation and forecasting techniques for macroeconomic Agent Based Models," Journal of Economic Behavior & Organization, Elsevier, vol. 178(C), pages 875-902.
- Vandin, Andrea & Giachini, Daniele & Lamperti, Francesco & Chiaromonte, Francesca, 2022. "Automated and distributed statistical analysis of economic agent-based models," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
- Severin Reissl, 2021. "Heterogeneous expectations, forecasting behaviour and policy experiments in a hybrid Agent-based Stock-flow-consistent model," Journal of Evolutionary Economics, Springer, vol. 31(1), pages 251-299, January.
- János Vincze & Gergely Varga, 2015. "Ants and crickets: arbitrary saving rates in an agent-based model with infinitely lived-agents," CERS-IE WORKING PAPERS 1504, Institute of Economics, Centre for Economic and Regional Studies.
- Andrea Vandin & Daniele Giachini & Francesco Lamperti & Francesca Chiaromonte, 2021. "Automated and Distributed Statistical Analysis of Economic Agent-Based Models," Papers 2102.05405, arXiv.org, revised Nov 2023.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017.
"Agent-Based Model Calibration using Machine Learning Surrogates,"
Working Papers
hal-03458875, HAL.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01499344, HAL.
- Lamperti, Francesco & Roventini, Andrea & Sani, Amir, 2018. "Agent-based model calibration using machine learning surrogates," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 366-389.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Papers 1703.10639, arXiv.org, revised Apr 2017.
- Frencesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-based model calibration using machine learning surrogates," Documents de Travail de l'OFCE 2017-09, Observatoire Francais des Conjonctures Economiques (OFCE).
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," LEM Papers Series 2017/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Working Papers hal-01499344, HAL.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," SciencePo Working papers Main hal-01499344, HAL.
- Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Sciences Po publications 2017-09, Sciences Po.
- Donovan Platt & Tim Gebbie, 2016. "The Problem of Calibrating an Agent-Based Model of High-Frequency Trading," Papers 1606.01495, arXiv.org, revised Mar 2017.
- Dinghai Xu & Jingru Ji & Donghua Wang, 2018.
"Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market,"
Working Papers
1806, University of Waterloo, Department of Economics, revised 09 Jan 2018.
- Ji, Jingru & Wang, Donghua & Xu, Dinghai, 2019. "Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market," Economic Modelling, Elsevier, vol. 80(C), pages 383-391.
- Lamperti, F. & Dosi, G. & Napoletano, M. & Roventini, A. & Sapio, A., 2020.
"Climate change and green transitions in an agent-based integrated assessment model,"
Technological Forecasting and Social Change, Elsevier, vol. 153(C).
- G. Dosi & F. Lamperti & Mauro Napoletano & A. Roventini & A. Sapio, 2020. "Climate change and green transitions in an agent-based integrated assessment model," Post-Print halshs-03046932, HAL.
- G. Dosi & F. Lamperti & Mauro Napoletano & A. Roventini & A. Sapio, 2020. "Climate change and green transitions in an agent-based integrated assessment model," SciencePo Working papers Main halshs-03046932, HAL.
- Zila, Eric & Kukacka, Jiri, 2023. "Moment set selection for the SMM using simple machine learning," Journal of Economic Behavior & Organization, Elsevier, vol. 212(C), pages 366-391.
- Mattia Guerini & Alessio Moneta, 2016.
"A Method for Agent-Based Models Validation,"
Working Papers Series
42, Institute for New Economic Thinking.
- Mattia Guerini & Alessio Moneta, 2016. "A Method for Agent-Based Models Validation," LEM Papers Series 2016/16, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Guerini, Mattia & Moneta, Alessio, 2017. "A method for agent-based models validation," Journal of Economic Dynamics and Control, Elsevier, vol. 82(C), pages 125-141.
- Grazzini, Jakob & Richiardi, Matteo, 2015.
"Estimation of ergodic agent-based models by simulated minimum distance,"
Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 148-165.
- Jakob Grazzini & Matteo Richiardi, 2014. "Estimation of Ergodic Agent-Based Models by Simulated Minimum Distance," Economics Papers 2014-W07, Economics Group, Nuffield College, University of Oxford.
- Tubbenhauer, Tobias & Fieberg, Christian & Poddig, Thorsten, 2021. "Multi-agent-based VaR forecasting," Journal of Economic Dynamics and Control, Elsevier, vol. 131(C).
- Jakob Grazzini & Matteo G. Richiardi, 2013.
"Consistent Estimation of Agent-Based Models by Simulated Minimum Distance,"
LABORatorio R. Revelli Working Papers Series
130, LABORatorio R. Revelli, Centre for Employment Studies.
- Grazzini, Jakob & Richiardi, Matteo, 2013. "Consistent Estimation of Agent-Based Models by Simulated Minimum Distance," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201335, University of Turin.
- Davide Secchi & Raffaello Seri, 2017. "Controlling for false negatives in agent-based models: a review of power analysis in organizational research," Computational and Mathematical Organization Theory, Springer, vol. 23(1), pages 94-121, March.
- Gergely Varga & János Vincze, 2019. "Saver Types: An Evolutionary-Adaptive Approach," Society and Economy, Akadémiai Kiadó, Hungary, vol. 41(2), pages 263-287, June.
- Bauermann, Tom, 2020. "Governmental policies to reduce unemployment during recessions: Insights from an ABM," Ruhr Economic Papers 847, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Giorgio Fagiolo & Andrea Roventini, 2016.
"Macroeconomic Policy in DGSE and Agent-Based Models Redux: New Developments and Challenges Ahead,"
Sciences Po publications
info:hdl:2441/dcditnq6282, Sciences Po.
- Giorgio Fagiolo & Andrea Roventini, 2016. "Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead," LEM Papers Series 2016/17, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giorgio Fagiolo & Andrea Roventini, 2017. "Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 20(1), pages 1-1.
- G. Fagiolo & A. Roventini, 2016. "Macroeconomic policy in DGSE and agent based models redux : new developments and challenges ahead," Documents de Travail de l'OFCE 2016-11, Observatoire Francais des Conjonctures Economiques (OFCE).
- Jakob Grazzini, 2011. "Consistent Estimation of Agent Based Models," LABORatorio R. Revelli Working Papers Series 110, LABORatorio R. Revelli, Centre for Employment Studies.
- Lopes, Sílvia R.C. & Prass, Taiane S., 2014. "Theoretical results on fractionally integrated exponential generalized autoregressive conditional heteroskedastic processes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 401(C), pages 278-307.
- Edoardo Gaffeo & Mauro Gallegati & Umberto Gostoli, 2015.
"An agent-based “proof of principle” for Walrasian macroeconomic theory,"
Computational and Mathematical Organization Theory, Springer, vol. 21(2), pages 150-183, June.
- Edoardo Gaffeo & Mauro Gallegati & Umberto Gostoli, 2012. "An agent-based "proof of principle" for Walrasian macroeconomic theory," CEEL Working Papers 1202, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia.
- Platt, Donovan, 2020. "A comparison of economic agent-based model calibration methods," Journal of Economic Dynamics and Control, Elsevier, vol. 113(C).
- Francesco Lamperti, 2015. "An Information Theoretic Criterion for Empirical Validation of Time Series Models," LEM Papers Series 2015/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Lamperti, Francesco, 2018. "An information theoretic criterion for empirical validation of simulation models," Econometrics and Statistics, Elsevier, vol. 5(C), pages 83-106.
- Grazzini Jakob, 2011. "Estimating Micromotives from Macrobehavior," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201111, University of Turin.
- Giorgio Fagiolo & Andrea Roventini, 2016. "Macroeconomic Policy in DGSE and Agent-Based Models Redux," Working Papers hal-03459348, HAL.
- Donovan Platt, 2019. "A Comparison of Economic Agent-Based Model Calibration Methods," Papers 1902.05938, arXiv.org.
- Zhenxi Chen & Thomas Lux, 2018.
"Estimation of Sentiment Effects in Financial Markets: A Simulated Method of Moments Approach,"
Computational Economics, Springer;Society for Computational Economics, vol. 52(3), pages 711-744, October.
- Zhenxi, Chen & Lux, Thomas, 2015. "Estimation of sentiment effects in financial markets: A simulated method of moments approach," FinMaP-Working Papers 37, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Jakob Grazzini, 2013. "Information dissemination in an experimentally based agent-based stock market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(1), pages 179-209, April.
- Bauermann, Tom & Roos, Michael W. M. & Schaff, Frederik, 2020. "POSA: Policy implementation sensitivity analysis," Ruhr Economic Papers 854, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Francesco Lamperti, 2018. "Empirical validation of simulated models through the GSL-div: an illustrative application," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(1), pages 143-171, April.
- Guilmi, Corrado Di & Fujiwara, Yoshi, 2022. "Dual labor market, financial fragility, and deflation in an agent-based model of the Japanese macroeconomy," Journal of Economic Behavior & Organization, Elsevier, vol. 196(C), pages 346-371.
- Grazzini, Jakob & Richiardi, Matteo G. & Tsionas, Mike, 2017.
"Bayesian estimation of agent-based models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 26-47.
Software components
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Sorry, no citations of software components recorded.
Chapters
- Jakob Grazzini & Matteo Richiardi & Lisa Sella, 2012.
"Small sample bias in MSM estimation of agent-based models,"
Lecture Notes in Economics and Mathematical Systems, in: Andrea Teglio & Simone Alfarano & Eva Camacho-Cuena & Miguel Ginés-Vilar (ed.), Managing Market Complexity, edition 127, chapter 0, pages 237-247,
Springer.
Cited by:
- Grazzini, Jakob & Richiardi, Matteo G. & Tsionas, Mike, 2017.
"Bayesian estimation of agent-based models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 26-47.
- Jakob Grazzini & Matteo G. Richiardi & Mike Tsionas, 2015. "Bayesian Estimation of Agent-Based Models," LABORatorio R. Revelli Working Papers Series 145, LABORatorio R. Revelli, Centre for Employment Studies.
- Jakob Grazzini & Matteo Richiardi & Mike Tsionas, 2015. "Bayesian Estimation of Agent-Based Models," Economics Papers 2015-W12, Economics Group, Nuffield College, University of Oxford.
- Delli Gatti,Domenico & Fagiolo,Giorgio & Gallegati,Mauro & Richiardi,Matteo & Russo,Alberto (ed.), 2018. "Agent-Based Models in Economics," Cambridge Books, Cambridge University Press, number 9781108400046.
- Grazzini, Jakob & Richiardi, Matteo G. & Tsionas, Mike, 2017.
"Bayesian estimation of agent-based models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 26-47.