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Citations for "A new approach to business fluctuations: heterogeneous interacting agents, scaling laws and financial fragility"

by Gatti, Domenico Delli & Guilmi, Corrado Di & Gaffeo, Edoardo & Giulioni, Gianfranco & Gallegati, Mauro & Palestrini, Antonio

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  1. repec:hal:journl:halshs-00917892 is not listed on IDEAS
  2. Domenico Delli Gatti & Mauro Gallegati & Bruce Greenwald & Alberto Russo & Joseph E. Stiglitz, 2010. "Business fluctuations in a credit-network economy," Papers 1006.3521, arXiv.org.
  3. Carolina Castaldi & Giovanni Dosi, 2009. "The patterns of output growth of firms and countries: Scale invariances and scale specificities," Empirical Economics, Springer, Springer, vol. 37(3), pages 475-495, December.
  4. Daniel Farhat, 2014. "Information Processing, Pattern Transmission and Aggregate Consumption Patterns in New Zealand," Working Papers, University of Otago, Department of Economics 1405, University of Otago, Department of Economics, revised Mar 2014.
  5. Iori, G. & Porter, J., 2012. "Agent-Based Modelling for Financial Markets," Working Papers, Department of Economics, City University London 12/08, Department of Economics, City University London.
  6. D. Delli Gatti & C. Di Guilmi & M. Gallegati & E. Gaffeo & G. Giulioni & A. Palestrini, 2008. "Scaling Laws In The Macroeconomy," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 131-138.
  7. H. Dawid & S. Gemkow & P. Harting & K. Kabus & K. Wersching & M. Neugart, 2008. "Skills, Innovation, and Growth: An Agent-Based Policy Analysis," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 228(2+3), pages 251-275, June.
  8. Wright, Ian, 2005. "The social architecture of capitalism," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 346(3), pages 589-620.
  9. Domenico Delli Gatti & Corrado Di Guilmi & Mauro Gallegati & Simone Landini, 2012. "Reconstructing Aggregate Dynamics in Heterogeneous Agents Models. A Markovian Approach," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(5), pages 117-146.
  10. repec:spo:wpecon:info:hdl:2441/f4rshpf3v1umfa09l8sci08kj is not listed on IDEAS
  11. Mizgier, Kamil J. & Wagner, Stephan M. & Holyst, Janusz A., 2012. "Modeling defaults of companies in multi-stage supply chain networks," International Journal of Production Economics, Elsevier, Elsevier, vol. 135(1), pages 14-23.
  12. Mauro Napoletano & Andrea Roventini & Giovanni Dosi & Giorgio Fagiolo & Tania Treibich, 2014. "Fiscal and monetary policies in complex evolving economies," Sciences Po publications 2014-05, Sciences Po.
  13. Carlo Bianchi & Pasquale Cirillo & Mauro Gallegati & Pietro Vagliasindi, 2007. "Validating and Calibrating Agent-Based Models: A Case Study," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 30(3), pages 245-264, October.
  14. Delli Gatti, Domenico & Di Guilmi, Corrado & Gaffeo, Edoardo & Gallegati, Mauro, 2004. "Bankruptcy as an exit mechanism for systems with a variable number of components," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 344(1), pages 8-13.
  15. Assenza, T. & Delli Gatti, D. & Gallegati, M., 2007. "Heterogeneity and Aggregation in a Financial Accelerator Model," CeNDEF Working Papers 07-13, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  16. Mauro Napoletano & Giovanni Dosi & Giorgio Fagiolo & Andrea Roventini, 2012. "Wage Formation, Investment Behavior and Growth Regimes: An Agent-Based Analysis," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(5), pages 235-261.
  17. Domenico Delli Gatti & Edoardo Gaffeo & Mauro Gallegati & Antonio Palestrini, 2005. "The Apprentice Wizard: Montetary Policy, Complexity And Learning," New Mathematics and Natural Computation (NMNC), World Scientific Publishing Co. Pte. Ltd., World Scientific Publishing Co. Pte. Ltd., vol. 1(01), pages 109-128.
  18. Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2012. "Income Distribution, Credit and Fiscal Policies in an Agent-Based Keynesian Model," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) 2012-06, Observatoire Francais des Conjonctures Economiques (OFCE).
  19. Domenico Delli Gatti & Mauro Gallegati, 2004. "Weird Ties? : Growth, Cycles and Firms Dynamics in an Agent Based-Model with Financial Market Imperfections," Computing in Economics and Finance 2004, Society for Computational Economics 288, Society for Computational Economics.
  20. Domenico Delli Gatti & Corrado Di Guilmi & Edoardo Gaffeo & Gianfranco Giulioni & Mauro Gallegati & Antonio Palestrini, 2004. "Business Cycle Fluctuations And Firms' Size Distribution Dynamics," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., World Scientific Publishing Co. Pte. Ltd., vol. 7(02), pages 223-240.
  21. Di Guilmi, C. & Gallegati, M. & Landini, S., 2008. "Economic dynamics with financial fragility and mean-field interaction: A model," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 387(15), pages 3852-3861.
  22. Stefania VITALI & Gabriele TEDESCHI, 2011. "The impact of classes of innovators on Technology, Financial Fragility and Economic Growth," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali 370, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  23. Leonardo Bargigli & Gabriele Tedeschi, 2013. "Major trends in agent-based economics," Journal of Economic Interaction and Coordination, Springer, vol. 8(2), pages 211-217, October.
  24. Paul De Grauwe, 2012. "Lectures on Behavioral Macroeconomics," Economics Books, Princeton University Press, Princeton University Press, edition 1, volume 1, number 9891.
  25. Domenico Delli Gatti & Mauro Gallegati & Bruce C. Greenwald & Alberto Russo & Joseph E. Stiglitz, 2008. "Financially Constrained Fluctuations in an Evolving Network Economy," NBER Working Papers 14112, National Bureau of Economic Research, Inc.
  26. Giovanni Dosi & Giorgio Fagiolo & Andrea Roventini, 2008. "Schumpeter Meeting Keynes: A Policy-Friendly Model of Endogenous Growth and Business Cycles," Working Papers 50/2008, University of Verona, Department of Economics.
  27. Carl Chiarella & Corrado Di Guilmi, 2010. "The Financial Instability Hypothesis:a Stochastic Microfoundation Framework," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney 273, Quantitative Finance Research Centre, University of Technology, Sydney.
  28. Antoine Mandel & Simone Landini & Mauro Gallegati & Herbert Gintis, 2013. "Price dynamics, financial fragility and aggregate volatility," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne 13076, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  29. Giorgio Fagiolo & Paul Windrum & Alessio Moneta, 2006. "Empirical Validation of Agent Based Models: A Critical Survey," LEM Papers Series 2006/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  30. Neveu, Andre R., 2013. "Fiscal policy and business cycle characteristics in a heterogeneous agent macro model," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 92(C), pages 224-240.
  31. Marco Raberto & Andrea Teglio & Silvano Cincotti, 2012. "Macroprudential policies in an agent-based artificial economy," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) 2012/05, Economics Department, Universitat Jaume I, Castellón (Spain).
  32. Dan Farhat, 2012. "Artificial Neural Networks and Aggregate Consumption Patterns in New Zealand," Working Papers, University of Otago, Department of Economics 1205, University of Otago, Department of Economics, revised Dec 2012.
  33. 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.
  34. B. Coluzzi & M. Ghil & S. Hallegatte & G. Weisbuch, 2010. "Boolean delay equations on networks: An application to economic damage propagation," Papers 1003.0793, arXiv.org.
  35. Nadja König & Ingrid Größl, 2014. "Catching up with the Joneses and Borrowing Constraints: An Agent-based Analysis of Household Debt," Macroeconomics and Finance Series, Hamburg University, Department Wirtschaft und Politik 201404, Hamburg University, Department Wirtschaft und Politik.
  36. Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2014. "Fiscal and Monetary Policies in Complex Evolving Economies," INET Research Notes 40, Institute for New Economic Thinking (INET).
  37. Giulio Bottazzi, 2007. "On the Irreconcilability of Pareto and Gibrat Laws," LEM Papers Series 2007/10, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  38. Bianchi, Carlo & Cirillo, Pasquale & Gallegati, Mauro & Vagliasindi, Pietro A., 2008. "Validation in agent-based models: An investigation on the CATS model," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 67(3-4), pages 947-964, September.
  39. Stéphane Hallegatte & Fanny Henriet, 2008. "Assessing the Consequences of Natural Disasters on Production Networks: A Disaggregated Approach," Working Papers 2008.100, Fondazione Eni Enrico Mattei.
  40. Di Guilmi, Corrado & Gallegati, Mauro & Landini, Simone, 2008. "Modeling Maximum Entropy and Mean-Field Interaction in Macroeconomics," Economics Discussion Papers 2008-36, Kiel Institute for the World Economy.
  41. Paul Windrum & Giorgio Fagiolo & Alessio Moneta, 2007. "Empirical Validation of Agent-Based Models: Alternatives and Prospects," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 10(2), pages 8.
  42. Herbert Dawid & Simon Gemkow & Philipp Harting & Michael Neugart, 2012. "Labor market integration policies and the convergence of regions: the role of skills and technology diffusion," Journal of Evolutionary Economics, Springer, Springer, vol. 22(3), pages 543-562, July.
  43. Carolina Castaldi & Giovanni Dosi, 2007. "The patterns of output growth of firms and countries: new evidence on scale invariances and scale specificities," LEM Papers Series 2007/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  44. Mosetti, Giancarlo & Jug, Giancarlo & Scalas, Enrico, 2007. "Power laws from randomly sampled continuous-time random walks," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 375(1), pages 233-238.
  45. Andrei A. Levchenko & Julian di Giovanni, 2009. "International Trade and Aggregate Fluctuations in Granular Economies," 2009 Meeting Papers, Society for Economic Dynamics 491, Society for Economic Dynamics.
  46. Henriet, Fanny & Hallegatte, Stéphane & Tabourier, Lionel, 2012. "Firm-network characteristics and economic robustness to natural disasters," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 36(1), pages 150-167.
  47. Gatti, Domenico Delli & Di Guilmi, Corrado & Gallegati, Mauro & Giulioni, Gianfranco, 2007. "Financial Fragility, Industrial Dynamics, And Business Fluctuations In An Agent-Based Model," Macroeconomic Dynamics, Cambridge University Press, Cambridge University Press, vol. 11(S1), pages 62-79, November.
  48. Paul De Grauwe, 2010. "Top-Down versus Bottom-Up Macroeconomics," CESifo Economic Studies, CESifo, CESifo, vol. 56(4), pages 465-497, December.
  49. Alfarano, Simone & Milaković, Mishael, 2008. "Does Classical Competition Explain the Statistical Features of Firm Growth?," Economics Working Papers 2008,03, Christian-Albrechts-University of Kiel, Department of Economics.
  50. D. Sornette, 2014. "Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based models," Papers 1404.0243, arXiv.org.
  51. repec:spo:wpecon:info:hdl:2441/f6h8764enu2lskk9p6go0e900 is not listed on IDEAS
  52. Susan Schroeder, 2009. "Defining and detecting financial fragility: New Zealand's experience," International Journal of Social Economics, Emerald Group Publishing, vol. 36(3), pages 287-307, January.
  53. Palestrini, Antonio, 2007. "Analysis of industrial dynamics: A note on the relationship between firms' size and growth rate," Economics Letters, Elsevier, vol. 94(3), pages 367-371, March.
  54. Julian di Giovanni & Andrei A. Levchenko, 2011. "Country Size, International Trade, and Aggregate Fluctuations in Granular Economies," NBER Working Papers 17335, National Bureau of Economic Research, Inc.
  55. repec:spo:wpecon:info:hdl:2441/eu4vqp9ompqllr09j0h130d0n is not listed on IDEAS
  56. Giorgio Fagiolo & Alessio Moneta & Paul Windrum, 2007. "A Critical Guide to Empirical Validation of Agent-Based Models in Economics: Methodologies, Procedures, and Open Problems," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 30(3), pages 195-226, October.
  57. Domenico Delli Gatti & Edoardo Gaffeo & Mauro Gallegati, 2008. "A look at the relationship between industrial dynamics and aggregate fluctuations," Department of Economics Working Papers 0803, Department of Economics, University of Trento, Italia.
  58. Battiston, Stefano & Delli Gatti, Domenico & Gallegati, Mauro & Greenwald, Bruce & Stiglitz, Joseph E., 2007. "Credit chains and bankruptcy propagation in production networks," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 31(6), pages 2061-2084, June.
  59. Alberto Russo, 2009. "On the evolution of the Italian bank branch distribution," Economics Bulletin, AccessEcon, vol. 29(3), pages 2063-2078.
  60. Guilmi, Corrado Di & Gallegati, Mauro & Ormerod, Paul, 2004. "Scaling invariant distributions of firms’ exit in OECD countries," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 334(1), pages 267-273.
  61. G. Fagiolo & C. Birchenhall & P. Windrum, 2007. "Empirical Validation in Agent-based Models: Introduction to the Special Issue," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 30(3), pages 189-194, October.
  62. Sebastian Weber & Joerg Doepke, 2006. "The Within-Distribution Business Cycle Dynamics of German Firms," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics 20609, Hamburg University, Department of Economics.
  63. Joseph E Stiglitz & Mauro Gallegati, 2011. "Heterogeneous Interacting Agent Models for Understanding Monetary Economies," Eastern Economic Journal, Palgrave Macmillan, vol. 37(1), pages 6-12.
  64. Einar Jón Erlingsson & Simone Alfarano & Marco Raberto & Hlynur Stefánssonn, 2012. "On the distributional properties of size, profit and growth of Icelandic firms," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) 2012/01, Economics Department, Universitat Jaume I, Castellón (Spain).
  65. Ricetti, Luca & Russo, Alberto & Gallegati, Mauro, 2013. "Unemployment benefits and financial leverage in an agent based macroeconomic model," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 7(42), pages 1-44.
  66. De Grauwe, Paul, 2012. "Booms and busts in economic activity: A behavioral explanation," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 83(3), pages 484-501.
  67. Paul De Grauwe, 2010. "Top-Down versus Bottom-Up Macroeconomics," CESifo Working Paper Series 3020, CESifo Group Munich.
  68. Pasquale Cirillo & Mauro Gallegati, 2012. "The Empirical Validation of an Agent-based Model," Eastern Economic Journal, Palgrave Macmillan, vol. 38(4), pages 525-547.
  69. Daiki Asanuma, 2013. "Lending attitude as a financial accelerator in a credit network economy," Journal of Economic Interaction and Coordination, Springer, vol. 8(2), pages 231-247, October.
  70. Daniel Farhat, 2014. "Artificial Neural Networks and Aggregate Consumption Patterns in New Zealand," Working Papers, University of Otago, Department of Economics 1404, University of Otago, Department of Economics, revised Mar 2014.
  71. Paul De Grauwe, 2010. "Booms and Busts: New Keynesian and Behavioral Explanations," CESifo Working Paper Series 3293, CESifo Group Munich.
  72. Stefano Battiston & Jo\~ao F. Rodrigues & Hamza Zeytinoglu, 2005. "The Network of Inter-Regional Direct Investment Stocks across Europe," Papers physics/0508206, arXiv.org.
  73. Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2012. "Debt, deleveraging and business cycles: An agent-based perspective," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 6(27), pages 1-49.
  74. Stefania Vitali & Stefano Battiston & Mauro Gallegati, . "Financial fragility and distress propagation in a network of regions," Working Papers, ETH Zurich, Chair of Systems Design ETH-RC-12-016, ETH Zurich, Chair of Systems Design.
  75. Gerard Weisbuch & Stefano Battiston, 2005. "Production networks and failure avalanches," Papers physics/0507101, arXiv.org.
  76. Giovanni Dosi, 2012. "Economic Coordination and Dynamics: Some Elements of an Alternative "Evolutionary" Paradigm," LEM Papers Series 2012/08, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  77. Tommaso Ciarli & Marco Valente, 2007. "Production Structure and Economic Fluctuations," LEM Papers Series 2007/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.