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Mauro Gallegati

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.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Stefano Battiston & Domenico Delli Gatti & Mauro Gallegati & Bruce C. Greenwald & Joseph E. Stiglitz, 2009. "Liaisons Dangereuses: Increasing Connectivity, Risk Sharing, and Systemic Risk," NBER Working Papers 15611, National Bureau of Economic Research, Inc.

    Mentioned in:

    1. Natural chaos in the markets
      by Mark Buchanan in The Physics of Finance on 2011-07-04 16:10:00
  2. Caiani, Alessandro & Russo, Alberto & Gallegati, Mauro, 2017. "Are higher wages good for business? An assessment under alternative innovation and investment scenarios," MPRA Paper 80439, University Library of Munich, Germany.

    Mentioned in:

    1. [Segnalazioni] Salari e disuguaglianza, Europa, ruolo nel credito nelle recessioni
      by keynesblog in Keynes Blog on 2017-08-23 22:05:03
  3. Mauro Gallegati & Gianfranco Giulioni & Alan Kirman & Antonio Palestrini, 2010. "What's that got to do with the price of fish? Buyers behavior on the Ancona fish market," Working Papers halshs-00545129, HAL.

    Mentioned in:

    1. Complexity, & BBC bias
      by chris in Stumbling and Mumbling on 2016-01-25 20:07:40
  4. Fabio Tramontana & Mauro Gallegati, 2010. "Economics as a compartmental system: a simple macroeconomic example," Working Papers 1011, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2010.

    Mentioned in:

    1. The economics of compartments
      by Economic Logician in Economic Logic on 2010-08-17 19:16:00
  5. Carlo Bianchi & Mauro Gallegati & Alberto Russo & Pietro A. Vagliasindi, 2007. "Profit Taxation, Economic Growth and Business Fluctuations," Economia politica, Società editrice il Mulino, issue 3, pages 427-450.

    Mentioned in:

    1. OSSERVATORIO PUD€ 3 - LA GRILLONOMICS: NOVITA' O ACCORDI IN VISTA COL PUD€?
      by Quarantotto in Orizzonte48 on 2013-02-28 13:54:00
  6. Luca RICCETTI & Alberto RUSSO & Mauro GALLEGATI, 2011. "Leveraged Network-Based Financial Accelerator," Working Papers 371, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.

    Mentioned in:

    1. OSSERVATORIO PUD€ 3 - LA GRILLONOMICS: NOVITA' O ACCORDI IN VISTA COL PUD€?
      by Quarantotto in Orizzonte48 on 2013-02-28 13:54:00
  7. Author Profile
    1. Ai giornalisti (lectio difficilior), con QED 20
      by Alberto Bagnai in Goofynomics on 2013-02-28 19:07:00
    2. OSSERVATORIO PUD€ 3 - LA GRILLONOMICS: NOVITA' O ACCORDI IN VISTA COL PUD€?
      by Quarantotto in Orizzonte48 on 2013-02-28 13:54:00

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Fabio Clementi & Mauro Gallegati, 2005. "Pareto's Law of Income Distribution: Evidence for Grermany, the United Kingdom, and the United States," Microeconomics 0505006, University Library of Munich, Germany.

    Mentioned in:

    1. Logarithmische Normalverteilung in Wikipedia (German)
    2. Log-normális eloszlás in Wikipedia (Hungarian)
    3. Log-normaalijakauma in Wikipedia (Finnish)
    4. Log-normal distribution in Wikipedia (English)
  2. Author Profile
    1. Mauro Gallegati in Wikipedia (English)

Working papers

  1. Ermanno Catullo & Mauro Gallegati & Alberto Russo, 2020. "Forecasting in a complex environment: Machine learning sales expectations in a Stock Flow Consistent Agent-Based simulation model," Working Papers 2020/17, Economics Department, Universitat Jaume I, Castellón (Spain).

    Cited by:

    1. Joseph E. Stiglitz, 2020. "The Pandemic Economic Crisis, Precautionary Behavior, and Mobility Constraints: An Application of the Dynamic Disequilibrium Model with Randomness," NBER Working Papers 27992, National Bureau of Economic Research, Inc.
    2. 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.

  2. Luca Riccetti & Alberto Russo & Mauro Gallegati, 2020. "Firm-bank credit network, business cycle and macroprudential policy," Working Papers 2020/16, Economics Department, Universitat Jaume I, Castellón (Spain).

    Cited by:

    1. Michel Alexandre & Gilberto Tadeu Lima & Luca Riccetti & Alberto Russo, 2022. "The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model," Working Papers, Department of Economics 2022_01, University of São Paulo (FEA-USP), revised 21 Jan 2022.

  3. 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.

    Cited by:

    1. 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).
    2. Bardoscia, Marco & Carro, Adrian & Hinterschweiger, Marc & Napoletano, Mauro & Popoyan, Lilit & Roventini, Andrea & Uluc, Arzu, 2024. "The impact of prudential regulations on the UK housing market and economy: insights from an agent-based model," Bank of England working papers 1066, Bank of England.

  4. Gallegati, Mauro & Giammetti, Raffaele & Russo, Alberto, 2019. "Key sectors in Input-Output Production Networks: an application to Brexit," MPRA Paper 92559, University Library of Munich, Germany.

    Cited by:

    1. Chessa, Michela & Persenda, Arnaud & Torre, Dominique, 2023. "Brexit and Canadadvent: An application of graphs and hypergraphs to recent international trade agreements," International Economics, Elsevier, vol. 175(C), pages 1-12.
    2. Hylke Vandenbussche & William Connell & Wouter Simons, 2020. "Global value chains, trade shocks and jobs: An application to Brexit," Discussion Papers 2020-21, University of Nottingham, GEP.
    3. Matthew Smith & Yasaman Sarabi, 2021. "UK trading patterns within and between regions in the automotive sector—A network analysis," The World Economy, Wiley Blackwell, vol. 44(2), pages 510-529, February.
    4. Stefano Costa & Federico Sallusti & Claudio Vicarelli, 2022. "Trade networks and shock transmission capacity: a new taxonomy of Italian industries," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 49(1), pages 133-153, March.
    5. Emiliano Brancaccio & Raffaele Giammetti & Milena Lopreite & Michelangelo Puliga, 2019. "Monetary Policy, Crisis and Capital Centralization in Corporate Ownership and Control Networks: a B-Var Analysis," LEM Papers Series 2019/28, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    6. Eduardo Barberis & Daniela Freddi & Raffaele Giammetti & Paolo Polidori & D?sir?e Teobaldelli & Elena Vigan?, 2020. "Trade Relationships in the European Pork Value Chain: a Network Analysis," Economia agro-alimentare, FrancoAngeli Editore, vol. 22(1), pages 1-23.
    7. Raffaele Giammetti & Luca Papi & Désirée Teobaldelli & Davide Ticchi, 2020. "The Italian value chain in the pandemic: the input–output impact of Covid-19 lockdown," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 47(3), pages 483-497, September.
    8. Bartesaghi, Paolo & Clemente, Gian Paolo & Grassi, Rosanna & Luu, Duc Thi, 2022. "The multilayer architecture of the global input-output network and its properties," Journal of Economic Behavior & Organization, Elsevier, vol. 204(C), pages 304-341.
    9. Leonie Wenz & Anders Levermann & Sven Norman Willner & Christian Otto & Kilian Kuhla, 2020. "Post-Brexit no-trade-deal scenario: Short-term consumer benefit at the expense of long-term economic development," PLOS ONE, Public Library of Science, vol. 15(9), pages 1-14, September.
    10. Li, Weidong & Wang, Anjian & Zhong, Weiqiong & Xing, Wanli & Liu, Jinna, 2022. "The role of mineral-related industries in Chinese industrial pattern," Resources Policy, Elsevier, vol. 76(C).
    11. Feás, Enrique, 2023. "The impact of the Brexit referendum on UK’s value-added exports: A structural decomposition," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 1239-1254.
    12. 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.
    13. José Ramírez-Álvarez & Vanessa Chungandro-Carranco & Nathaly Montenegro-Rosero & Carolina Guevara-Rosero, 2024. "Central Industries in the Ecuadorian Input–Output Network. An Application of Social Network Analysis," Networks and Spatial Economics, Springer, vol. 24(1), pages 131-164, March.

  5. Ali Hosseiny & Mohammadreza Absalan & Mohammad Sherafati & Mauro Gallegati, 2018. "Hysteresis of economic networks in an XY model," Papers 1808.03404, arXiv.org.

    Cited by:

    1. Mohammad Bahrami & Narges Chinichian & Ali Hosseiny & Gholamreza Jafari & Marcel Ausloos, 2019. "Optimization of the post-crisis recovery plans in scale-free networks," Papers 1904.10625, arXiv.org, revised Oct 2019.
    2. James Holehouse & Hector Pollitt, 2021. "Non-equilibrium time-dependent solution to discrete choice with social interactions," Papers 2109.09633, arXiv.org, revised Jan 2022.

  6. Botta, Alberto & Caverzasi, Eugenio & Russo, Alberto & Gallegati, Mauro & Stiglitz, Joseph E., 2018. "Inequality and finance in a rent economy," Greenwich Papers in Political Economy 20377, University of Greenwich, Greenwich Political Economy Research Centre.

    Cited by:

    1. Elisa Palagi & Mauro Napoletano & Andrea Roventini & Jean-Luc Gaffard, 2021. "An agent-based model of trickle-up growth and income inequality," Working Papers hal-03373193, HAL.
    2. 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.
    3. Luca Eduardo Fierro & Federico Giri & Alberto Russo, 2023. "Inequality-Constrained Monetary Policy in a Financialized Economy," Working Papers 474, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    4. Hasan, Iftekhar & Hassan, Gazi & Kim, Suk-Joong & Wu, Eliza, 2021. "The impact of risk-based capital rules for international lending on income inequality: Global evidence," Economic Modelling, Elsevier, vol. 98(C), pages 136-153.
    5. 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.
    6. Botta, Alberto & Caverzasi, Eugenio & Russo, Alberto, 2022. "When complexity meets finance: A contribution to the study of the macroeconomic effects of complex financial systems," Research Policy, Elsevier, vol. 51(8).
    7. Filippo Gusella & Anna Maria Variato, 2021. "Financial Instability and Income Inequality: why the connection Minsky-Piketty matters for Macroeconomics," Working Papers - Economics wp2021_15.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
    8. Ranaldi, Marco & Palagi, Elisa, 2022. "Heterogeneity in macroeconomics: the compositional inequality perspective," LSE Research Online Documents on Economics 117127, London School of Economics and Political Science, LSE Library.
    9. George Vachadze, 2021. "Financial development, income and income inequality," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(3), pages 589-628, July.
    10. Andrea Borsato, 2022. "An agent-based model for Secular Stagnation in the USA: theory and empirical evidence," Journal of Evolutionary Economics, Springer, vol. 32(4), pages 1345-1389, September.
    11. Sakiru Adebola Solarin & Carmen Lafuente & Luis A. Gil-Alana & Maria Jesus Gonzalez Blanch, 2022. "Inequality Persistence of 21 OECD Countries from 1870 to 2020: Linear and Non-Linear Fractional Integration Approaches," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 164(2), pages 711-725, November.
    12. Papadopoulos, Georgios, 2020. "Probing the mechanism: lending rate setting in a data-driven agent-based model," MPRA Paper 102749, University Library of Munich, Germany.
    13. Lucrezia Fanti, 2021. "‘Kaldor Facts’ and the decline of Wage Share: An agent based-stock flow consistent model of induced technical change along Classical and Keynesian lines," Journal of Evolutionary Economics, Springer, vol. 31(2), pages 379-415, April.
    14. Emiliano Brancaccio & Mauro Gallegati & Raffaele Giammetti, 2022. "Neoclassical influences in agent‐based literature: A systematic review," Journal of Economic Surveys, Wiley Blackwell, vol. 36(2), pages 350-385, April.
    15. Gökçer Özgür, 2021. "Shadow banking and financial intermediation," Metroeconomica, Wiley Blackwell, vol. 72(4), pages 731-757, November.
    16. Alberto Botta & Eugenio Caverzasi & Alberto Russo, 2020. "Fighting the COVID-19 Crisis: Debt Monétisation and EU Recovery Bonds," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 55(4), pages 239-244, July.
    17. Alberto Botta & Eugenio Caverzasi & Alberto Russo, 2023. "Same Old Song: On The Macroeconomic And Distributional Effects Of Leaving A Low Interest Rate Environment," Working Papers 481, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    18. Marco Missaglia & Alberto Botta, 2020. "The role of liquidity preference in a framework of endogenous money," Working Papers PKWP2015, Post Keynesian Economics Society (PKES).

  7. Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena & Mauro Gallegati, 2017. "Long-run expectations in a Learning-to-Forecast Experiment: A Simulation Approach," Working Papers 2017/03, Economics Department, Universitat Jaume I, Castellón (Spain).

    Cited by:

    1. Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena, 2020. "Heuristic Switching Model and Exploration-Exploitation Algorithm to Describe Long-Run Expectations in LtFEs: a Comparison," Computational Economics, Springer;Society for Computational Economics, vol. 56(3), pages 623-658, October.
    2. Biondo, Alessio Emanuele, 2017. "Learning to forecast, risk aversion, and microstructural aspects of financial stability," Economics Discussion Papers 2017-104, Kiel Institute for the World Economy (IfW Kiel).
    3. Evans, George W. & Hommes, Cars & McGough, Bruce & Salle, Isabelle, 2022. "Are long-horizon expectations (de-)stabilizing? Theory and experiments," Journal of Monetary Economics, Elsevier, vol. 132(C), pages 44-63.
    4. Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena, 2018. "The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment," Working Papers 2018/02, Economics Department, Universitat Jaume I, Castellón (Spain).
    5. Breunig, Christoph & Grabova, Iuliia & Haan, Peter & Weinhardt, Felix & Weizsäcker, Georg, 2019. "Long-run Expectations of Households," Rationality and Competition Discussion Paper Series 218, CRC TRR 190 Rationality and Competition.
    6. Bao, Te & Hommes, Cars & Pei, Jiaoying, 2021. "Expectation formation in finance and macroeconomics: A review of new experimental evidence," Journal of Behavioral and Experimental Finance, Elsevier, vol. 32(C).
    7. Mikhail Anufriev & Aleksei Chernulich & Jan Tuinstra, 2020. "Asset Price Volatility and Investment Horizons: An Experimental Investigation," Working Papers 20200053, New York University Abu Dhabi, Department of Social Science, revised Aug 2020.
    8. Domenico Delli Gatti & Filippo Gusella & Giorgio Ricchiuti, 2024. "Endogenous vs Exogenous Instability: An Out-of-Sample Comparison," CESifo Working Paper Series 11082, CESifo.
    9. Zhou Lu & Te Bao & Xiaohua Yu, 2021. "Gender and Bubbles in Experimental Markets with Positive and Negative Expectation Feedback," Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1307-1326, April.

  8. Caiani, Alessandro & Russo, Alberto & Gallegati, Mauro, 2017. "Are higher wages good for business? An assessment under alternative innovation and investment scenarios," MPRA Paper 80439, University Library of Munich, Germany.

    Cited by:

    1. 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.
    2. 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.
    3. 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.
    4. 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.
    5. Ermanno Catullo & Mauro Gallegati & Alberto Russo, 2020. "Forecasting in a complex environment: Machine learning sales expectations in a Stock Flow Consistent Agent-Based simulation model," Working Papers 2020/17, Economics Department, Universitat Jaume I, Castellón (Spain).
    6. 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.
    7. Fanti, Lucrezia, 2018. "An AB-SFC Model of Induced Technical Change along Classical and Keynesian Lines," MPRA Paper 86929, University Library of Munich, Germany.
    8. Claudius Gräbner & Anna Hornykewycz, 2022. "Capability accumulation and product innovation: an agent-based perspective," Journal of Evolutionary Economics, Springer, vol. 32(1), pages 87-121, January.
    9. Alberto Botta, 2016. "The Short- and Long-run Inconsistency of the Expansionary Austerity Theory: A Post-Keynesian/Evolutionist Critique," Economics Working Paper Archive wp_878, Levy Economics Institute.
    10. Lucrezia Fanti, 2021. "‘Kaldor Facts’ and the decline of Wage Share: An agent based-stock flow consistent model of induced technical change along Classical and Keynesian lines," Journal of Evolutionary Economics, Springer, vol. 31(2), pages 379-415, April.
    11. Emiliano Brancaccio & Mauro Gallegati & Raffaele Giammetti, 2022. "Neoclassical influences in agent‐based literature: A systematic review," Journal of Economic Surveys, Wiley Blackwell, vol. 36(2), pages 350-385, April.

  9. Ali Hosseiny & Mohammad Bahrami & Antonio Palestrini & Mauro Gallegati, 2016. "Metastable Features of Economic Networks and Responses to Exogenous Shocks," Papers 1608.00275, arXiv.org.

    Cited by:

    1. Ali Hosseiny & Mohammad Bahrami & Antonio Palestrini & Mauro Gallegati, 2016. "Metastable Features of Economic Networks and Responses to Exogenous Shocks," Papers 1608.00275, arXiv.org.
    2. Mohammad Bahrami & Narges Chinichian & Ali Hosseiny & Gholamreza Jafari & Marcel Ausloos, 2019. "Optimization of the post-crisis recovery plans in scale-free networks," Papers 1904.10625, arXiv.org, revised Oct 2019.
    3. Ahmad Hajihasani & Ali Namaki & Nazanin Asadi & Reza Tehrani, 2020. "Non-Extensive Value-at-Risk Estimation During Times of Crisis," Papers 2005.09036, arXiv.org, revised Jan 2021.
    4. Hosseiny, Ali & Gallegati, Mauro, 2017. "Role of intensive and extensive variables in a soup of firms in economy to address long run prices and aggregate data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 470(C), pages 51-59.
    5. Ali Hosseiny & Mohammadreza Absalan & Mohammad Sherafati & Mauro Gallegati, 2018. "Hysteresis of economic networks in an XY model," Papers 1808.03404, arXiv.org.
    6. Brannan, James, 2019. "On natural slow time rhythms in economic growth," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 535(C).
    7. Hosseiny, Ali, 2017. "A geometrical imaging of the real gap between economies of China and the United States," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 479(C), pages 151-161.

  10. Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena & Mauro Gallegati, 2016. "Long-run expectations in a Learning-to-Forecast Experiment," Working Papers 2016/26, Economics Department, Universitat Jaume I, Castellón (Spain).

    Cited by:

    1. Makarewicz, Tomasz, 2021. "Traders, forecasters and financial instability: A model of individual learning of anchor-and-adjustment heuristics," Journal of Economic Behavior & Organization, Elsevier, vol. 190(C), pages 626-673.
    2. Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena, 2020. "Heuristic Switching Model and Exploration-Exploitation Algorithm to Describe Long-Run Expectations in LtFEs: a Comparison," Computational Economics, Springer;Society for Computational Economics, vol. 56(3), pages 623-658, October.
    3. Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena, 2018. "The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment," Working Papers 2018/02, Economics Department, Universitat Jaume I, Castellón (Spain).
    4. Morone, Andrea & Caferra, Rocco, 2020. "Inequalities in financial markets: Evidences from a laboratory experiment," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 88(C).
    5. Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena & Mauro Gallegati, 2020. "Long-run expectations in a learning-to-forecast experiment: a simulation approach," Journal of Evolutionary Economics, Springer, vol. 30(1), pages 75-116, January.
    6. Alfarano, Simone & Camacho-Cuena, Eva & Colasante, Annarita & Ruiz-Buforn, Alba, 2022. "The effect of time-varying fundamentals in Learning-to-Forecast Experiments," MPRA Paper 113086, University Library of Munich, Germany.
    7. Makarewicz, Tomasz, 2019. "Traders, forecasters and financial instability: A model of individual learning of anchor-and-adjustment heuristics," BERG Working Paper Series 141, Bamberg University, Bamberg Economic Research Group.
    8. Kopanyi-Peuker, Anita & Weber, Matthias, 2018. "Experience Does not Eliminate Bubbles: Experimental Evidence," SocArXiv ecj7q, Center for Open Science.
    9. Bao, Te & Hommes, Cars & Pei, Jiaoying, 2021. "Expectation formation in finance and macroeconomics: A review of new experimental evidence," Journal of Behavioral and Experimental Finance, Elsevier, vol. 32(C).
    10. Domenico Delli Gatti & Filippo Gusella & Giorgio Ricchiuti, 2024. "Endogenous vs Exogenous Instability: An Out-of-Sample Comparison," CESifo Working Paper Series 11082, CESifo.
    11. Biondo, Alessio Emanuele, 2018. "Learning to forecast, risk aversion, and microstructural aspects of financial stability," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-21.
    12. Zhou Lu & Te Bao & Xiaohua Yu, 2021. "Gender and Bubbles in Experimental Markets with Positive and Negative Expectation Feedback," Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1307-1326, April.

  11. 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.

    Cited by:

    1. G. Dosi & M. C. Pereira & M. E. Virgillito, 2018. "On the robustness of the fat-tailed distribution of firm growth rates: a global sensitivity analysis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(1), pages 173-193, April.
    2. Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Working Papers hal-03458875, HAL.
    3. 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.
    4. Karl Naumann-Woleske & Max Sina Knicker & Michael Benzaquen & Jean-Philippe Bouchaud, 2022. "Exploration of the Parameter Space in Macroeconomic Models," Post-Print hal-03797418, HAL.
    5. 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.
    6. 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.
    7. Sylvain Barde & Sander Van Der Hoog, 2017. "An empirical validation protocol for large-scale agent-based models," Sciences Po publications 17/12, Sciences Po.
    8. Ermanno Catullo & Mauro Gallegati & Alberto Russo, 2020. "Forecasting in a complex environment: Machine learning sales expectations in a Stock Flow Consistent Agent-Based simulation model," Working Papers 2020/17, Economics Department, Universitat Jaume I, Castellón (Spain).
    9. Chen, Siyan & Desiderio, Saul, 2018. "Computational evidence on the distributive properties of monetary policy," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-32.
    10. Giovanni Dosi & Andrea Roventini, 2019. "More is different ... and complex! the case for agent-based macroeconomics," Journal of Evolutionary Economics, Springer, vol. 29(1), pages 1-37, March.
    11. 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).
    12. 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.
    13. Luca Riccetti & Alberto Russo & Mauro Gallegati, 2022. "Firm–bank credit network, business cycle and macroprudential policy," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(2), pages 475-499, April.
    14. 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.
    15. 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.
    16. Karl Naumann-Woleske & Max Sina Knicker & Michael Benzaquen & Jean-Philippe Bouchaud, 2021. "Exploration of the Parameter Space in Macroeconomic Agent-Based Models," Papers 2111.08654, arXiv.org, revised Aug 2022.
    17. 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.
    18. 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.
    19. 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.
    20. Brancaccio, Emiliano & Giammetti, Raffaele & Lopreite, Milena & Puliga, Michelangelo, 2018. "Centralization of capital and financial crisis: A global network analysis of corporate control," Structural Change and Economic Dynamics, Elsevier, vol. 45(C), pages 94-104.
    21. Hung-Wen Lin & Jing-Bo Huang & Kun-Ben Lin & Shu-Heng Chen, 2022. "The competitions of time-varying and constant loadings in asset pricing models: empirical evidence and agent-based simulations," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(2), pages 577-612, April.

  12. F. Clementi & M. Gallegati & G. Kaniadakis & S. Landini, 2016. "$\kappa$-generalized models of income and wealth distributions: A survey," Papers 1610.08676, arXiv.org.

    Cited by:

    1. Yuri Biondi & Simone Righi, 2015. "Inequality, mobility and the financial accumulation process: A computational economic analysis," Department of Economics (DEMB) 0058, University of Modena and Reggio Emilia, Department of Economics "Marco Biagi".
    2. Fabio Clementi & Mauro Gallegati & Lisa Gianmoena & Simone Landini & Joseph E. Stiglitz, 2019. "Mis-measurement of inequality: a critical reflection and new insights," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(4), pages 891-921, December.
    3. Kazuhiko Kakamu & Haruhisa Nishino, 2019. "Bayesian Estimation of Beta-type Distribution Parameters Based on Grouped Data," Computational Economics, Springer;Society for Computational Economics, vol. 54(2), pages 625-645, August.

  13. Caiani, Alessandro & Russo, Alberto & Gallegati, Mauro, 2016. "Does Inequality Hamper Innovation and Growth?," MPRA Paper 71864, University Library of Munich, Germany.

    Cited by:

    1. Giovanni Dosi & Marcelo Pereira & Andrea Roventini & Maria Enrica Virgillito, 2018. "What if supply-side policies are not enough ? The perverse interaction of flexibility and austerity," SciencePo Working papers Main hal-03458460, HAL.
    2. Elisa Palagi & Mauro Napoletano & Andrea Roventini & Jean-Luc Gaffard, 2017. "Inequality, Redistributive Policies and Multiplier Dynamics in an Agent-based Model with Credit Rationing," SciencePo Working papers Main hal-03455401, HAL.
    3. Papadopoulos, Georgios, 2019. "Income inequality, consumption, credit and credit risk in a data-driven agent-based model," Journal of Economic Dynamics and Control, Elsevier, vol. 104(C), pages 39-73.
    4. 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.
    5. Tommaso Ciarli & Andre Lorentz & Marco Valente & Maria Savona, 2017. "Structural Changes and Growth Regime," Working Papers of BETA 2017-19, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    6. Mduduzi Biyase & Talent Zwane & Precious Mncayi & Mokgadi Maleka, 2023. "Do Technological Innovation and Financial Development Affect Inequality? Evidence from BRICS Countries," IJFS, MDPI, vol. 11(1), pages 1-18, March.
    7. G; Dosi & M.C. Pereira & A. Roventini & M.E. Virgillito, 2016. "When more flexiility yields more fragility : the microfoundations of keynesian aggregate unemployment," Documents de Travail de l'OFCE 2016-07, Observatoire Francais des Conjonctures Economiques (OFCE).
    8. Giovanni Dosi & Andrea Roventini, 2017. "Agent-Based Macroeconomics and Classical Political Economy: Some Italian Roots," SciencePo Working papers Main hal-03399668, HAL.
    9. 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.
    10. Mauro Napoletano, 2018. "A short walk on the wild side : agent based models and their implications for macroeconomic analysis," Sciences Po publications info:hdl:2441/2qdhj5485p9, Sciences Po.
    11. Giovanni Dosi & Marcelo C. Pereira & Andrea Roventini & Maria Enrica Virgillito, 2017. "Causes and Consequences of Hysteresis: Aggregate Demand, Productivity and Employment," LEM Papers Series 2017/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    12. Alessandro Caiani & Ermanno Catullo & Mauro Gallegati, 2018. "The effects of fiscal targets in a monetary union: a multi-country agent-based stock flow consistent model," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 27(6), pages 1123-1154.
    13. Fanti, Lucrezia, 2018. "An AB-SFC Model of Induced Technical Change along Classical and Keynesian Lines," MPRA Paper 86929, University Library of Munich, Germany.
    14. Amrita Saha & Tommaso Ciarli, 2018. "Innovation, Structural Change, and Inclusion. A Cross Country PVAR Analysis," SPRU Working Paper Series 2018-01, SPRU - Science Policy Research Unit, University of Sussex Business School.
    15. Caiani, Alessandro & Russo, Alberto & Gallegati, Mauro, 2017. "Are higher wages good for business? An assessment under alternative innovation and investment scenarios," MPRA Paper 80439, University Library of Munich, Germany.
    16. Lucrezia Fanti, 2021. "‘Kaldor Facts’ and the decline of Wage Share: An agent based-stock flow consistent model of induced technical change along Classical and Keynesian lines," Journal of Evolutionary Economics, Springer, vol. 31(2), pages 379-415, April.

  14. Giri, Federico & Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2016. "Monetary Policy and Large Crises in a Financial Accelerator Agent-Based Model," MPRA Paper 70371, University Library of Munich, Germany.

    Cited by:

    1. Giorgio Calcagnini & Laura Gardini & Germana Giombini & Edgar S. Carrera, 2022. "Does too much liquidity generate instability?," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(1), pages 191-208, January.
    2. 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).
    3. Luca Eduardo Fierro & Federico Giri & Alberto Russo, 2023. "Inequality-Constrained Monetary Policy in a Financialized Economy," Working Papers 474, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    4. Giovanni Dosi & Andrea Roventini, 2017. "Agent-Based Macroeconomics and Classical Political Economy: Some Italian Roots," SciencePo Working papers Main hal-03399668, HAL.
    5. Lilian Rolim & Laura Carvalho & Dany Lang, 2023. "Monetary policy rules and the inequality-augmented Phillips Curve," Working Papers, Department of Economics 2023_06, University of São Paulo (FEA-USP).
    6. Ghiaie Hamed, 2020. "Shadow Bank Run, Housing and Credit Market: The Story of a Recession," The B.E. Journal of Macroeconomics, De Gruyter, vol. 20(2), pages 1-30, June.
    7. 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.
    8. Ermanno Catullo & Mauro Gallegati & Alberto Russo, 2020. "Forecasting in a complex environment: Machine learning sales expectations in a Stock Flow Consistent Agent-Based simulation model," Working Papers 2020/17, Economics Department, Universitat Jaume I, Castellón (Spain).
    9. 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.
    10. Brini, Alessio & Tedeschi, Gabriele & Tantari, Daniele, 2023. "Reinforcement learning policy recommendation for interbank network stability," Journal of Financial Stability, Elsevier, vol. 67(C).
    11. Enrico Turco & Davide Bazzana & Massimiliano Rizzati & Emanuele Ciola & Sergio Vergalli, 2022. "Energy price shocks and stabilization policies in a multi-agent macroeconomic model for the Euro Area," Working Papers 2022.25, Fondazione Eni Enrico Mattei.
    12. 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.
    13. 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.
    14. Hamed Ghiaie, 2018. "Shadow Bank run, Housing and Credit Market: The Story of a Recession," THEMA Working Papers 2018-01, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    15. Papadopoulos, Georgios, 2020. "Probing the mechanism: lending rate setting in a data-driven agent-based model," MPRA Paper 102749, University Library of Munich, Germany.

  15. Ali Hosseiny & Mauro Gallegati, 2016. "Role of Intensive and Extensive Variables in a Soup of Firms in Economy to Address Long Run Prices and Aggregate Data," Papers 1608.02523, arXiv.org, revised Jan 2017.

    Cited by:

    1. Ali Hosseiny & Mohammadreza Absalan & Mohammad Sherafati & Mauro Gallegati, 2018. "Hysteresis of economic networks in an XY model," Papers 1808.03404, arXiv.org.
    2. Hosseiny, Ali, 2017. "A geometrical imaging of the real gap between economies of China and the United States," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 479(C), pages 151-161.

  16. Luca Marotta & Salvatore Miccich`e & Yoshi Fujiwara & Hiroshi Iyetomi & Hideaki Aoyama & Mauro Gallegati & Rosario N. Mantegna, 2015. "Backbone of credit relationships in the Japanese credit market," Papers 1511.06870, arXiv.org.

    Cited by:

    1. Thomas Lux, 2020. "On the distribution of links in financial networks: structural heterogeneity and functional form," Empirical Economics, Springer, vol. 58(3), pages 1019-1053, March.
    2. Lux, Thomas, 2017. "On the distribution of links in financial networks: Structural heterogeneity and functional form," Economics Working Papers 2017-05, Christian-Albrechts-University of Kiel, Department of Economics.

  17. Annarita COLASANTE & Antonio PALESTRINI & Alberto RUSSO & Mauro GALLEGATI, 2015. "Adaptive Expectations with Correction Bias: Evidence from the lab," Working Papers 409, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.

    Cited by:

    1. 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.
    2. Zhou Lu & Te Bao & Xiaohua Yu, 2021. "Gender and Bubbles in Experimental Markets with Positive and Negative Expectation Feedback," Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1307-1326, April.

  18. Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2015. "Stock Market Dynamics, Leveraged Network-Based Financial Accelerator and Monetary Policy," MPRA Paper 63622, University Library of Munich, Germany.

    Cited by:

    1. Giri, Federico & Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2016. "Monetary policy and large crises in a financial accelerator agent-based model," FinMaP-Working Papers 65, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    2. Cao, Guangxi & Zhang, Qi & Li, Qingchen, 2017. "Causal relationship between the global foreign exchange market based on complex networks and entropy theory," Chaos, Solitons & Fractals, Elsevier, vol. 99(C), pages 36-44.
    3. 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.
    4. Deborah Noguera & Gabriel Montes-Rojas, 2023. "Minskyan model with credit rationing in a network economy," SN Business & Economics, Springer, vol. 3(3), pages 1-26, March.
    5. Meijers H. & Nomaler Z.O. & Verspagen B., 2014. "Demand, credit and macroeconomic dynamics: A microsimulation model," MERIT Working Papers 2014-047, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    6. Deborah Noguera & Gabriel Montes-Rojas, 2022. "Credit-constrained fluctuations and uncertainty in a network economy," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(80), pages 5-52, November.
    7. Luca Riccetti & Alberto Russo & Mauro Gallegati, 2022. "Firm–bank credit network, business cycle and macroprudential policy," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(2), pages 475-499, April.
    8. 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.
    9. Rzeszutek, Marcin & Godin, Antoine & Szyszka, Adam & Augier, Stanislas, 2020. "Managerial overconfidence in initial public offering decisions and its impact on macrodynamics and financial stability: Analysis using an agent-based model," Journal of Economic Dynamics and Control, Elsevier, vol. 118(C).
    10. 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.
    11. Rémi Stellian & Jenny P. Danna‐Buitrago, 2020. "Financial distress, free cash flow, and interfirm payment network: Evidence from an agent‐based model," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 598-616, October.
    12. David Vidal-Tomás & Rocco Caferra & Gabriele Tedeschi, 2022. "The day after tomorrow: financial repercussions of COVID-19 on systemic risk," Review of Evolutionary Political Economy, Springer, vol. 3(1), pages 169-192, April.
    13. Xiao, Hailian & Zhao, Ying & Zhou, Meihua, 2022. "Can financial factors affect corporate debt leverage convergence?," Pacific-Basin Finance Journal, Elsevier, vol. 72(C).
    14. Hosszú, Zsuzsanna & Mérő, Bence, 2017. "Hitelciklusok és anticiklikus tőkepuffer egy ágensalapú keynesi modellben [Credit cycles and the counter-cyclical capital buffer in an agent-based Keynesian model]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(5), pages 457-475.

  19. LI, XI HAO & Gallegati, Mauro, 2015. "Stock-Flow Dynamic Projection," MPRA Paper 62047, University Library of Munich, Germany.

    Cited by:

    1. Venables, Anthony J., 2017. "Breaking into tradables: Urban form and urban function in a developing city," Journal of Urban Economics, Elsevier, vol. 98(C), pages 88-97.

  20. Colasante, Annarita & Palestrini, Antonio & Russo, Alberto & Gallegati, Mauro, 2015. "Heterogeneous Adaptive Expectations and Coordination in a Learning-to-Forecast Experiment," MPRA Paper 66578, University Library of Munich, Germany.

    Cited by:

    1. Biondo, Alessio Emanuele, 2017. "Learning to forecast, risk aversion, and microstructural aspects of financial stability," Economics Discussion Papers 2017-104, Kiel Institute for the World Economy (IfW Kiel).
    2. Biondo, Alessio Emanuele, 2018. "Learning to forecast, risk aversion, and microstructural aspects of financial stability," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-21.

  21. Luca Marotta & Salvatore Miccich`e & Yoshi Fujiwara & Hiroshi Iyetomi & Hideaki Aoyama & Mauro Gallegati & Rosario N. Mantegna, 2014. "Bank-firm credit network in Japan. An analysis of a bipartite network," Papers 1407.5429, arXiv.org.

    Cited by:

    1. Ramirez-Marquez, J.E. & Rocco, C.M. & Moronta, J. & Gama Dessavre, D., 2016. "Robustness in network community detection under links weights uncertainties," Reliability Engineering and System Safety, Elsevier, vol. 153(C), pages 88-95.
    2. Abhijit Chakraborty & Hazem Krichene & Hiroyasu Inoue & Yoshi Fujiwara, 2017. "Characterization of the community structure in a large-scale production network in Japan," Papers 1706.00203, arXiv.org, revised Sep 2018.
    3. Banwo, Opeoluwa & Caccioli, Fabio & Harrald, Paul & Medda, Francesca, 2017. "The effect of heterogeneity on financial contagion due to overlapping portfolios," LSE Research Online Documents on Economics 69678, London School of Economics and Political Science, LSE Library.
    4. Duc Thi Luu, 2022. "Portfolio Correlations in the Bank-Firm Credit Market of Japan," Computational Economics, Springer;Society for Computational Economics, vol. 60(2), pages 529-569, August.
    5. Margarita Baltakienė & Kęstutis Baltakys & Juho Kanniainen & Dino Pedreschi & Fabrizio Lillo, 2019. "Clusters of investors around initial public offering," Palgrave Communications, Palgrave Macmillan, vol. 5(1), pages 1-14, December.
    6. Landaberry, Victoria & Caccioli, Fabio & Rodriguez-Martinez, Anahi & Baron, Andrea & Martinez-Jaramillo, Serafin & Lluberas, Rodrigo, 2021. "The contribution of the intra-firm exposures network to systemic risk," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(2).
    7. Andrea Barón & María Victoria Landaberry & Rodrigo Lluberas & Jorge Ponce, 2020. "Commercial and banking credit network in Uruguay," Documentos de trabajo 2020006, Banco Central del Uruguay.
    8. Yanquen, Eduardo & Livan, Giacomo & Montañez-Enriquez, Ricardo & Martinez-Jaramillo, Serafin, 2022. "Measuring systemic risk for bank credit networks: A multilayer approach," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(2).
    9. Luca Marotta & Salvatore Miccich`e & Yoshi Fujiwara & Hiroshi Iyetomi & Hideaki Aoyama & Mauro Gallegati & Rosario N. Mantegna, 2015. "Backbone of credit relationships in the Japanese credit market," Papers 1511.06870, arXiv.org.
    10. Diaz de la Fuente Manuel, 2023. "Análisis de la Topología de las relaciones entre Bancos y Firmas mediante Redes Complejas: comparación del caso de Argentina e Italia," Asociación Argentina de Economía Política: Working Papers 4647, Asociación Argentina de Economía Política.
    11. Ermanno Catullo & Antonio Palestrini & Ruggero Grilli & Mauro Gallegati, 2018. "Early warning indicators and macro-prudential policies: a credit network agent based model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(1), pages 81-115, April.
    12. Bikramjit Das & Vicky Fasen-Hartmann, 2023. "Systemic risk in financial networks: the effects of asymptotic independence," Papers 2309.15511, arXiv.org.
    13. Sebastian Poledna & Abraham Hinteregger & Stefan Thurner, 2018. "Identifying systemically important companies in the entire liability network of a small open economy," Papers 1801.10487, arXiv.org.
    14. Rocco, Claudio M. & Moronta, José & Ramirez-Marquez, José E. & Barker, Kash, 2017. "Effects of multi-state links in network community detection," Reliability Engineering and System Safety, Elsevier, vol. 163(C), pages 46-56.
    15. Bryan S. Graham, 2020. "Sparse network asymptotics for logistic regression," Papers 2010.04703, arXiv.org.

  22. Daniela MAGGIONI & Alessia LO TURCO & Mauro GALLEGATI, 2014. "Does export complexity matter for firms' output volatility?," Working Papers 407, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.

    Cited by:

    1. Can, Muhlis & Gozgor, Giray, 2016. "Dynamic Relationships among CO2 Emissions, Energy Consumption, Economic Growth, and Economic Complexity in France," MPRA Paper 70373, University Library of Munich, Germany.

  23. Recchioni, Maria Cristina & Tedeschi, Gabriele & Gallegati, Mauro, 2014. "A calibration procedure for analyzing stock price dynamics in an agent-based framework," FinMaP-Working Papers 26, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.

    Cited by:

    1. Giuliana Passamani & Roberto Tamborini & Matteo Tomaselli, 2016. "Taxing financial transactions in fundamentally heterogeneous markets," DEM Working Papers 2016/10, Department of Economics and Management.
    2. 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.
    3. 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.
    4. 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.
    5. 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.
    6. Luigi Bonatti & Lorenza Lorenzetti, 2016. "The co-evolution of tax evasion, social capital and policy responses: A theoretical approach," DEM Working Papers 2016/08, Department of Economics and Management.
    7. Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Working Papers hal-03458875, HAL.
    8. Guillaume Coqueret, 2017. "Empirical properties of a heterogeneous agent model in large dimensions," Post-Print hal-02000726, HAL.
    9. 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.
    10. 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.
    11. 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.
    12. Tedeschi, Gabriele & Recchioni, Maria Cristina & Berardi, Simone, 2019. "An approach to identifying micro behavior: How banks’ strategies influence financial cycles," Journal of Economic Behavior & Organization, Elsevier, vol. 162(C), pages 329-346.
    13. 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.
    14. 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.
    15. Lux, Thomas, 2017. "Estimation of agent-based models using sequential Monte Carlo methods," Economics Working Papers 2017-07, Christian-Albrechts-University of Kiel, Department of Economics.
    16. Gaffeo, Edoardo & Molinari, Massimo, 2017. "Taxing financial transactions in fundamentally heterogeneous markets," Economic Modelling, Elsevier, vol. 64(C), pages 322-333.
    17. 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.
    18. Niu, Xiaojian & Niu, Xiaoli & Wu, Kexing, 2021. "Implicit government guarantees and the externality of portfolio diversification: A complex network approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 572(C).
    19. Özge Dilaver & Robert Calvert Jump & Paul Levine, 2018. "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.
    20. Mattia Guerini & Alessio Moneta, 2016. "A Method for Agent-Based Models Validation," Working Papers Series 42, Institute for New Economic Thinking.
    21. Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2020. "Business fluctuations in a behavioral switching model: Gridlock effects and credit crunch phenomena in financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 114(C).
    22. Colasante, Annarita, 2016. "Evolution of Cooperation in Public Good Game," MPRA Paper 72577, University Library of Munich, Germany.
    23. Basak, Suryoday & Kar, Saibal & Saha, Snehanshu & Khaidem, Luckyson & Dey, Sudeepa Roy, 2019. "Predicting the direction of stock market prices using tree-based classifiers," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 552-567.
    24. Tubbenhauer, Tobias & Fieberg, Christian & Poddig, Thorsten, 2021. "Multi-agent-based VaR forecasting," Journal of Economic Dynamics and Control, Elsevier, vol. 131(C).
    25. 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).
    26. Guillaume Coqueret, 2016. "Empirical properties of a heterogeneous agent model in large dimensions," Post-Print hal-02088097, HAL.
    27. Colasante, Annarita, 2017. "Selection of the distributional rule as an alternative tool to foster cooperation in a Public Good Game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 468(C), pages 482-492.
    28. 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.
    29. Seri, Raffaello & Martinoli, Mario & Secchi, Davide & Centorrino, Samuele, 2021. "Model calibration and validation via confidence sets," Econometrics and Statistics, Elsevier, vol. 20(C), pages 62-86.
    30. Guillaume Coqueret, 2017. "Empirical properties of a heterogeneous agent model in large dimensions," Post-Print hal-02312186, HAL.
    31. Marwil J. Davila-Fernandez & Serena Sordi, 2022. "The Green-MKS system: A baseline environmental macro-dynamic model," Department of Economics University of Siena 890, Department of Economics, University of Siena.
    32. 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.
    33. 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).
    34. 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.
    35. Lucas Fievet & Didier Sornette, 2018. "Calibrating emergent phenomena in stock markets with agent based models," PLOS ONE, Public Library of Science, vol. 13(3), pages 1-17, March.
    36. 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.
    37. 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).
    38. Xu, Hai-Chuan & Zhang, Wei & Xiong, Xiong & Wang, Xue & Zhou, Wei-Xing, 2021. "The double-edged role of social learning: Flash crash and lower total volatility," Journal of Economic Behavior & Organization, Elsevier, vol. 182(C), pages 405-420.
    39. Platt, Donovan, 2020. "A comparison of economic agent-based model calibration methods," Journal of Economic Dynamics and Control, Elsevier, vol. 113(C).
    40. 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.
    41. 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.
    42. Gabriele Tedeschi & Fabio Caccioli & Maria Cristina Recchioni, 2020. "Taming financial systemic risk: models, instruments and early warning indicators," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 1-7, January.
    43. Lamperti, Francesco, 2018. "An information theoretic criterion for empirical validation of simulation models," Econometrics and Statistics, Elsevier, vol. 5(C), pages 83-106.
    44. Coqueret, Guillaume, 2017. "Empirical properties of a heterogeneous agent model in large dimensions," Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 180-201.
    45. 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.
    46. 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.
    47. Recchioni, Maria Cristina & Tedeschi, Gabriele, 2017. "From bond yield to macroeconomic instability: A parsimonious affine model," European Journal of Operational Research, Elsevier, vol. 262(3), pages 1116-1135.
    48. Giorgio Fagiolo & Andrea Roventini, 2016. "Macroeconomic Policy in DGSE and Agent-Based Models Redux," Working Papers hal-03459348, HAL.
    49. Simone Berardi & Gabriele Tedeschi, 2016. "How banks’ strategies influence financial cycles: An approach to identifying micro behavior," Working Papers 2016/24, Economics Department, Universitat Jaume I, Castellón (Spain).
    50. Donovan Platt, 2019. "A Comparison of Economic Agent-Based Model Calibration Methods," Papers 1902.05938, arXiv.org.
    51. 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.
    52. Minh Tran & Thanh Duong & Duc Pham-Hi & Marc Bui, 2020. "Detecting the Proportion of Traders in the Stock Market: An Agent-Based Approach," Mathematics, MDPI, vol. 8(2), pages 1-14, February.
    53. 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.
    54. 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.
    55. Maria Cristina Recchioni & Gabriele Tedeschi, 2016. "From bond yield to macroeconomic instability: The effect of negative interest rates," Working Papers 2016/06, Economics Department, Universitat Jaume I, Castellón (Spain).

  24. Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2013. "Unemployment benefits and financial factors in an agent-based macroeconomic model," Economics Discussion Papers 2013-9, Kiel Institute for the World Economy (IfW Kiel).

    Cited by:

    1. Laura Carvalho & Corrado Di Guilmi, 2020. "Technological unemployment and income inequality: a stock-flow consistent agent-based approach," Journal of Evolutionary Economics, Springer, vol. 30(1), pages 39-73, January.
    2. Wei Zhao & Yi Lu & Genfu Feng, 2019. "How Many Agents are Rational in China’s Economy? Evidence from a Heterogeneous Agent-Based New Keynesian Model," Computational Economics, Springer;Society for Computational Economics, vol. 54(2), pages 575-611, August.
    3. Luca Riccetti & Alberto Russo & Mauro Gallegati, 2022. "Firm–bank credit network, business cycle and macroprudential policy," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(2), pages 475-499, April.
    4. Michel Alexandre & Gilberto Tadeu Lima, 2020. "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.
    5. 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.
    6. Kurt Kratena, 2015. "Thematic Report: Macroeconomic Models Including Specifically Social and Environmental Aspects. WWWforEurope Deliverable No. 8," WIFO Studies, WIFO, number 58411, February.
    7. Rengs, Bernhard & Scholz-Waeckerle, Manuel, 2017. "Consumption & Class in Evolutionary Macroeconomics," MPRA Paper 80021, University Library of Munich, Germany.
    8. Bernhard Rengs & Manuel Scholz-Wäckerle & Ardjan Gazheli & Miklós Antal & Jeroen C.J.M. van den Bergh, 2015. "Testing Innovation, Employment and Distributional Impacts of Climate Policy Packages in a Macro-evolutionary Systems Setting. WWWforEurope Working Paper No. 83," WIFO Studies, WIFO, number 57891, February.
    9. 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.

  25. Russo, Alberto & Riccetti, Luca & Gallegati, Mauro, 2013. "Increasing Inequality and Financial Fragility in an An Agent Based Macroeconomic Model," MPRA Paper 51528, University Library of Munich, Germany.

    Cited by:

    1. Safarzyńska, Karolina & van den Bergh, Jeroen C.J.M., 2017. "Financial stability at risk due to investing rapidly in renewable energy," Energy Policy, Elsevier, vol. 108(C), pages 12-20.

  26. Antoine Mandel & Simone Landini & Mauro Gallegati & Herbert Gintis, 2013. "Price Dynamics, financial fragility and aggregate volatility," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00917892, HAL.

    Cited by:

    1. Julius Bonart & Jean-Philippe Bouchaud & Augustin Landier & David Thesmar, 2014. "Instabilities in large economies: aggregate volatility without idiosyncratic shocks," Papers 1406.5022, arXiv.org.
    2. Nikolay P. Pilnik & Igor Pospelov & Ivan P. Stankevich, 2015. "Multiproduct Model Decomposition of Components of Russian GDP," HSE Working papers WP BRP 111/EC/2015, National Research University Higher School of Economics.
    3. Gerard Ballot & Antoine Mandel & Annick Vignes, 2015. "Agent-based modeling and economic theory: where do we stand?," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(2), pages 199-220, October.
    4. Mauro Napoletano, 2018. "A short walk on the wild side : agent based models and their implications for macroeconomic analysis," Sciences Po publications info:hdl:2441/2qdhj5485p9, Sciences Po.
    5. Shu-Heng Chen & Bin-Tzong Chie & Ying-Fang Kao & Ragupathy Venkatachalam, 2019. "Agent-Based Modeling of a Non-tâtonnement Process for the Scarf Economy: The Role of Learning," Computational Economics, Springer;Society for Computational Economics, vol. 54(1), pages 305-341, June.
    6. Pascal Seppecher & Isabelle Salle & Marc Lavoie, 2018. "What drives markups? Evolutionary pricing in an agent-based stock-flow consistent macroeconomic model," CEPN Working Papers hal-01486597, HAL.
    7. 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.
    8. Antoine Mandel & Herbert Gintis, 2016. "Decentralized Pricing and the equivalence between Nash and Walrasian equilibrium," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01296646, HAL.
    9. 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.
    10. Dawid, Herbert & Harting, Philipp & Neugart, Michael & Hoog, Sander van der, 2019. "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).
    11. Dessertaine, Théo & Moran, José & Benzaquen, Michael & Bouchaud, Jean-Philippe, 2022. "Out-of-equilibrium dynamics and excess volatility in firm networks," Journal of Economic Dynamics and Control, Elsevier, vol. 138(C).
    12. Simone Landini & Mauro Gallegati & J. Barkley Rosser, 2020. "Consistency and incompleteness in general equilibrium theory," Journal of Evolutionary Economics, Springer, vol. 30(1), pages 205-230, January.

  27. Riccetti, Luca & Russo, Alberto & Mauro, Gallegati, 2013. "Financial Regulation in an Agent Based Macroeconomic Model," MPRA Paper 51013, University Library of Munich, Germany.

    Cited by:

    1. Alberto Cardaci & Francesco Saraceno, 2015. "Inequality, Financialisation and Economic Crisis : an Agent-Based Model," Documents de Travail de l'OFCE 2015-27, Observatoire Francais des Conjonctures Economiques (OFCE).
    2. G; Dosi & M.C. Pereira & A. Roventini & M.E. Virgillito, 2016. "When more flexiility yields more fragility : the microfoundations of keynesian aggregate unemployment," Documents de Travail de l'OFCE 2016-07, Observatoire Francais des Conjonctures Economiques (OFCE).
    3. Alberto Russo, 2017. "An Agent Based Macroeconomic Model with Social Classes and Endogenous Crises," 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 285-306, November.
    4. Cardaci, Alberto & Saraceno, Francesco, 2016. "Inequality, Financialisation and Credit Booms - a Model of Two Crises," LEAP Working Papers 2016/2, Luiss Institute for European Analysis and Policy.
    5. 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.
    6. Poledna, Sebastian & Bochmann, Olaf & Thurner, Stefan, 2017. "Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes," Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 230-246.
    7. Li, Boyao, 2017. "The impact of the Basel III liquidity coverage ratio on macroeconomic stability: An agent-based approach," Economics Discussion Papers 2017-2, Kiel Institute for the World Economy (IfW Kiel).
    8. Yang, Zhonghai & Lu, Yang & Tan, Wenhao, 2021. "Monetary policy tightening, accounting information comparability, and underinvestment: Evidence from China," Economic Analysis and Policy, Elsevier, vol. 70(C), pages 123-147.

  28. Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2013. "Financialisation and Crisis in an Agent Based Macroeconomomic Model," MPRA Paper 51074, University Library of Munich, Germany.

    Cited by:

    1. Giovanni Dosi & Andrea Roventini, 2017. "Agent-Based Macroeconomics and Classical Political Economy: Some Italian Roots," SciencePo Working papers Main hal-03399668, HAL.
    2. 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.
    3. 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.
    4. Laura Carvalho & Corrado Di Guilmi, 2020. "Technological unemployment and income inequality: a stock-flow consistent agent-based approach," Journal of Evolutionary Economics, Springer, vol. 30(1), pages 39-73, January.
    5. Vahabi, Mehrdad & Hassani-Mahmooei, Behrooz, 2016. "The role of identity and authority from anarchy to order: Insights from modeling the trajectory of dueling in Europe," Economic Modelling, Elsevier, vol. 55(C), pages 57-72.
    6. Alberto Russo, 2017. "An Agent Based Macroeconomic Model with Social Classes and Endogenous Crises," 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 285-306, November.
    7. Chen, Siyan & Desiderio, Saul, 2020. "Job duration and inequality," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-27.
    8. Ermanno Catullo & Mauro Gallegati & Alberto Russo, 2020. "Forecasting in a complex environment: Machine learning sales expectations in a Stock Flow Consistent Agent-Based simulation model," Working Papers 2020/17, Economics Department, Universitat Jaume I, Castellón (Spain).
    9. Chen, Siyan & Desiderio, Saul, 2018. "Computational evidence on the distributive properties of monetary policy," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-32.
    10. Botta, Alberto & Caverzasi, Eugenio & Russo, Alberto & Gallegati, Mauro & Stiglitz, Joseph E., 2019. "Inequality and finance in a rent economy," Greenwich Papers in Political Economy 23101, University of Greenwich, Greenwich Political Economy Research Centre.
    11. Emanuele Russo, 2021. "Harrodian instability in decentralized economies: an agent-based approach," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 38(2), pages 539-567, July.
    12. Giorgio Ffagiolo & Daniele Giachini & Andrea Roventini, 2017. "Innovation, Finance, and Economic Growth : an agent based approach," Documents de Travail de l'OFCE 2017-28, Observatoire Francais des Conjonctures Economiques (OFCE).
    13. 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.
    14. Lauretta, Eliana, 2018. "The hidden soul of financial innovation: An agent-based modelling of home mortgage securitization and the finance-growth nexus," Economic Modelling, Elsevier, vol. 68(C), pages 51-73.
    15. Ke Guo & Xuemeng Guo & Jun Zhang, 2023. "Financial asset allocation duality and enterprise upgrading: empirical evidence from the Chinese A-share market," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-11, December.
    16. Emiliano Brancaccio & Mauro Gallegati & Raffaele Giammetti, 2022. "Neoclassical influences in agent‐based literature: A systematic review," Journal of Economic Surveys, Wiley Blackwell, vol. 36(2), pages 350-385, April.
    17. Caiani, Alessandro & Catullo, Ermanno & Gallegati, Mauro, 2019. "The effects of alternative wage regimes in a monetary union: A multi-country agent based-stock flow consistent model," Journal of Economic Behavior & Organization, Elsevier, vol. 162(C), pages 389-416.
    18. 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.
    19. Samitas, Aristeidis & Polyzos, Stathis & Siriopoulos, Costas, 2018. "Brexit and financial stability: An agent-based simulation," Economic Modelling, Elsevier, vol. 69(C), pages 181-192.

  29. Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2012. "An Agent Based Decentralized Matching Macroeconomic Model," MPRA Paper 42211, University Library of Munich, Germany.

    Cited by:

    1. Giovanni Dosi & Marcelo Pereira & Andrea Roventini & Maria Enrica Virgillito, 2018. "What if supply-side policies are not enough ? The perverse interaction of flexibility and austerity," SciencePo Working papers Main hal-03458460, HAL.
    2. Krug, Sebastian & Wohltmann, Hans-Werner, 2016. "Shadow banking, financial regulation and animal spirits: An ACE approach," Economics Working Papers 2016-08, Christian-Albrechts-University of Kiel, Department of Economics.
    3. Giovanni Dosi & Andrea Roventini & Emmanuele Russo, 2020. "Public Policies And The Art Of Catching Up: Matching The Historical Evidence With A Multi-Country Agent-Based Model," Sciences Po publications 18/2020, Sciences Po.
    4. Pascal Seppecher & Isabelle Salle, 2015. "Deleveraging crises and deep recessions: a behavioural approach," Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3771-3790, July.
    5. Gennaro Zezza & Michalis Nikiforos, 2017. "Stock-flow Consistent Macroeconomic Models: A Survey," EcoMod2017 10762, EcoMod.
    6. Zakaria Babutsidze & Maurizio Iacopetta, 2016. "Innovation, growth and financial markets," Journal of Evolutionary Economics, Springer, vol. 26(1), pages 1-24, March.
    7. Giovanni Dosi & Andrea Roventini & Emmanuele Russo, 2020. "Public Policies And The Art Of Catching Up," Working Papers hal-03242369, HAL.
    8. Papadopoulos, Georgios, 2019. "Income inequality, consumption, credit and credit risk in a data-driven agent-based model," Journal of Economic Dynamics and Control, Elsevier, vol. 104(C), pages 39-73.
    9. Glötzl, Erhard, 2022. "Macroeconomic General Constrained Dynamic models (GCD models)," MPRA Paper 112385, University Library of Munich, Germany.
    10. 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.
    11. 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.
    12. 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.
    13. 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.
    14. G; Dosi & M.C. Pereira & A. Roventini & M.E. Virgillito, 2016. "When more flexiility yields more fragility : the microfoundations of keynesian aggregate unemployment," Documents de Travail de l'OFCE 2016-07, Observatoire Francais des Conjonctures Economiques (OFCE).
    15. Luca Eduardo Fierro & Federico Giri & Alberto Russo, 2023. "Inequality-Constrained Monetary Policy in a Financialized Economy," Working Papers 474, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    16. Seppecher, P. & Salle, I. & Lang, D., 2016. "Is the Market Really a Good Teacher?," CeNDEF Working Papers 16-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    17. Isabelle Salle & Murat Yildizoglu & Martin Zumpe & Marc-Alexandre Sénégas, 2017. "Coordination through social learning in a general equilibrium model," Post-Print hal-01848386, HAL.
    18. Bargigli, Leonardo & Gallegati, Mauro & Riccetti, Luca & Russo, Alberto, 2014. "Network analysis and calibration of the “leveraged network-based financial accelerator”," Journal of Economic Behavior & Organization, Elsevier, vol. 99(C), pages 109-125.
    19. Alessandro Taberna & Tatiana Filatova & Andrea Roventini & Francesco Lamperti, 2021. "Coping with increasing tides: technological change, agglomeration dynamics and climate hazards in an agent-based evolutionary model," LEM Papers Series 2021/44, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    20. Li, Xi Hao & Gallegati, Mauro, 2015. "Sectoral Imbalance in Two-Sector Economy with Mobility Constraint and Firm Migration," MPRA Paper 66002, University Library of Munich, Germany.
    21. Giovanni Dosi & Andrea Roventini, 2017. "Agent-Based Macroeconomics and Classical Political Economy: Some Italian Roots," SciencePo Working papers Main hal-03399668, HAL.
    22. 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.
    23. Giri, Federico & Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2016. "Monetary policy and large crises in a financial accelerator agent-based model," FinMaP-Working Papers 65, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    24. 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.
    25. Onur YENİ & Zeynep YENER-GÖK & Özgür TEOMAN, 2020. "Irrigation Systems Transformation in Cotton Production in the Harran District, Turkey: Implications of an Agent-Based Model," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(45).
    26. Emanuele Ciola & EDOARDO GAFFEO & Mauro Gallegati, 2018. "Matching frictions, credit reallocation and macroeconomic activity: how harmful are financial crises?," DEM Working Papers 2018/05, Department of Economics and Management.
    27. Lilian Rolim & Laura Carvalho & Dany Lang, 2023. "Monetary policy rules and the inequality-augmented Phillips Curve," Working Papers, Department of Economics 2023_06, University of São Paulo (FEA-USP).
    28. Tedeschi, Gabriele & Vidal-Tomás, David & Delli-Gatti, Domenico & Gallegati, Mauro, 2021. "The macroeconomic effects of default and debt restructuring: An agent based exploration," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1146-1163.
    29. Catullo, Ermanno & Gallegati, Mauro, 2015. "Multi-country decentralized agent based model: Macroeconomic dynamics and vulnerability in a simplified currency union," FinMaP-Working Papers 50, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    30. 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.
    31. Pascal Seppecher & Isabelle Salle & Marc Lavoie, 2018. "What drives markups? Evolutionary pricing in an agent-based stock-flow consistent macroeconomic model," CEPN Working Papers hal-01486597, HAL.
    32. Lilian N. Rolim & Carolina Troncoso Baltar & Gilberto Tadeu Lima, 2023. "Income distribution, productivity growth, and workers’ bargaining power in an agent-based macroeconomic model," Journal of Evolutionary Economics, Springer, vol. 33(2), pages 473-516, April.
    33. 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.
    34. 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 (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 7, pages 1-44.
    35. Alberto Russo, 2017. "An Agent Based Macroeconomic Model with Social Classes and Endogenous Crises," 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 285-306, November.
    36. Orlando Gomes, 2017. "Heterogeneous wage setting and endogenous macro volatility," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(1), pages 27-57, April.
    37. Chen, Siyan & Desiderio, Saul, 2020. "Job duration and inequality," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-27.
    38. Andrea Mazzocchetti & Eliana Lauretta & Marco Raberto & Andrea Teglio & Silvano Cincotti, 2020. "Systemic financial risk indicators and securitised assets: an agent-based framework," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 9-47, January.
    39. Sylvain Barde & Sander Van Der Hoog, 2017. "An empirical validation protocol for large-scale agent-based models," Sciences Po publications 17/12, Sciences Po.
    40. 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.
    41. Pascal Seppecher, 2014. "Pour une macroéconomie monétaire dynamique et complexe," Post-Print hal-01097473, HAL.
    42. Ermanno Catullo & Mauro Gallegati & Alberto Russo, 2020. "Forecasting in a complex environment: Machine learning sales expectations in a Stock Flow Consistent Agent-Based simulation model," Working Papers 2020/17, Economics Department, Universitat Jaume I, Castellón (Spain).
    43. Alessandro Caiani & Ermanno Catullo & Mauro Gallegati, 2018. "The effects of fiscal targets in a monetary union: a multi-country agent-based stock flow consistent model," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 27(6), pages 1123-1154.
    44. Richters, Oliver, 2015. "Integrating Energy Use into Macroeconomic Stock-Flow Consistent Models," EconStor Theses, ZBW - Leibniz Information Centre for Economics, number 154764, March.
    45. Oliver Richters, 2021. "Modeling the out-of-equilibrium dynamics of bounded rationality and economic constraints," Papers 2106.00483, arXiv.org, revised Jun 2021.
    46. 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.
    47. Chen, Siyan & Desiderio, Saul, 2018. "Computational evidence on the distributive properties of monetary policy," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-32.
    48. Ciola, Emanuele & Turco, Enrico & Gurgone, Andrea & Bazzana, Davide & Vergalli, Sergio & Menoncin, Francesco, 2023. "Enter the MATRIX model:a Multi-Agent model for Transition Risks with application to energy shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
    49. Krug, Sebastian, 2017. "The interaction between monetary and macroprudential policy: Should central banks "lean against the wind" to foster macro-financial stability?," Economics Discussion Papers 2017-85, Kiel Institute for the World Economy (IfW Kiel).
    50. Fanti, Lucrezia, 2018. "An AB-SFC Model of Induced Technical Change along Classical and Keynesian Lines," MPRA Paper 86929, University Library of Munich, Germany.
    51. Emanuele Russo, 2021. "Harrodian instability in decentralized economies: an agent-based approach," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 38(2), pages 539-567, July.
    52. 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).
    53. Marco Catola & Silvia Leoni, 2023. "Pollution Abatement and Lobbying in a Cournot Game. An Agent-Based Modelling approach," Discussion Papers 2023/294, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
    54. Michel Alexandre & Gilberto Tadeu Lima & Luca Riccetti & Alberto Russo, 2022. "The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model," Working Papers, Department of Economics 2022_01, University of São Paulo (FEA-USP), revised 21 Jan 2022.
    55. Andrea Mazzocchetti & Marco Raberto & Andrea Teglio & Silvano Cincotti, 2018. "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.
    56. Luca Riccetti & Alberto Russo & Mauro Gallegati, 2022. "Firm–bank credit network, business cycle and macroprudential policy," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(2), pages 475-499, April.
    57. Andrea Borsato, 2022. "An agent-based model for Secular Stagnation in the USA: theory and empirical evidence," Journal of Evolutionary Economics, Springer, vol. 32(4), pages 1345-1389, September.
    58. Richters, Oliver, 2020. "Between bounded rationality and economic imperatives: essays on out-of-equilibrium dynamics," EconStor Theses, ZBW - Leibniz Information Centre for Economics, number 228534, March.
    59. 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.
    60. Russo, Alberto & Riccetti, Luca & Gallegati, Mauro, 2013. "Increasing Inequality and Financial Fragility in an An Agent Based Macroeconomic Model," MPRA Paper 51528, University Library of Munich, Germany.
    61. Michel Alexandre & Gilberto Tadeu Lima, 2020. "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.
    62. 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.
    63. 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.
    64. Caiani, Alessandro & Russo, Alberto & Gallegati, Mauro, 2016. "Does Inequality Hamper Innovation and Growth?," MPRA Paper 71864, University Library of Munich, Germany.
    65. Krug, Sebastian, 2018. "The interaction between monetary and macroprudential policy: Should central banks 'lean against the wind' to foster macro-financial stability?," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-69.
    66. Caiani, Alessandro & Russo, Alberto & Gallegati, Mauro, 2017. "Are higher wages good for business? An assessment under alternative innovation and investment scenarios," MPRA Paper 80439, University Library of Munich, Germany.
    67. Emanuele Ciola & Gabriele Tedeschi, 2021. "From interaction to business fluctuations: How credit network explain cycles," Working Papers 2021/01, Economics Department, Universitat Jaume I, Castellón (Spain).
    68. 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.
    69. Poledna, Sebastian & Bochmann, Olaf & Thurner, Stefan, 2017. "Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes," Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 230-246.
    70. André Veski & Kaire Põder, 2018. "Zero-intelligence agents looking for a job," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(3), pages 615-640, October.
    71. Corrado Di Guilmi, 2017. "The Agent†Based Approach To Post Keynesian Macro†Modeling," Journal of Economic Surveys, Wiley Blackwell, vol. 31(5), pages 1183-1203, December.
    72. Alberto Russo & Luca Riccetti & Mauro Gallegati, 2016. "Increasing inequality, consumer credit and financial fragility in an agent based macroeconomic model," Journal of Evolutionary Economics, Springer, vol. 26(1), pages 25-47, March.
    73. Li, Boyao, 2017. "The impact of the Basel III liquidity coverage ratio on macroeconomic stability: An agent-based approach," Economics Discussion Papers 2017-2, Kiel Institute for the World Economy (IfW Kiel).
    74. Alessandro Caiani & Alberto Russo & Mauro Gallegati, 2019. "Does inequality hamper innovation and growth? An AB-SFC analysis," Journal of Evolutionary Economics, Springer, vol. 29(1), pages 177-228, March.
    75. Papadopoulos, Georgios, 2020. "Probing the mechanism: lending rate setting in a data-driven agent-based model," MPRA Paper 102749, University Library of Munich, Germany.
    76. Marco Raberto & Bulent Ozel & Linda Ponta & Andrea Teglio & Silvano Cincotti, 2016. "From financial instability to green finance: the role of banking and monetary policies in the Eurace model," Working Papers 2016/07, Economics Department, Universitat Jaume I, Castellón (Spain).
    77. Russo, Alberto, 2013. "Financial Fragility and Macroeconomic Instability in a Heterogeneous Interacting Agents Framework," MPRA Paper 46578, University Library of Munich, Germany.
    78. Lucrezia Fanti, 2021. "‘Kaldor Facts’ and the decline of Wage Share: An agent based-stock flow consistent model of induced technical change along Classical and Keynesian lines," Journal of Evolutionary Economics, Springer, vol. 31(2), pages 379-415, April.
    79. Emiliano Brancaccio & Mauro Gallegati & Raffaele Giammetti, 2022. "Neoclassical influences in agent‐based literature: A systematic review," Journal of Economic Surveys, Wiley Blackwell, vol. 36(2), pages 350-385, April.
    80. Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2016. "Financialisation and crisis in an agent based macroeconomic model," Economic Modelling, Elsevier, vol. 52(PA), pages 162-172.
    81. Marco Raberto & Bulent Ozel & Linda Ponta & Andrea Teglio & Silvano Cincotti, 2019. "From financial instability to green finance: the role of banking and credit market regulation in the Eurace model," Journal of Evolutionary Economics, Springer, vol. 29(1), pages 429-465, March.
    82. Michel Alexandre & Gilberto Tadeu Lima, 2019. "Macroeconomic Impacts of Trade Credit: An Agent-Based Modeling Exploration," Working Papers, Department of Economics 2019_31, University of São Paulo (FEA-USP).
    83. Domenico Delli Gatti & Roberta Terranova & Enrico Maria Turco, 2023. "Mind the Knowledge Gap! The Origins of Declining Business Dynamism in a Macro Agent-Based Model," CESifo Working Paper Series 10694, CESifo.
    84. Andrea Borsato, 2021. "Simple Matching Protocols for Agent-based Models," Working Papers of BETA 2021-35, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    85. Andrea Borsato, 2021. "An Agent-based Model for Secular Stagnation in the USA: Theory and Empirical Evidence," LEM Papers Series 2021/09, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    86. João Silvestre & Tanya Araújo & Miguel St. Aubyn, 2019. "Individual Satisfaction and Economic Growth in an Agent-Based Economy," Computational Economics, Springer;Society for Computational Economics, vol. 54(3), pages 893-903, October.
    87. Caiani, Alessandro & Catullo, Ermanno & Gallegati, Mauro, 2019. "The effects of alternative wage regimes in a monetary union: A multi-country agent based-stock flow consistent model," Journal of Economic Behavior & Organization, Elsevier, vol. 162(C), pages 389-416.
    88. Taberna, Alessandro & Filatova, Tatiana & Roventini, Andrea & Lamperti, Francesco, 2022. "Coping with increasing tides: Evolving agglomeration dynamics and technological change under exacerbating hazards," Ecological Economics, Elsevier, vol. 202(C).
    89. 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.
    90. Luzius Meisser & C. Friedrich Kreuser, 2017. "An Agent-Based Simulation of the Stolper–Samuelson Effect," Computational Economics, Springer;Society for Computational Economics, vol. 50(4), pages 533-547, December.
    91. LI, XI HAO & Gallegati, Mauro, 2015. "Stock-Flow Dynamic Projection," MPRA Paper 62047, University Library of Munich, Germany.
    92. Ron Wallace, 2021. "Configuring Hayek versus Keynes: Decentralisation, regulation, and computational discovery procedures," Economic Affairs, Wiley Blackwell, vol. 41(3), pages 465-471, October.
    93. 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.
    94. 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.
    95. D'Orazio, Paola, 2019. "Income inequality, consumer debt, and prudential regulation: An agent-based approach to study the emergence of crises and financial instability," Economic Modelling, Elsevier, vol. 82(C), pages 308-331.
    96. Gross, Marco, 2022. "Beautiful cycles: A theory and a model implying a curious role for interest," Economic Modelling, Elsevier, vol. 106(C).
    97. Emanuele Russo, 2017. "Harrodian instability in decentralized economies: an agent-based approach," LEM Papers Series 2017/17, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    98. Riccetti, Luca & Russo, Alberto & Mauro, Gallegati, 2013. "Financial Regulation in an Agent Based Macroeconomic Model," MPRA Paper 51013, University Library of Munich, Germany.
    99. John C. Boik, 2014. "First Microsimulation Model of a LEDDA Community Currency-Dollar Economy," Working Paper 0001, Principled Societies Project, revised Oct 2014.
    100. Michalis Nikiforos & Gennaro Zezza, 2017. "Stock†Flow Consistent Macroeconomic Models: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 31(5), pages 1204-1239, December.

  30. Ruggero GRILLI & Gabriele TEDESCHI & Mauro GALLEGATI, 2012. "Markets connectivity and financial contagion," Working Papers 382, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.

    Cited by:

    1. Toni Ricardo Eugenio dos Santos & Marcio Issao Nakane, 2021. "Dynamic bank runs: an agent-based approach," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(3), pages 675-703, July.
    2. Vasilis Hatzopoulos & Giulia Iori & Rosario N. Mantegna & Salvatore Miccich� & Michele Tumminello, 2015. "Quantifying preferential trading in the e-MID interbank market," Quantitative Finance, Taylor & Francis Journals, vol. 15(4), pages 693-710, April.
    3. Rocco Caferra & Gabriele Tedeschi & Andrea Morone, 2023. "Agents interaction and price dynamics: evidence from the laboratory," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(2), pages 251-274, April.
    4. Demian Macedo & Victor Troster, 2021. "Liquidity shocks and interbank market failures: the role of deposit flights, non-performing loans, and competition," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(4), pages 705-746, October.
    5. Andre R. Neveu, 2018. "A survey of network-based analysis and systemic risk measurement," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(2), pages 241-281, July.
    6. Li, Xi Hao & Gallegati, Mauro, 2015. "Sectoral Imbalance in Two-Sector Economy with Mobility Constraint and Firm Migration," MPRA Paper 66002, University Library of Munich, Germany.
    7. Hosseiny, Ali & Gallegati, Mauro, 2017. "Role of intensive and extensive variables in a soup of firms in economy to address long run prices and aggregate data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 470(C), pages 51-59.
    8. Tedeschi, Gabriele & Recchioni, Maria Cristina & Berardi, Simone, 2019. "An approach to identifying micro behavior: How banks’ strategies influence financial cycles," Journal of Economic Behavior & Organization, Elsevier, vol. 162(C), pages 329-346.
    9. Orlando Gomes, 2017. "Heterogeneous wage setting and endogenous macro volatility," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(1), pages 27-57, April.
    10. Qianqian Gao & Hong Fan, 2020. "Macroprudential regulation for a dynamic Chinese banking system with a scale-free network," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(3), pages 579-611, July.
    11. Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2020. "Business fluctuations in a behavioral switching model: Gridlock effects and credit crunch phenomena in financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 114(C).
    12. Berardi, Simone & Tedeschi, Gabriele, 2017. "From banks' strategies to financial (in)stability," International Review of Economics & Finance, Elsevier, vol. 47(C), pages 255-272.
    13. Furtado, Bernardo Alves & Eberhardt, Isaque Daniel Rocha, 2015. "Modelo espacial simples da economia: uma proposta teórico-metodológica [A simple spatial economic model: a proposal]," MPRA Paper 67005, University Library of Munich, Germany.
    14. 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, November.
    15. Catullo, Ermanno & Gallegati, Mauro & Palestrini, Antonio, 2015. "Towards a credit network based early warning indicator for crises," Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 78-97.
    16. Gian Paolo Clemente & Rosanna Grassi & Chiara Pederzoli, 2020. "Networks and market-based measures of systemic risk: the European banking system in the aftermath of the financial crisis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 159-181, January.
    17. Maria Elvira Mancino & Simona Sanfelici, 2020. "Identifying financial instability conditions using high frequency data," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 221-242, January.
    18. Bernardo Alves Furtado & Isaque Daniel Rocha Eberhardt, 2015. "A simple agent-based spatial model of the economy: tools for policy," Papers 1510.04967, arXiv.org, revised Oct 2016.
    19. Emanuele Ciola & Gabriele Tedeschi, 2021. "From interaction to business fluctuations: How credit network explain cycles," Working Papers 2021/01, Economics Department, Universitat Jaume I, Castellón (Spain).
    20. Tao Xu & Jianmin He & Shouwei Li, 2016. "Multi-Channel Contagion In Dynamic Interbank Market Network," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 19(06n07), pages 1-25, September.
    21. Edoardo Gaffeo & Mauro Gallegati & Lucio Gobbi, 2022. "Endogenous clearinghouse formation in payment networks," Review of Evolutionary Political Economy, Springer, vol. 3(1), pages 109-136, April.
    22. Sharif Mazumder & Louis R. Piccotti, 2023. "Systemic Risk: Bank Characteristics Matter," Journal of Financial Services Research, Springer;Western Finance Association, vol. 64(2), pages 265-301, October.
    23. Yuri Biondi & Feng Zhou, 2017. "Interbank Credit and the Money Manufacturing Process. A Systemic Perspective on Financial Stability," Papers 1702.08774, arXiv.org.
    24. Emanuele Ciola, 2018. "Financial sector bargaining power, aggregate growth and systemic risk," Working Papers 2018/11, Economics Department, Universitat Jaume I, Castellón (Spain).
    25. Gabbi, Giampaolo & Iori, Giulia & Jafarey, Saqib & Porter, James, 2015. "Financial regulations and bank credit to the real economy," Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 117-143.
    26. Simone Berardi & Gabriele Tedeschi, 2016. "How banks’ strategies influence financial cycles: An approach to identifying micro behavior," Working Papers 2016/24, Economics Department, Universitat Jaume I, Castellón (Spain).
    27. Iori, Giulia & Mantegna, Rosario N. & Marotta, Luca & Miccichè, Salvatore & Porter, James & Tumminello, Michele, 2015. "Networked relationships in the e-MID interbank market: A trading model with memory," Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 98-116.
    28. Shanshan Jiang & Hong Fan, 2019. "Systemic Risk in the Interbank Market with Overlapping Portfolios," Complexity, Hindawi, vol. 2019, pages 1-12, April.
    29. Edoardo Gaffeo & Lucio Gobbi & Massimo Molinari, 2019. "The economics of netting in financial networks," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(3), pages 595-622, September.
    30. Eralba CELA & Tineke FOKKEMA & Elena AMBROSETTI, 2012. "Links Between Transnationalism Integration and Duration of Residence: The Case of eastern European Migrants in Italy," Working Papers 386, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    31. Maria Cristina Recchioni & Gabriele Tedeschi, 2016. "From bond yield to macroeconomic instability: The effect of negative interest rates," Working Papers 2016/06, Economics Department, Universitat Jaume I, Castellón (Spain).

  31. F. Clementi & M. Gallegati & G. Kaniadakis, 2012. "A generalized statistical model for the size distribution of wealth," Papers 1209.4787, arXiv.org, revised Dec 2012.

    Cited by:

    1. Istvan Gere & Szabolcs Kelemen & Geza Toth & Tamas Biro & Zoltan Neda, 2021. "Wealth distribution in modern societies: collected data and a master equation approach," Papers 2104.04134, arXiv.org.
    2. Sarabia, José María & Jordá, Vanesa, 2014. "Explicit expressions of the Pietra index for the generalized function for the size distribution of income," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 416(C), pages 582-595.
    3. Soares, Abner D. & Moura Jr., Newton J. & Ribeiro, Marcelo B., 2016. "Tsallis statistics in the income distribution of Brazil," Chaos, Solitons & Fractals, Elsevier, vol. 88(C), pages 158-171.
    4. Anna Stelzer, 2023. "Monetary policy and the joint distribution of income and wealth: The heterogeneous case of the euro area," Papers 2304.14264, arXiv.org.
    5. Yuri Biondi & Simone Righi, 2015. "Inequality, mobility and the financial accumulation process: A computational economic analysis," Department of Economics (DEMB) 0058, University of Modena and Reggio Emilia, Department of Economics "Marco Biagi".
    6. Calderín-Ojeda, Enrique & Azpitarte, Francisco & Gómez-Déniz, Emilio, 2016. "Modelling income data using two extensions of the exponential distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 461(C), pages 756-766.
    7. F. Clementi & M. Gallegati, 2016. "New economic windows on income and wealth: The k-generalized family of distributions," Papers 1608.06076, arXiv.org.
    8. Aktaev, Nurken E. & Bannova, K.A., 2022. "Mathematical modeling of probability distribution of money by means of potential formation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 595(C).
    9. Ceriani, Lidia & Hlasny, Vladimir & Verme, Paolo, 2021. "Bottom Incomes and the Measurement of Poverty: A Brief Assessment of the Literature," GLO Discussion Paper Series 914, Global Labor Organization (GLO).
    10. José María Sarabia & Vanesa Jordá & Lorena Remuzgo, 2017. "The Theil Indices in Parametric Families of Income Distributions—A Short Review," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 63(4), pages 867-880, December.
    11. Gere, István & Kelemen, Szabolcs & Tóth, Géza & Biró, Tamás S. & Néda, Zoltán, 2021. "Wealth distribution in modern societies: Collected data and a master equation approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 581(C).

  32. 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.

    Cited by:

    1. Gerard Ballot & Antoine Mandel & Annick Vignes, 2015. "Agent-based modeling and economic theory: where do we stand?," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(2), pages 199-220, October.
    2. Emanuele Ciola & EDOARDO GAFFEO & Mauro Gallegati, 2018. "Matching frictions, credit reallocation and macroeconomic activity: how harmful are financial crises?," DEM Working Papers 2018/05, Department of Economics and Management.
    3. Orsolya Hau-Horváth & Tamás Mellár & Tamás Sebestyén, 2012. "Láthatóvá tehető-e a láthatatlan kéz? Egy ágens-alapú piaci modell tapasztalatai," UPFBE Working Paper Series 2012/4, Faculty of Business and Economics, University Pécs.
    4. 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).
    5. Váry, Miklós, 2015. "Piaci alkalmazkodás ragadós árak mellett - Calvo-típusú ármerevség egy ágensalapú modellben [Market adjustment under sticky prices: the price rigidity of a Calvo type in an agent-based model]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 48-77.

  33. Bargigli, Leonardo & Gallegati, Mauro, 2012. "Finding communities in credit networks," Economics Discussion Papers 2012-41, Kiel Institute for the World Economy (IfW Kiel).

    Cited by:

    1. Luca Marotta & Salvatore Miccichè & Yoshi Fujiwara & Hiroshi Iyetomi & Hideaki Aoyama & Mauro Gallegati & Rosario N Mantegna, 2015. "Bank-Firm Credit Network in Japan: An Analysis of a Bipartite Network," PLOS ONE, Public Library of Science, vol. 10(5), pages 1-18, May.
    2. Dániel Kondor & Márton Pósfai & István Csabai & Gábor Vattay, 2014. "Do the Rich Get Richer? An Empirical Analysis of the Bitcoin Transaction Network," PLOS ONE, Public Library of Science, vol. 9(2), pages 1-10, February.
    3. Catullo, Ermanno & Gallegati, Mauro & Palestrini, Antonio, 2015. "Towards a credit network based early warning indicator for crises," Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 78-97.
    4. Billio, Monica & Casarin, Roberto & Rossini, Luca, 2019. "Bayesian nonparametric sparse VAR models," Journal of Econometrics, Elsevier, vol. 212(1), pages 97-115.
    5. Silva, Thiago Christiano & de Souza, Sergio Rubens Stancato & Tabak, Benjamin Miranda, 2016. "Network structure analysis of the Brazilian interbank market," Emerging Markets Review, Elsevier, vol. 26(C), pages 130-152.
    6. Casarin, Roberto & Costola, Michele & Yenerdag, Erdem, 2018. "Financial bridges and network communities," SAFE Working Paper Series 208, Leibniz Institute for Financial Research SAFE, revised 2018.
    7. Wäckerle, Manuel, 2013. "On the bottom-up foundations of the banking-macro nexus," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 7, pages 1-45.

  34. Mauro Gallegati, 2011. "Random Digraphs with Given Expected Degree Sequences: A Model for Economic Networks," Post-Print hal-00989518, HAL.

    Cited by:

    1. Bargigli, Leonardo & Gallegati, Mauro, 2013. "Finding communities in credit networks," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 7, pages 1-39.
    2. Leonardo Bargigli & Giovanni di Iasio & Luigi Infante & Fabrizio Lillo & Federico Pierobon, 2015. "Interbank markets and multiplex networks: centrality measures and statistical null models," Papers 1501.05751, arXiv.org.
    3. Giorgio Fagiolo & Tiziano Squartini & Diego Garlaschelli, 2011. "Null Models of Economic Networks: The Case of the World Trade Web," Papers 1112.2895, arXiv.org, revised Sep 2012.
    4. Bargigli, Leonardo & Gallegati, Mauro & Riccetti, Luca & Russo, Alberto, 2014. "Network analysis and calibration of the “leveraged network-based financial accelerator”," Journal of Economic Behavior & Organization, Elsevier, vol. 99(C), pages 109-125.
    5. Orlando Gomes, 2017. "Heterogeneous wage setting and endogenous macro volatility," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(1), pages 27-57, April.
    6. Leonardo Bargigli, 2013. "Statistical Equilibrium Models for Sparse Economic Networks," Working Papers - Economics wp2013_25.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
    7. Isaiah Hull & Or Sattath & Eleni Diamanti & Goran Wendin, 2020. "Quantum Technology for Economists," Papers 2012.04473, arXiv.org, revised Oct 2021.
    8. Deborah Noguera & Gabriel Montes-Rojas, 2022. "Credit-constrained fluctuations and uncertainty in a network economy," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(80), pages 5-52, November.
    9. Leonardo Bargigli & Giovanni Di Iasio & Luigi Infante & Fabrizio Lillo & Federico Pierobon, 2013. "The Multiplex Structure of Interbank Networks," Working Papers - Economics wp2013_26.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
    10. Catullo, Ermanno & Gallegati, Mauro & Palestrini, Antonio, 2015. "Towards a credit network based early warning indicator for crises," Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 78-97.
    11. 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.

  35. Luca RICCETTI & Alberto RUSSO & Mauro GALLEGATI, 2011. "Leveraged Network-Based Financial Accelerator," Working Papers 371, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.

    Cited by:

    1. Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2015. "Taming macroeconomic instability: Monetary and macro prudential policy interactions in an agent-based model," Working Papers hal-03459508, HAL.
    2. Wolski, Marcin & van de Leur, Michiel, 2016. "Interbank loans, collateral and modern monetary policy," Working Paper Series 1959, European Central Bank.
    3. Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2012. "An Agent Based Decentralized Matching Macroeconomic Model," MPRA Paper 42211, University Library of Munich, Germany.
    4. Ilker Arslan & Eugenio Caverzasi & Mauro Gallegati & Alper Duman, 2016. "Long Term Impacts of Bank Behavior on Financial Stability. an Agent Based Modeling Approach," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 19(1), pages 1-11.
    5. Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2014. "Fiscal and monetary policies in complex evolving economies," Working Papers hal-03460560, HAL.
    6. Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2014. "Micro and macro policies in the Keynes + Schumpeter evolutionary models," SciencePo Working papers Main hal-03429896, HAL.
    7. Carlos Madeira, 2016. "Measuring the Covariance Risk of Consumer Debt Portfolios," Working Papers Central Bank of Chile 793, Central Bank of Chile.
    8. 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.
    9. 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.
    10. Andre R. Neveu, 2018. "A survey of network-based analysis and systemic risk measurement," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(2), pages 241-281, July.
    11. Bargigli, Leonardo & Gallegati, Mauro & Riccetti, Luca & Russo, Alberto, 2014. "Network analysis and calibration of the “leveraged network-based financial accelerator”," Journal of Economic Behavior & Organization, Elsevier, vol. 99(C), pages 109-125.
    12. Giovanni Dosi & Andrea Roventini, 2017. "Agent-Based Macroeconomics and Classical Political Economy: Some Italian Roots," SciencePo Working papers Main hal-03399668, HAL.
    13. Giri, Federico & Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2016. "Monetary policy and large crises in a financial accelerator agent-based model," FinMaP-Working Papers 65, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    14. 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.
    15. Alberto Russo, 2014. "A Stochastic Model of Wealth Accumulation with Class Division," Metroeconomica, Wiley Blackwell, vol. 65(1), pages 1-35, February.
    16. Ruggero GRILLI & Gabriele TEDESCHI & Mauro GALLEGATI, 2012. "Markets connectivity and financial contagion," Working Papers 382, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    17. P. Tasca & S. Battiston, 2016. "Market procyclicality and systemic risk," Quantitative Finance, Taylor & Francis Journals, vol. 16(8), pages 1219-1235, August.
    18. 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.
    19. Alessandro STERLACCHINI, 2012. "Patent Oppositions as Competitive Tools: An Analysis of the Major Players in the European Market of White Goods," Working Papers 374, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    20. Ítalo 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 hal-01937186, HAL.
    21. 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.
    22. 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.
    23. 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 (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 7, pages 1-44.
    24. Alberto Russo, 2017. "An Agent Based Macroeconomic Model with Social Classes and Endogenous Crises," 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 285-306, November.
    25. Li, Zhinan & Pei, Shan & Li, Ting & Wang, Yu, 2023. "Risk spillover network in the supply chain system during the COVID-19 crisis: Evidence from China," Economic Modelling, Elsevier, vol. 126(C).
    26. 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.
    27. Alessandro Caiani & Ermanno Catullo & Mauro Gallegati, 2018. "The effects of fiscal targets in a monetary union: a multi-country agent-based stock flow consistent model," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 27(6), pages 1123-1154.
    28. da Rosa München, Douglas, 2022. "The effect of financial distress on capital structure: The case of Brazilian banks," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 296-304.
    29. Deborah Noguera & Gabriel Montes-Rojas, 2023. "Minskyan model with credit rationing in a network economy," SN Business & Economics, Springer, vol. 3(3), pages 1-26, March.
    30. Meijers H. & Nomaler Z.O. & Verspagen B., 2014. "Demand, credit and macroeconomic dynamics: A microsimulation model," MERIT Working Papers 2014-047, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    31. Simone LENZU & Gabriele TEDESCHI, 2012. "Systemic risk on different interbank network topologies," Working Papers 375, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    32. Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2016. "Stock market dynamics, leveraged network-based financial accelerator and monetary policy," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 509-524.
    33. Douglas da Rosa München & Herbert Kimura, 2020. "Regulatory Banking Leverage: what do you know?," Working Papers Series 540, Central Bank of Brazil, Research Department.
    34. 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).
    35. Raffaele Giammetti & Alberto Russo & Mauro Gallegati, 2020. "Key sectors in input–output production networks: An application to Brexit," The World Economy, Wiley Blackwell, vol. 43(4), pages 840-870, April.
    36. Marco Catola & Silvia Leoni, 2023. "Pollution Abatement and Lobbying in a Cournot Game. An Agent-Based Modelling approach," Discussion Papers 2023/294, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
    37. Michel Alexandre & Gilberto Tadeu Lima & Luca Riccetti & Alberto Russo, 2022. "The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model," Working Papers, Department of Economics 2022_01, University of São Paulo (FEA-USP), revised 21 Jan 2022.
    38. Deborah Noguera & Gabriel Montes-Rojas, 2022. "Credit-constrained fluctuations and uncertainty in a network economy," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(80), pages 5-52, November.
    39. Catullo, Ermanno & Gallegati, Mauro & Palestrini, Antonio, 2015. "Systemic risk and macro-prudential policies: A credit network-based approach," FinMaP-Working Papers 39, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    40. Gallegati, Mauro & Kirman, Alan, 2019. "20 years of WEHIA: A journey in search of a safer road," Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 5-14.
    41. Luca Riccetti & Alberto Russo & Mauro Gallegati, 2022. "Firm–bank credit network, business cycle and macroprudential policy," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(2), pages 475-499, April.
    42. 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.
    43. Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2014. "Bank interlinkages and macroeconomic stability," International Review of Economics & Finance, Elsevier, vol. 34(C), pages 72-88.
    44. Catullo, Ermanno & Gallegati, Mauro & Palestrini, Antonio, 2015. "Towards a credit network based early warning indicator for crises," Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 78-97.
    45. 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.
    46. Russo, Alberto & Riccetti, Luca & Gallegati, Mauro, 2013. "Increasing Inequality and Financial Fragility in an An Agent Based Macroeconomic Model," MPRA Paper 51528, University Library of Munich, Germany.
    47. Rzeszutek, Marcin & Godin, Antoine & Szyszka, Adam & Augier, Stanislas, 2020. "Managerial overconfidence in initial public offering decisions and its impact on macrodynamics and financial stability: Analysis using an agent-based model," Journal of Economic Dynamics and Control, Elsevier, vol. 118(C).
    48. Michel Alexandre & Gilberto Tadeu Lima, 2020. "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.
    49. 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.
    50. 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.
    51. Emanuele Ciola & Gabriele Tedeschi, 2021. "From interaction to business fluctuations: How credit network explain cycles," Working Papers 2021/01, Economics Department, Universitat Jaume I, Castellón (Spain).
    52. Poledna, Sebastian & Bochmann, Olaf & Thurner, Stefan, 2017. "Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes," Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 230-246.
    53. Edoardo Gaffeo & Mauro Gallegati & Lucio Gobbi, 2022. "Endogenous clearinghouse formation in payment networks," Review of Evolutionary Political Economy, Springer, vol. 3(1), pages 109-136, April.
    54. 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.
    55. Corrado Di Guilmi, 2017. "The Agent†Based Approach To Post Keynesian Macro†Modeling," Journal of Economic Surveys, Wiley Blackwell, vol. 31(5), pages 1183-1203, December.
    56. Alberto Russo & Luca Riccetti & Mauro Gallegati, 2016. "Increasing inequality, consumer credit and financial fragility in an agent based macroeconomic model," Journal of Evolutionary Economics, Springer, vol. 26(1), pages 25-47, March.
    57. 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.
    58. Kuhla, Kilian & Willner, Sven N & Otto, Christian & Levermann, Anders, 2023. "Resilience of international trade to typhoon-related supply disruptions," Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
    59. Yuri Biondi & Feng Zhou, 2017. "Interbank Credit and the Money Manufacturing Process. A Systemic Perspective on Financial Stability," Papers 1702.08774, arXiv.org.
    60. He, Jianmin & Sui, Xin & Li, Shouwei, 2016. "An endogenous model of the credit network," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 441(C), pages 1-14.
    61. Andrea Teglio & Andrea Mazzocchetti & Linda Ponta & Marco Raberto & Silvano Cincotti, 2015. "Budgetary rigour with stimulus in lean times: Policy advices from an agent-based model," Working Papers 2015/07, Economics Department, Universitat Jaume I, Castellón (Spain).
    62. Ermanno Catullo & Antonio Palestrini & Ruggero Grilli & Mauro Gallegati, 2018. "Early warning indicators and macro-prudential policies: a credit network agent based model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(1), pages 81-115, April.
    63. Russo, Alberto, 2013. "Financial Fragility and Macroeconomic Instability in a Heterogeneous Interacting Agents Framework," MPRA Paper 46578, University Library of Munich, Germany.
    64. Rémi Stellian & Jenny P. Danna‐Buitrago, 2020. "Financial distress, free cash flow, and interfirm payment network: Evidence from an agent‐based model," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 598-616, October.
    65. Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2016. "Financialisation and crisis in an agent based macroeconomic model," Economic Modelling, Elsevier, vol. 52(PA), pages 162-172.
    66. Dawid, H. & Harting, P. & Neugart, M., 2014. "Economic convergence: Policy implications from a heterogeneous agent model," Journal of Economic Dynamics and Control, Elsevier, vol. 44(C), pages 54-80.
    67. Mahmoud‐Sami Nabi & Sami Fersi, 2024. "Cascading bankruptcies under simultaneous sectorial shocks: Theory and application to the Tunisian banking sector," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 1696-1706, April.
    68. Eralba CELA & Tineke FOKKEMA & Elena AMBROSETTI, 2012. "Links Between Transnationalism Integration and Duration of Residence: The Case of eastern European Migrants in Italy," Working Papers 386, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    69. Yong Li & Ziyi Zhang & Tong Niu, 2022. "Two-Way Risk Spillover of Financial and Real Sectors in the Presence of Major Public Emergencies," Sustainability, MDPI, vol. 14(19), pages 1-20, October.
    70. Gross, Marco, 2022. "Beautiful cycles: A theory and a model implying a curious role for interest," Economic Modelling, Elsevier, vol. 106(C).
    71. Hosszú, Zsuzsanna & Mérő, Bence, 2017. "Hitelciklusok és anticiklikus tőkepuffer egy ágensalapú keynesi modellben [Credit cycles and the counter-cyclical capital buffer in an agent-based Keynesian model]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(5), pages 457-475.
    72. Brancaccio, Emiliano & Giammetti, Raffaele & Lopreite, Milena & Puliga, Michelangelo, 2018. "Centralization of capital and financial crisis: A global network analysis of corporate control," Structural Change and Economic Dynamics, Elsevier, vol. 45(C), pages 94-104.
    73. Di Guilmi, C. & Gallegati, M. & Landini, S. & Stiglitz, J.E., 2020. "An analytical solution for network models with heterogeneous and interacting agents," Journal of Economic Behavior & Organization, Elsevier, vol. 171(C), pages 189-220.
    74. Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2013. "Unemployment benefits and financial factors in an agent-based macroeconomic model," Economics Discussion Papers 2013-9, Kiel Institute for the World Economy (IfW Kiel).
    75. Riccetti, Luca & Russo, Alberto & Mauro, Gallegati, 2013. "Financial Regulation in an Agent Based Macroeconomic Model," MPRA Paper 51013, University Library of Munich, Germany.
    76. Ítalo Pedrosa & Dany Lang, 2021. "To what extent does aggregate leverage determine financial fragility? New insights from an agent-based stock-flow consistent model," Journal of Evolutionary Economics, Springer, vol. 31(4), pages 1221-1275, September.
    77. Li, Shouwei & Sui, Xin, 2016. "Contagion risk in endogenous financial networks," Chaos, Solitons & Fractals, Elsevier, vol. 91(C), pages 591-597.

  36. Jos`e T. Lunardi & Salvatore Miccich`e & Fabrizio Lillo & Rosario N. Mantegna & Mauro Gallegati, 2011. "Do firms share the same functional form of their growth rate distribution? A new statistical test," Papers 1103.2234, arXiv.org.

    Cited by:

    1. Kaldasch, Joachim, 2012. "Evolutionary model of the growth and size of firms," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(14), pages 3751-3769.

  37. Mauro Gallegati & Gianfranco Giulioni & Alan Kirman & Antonio Palestrini, 2010. "What's that got to do with the price of fish? Buyers behavior on the Ancona fish market," Working Papers halshs-00545129, HAL.

    Cited by:

    1. Finger, Karl & Fricke, Daniel & Lux, Thomas, 2012. "Network analysis of the e-MID overnight money market: The informational value of different aggregation levels for intrinsic dynamic processes," Kiel Working Papers 1782, Kiel Institute for the World Economy (IfW Kiel).
    2. Sylvain Mignot & Gabriele Tedeschi & Annick Vignes, 2012. "An Agent Based Model of Switching: The Case of Boulogne S/mer Fish Market," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 15(2), pages 1-3.
    3. Daniele Giachini, 2018. "Rationality and Asset Prices under Belief Heterogeneity," LEM Papers Series 2018/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    4. François-Charles Wolff & Frank Asche, 2022. "Pricing heterogeneity and transaction mode: Evidence from the French fish market," Post-Print hal-03913067, HAL.
    5. Daniele Giachini, 2021. "Rationality and asset prices under belief heterogeneity," Journal of Evolutionary Economics, Springer, vol. 31(1), pages 207-233, January.
    6. Eric Guerci & Alan Kirman & Sonia Moulet, 2014. "Learning to bid in sequential Dutch Auctions," Post-Print halshs-01069634, HAL.
    7. Federica De Leo & Pier Paolo Miglietta & Slađana Pavlinović, 2014. "Marine Fisheries and Mariculture in Croatia: Economic and Trade Analysis," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 2(6), pages 53-61, December.
    8. Laurent Gobillon & François Charles Wolff & Patrice Guillotreau, 2013. "Evaluating the law of one price using micro panel data," Working Papers halshs-00849075, HAL.
    9. Li, Zhen & Yue, Jinfeng & Kuo, Ching-Chung, 2018. "Design of discrete Dutch auctions with consideration of time," European Journal of Operational Research, Elsevier, vol. 265(3), pages 1159-1171.
    10. Vishnu V. Narayan & Enguerrand Prebet & Adrian Vetta, 2019. "The Declining Price Anomaly is not Universal in Multi-Buyer Sequential Auctions (but almost is)," Papers 1905.00853, arXiv.org.
    11. Sanna Laksa & Daniel Marszalec, 2020. "Morning-Fresh: Declining Prices and the Right-to-Choose in a Faroese Fish Market," CIRJE F-Series CIRJE-F-1141, CIRJE, Faculty of Economics, University of Tokyo.
    12. Yunhan Li & J. Scott Shonkwiler, 2021. "Assessing the Role of Ordering in Sequential English Auctions – Evidence from the Online Western Video Market Auction," American Journal of Agricultural Economics, John Wiley & Sons, vol. 103(1), pages 90-105, January.
    13. Moran, José & Fosset, Antoine & Kirman, Alan & Benzaquen, Michael, 2021. "From ants to fishing vessels: a simple model for herding and exploitation of finite resources," Journal of Economic Dynamics and Control, Elsevier, vol. 129(C).

  38. Fabio Tramontana & Mauro Gallegati, 2010. "Economics as a compartmental system: a simple macroeconomic example," Working Papers 1011, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2010.

    Cited by:

    1. Artzrouni, Marc & Tramontana, Fabio, 2013. "The debt trap: a two-compartment train wreck," MPRA Paper 47578, University Library of Munich, Germany.
    2. M. L. Bertotti & G. Modanese, 2016. "Mathematical models describing the effects of different tax evasion behaviors," Papers 1701.02662, arXiv.org.
    3. Silva, César M. & Rosa, Silvério & Alves, Helena & Carvalho, Pedro G., 2016. "A mathematical model for the customer dynamics based on marketing policy," Applied Mathematics and Computation, Elsevier, vol. 273(C), pages 42-53.
    4. Artzrouni, Marc & Tramontana, Fabio, 2014. "The debt trap: A two-compartment train wreck… and how to avoid it," Journal of Policy Modeling, Elsevier, vol. 36(2), pages 241-256.
    5. Øverby, Harald & Audestad, Jan A. & Szalkowski, Gabriel Andy, 2023. "Compartmental market models in the digital economy—extension of the Bass model to complex economic systems," Telecommunications Policy, Elsevier, vol. 47(1).
    6. M. L. Bertotti & G. Modanese, 2018. "Mathematical models describing the effects of different tax evasion behaviors," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(2), pages 351-363, July.
    7. Aleksejus Kononovicius & Valentas Daniunas, 2013. "Agent-based and macroscopic modeling of the complex socio-economic systems," Papers 1303.3693, arXiv.org, revised Apr 2013.

  39. 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.

    Cited by:

    1. Mauro Napoletano & Jean-Luc Gaffard & Zakaria Babutsidze, 2012. "Agent Based Models A New Tool for Economic and Policy Analysis," SciencePo Working papers Main hal-01070338, HAL.
    2. Mauro Napoletano & Jean-Luc Gaffard & Zakaria Babutsidze, 2012. "Agent Based Models A New Tool for Economic and Policy Analysis: A New Tool for Economic and Policy Analysis," Sciences Po publications 3, Sciences Po.
    3. Diana Barro & Antonella Basso, 2008. "Credit contagion in a network of firms with spatial interaction," Working Papers 186, Department of Applied Mathematics, Università Ca' Foscari Venezia.
    4. Yoshiharu Maeno & Kenji Nishiguchi & Satoshi Morinaga & Hirokazu Matsushima, 2014. "Impact of credit default swaps on financial contagion," Papers 1411.1356, arXiv.org.
    5. Joseph E. Stiglitz, 2010. "Risk and Global Economic Architecture: Why Full Financial Integration May Be Undesirable," American Economic Review, American Economic Association, vol. 100(2), pages 388-392, May.
    6. 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.
    7. Passarella, Marco, 2011. "The two-price model revisited. A Minskian-Kaleckian reading of the process of 'financialization'," MPRA Paper 32033, University Library of Munich, Germany.
    8. Maeno, Yoshiharu, 2013. "Transient fluctuation of the prosperity of firms in a network economy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(16), pages 3351-3359.
    9. Russo, Alberto, 2010. "Elementi di novità, meccanismi noti e cause di fondo della recente crisi [Elements of novelty, known mechanisms, and fundamental causes of the recent crisis]," MPRA Paper 21648, University Library of Munich, Germany.
    10. Li, Zhinan & Pei, Shan & Li, Ting & Wang, Yu, 2023. "Risk spillover network in the supply chain system during the COVID-19 crisis: Evidence from China," Economic Modelling, Elsevier, vol. 126(C).
    11. Dan Ladley, 2010. "Contagion and risk-sharing on the inter-bank market," Discussion Papers in Economics 11/10, Division of Economics, School of Business, University of Leicester, revised Jan 2013.
    12. Lee, Sangwook & Kim, Min Jae & Lee, Sun Young & Kim, Soo Yong & Ban, Joon Hwa, 2013. "The effect of the subprime crisis on the credit risk in global scale," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(9), pages 2060-2071.
    13. Reissl, Severin, 2020. "Minsky from the bottom up – Formalising the two-price model of investment in a simple agent-based framework," Journal of Economic Behavior & Organization, Elsevier, vol. 177(C), pages 109-142.
    14. Hałaj, Grzegorz, 2018. "Agent-based model of system-wide implications of funding risk," Working Paper Series 2121, European Central Bank.
    15. 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.
    16. Passarella, Marco, 2011. "From the village fair to Wall Street. The Italian reception of Minsky’s economic thought," MPRA Paper 49593, University Library of Munich, Germany.
    17. de Area Leão Pereira, Eder Johnson & da Silva, Marcus Fernandes & Pereira, H.B.B., 2017. "Econophysics: Past and present," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 473(C), pages 251-261.
    18. 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, November.
    19. Luca Riccetti & Alberto Russo & Mauro Gallegati, 2022. "Firm–bank credit network, business cycle and macroprudential policy," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(2), pages 475-499, April.
    20. Roger Koppl & William Luther, 2012. "Hayek, Keynes, and modern macroeconomics," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, vol. 25(3), pages 223-241, September.
    21. Hałaj, Grzegorz, 2018. "System-wide implications of funding risk," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 1151-1181.
    22. Ichiro Takahashi & Isamu Okada, 2020. "An artificial Wicksell–Keynes economy integrating short-run business cycle and long-term cumulative trend," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(4), pages 953-998, October.
    23. Stiglitz Joseph E., 2010. "Contagion, Liberalization, and the Optimal Structure of Globalization," Journal of Globalization and Development, De Gruyter, vol. 1(2), pages 1-47, December.
    24. Domenico Delli Gatti & Mauro Gallegati & Bruce Greenwald & Alberto Russo & Joseph Stiglitz, 2009. "Business fluctuations and bankruptcy avalanches in an evolving network economy," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 4(2), pages 195-212, November.
    25. Andrea Barón & María Victoria Landaberry & Rodrigo Lluberas & Jorge Ponce, 2020. "Commercial and banking credit network in Uruguay," Documentos de trabajo 2020006, Banco Central del Uruguay.
    26. He, Fang & Chen, Xi, 2016. "Credit networks and systemic risk of Chinese local financing platforms: Too central or too big to fail?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 461(C), pages 158-170.
    27. Bolos, Bradut & Bacarea, Vladimir & Marusteri, Marius, 2011. "Approaching Economic Issues through Epidemiology–An Introduction to Business Epidemiology," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 257-276, March.
    28. G. De Masi & M. Gallegati, 2012. "Bank–firms topology in Italy," Empirical Economics, Springer, vol. 43(2), pages 851-866, October.
    29. He, Jianmin & Sui, Xin & Li, Shouwei, 2016. "An endogenous model of the credit network," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 441(C), pages 1-14.
    30. Daiki Asanuma, 2013. "Lending attitude as a financial accelerator in a credit network economy," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(2), pages 231-247, October.
    31. Joseph E. Stiglitz, 2013. "Stable Growth in an Era of Crises; Learning from Economic Theory and History," Ekonomi-tek - International Economics Journal, Turkish Economic Association, vol. 2(1), pages 1-39, January.
    32. Mauro Napoletano & Jean-Luc Gaffard & Zakaria Babutsidze, 2012. "Agent Based Models," Post-Print hal-03461262, HAL.
    33. Yoshiharu Maeno & Satoshi Morinaga & Hirokazu Matsushima & Kenichi Amagai, 2012. "Transmission of distress in a bank credit network," Papers 1204.5661, arXiv.org, revised Nov 2012.
    34. Yoshiharu Maeno & Kenji Nishiguchi & Satoshi Morinaga & Hirokazu Matsushima, 2012. "Optimal portfolio for a robust financial system," Papers 1211.5235, arXiv.org, revised Feb 2013.
    35. Mitja Steinbacher & Timotej Jagrič, 2020. "Interbank rules during economic declines: Can banks safeguard capital base?," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(2), pages 471-499, April.
    36. Joseph E. Stiglitz, 2011. "Rethinking Macroeconomics: What Failed, And How To Repair It," Journal of the European Economic Association, European Economic Association, vol. 9(4), pages 591-645, August.
    37. Delli Gatti, Domenico & Gallegati, Mauro & Greenwald, Bruce & Russo, Alberto & Stiglitz, Joseph E., 2010. "The financial accelerator in an evolving credit network," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1627-1650, September.
    38. Ferrari, Massimo, 2014. "The financial meltdown: a model with endogenous default probability," MPRA Paper 59419, University Library of Munich, Germany.
    39. Li, Shouwei & Sui, Xin, 2016. "Contagion risk in endogenous financial networks," Chaos, Solitons & Fractals, Elsevier, vol. 91(C), pages 591-597.

  40. GALLEGATI Mauro & GIULIONI Gianfranco & KICHIJI Nozomi, 2010. "Complex Dynamics and Financial Fragility in an Agent Based Model," EcoMod2003 330700059, EcoMod.

    Cited by:

    1. Aßmuth, Pascal, 2015. "Stock price related financial fragility and growth patterns," Center for Mathematical Economics Working Papers 539, Center for Mathematical Economics, Bielefeld University.
    2. Pascal Seppecher & Isabelle Salle, 2015. "Deleveraging crises and deep recessions: a behavioural approach," Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3771-3790, July.
    3. Ilker Arslan & Eugenio Caverzasi & Mauro Gallegati & Alper Duman, 2016. "Long Term Impacts of Bank Behavior on Financial Stability. an Agent Based Modeling Approach," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 19(1), pages 1-11.
    4. 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, vol. 67(3-4), pages 947-964, September.
    5. Ikeda, Yuichi & Aoyama, Hideaki & Iyetomi, Hiroshi & Fujiwara, Yoshi & Souma, Wataru & Kaizoji, Taisei, 2007. "Response of firm agent network to exogenous shock," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(1), pages 138-148.
    6. 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, vol. 11(S1), pages 62-79, November.
    7. Edgardo Bucciarelli & Marcello Silvestri, 2013. "Hyman P. Minsky's unorthodox approach: recent advances in simulation techniques to develop his theoretical assumptions," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 36(2), pages 299-324.
    8. Batuo, Enowbi & Mlambo, Kupukile & Asongu, Simplice, 2017. "Linkages between financial development, financial instability, financial liberalisation and economic growth in Africa," MPRA Paper 82641, University Library of Munich, Germany.
    9. Aßmuth, Pascal, 2017. "Stock price related financial fragility and growth patterns," Economics Discussion Papers 2017-108, Kiel Institute for the World Economy (IfW Kiel).
    10. Orlando Gomes, 2017. "Heterogeneous wage setting and endogenous macro volatility," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(1), pages 27-57, April.
    11. Pasquale Cirillo & Carlo Bianchi & Mauro Gallegati & Pietro Vagliasindi, 2006. "Validating and Calibrating Agent-based Models: a Case Study," Computing in Economics and Finance 2006 277, Society for Computational Economics.
    12. Neveu, Andre R., 2013. "Fiscal policy and business cycle characteristics in a heterogeneous agent macro model," Journal of Economic Behavior & Organization, Elsevier, vol. 92(C), pages 224-240.
    13. Batuo Enowbi, Michael & Kupukile, Mlambo, 2012. "Financial instability, financial openness and economic growth in african countries," MPRA Paper 43340, University Library of Munich, Germany.
    14. Barroso, Ricardo Vieira & Lima, Joaquim Ignacio Alves Vasconcellos & Lucchetti, Alexandre Henrique & Cajueiro, Daniel Oliveira, 2016. "Interbank network and regulation policies: an analysis through agent-based simulations with adaptive learning," MPRA Paper 73308, University Library of Munich, Germany.
    15. Gatti, Domenico Delli & Guilmi, Corrado Di & Gaffeo, Edoardo & Giulioni, Gianfranco & Gallegati, Mauro & Palestrini, Antonio, 2005. "A new approach to business fluctuations: heterogeneous interacting agents, scaling laws and financial fragility," Journal of Economic Behavior & Organization, Elsevier, vol. 56(4), pages 489-512, April.

  41. Hideaki Aoyama & Yoshi Fujiwara & Mauro Gallegati, 2010. "Micro-Macro Relation of Production - The Double Scaling Law for Statistical Physics of Economy -," Papers 1003.2321, arXiv.org.

    Cited by:

    1. Hosseiny, Ali & Gallegati, Mauro, 2017. "Role of intensive and extensive variables in a soup of firms in economy to address long run prices and aggregate data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 470(C), pages 51-59.

  42. Stefano Battiston & Domenico Delli Gatti & Mauro Gallegati & Bruce C. Greenwald & Joseph E. Stiglitz, 2009. "Liaisons Dangereuses: Increasing Connectivity, Risk Sharing, and Systemic Risk," NBER Working Papers 15611, National Bureau of Economic Research, Inc.

    Cited by:

    1. Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2015. "Taming macroeconomic instability: Monetary and macro prudential policy interactions in an agent-based model," Working Papers hal-03459508, HAL.
    2. Anton Pichler & Sebastian Poledna & Stefan Thurner, 2018. "Systemic-risk-efficient asset allocation: Minimization of systemic risk as a network optimization problem," Papers 1801.10515, arXiv.org, revised Mar 2018.
    3. Mauro Napoletano & Jean-Luc Gaffard & Zakaria Babutsidze, 2012. "Agent Based Models A New Tool for Economic and Policy Analysis," SciencePo Working papers Main hal-01070338, HAL.
    4. Anginer, Deniz & Demirguc-Kunt, Asli & Zhu, Min, 2014. "How does competition affect bank systemic risk?," Journal of Financial Intermediation, Elsevier, vol. 23(1), pages 1-26.
    5. Paulo Garrido & Pedro Campos & André Dias, 2015. "Balance Sheet Analysis Of Credit And Debt Networks," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 18(05n06), pages 1-18, August.
    6. Ali Namaki & Reza Eyvazloo & Shahin Ramtinnia, 2023. "A systematic review of early warning systems in finance," Papers 2310.00490, arXiv.org.
    7. Tang, Qihe & Tong, Zhiwei & Xun, Li, 2022. "Insurance risk analysis of financial networks vulnerable to a shock," European Journal of Operational Research, Elsevier, vol. 301(2), pages 756-771.
    8. 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.
    9. Olivier Accominotti & Delio Lucena-Piquero & Stefano Ugolini, 2023. "Intermediaries’ Substitutability and Financial Network Resilience: A Hyperstructure Approach," Post-Print hal-04160805, HAL.
    10. Ali Hosseiny & Mohammad Bahrami & Antonio Palestrini & Mauro Gallegati, 2016. "Metastable Features of Economic Networks and Responses to Exogenous Shocks," Papers 1608.00275, arXiv.org.
    11. Francesco Lamperti & Antoine Mandel & Mauro Napoletano & Alessandro Sapio & Andrea Roventini & Tomas Balint & Igor Khorenzhenko, 2017. "Taming macroeconomic instability," Post-Print hal-03399574, HAL.
    12. Joseph E. Stiglitz, 2015. "New Theoretical Perspectives on the Distribution of Income and Wealth among Individuals: Part II: Equilibrium Wealth Distributions," NBER Working Papers 21190, National Bureau of Economic Research, Inc.
    13. Jan Lorenz & Stefano Battiston & Frank Schweitzer, "undated". "Systemic Risk in a Unifying Framework for Cascading Processes on Networks," Working Papers CCSS-09-011, ETH Zurich, Chair of Systems Design.
    14. Lengnick, Matthias & Krug, Sebastian & Wohltmann, Hans-Werner, 2012. "Money creation and financial instability: An agent-based credit network approach," Economics Working Papers 2012-15, Christian-Albrechts-University of Kiel, Department of Economics.
    15. Inaki Aldasoro & Domenico Delli Gatti & Ester Faia, 2015. "Bank Networks: Contagion, Systemic Risk and Prudential Policy," CESifo Working Paper Series 5182, CESifo.
    16. Bargigli, Leonardo & Gallegati, Mauro, 2011. "Random digraphs with given expected degree sequences: A model for economic networks," Journal of Economic Behavior & Organization, Elsevier, vol. 78(3), pages 396-411, May.
    17. Chong, Carsten & Klüppelberg, Claudia, 2019. "Partial mean field limits in heterogeneous networks," Stochastic Processes and their Applications, Elsevier, vol. 129(12), pages 4998-5036.
    18. Bargigli, Leonardo & Gallegati, Mauro, 2013. "Finding communities in credit networks," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 7, pages 1-39.
    19. Vodenska, Irena & Aoyama, Hideaki & Becker, Alexander P. & Fujiwara, Yoshi & Iyetomi, Hiroshi & Lungu, Eliza, 2021. "From stress testing to systemic stress testing: The importance of macroprudential regulation," Journal of Financial Stability, Elsevier, vol. 52(C).
    20. Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2020. "Modeling Turning Points In Global Equity Market," DEM Working Papers Series 195, University of Pavia, Department of Economics and Management.
    21. Mejía Cubillos, Javier, 2012. "Propuesta metodológica para el cálculo del riesgo sistémico financiero en estudios de Historia Económica: Aplicación para el caso de la banca libre en Antioquia, 1888 [A methodology for assessing f," MPRA Paper 35460, University Library of Munich, Germany.
    22. Carlos León & Miguel Sarmiento, 2016. "Liquidity and Counterparty Risks Tradeoff in Money Market Networks," Borradores de Economia 936, Banco de la Republica de Colombia.
    23. Mauro Napoletano & Jean-Luc Gaffard & Zakaria Babutsidze, 2012. "Agent Based Models A New Tool for Economic and Policy Analysis: A New Tool for Economic and Policy Analysis," Sciences Po publications 3, Sciences Po.
    24. Zakaria Babutsidze & Maurizio Iacopetta, 2016. "Innovation, growth and financial markets," Journal of Evolutionary Economics, Springer, vol. 26(1), pages 1-24, March.
    25. Jean-Luc Gaffard & Mauro Napoletano, 2018. "Hétérogénéité des agents, interconnexions financières et politique monétaire : une approche non conventionnelle," SciencePo Working papers Main hal-03458429, HAL.
    26. Calluzzo, Paul & Dong, Gang Nathan, 2015. "Has the financial system become safer after the crisis? The changing nature of financial institution risk," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 233-248.
    27. Giulio Cainelli & Sandro Montresor & Giuseppe Vittucci Marzetti, 2012. "Production and financial linkages in inter-firm networks: structural variety, risk-sharing and resilience," Journal of Evolutionary Economics, Springer, vol. 22(4), pages 711-734, September.
    28. Gersbach, Hans & Aptus, Elias & Britz, Volker, 2016. "On the Economics of Crisis Contracts," CEPR Discussion Papers 11267, C.E.P.R. Discussion Papers.
    29. Galina Hale & Christopher Candelaria & Julian Caballero & Sergey Borisov, 2013. "Bank Linkages and International Trade," Research Department Publications IDB-WP-445, Inter-American Development Bank, Research Department.
    30. Germán G. Creamer & Tal Ben-Zvi, 2021. "Volatility and Risk in the Energy Market: A Trade Network Approach," Sustainability, MDPI, vol. 13(18), pages 1-17, September.
    31. Carlos León & Ron J. Berndsen & Luc Renneboog, 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Borradores de Economia 848, Banco de la Republica de Colombia.
    32. Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2014. "Fiscal and monetary policies in complex evolving economies," Working Papers hal-03460560, HAL.
    33. Silva, Thiago Christiano & Alexandre, Michel da Silva & Tabak, Benjamin Miranda, 2018. "Bank lending and systemic risk: A financial-real sector network approach with feedback," Journal of Financial Stability, Elsevier, vol. 38(C), pages 98-118.
    34. Nicolas Debarsy & Cyrille Dossougoin & Cem Ertur & Jean-Yves Gnabo, 2018. "Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach," Post-Print hal-01744629, HAL.
    35. Rogelio Mercado Jr. & Shanty Noviantie, 2019. "Financial Flows Centrality: Empirical Evidence using Bilateral Capital Flows," Trinity Economics Papers tep1119, Trinity College Dublin, Department of Economics.
    36. Giulio Bottazzi & Alessandro De Sanctis & Fabio Vanni, 2016. "Non-performing loans, systemic risk and resilience in financial networks," LEM Papers Series 2016/08, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    37. Fengler, Matthias R. & Gisler, Katja I. M., 2014. "A variance spillover analysis without covariances: what do we miss?," Economics Working Paper Series 1409, University of St. Gallen, School of Economics and Political Science.
    38. Leonardo Bargigli & Giovanni di Iasio & Luigi Infante & Fabrizio Lillo & Federico Pierobon, 2015. "Interbank markets and multiplex networks: centrality measures and statistical null models," Papers 1501.05751, arXiv.org.
    39. Demir, Müge & Önder, Zeynep, 2019. "Financial connectivity and excessive liquidity: Benefit or risk?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 62(C), pages 203-221.
    40. Pongou, Roland & Tondji, Jean-Baptiste, 2016. "Valuing Inputs Under Supply Uncertainty : The Bayesian Shapley Value," MPRA Paper 74747, University Library of Munich, Germany.
    41. Jean-Luc Gaffard & Mauro Napoletano, 2018. "Market disequilibrium, monetary policy, and financial markets : insights from new tools," Documents de Travail de l'OFCE 2018-21, Observatoire Francais des Conjonctures Economiques (OFCE).
    42. Murat Tiniç & Ahmet Sensoy & Muge Demir & Duc Khuong Nguyen, 2021. "Broker Network Connectivity and the Cross-Section of Expected Stock Returns," Working Papers 2021-002, Department of Research, Ipag Business School.
    43. Silva, Thiago Christiano & Tabak, Benjamin Miranda & Guerra, Solange Maria, 2017. "Why do vulnerability cycles matter in financial networks?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 592-606.
    44. Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Tania Treibich, 2014. "The Short-and Long-Run Damages of Fiscal Austerity: Keynes beyond Schumpeter," Sciences Po publications 22, Sciences Po.
    45. carlos León & Ron J. Berndsen, 2013. "Modular scale-free architecture of Colombian financial networks: Evidence and challenges with financial stability in view," Borradores de Economia 799, Banco de la Republica de Colombia.
    46. Spelta, A. & Pecora, N. & Rovira Kaltwasser, P., 2019. "Identifying Systemically Important Banks: A temporal approach for macroprudential policies," Journal of Policy Modeling, Elsevier, vol. 41(1), pages 197-218.
    47. Mohammad Bahrami & Narges Chinichian & Ali Hosseiny & Gholamreza Jafari & Marcel Ausloos, 2019. "Optimization of the post-crisis recovery plans in scale-free networks," Papers 1904.10625, arXiv.org, revised Oct 2019.
    48. Wäckerle, Manuel, 2013. "On the bottom-up foundations of the banking-macro nexus," Economics Discussion Papers 2013-5, Kiel Institute for the World Economy (IfW Kiel).
    49. Antoine Mandel & Simone Landini & Mauro Gallegati & Herbert Gintis, 2013. "Price Dynamics, financial fragility and aggregate volatility," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00917892, HAL.
    50. Abad, Jorge & D'Errico, Marco & Killeen, Neill & Luz, Vera & Peltonen, Tuomas A. & Portes, Richard & Urbano, Teresa, 2017. "Mapping the interconnectedness between EU banks and shadow banking entities," ESRB Working Paper Series 40, European Systemic Risk Board.
    51. Matteo Coronese & Davide Luzzati, 2022. "Economic impacts of natural hazards and complexity science: a critical review," LEM Papers Series 2022/13, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    52. Ying Xu & Jennifer Corbett, 2019. "Using Network Method to Measure Financial Interconnection," NBER Working Papers 26499, National Bureau of Economic Research, Inc.
    53. Wang, Weijia, 2019. "A Pareto Criterion on Systemic Risk," MPRA Paper 93699, University Library of Munich, Germany.
    54. Giorgio Fagiolo & Tiziano Squartini & Diego Garlaschelli, 2011. "Null Models of Economic Networks: The Case of the World Trade Web," Papers 1112.2895, arXiv.org, revised Sep 2012.
    55. Arun Chandrasekhar & Robert Townsend & Juan Pablo Pablo Xandri, 2019. "Financial Centrality and the Value of Key Players," Working Papers 2019-26, Princeton University. Economics Department..
    56. Annarelli, Alessandro & Nonino, Fabio, 2016. "Strategic and operational management of organizational resilience: Current state of research and future directions," Omega, Elsevier, vol. 62(C), pages 1-18.
    57. Dirk Helbing, 2013. "Economics 2.0: The Natural Step towards A Self-Regulating, Participatory Market Society," Papers 1305.4078, arXiv.org, revised Jun 2013.
    58. Li, Fei & Kang, Hao & Xu, Jingfeng, 2022. "Financial stability and network complexity: A random matrix approach," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 177-185.
    59. Ma, Jing & He, Jianmin & Liu, Xiaoxing & Wang, Chao, 2019. "Diversification and systemic risk in the banking system," Chaos, Solitons & Fractals, Elsevier, vol. 123(C), pages 413-421.
    60. Shi, Qing & Sun, Xiaoqi & Jiang, Yile, 2022. "Concentrated commonalities and systemic risk in China's banking system: A contagion network approach," International Review of Financial Analysis, Elsevier, vol. 83(C).
    61. de-Ramon, Sebastián & Iscenko, Zanna & Osborne, Matthew & Straughan, Michael & Andrews, Peter, 2012. "Measuring the impact of prudential policy on the macroeconomy: A practical application to Basel III and other responses to the financial crisis," MPRA Paper 69423, University Library of Munich, Germany.
    62. Bargigli, Leonardo & Gallegati, Mauro & Riccetti, Luca & Russo, Alberto, 2014. "Network analysis and calibration of the “leveraged network-based financial accelerator”," Journal of Economic Behavior & Organization, Elsevier, vol. 99(C), pages 109-125.
    63. Chen, Bin-xia & Sun, Yan-lin, 2024. "Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework," The North American Journal of Economics and Finance, Elsevier, vol. 69(PA).
    64. Bakoush, Mohamed & Gerding, Enrico H. & Wolfe, Simon, 2019. "Margin requirements and systemic liquidity risk," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 58(C), pages 78-95.
    65. Daniel Felix Ahelegbey & Paolo Giudici & Fatemeh Mojtahedi, 2020. "Tail Risk Measurement In Crypto-Asset Markets," DEM Working Papers Series 186, University of Pavia, Department of Economics and Management.
    66. Bluhm, Marcel, 2018. "Persistent liquidity shocks and interbank funding," Journal of Financial Stability, Elsevier, vol. 36(C), pages 246-262.
    67. Christoph Aymanns & Co-Pierre Georg, 2014. "Contagious Synchronization and Endogenous Network Formation in Financial Networks," Papers 1408.0440, arXiv.org.
    68. Claudio J. Tessone & Antonios Garas & Beniamino Guerra & Frank Schweitzer, "undated". "How big is too big? Critical Shocks for Systemic Failure Cascades," Working Papers ETH-RC-12-015, ETH Zurich, Chair of Systems Design.
    69. Anginer, Deniz & Demirguc-Kunt, Asli, 2011. "Has the global banking system become more fragile over time ?," Policy Research Working Paper Series 5849, The World Bank.
    70. Yun, Tae-Sub & Jeong, Deokjong & Park, Sunyoung, 2019. "“Too central to fail” systemic risk measure using PageRank algorithm," Journal of Economic Behavior & Organization, Elsevier, vol. 162(C), pages 251-272.
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    73. Emiliano Brancaccio & Raffaele Giammetti & Milena Lopreite & Michelangelo Puliga, 2019. "Monetary Policy, Crisis and Capital Centralization in Corporate Ownership and Control Networks: a B-Var Analysis," LEM Papers Series 2019/28, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    74. Capponi, Agostino & Corell, Felix & Stiglitz, Joseph E., 2022. "Optimal bailouts and the doom loop with a financial network," Journal of Monetary Economics, Elsevier, vol. 128(C), pages 35-50.
    75. Weijia Wang & Shaoan Huang, 2021. "Risk sharing and financial stability: a welfare analysis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(1), pages 211-228, January.
    76. Mariño-Martínez, Ricardo & León, Carlos & Cadena-Silva, Carlos, 2020. "Las entidades de contrapartida central en la mitigación del riesgo de contraparte y de liquidez: El caso de los derivados cambiarios en Colombia," Working papers 33, Red Investigadores de Economía.
    77. Mazzarisi, Piero & Zaoli, Silvia & Campajola, Carlo & Lillo, Fabrizio, 2020. "Tail Granger causalities and where to find them: Extreme risk spillovers vs spurious linkages," Journal of Economic Dynamics and Control, Elsevier, vol. 121(C).
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    79. Tomas Klinger & Petr Teply, 2017. "Agent-Based Risk Assessment Model of the European Banking Network," CERGE-EI Working Papers wp602, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    80. Baomin Chen & Xinyun Yang & Zhenzhong Ma, 2022. "Fintech and Financial Risks of Systemically Important Commercial Banks in China: An Inverted U-Shaped Relationship," Sustainability, MDPI, vol. 14(10), pages 1-20, May.
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    83. Song, Jianhua & Zhang, Zhepei & So, Mike K.P., 2021. "On the predictive power of network statistics for financial risk indicators," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
    84. Arun G. Chandrasekhar & Robert Townsend & Juan Pablo Xandri, 2018. "Financial Centrality and Liquidity Provision," NBER Working Papers 24406, National Bureau of Economic Research, Inc.
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    350. Zhang Li & Xiaojun Lin & Borja Peleato-Inarrea & Ilya Pollak, 2014. "Optimal Monitoring and Mitigation of Systemic Risk in Financial Networks," Papers 1410.2570, arXiv.org, revised Dec 2014.

  43. F. Clementi & M. Gallegati & G. Kaniadakis, 2009. "A k-generalized statistical mechanics approach to income analysis," Papers 0902.0075, arXiv.org, revised Feb 2009.

    Cited by:

    1. F. Clementi & M. Gallegati & G. Kaniadakis, 2012. "A generalized statistical model for the size distribution of wealth," Papers 1209.4787, arXiv.org, revised Dec 2012.
    2. Soares, Abner D. & Moura Jr., Newton J. & Ribeiro, Marcelo B., 2016. "Tsallis statistics in the income distribution of Brazil," Chaos, Solitons & Fractals, Elsevier, vol. 88(C), pages 158-171.
    3. Maria Letizia Bertotti & Giovanni Modanese, 2015. "Economic inequality and mobility in kinetic models for social sciences," Papers 1504.03232, arXiv.org.
    4. Masato Okamoto, 2012. "Evaluation of the goodness of fit of new statistical size distributions with consideration of accurate income inequality estimation," Economics Bulletin, AccessEcon, vol. 32(4), pages 2969-2982.
    5. Calderín-Ojeda, Enrique & Azpitarte, Francisco & Gómez-Déniz, Emilio, 2016. "Modelling income data using two extensions of the exponential distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 461(C), pages 756-766.
    6. F. Clementi & M. Gallegati, 2016. "New economic windows on income and wealth: The k-generalized family of distributions," Papers 1608.06076, arXiv.org.
    7. Aktaev, Nurken E. & Bannova, K.A., 2022. "Mathematical modeling of probability distribution of money by means of potential formation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 595(C).
    8. Chami Figueira, F. & Moura, N.J. & Ribeiro, M.B., 2011. "The Gompertz–Pareto income distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(4), pages 689-698.
    9. Bourguignon, Marcelo & Saulo, Helton & Fernandez, Rodrigo Nobre, 2016. "A new Pareto-type distribution with applications in reliability and income data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 457(C), pages 166-175.
    10. Elvis Oltean, 2016. "Modelling income, wealth, and expenditure data by use of Econophysics," Papers 1603.08383, arXiv.org.
    11. Răzvan-Cornel Sfetcu & Sorina-Cezarina Sfetcu & Vasile Preda, 2024. "Discrete Entropies of Chebyshev Polynomials," Mathematics, MDPI, vol. 12(7), pages 1-11, March.
    12. Masato Okamoto, 2013. "Extension of the κ-generalized distribution: new four-parameter models for the size distribution of income and consumption," LIS Working papers 600, LIS Cross-National Data Center in Luxembourg.

  44. G. De Masi & Y. Fujiwara & M. Gallegati & B. Greenwald & J. E. Stiglitz, 2009. "An Analysis of the Japanese Credit Network," Papers 0901.2384, arXiv.org, revised Nov 2010.

    Cited by:

    1. Giulia De Masi & Giorgia Giovannetti & Giorgio Ricchiuti, 2010. "Network Analysis to Detect Common Strategies in the Italian Foreign Direct Investment," Working Papers - Economics wp2010_17.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
    2. Bargigli, Leonardo & Gallegati, Mauro, 2011. "Random digraphs with given expected degree sequences: A model for economic networks," Journal of Economic Behavior & Organization, Elsevier, vol. 78(3), pages 396-411, May.
    3. Bargigli, Leonardo & Gallegati, Mauro, 2013. "Finding communities in credit networks," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 7, pages 1-39.
    4. Solange Maria Guerra & Benjamin Miranda Tabak & Rodrigo Cesar de Castro Miranda, 2014. "Do Interconnections Matter for Bank Efficiency?," Working Papers Series 374, Central Bank of Brazil, Research Department.
    5. Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2014. "Fiscal and monetary policies in complex evolving economies," Working Papers hal-03460560, HAL.
    6. Yoshi Fujiwara & Hideaki Aoyama & Yuichi Ikeda & Hiroshi Iyetomi & Wataru Souma, 2009. "Structure and temporal change of the credit network between banks and large firms in Japan," Papers 0901.2377, arXiv.org, revised May 2009.
    7. 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.
    8. Fujiwara, Yoshi & Aoyama, Hideaki & Ikeda, Yuichi & Iyetomi, Hiroshi & Souma, Wataru, 2009. "Structure and Temporal Change of Credit Network between Banks and Large Firms in Japan," Economics Discussion Papers 2009-1, Kiel Institute for the World Economy (IfW Kiel).
    9. Rodrigo César de Castro Miranda & Benjamin Miranda Tabak, 2013. "Contagion Risk within Firm-Bank Bivariate Networks," Working Papers Series 322, Central Bank of Brazil, Research Department.
    10. Stephen G Cecchetti & Joseph E Stiglitz & William C Dudley & Masaaki Shirakawa & Nout Wellink, 2010. "Financial system and macroeconomic resilience: revisited," BIS Papers, Bank for International Settlements, number 53.
    11. Joseph E. Stiglitz, 2011. "Rethinking Macroeconomics: What Failed, And How To Repair It," Journal of the European Economic Association, European Economic Association, vol. 9(4), pages 591-645, August.
    12. Di Guilmi, C. & Gallegati, M. & Landini, S. & Stiglitz, J.E., 2020. "An analytical solution for network models with heterogeneous and interacting agents," Journal of Economic Behavior & Organization, Elsevier, vol. 171(C), pages 189-220.
    13. Iyetomi, Hiroshi & Ikeda, Yuichi & Aoyama, Hideaki & Fujiwara, Yoshi & Souma, Wataru, 2009. "Structure and Temporal Change of the Credit Network between Banks and Large Firms in Japan," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-18.

  45. Edoardo Gaffeo & Domenico Delli Gatti & Saul Desiderio & Mauro Gallegati, 2008. "Adaptive microfoundations for emergent macroeconomics," Department of Economics Working Papers 0802, Department of Economics, University of Trento, Italia.

    Cited by:

    1. Alessio Emanuele Biondo & Roberto Cellini & Tiziana Cuccia, 2020. "Choices on museum attendance: An agent‐based approach," Metroeconomica, Wiley Blackwell, vol. 71(4), pages 882-897, November.
    2. Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2012. "An Agent Based Decentralized Matching Macroeconomic Model," MPRA Paper 42211, University Library of Munich, Germany.
    3. Peter Klimek & Sebastian Poledna & J. Doyne Farmer & Stefan Thurner, 2014. "To bail-out or to bail-in? Answers from an agent-based model," Papers 1403.1548, arXiv.org.
    4. Lengnick, Matthias & Krug, Sebastian & Wohltmann, Hans-Werner, 2012. "Money creation and financial instability: An agent-based credit network approach," Economics Working Papers 2012-15, Christian-Albrechts-University of Kiel, Department of Economics.
    5. Charlotte Bruun, 2016. "Rediscovering the Economics of Keynes in an Agent-Based Computational Setting," New Mathematics and Natural Computation (NMNC), World Scientific Publishing Co. Pte. Ltd., vol. 12(02), pages 77-96, July.
    6. Lengnick, Matthias & Wohltmann, Hans-Werner, 2010. "Agent-based financial markets and New Keynesian macroeconomics: A synthesis," Economics Working Papers 2010-10, Christian-Albrechts-University of Kiel, Department of Economics.
    7. 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.
    8. Gualdi, Stanislao & Tarzia, Marco & Zamponi, Francesco & Bouchaud, Jean-Philippe, 2015. "Tipping points in macroeconomic agent-based models," Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 29-61.
    9. Stefania VITALI & Gabriele TEDESCHI, 2011. "The impact of classes of innovators on Technology, Financial Fragility and Economic Growth," Working Papers 370, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    10. Lengnick, Matthias, 2013. "Agent-based macroeconomics: A baseline model," Journal of Economic Behavior & Organization, Elsevier, vol. 86(C), pages 102-120.
    11. Gabriele Tedeschi & Stefania Vitali & Mauro Gallegati, 2014. "The dynamic of innovation networks: a switching model on technological change," Journal of Evolutionary Economics, Springer, vol. 24(4), pages 817-834, September.
    12. Pyo, Dong-Jin, 2015. "Animal spirits and stock market dynamics," ISU General Staff Papers 201501010800005596, Iowa State University, Department of Economics.
    13. Seppecher, P. & Salle, I. & Lang, D., 2016. "Is the Market Really a Good Teacher?," CeNDEF Working Papers 16-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    14. Bargigli, Leonardo & Gallegati, Mauro & Riccetti, Luca & Russo, Alberto, 2014. "Network analysis and calibration of the “leveraged network-based financial accelerator”," Journal of Economic Behavior & Organization, Elsevier, vol. 99(C), pages 109-125.
    15. I. Salle & Marc Alexandre Senegas & Murat Yildizoglu, 2019. "How transparent about its inflation target should a central bank be?: An agent-based model assessment," Post-Print hal-03026559, HAL.
    16. 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.
    17. Emanuele Ciola & EDOARDO GAFFEO & Mauro Gallegati, 2018. "Matching frictions, credit reallocation and macroeconomic activity: how harmful are financial crises?," DEM Working Papers 2018/05, Department of Economics and Management.
    18. Jean-Philippe Bouchaud & Stanislao Gualdi & Marco Tarzia & Francesco Zamponi, 2018. "Optimal inflation target: insights from an agent-based model," Post-Print hal-01768441, HAL.
    19. 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.
    20. Dan Farhat, 2014. "Artificial Neural Networks and Aggregate Consumption Patterns in New Zealand:," Working Papers 1404, University of Otago, Department of Economics, revised Mar 2014.
    21. 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.
    22. 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.
    23. Wei Zhao & Yi Lu & Genfu Feng, 2019. "How Many Agents are Rational in China’s Economy? Evidence from a Heterogeneous Agent-Based New Keynesian Model," Computational Economics, Springer;Society for Computational Economics, vol. 54(2), pages 575-611, August.
    24. Orlando Gomes, 2017. "Heterogeneous wage setting and endogenous macro volatility," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(1), pages 27-57, April.
    25. Dhruv Sharma & Jean-Philippe Bouchaud & Stanislao Gualdi & Marco Tarzia & Francesco Zamponi, 2020. "V-, U-, L-, or W-shaped economic recovery after COVID: Insights from an Agent Based Model," Papers 2006.08469, arXiv.org, revised Feb 2021.
    26. Bernardo Alves Furtado & Isaque Daniel Eberhardt Rocha, 2017. "An applied spatial agent-based model of administrative boundaries using SEAL," Papers 1702.03226, arXiv.org, revised Mar 2017.
    27. Safarzyńska, Karolina & van den Bergh, Jeroen C.J.M., 2017. "Integrated crisis-energy policy: Macro-evolutionary modelling of technology, finance and energy interactions," Technological Forecasting and Social Change, Elsevier, vol. 114(C), pages 119-137.
    28. Neveu, Andre R., 2013. "Fiscal policy and business cycle characteristics in a heterogeneous agent macro model," Journal of Economic Behavior & Organization, Elsevier, vol. 92(C), pages 224-240.
    29. Muliere, Pietro & Suverato, Davide, 2014. "Income and Wealth Distributions in a Population of Heterogeneous Agents," Discussion Papers in Economics 20928, University of Munich, Department of Economics.
    30. Özge Dilaver & Robert Calvert Jump & Paul Levine, 2018. "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.
    31. Alessandro Caiani & Ermanno Catullo & Mauro Gallegati, 2018. "The effects of fiscal targets in a monetary union: a multi-country agent-based stock flow consistent model," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 27(6), pages 1123-1154.
    32. Stanislao Gualdi & Marco Tarzia & Francesco Zamponi & Jean-Philippe Bouchaud, 2017. "Monetary policy and dark corners in a stylized agent-based model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(3), pages 507-537, October.
    33. Fatouh, Mahmoud & Markose, Sheri & Giansante, Simone, 2021. "The impact of quantitative easing on UK bank lending: Why banks do not lend to businesses?," Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 928-953.
    34. Bernardo Alves Furtado, 2018. "Modeling tax distribution in metropolitan regions with PolicySpace," Papers 1901.02391, arXiv.org.
    35. Dan Farhat, 2014. "Information Processing, Pattern Transmission and Aggregate Consumption Patterns in New Zealand:," Working Papers 1405, University of Otago, Department of Economics, revised Mar 2014.
    36. Furtado, Bernardo Alves & Eberhardt, Isaque Daniel Rocha, 2015. "Modelo espacial simples da economia: uma proposta teórico-metodológica [A simple spatial economic model: a proposal]," MPRA Paper 67005, University Library of Munich, Germany.
    37. Stolzenburg, Ulrich, 2015. "The agent-based Solow growth model with endogenous business cycles," Economics Working Papers 2015-01, Christian-Albrechts-University of Kiel, Department of Economics.
    38. Domenico Gatti & Edoardo Gaffeo & Mauro Gallegati, 2010. "Complex agent-based macroeconomics: a manifesto for a new paradigm," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 5(2), pages 111-135, December.
    39. 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).
    40. Adalbert Mayer, 2022. "An Agent-Based Macroeconomic Model with Endogenous Intertemporal Decision Rules," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 48(4), pages 548-579, October.
    41. 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, November.
    42. Matt V. Leduc & Sebastian Poledna & Stefan Thurner, 2016. "Systemic Risk Management in Financial Networks with Credit Default Swaps," Papers 1601.02156, arXiv.org, revised Oct 2017.
    43. Bernardo Alves Furtado, 2022. "PolicySpace2: Modeling Markets and Endogenous Public Policies," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 25(1), pages 1-8.
    44. Bernardo Alves Furtado & Isaque Daniel Rocha Eberhardt, 2015. "A simple agent-based spatial model of the economy: tools for policy," Papers 1510.04967, arXiv.org, revised Oct 2016.
    45. Gianfranco Giulioni & Marcello Silvestri & Edgardo Bucciarelli, 2017. "Firms’ Finance in an Experimentally Microfounded Agent-Based Macroeconomic Model," Metroeconomica, Wiley Blackwell, vol. 68(2), pages 259-320, May.
    46. Isabelle SALLE & Murat YILDIZOGLU & Marc-Alexandre SENEGAS, 2012. "Inflation targeting in a learning economy: An ABM perspective," Cahiers du GREThA (2007-2019) 2012-15, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
    47. Poledna, Sebastian & Bochmann, Olaf & Thurner, Stefan, 2017. "Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes," Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 230-246.
    48. Heinrich, Torsten, 2015. "Growth Cycles, Network Effects, and Intersectoral Dependence: An Agent-Based Model and Simulation Analysis," MPRA Paper 79575, University Library of Munich, Germany, revised 08 Jun 2017.
    49. Dan Farhat, 2012. "Artificial Neural Networks and Aggregate Consumption Patterns in New Zealand," Working Papers 1205, University of Otago, Department of Economics, revised Dec 2012.
    50. Li, Boyao, 2017. "The impact of the Basel III liquidity coverage ratio on macroeconomic stability: An agent-based approach," Economics Discussion Papers 2017-2, Kiel Institute for the World Economy (IfW Kiel).
    51. Roberto Tamborini, 2010. "Monetary Policy With Investment–Saving Imbalances," Metroeconomica, Wiley Blackwell, vol. 61(3), pages 473-509, July.
    52. Rengs, Bernhard & Scholz-Wäckerle, Manuel & van den Bergh, Jeroen, 2020. "Evolutionary macroeconomic assessment of employment and innovation impacts of climate policy packages," Journal of Economic Behavior & Organization, Elsevier, vol. 169(C), pages 332-368.
    53. Gianluca Misuraca & Luigi Geppert & Cristiano Codagnone, 2017. "i-FRAME – Assessing impacts of social policy innovation in the EU: Proposed methodological framework to evaluate socio-economic returns on investment of social policy innovations," JRC Research Reports JRC108078, Joint Research Centre.
    54. Papadopoulos, Georgios, 2020. "Probing the mechanism: lending rate setting in a data-driven agent-based model," MPRA Paper 102749, University Library of Munich, Germany.
    55. Elisabetta De Antoni, 2009. "Money and finance: the heterodox views of R. Clower, A. Leijonhufvud and H. Minsky," Department of Economics Working Papers 0908, Department of Economics, University of Trento, Italia.
    56. Pasquale Cirillo & Mauro Gallegati, 2012. "The Empirical Validation of an Agent-based Model," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 38(4), pages 525-547.
    57. Safarzyńska, Karolina & van den Bergh, Jeroen C.J.M., 2017. "Financial stability at risk due to investing rapidly in renewable energy," Energy Policy, Elsevier, vol. 108(C), pages 12-20.
    58. Bernardo Alves Furtado & Isaque Daniel Eberhardt, 2016. "Modelo Espacial Simples de uma Economia com Agentes: uma proposta metodológica," Discussion Papers 2181, Instituto de Pesquisa Econômica Aplicada - IPEA.
    59. Alan G. Isaac, 2019. "Exploring the Social-Architecture Model," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 45(4), pages 565-589, October.
    60. Antonio Palestrini, 2015. "Firm Size Distribution and the Survival Bias," Economics Bulletin, AccessEcon, vol. 35(3), pages 1630-1637.
    61. Leopoldo S'anchez-Cant'u & Carlos Arturo Soto-Campos & Andriy Kryvko, 2016. "Evidence of Self-Organization in Time Series of Capital Markets," Papers 1604.03996, arXiv.org, revised Mar 2017.
    62. 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.
    63. Opeoluwa Banwo & Paul Harrald & Francesca Medda, 2019. "Understanding the consequences of diversification on financial stability," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(2), pages 273-292, June.
    64. Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2013. "Unemployment benefits and financial factors in an agent-based macroeconomic model," Economics Discussion Papers 2013-9, Kiel Institute for the World Economy (IfW Kiel).
    65. Riccetti, Luca & Russo, Alberto & Mauro, Gallegati, 2013. "Financial Regulation in an Agent Based Macroeconomic Model," MPRA Paper 51013, University Library of Munich, Germany.
    66. Bouchaud, Jean-Philippe & Gualdi, Stanislao & Tarzia, Marco & Zamponi, Francesco, 2018. "Optimal inflation target: Insights from an agent-based model," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-27.

  46. 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.

    Cited by:

    1. Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2014. "Fiscal and monetary policies in complex evolving economies," Working Papers hal-03460560, HAL.
    2. P. Sieczka & D. Sornette & J. Holyst, 2011. "The Lehman Brothers effect and bankruptcy cascades," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 82(3), pages 257-269, August.
    3. Leonardo Bargigli & Gabriele Tedeschi, 2013. "Major trends in agent-based economics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(2), pages 211-217, October.
    4. Russo, Alberto, 2010. "Elementi di novità, meccanismi noti e cause di fondo della recente crisi [Elements of novelty, known mechanisms, and fundamental causes of the recent crisis]," MPRA Paper 21648, University Library of Munich, Germany.
    5. Hou, Yunzhang & Wang, Xiaoling & Wu, Yenchun Jim & He, Peixu, 2018. "How does the trust affect the topology of supply chain network and its resilience? An agent-based approach," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 116(C), pages 229-241.
    6. De Grauwe, Paul & Macchiarelli, Corrado, 2015. "Animal spirits and credit cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 59(C), pages 95-117.
    7. 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, November.
    8. Pawe{l} Sieczka & Didier Sornette & Janusz A. Ho{l}yst, 2010. "The Lehman Brothers Effect and Bankruptcy Cascades," Papers 1002.1070, arXiv.org, revised Sep 2011.

  47. Edoardo Gaffeo & Corrado di Guilmi & Mauro Gallegati & Alberto Russo, 2008. "On the mean/variance relationship of the firm size distribution: evidence and some theory," Department of Economics Working Papers 0805, Department of Economics, University of Trento, Italia.

    Cited by:

    1. Murat ATAN & Emre BOZDAĞ, 2011. "Avrupa Karbonatlı İçecekler Piyasasında Firma Büyüklüğü Ve Büyüklük Genişleme Oranı İlişkisi," Ekonomik Yaklasim, Ekonomik Yaklasim Association, vol. 22(80), pages 19-38.
    2. Elisabetta De Antoni, 2009. "Money and finance: the heterodox views of R. Clower, A. Leijonhufvud and H. Minsky," Department of Economics Working Papers 0908, Department of Economics, University of Trento, Italia.

  48. 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.

    Cited by:

    1. Olivér Kovács, 2019. "Grounding Complexity Economics in Framing Modern Governance," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 69(4), pages 571-594, December.

  49. 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 (IfW Kiel).

    Cited by:

    1. Sander van der Hoog, 2017. "Deep Learning in (and of) Agent-Based Models: A Prospectus," Papers 1706.06302, arXiv.org.

  50. Mauro Gallegati & Bruce Greenwald & Matteo Richiardi & Joseph Stiglitz, 2007. "The Asymmetric Effect of Diffusion Processes: Risk Sharing and Contagion," LABORatorio R. Revelli Working Papers Series 71, LABORatorio R. Revelli, Centre for Employment Studies.

    Cited by:

    1. Roy, Saktinil & Kemme, David M., 2012. "Causes of banking crises: Deregulation, credit booms and asset bubbles, then and now," International Review of Economics & Finance, Elsevier, vol. 24(C), pages 270-294.
    2. Giulio Cainelli & Sandro Montresor & Giuseppe Vittucci Marzetti, 2012. "Production and financial linkages in inter-firm networks: structural variety, risk-sharing and resilience," Journal of Evolutionary Economics, Springer, vol. 22(4), pages 711-734, September.
    3. Shoham Amir & Pelzman Joseph, 2011. "A Review of the Crises," Global Economy Journal, De Gruyter, vol. 11(2), pages 1-19, July.
    4. Emiel F.M. Wubben (ed.), 2011. "Institutions and Regulation for Economic Growth?," Books, Edward Elgar Publishing, number 14256, December.
    5. Joseph E. Stiglitz, 2015. "Towards a General Theory of Deep Downturns," NBER Working Papers 21444, National Bureau of Economic Research, Inc.
    6. Anna Maria Ferragina & Fernanda Mazzotta, 2014. "Agglomeration economies and global activities: impact on firm survival," ERSA conference papers ersa14p348, European Regional Science Association.
    7. Bulent Ozel & Reynold Christian Nathanael & Marco Raberto & Andrea Teglio & Silvano Cincotti, 2016. "Macroeconomic implications of mortgage loans requirements: An agent based approach," Working Papers 2016/05, Economics Department, Universitat Jaume I, Castellón (Spain).
    8. Highfill Jannett, 2008. "The Economic Crisis as of December 2008: The Global Economy Journal Weighs In," Global Economy Journal, De Gruyter, vol. 8(4), pages 1-7, December.
    9. Joseph E. Stiglitz, 2010. "Risk and Global Economic Architecture: Why Full Financial Integration May Be Undesirable," American Economic Review, American Economic Association, vol. 100(2), pages 388-392, May.
    10. Joseph E Stiglitz & Mauro Gallegati, 2011. "Heterogeneous Interacting Agent Models for Understanding Monetary Economies," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 37(1), pages 6-12.
    11. David Mayer-Foulkes, 2009. "Long-Term Fundamentals of the 2008 Economic Crisis," Working papers DTE 467, CIDE, División de Economía.
    12. Frank A.G. den Butter, 2010. "The Macroeconomics of the Credit Crisis: In Search of Externalities for Macro-Prudential Supervision," Tinbergen Institute Discussion Papers 10-052/3, Tinbergen Institute.
    13. David Rooney & Tom Mandeville & Tim Kastelle, 2013. "Abstract Knowledge and Reified Financial Innovation: Building Wisdom and Ethics Into Financial Innovation Networks," Journal of Business Ethics, Springer, vol. 118(3), pages 447-459, December.
    14. Ky-Hyang Yuhn & Sang Bong Kim & Joo Ha Nam, 2015. "Bubbles and the Weibull distribution: was there an explosive bubble in US stock prices before the global economic crisis?," Applied Economics, Taylor & Francis Journals, vol. 47(3), pages 255-271, January.
    15. Stiglitz Joseph E., 2010. "Contagion, Liberalization, and the Optimal Structure of Globalization," Journal of Globalization and Development, De Gruyter, vol. 1(2), pages 1-47, December.
    16. Andrei GIURESCU, 2019. "The global context of economic crises and cohesion funds in the EU," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(1(618), S), pages 37-50, Spring.
    17. Anna Ferragina & Fernanda Mazzotta, 2015. "Agglomeration economies in Italy: impact on heterogeneous firms’ exit in a multilevel framework," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 42(4), pages 395-440, December.
    18. Joseph E. Stiglitz, 2017. "Where Modern Macroeconomics Went Wrong," NBER Working Papers 23795, National Bureau of Economic Research, Inc.
    19. Roy, Saktinil & Kemme, David M., 2020. "The run-up to the global financial crisis: A longer historical view of financial liberalization, capital inflows, and asset bubbles," International Review of Financial Analysis, Elsevier, vol. 69(C).
    20. Soete, Luc, 2009. "Malthus' Revenge," MERIT Working Papers 2009-030, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    21. Roy, Saktinil, 2022. "What drives the systemic banking crises in advanced economies?," Global Finance Journal, Elsevier, vol. 54(C).
    22. Firano, Zakaria & Filali adib, Fatine, 2019. "Intersectorial contagion risk in Morocco," MPRA Paper 95343, University Library of Munich, Germany.
    23. Joseph E. Stiglitz, 2013. "Stable Growth in an Era of Crises; Learning from Economic Theory and History," Ekonomi-tek - International Economics Journal, Turkish Economic Association, vol. 2(1), pages 1-39, January.
    24. Joseph E. Stiglitz, 2011. "Rethinking Macroeconomics: What Failed, And How To Repair It," Journal of the European Economic Association, European Economic Association, vol. 9(4), pages 591-645, August.
    25. Naude Wim, 2011. "Global Finance after the Crisis: Reform Imperatives and Vested Interests," Global Economy Journal, De Gruyter, vol. 11(2), pages 1-22, July.
    26. Di Guilmi, C. & Gallegati, M. & Landini, S. & Stiglitz, J.E., 2020. "An analytical solution for network models with heterogeneous and interacting agents," Journal of Economic Behavior & Organization, Elsevier, vol. 171(C), pages 189-220.

  51. Domenico Delli Gatti & Mauro Gallegati & Bruce C. Greenwald & Joseph E. Stiglitz, 2007. "Net Worth, Exchange Rates, and Monetary Policy: The Effects of a Devaluation in a Financially Fragile Environment," NBER Working Papers 13244, National Bureau of Economic Research, Inc.

    Cited by:

    1. Karsten Kohler, 2019. "Exchange rate dynamics, balance sheet effects, and capital flows. A Minskyan model of emerging market boom-bust cycles," Working Papers PKWP1906, Post Keynesian Economics Society (PKES).
    2. Lorenzo Nalin & Giuliano Toshiro Yajima, 2020. "Balance Sheet Effects of a Currency Devaluation: A Stock-Flow Consistent Framework for Mexico?," Economics Working Paper Archive wp_980, Levy Economics Institute.
    3. Aysun, Uluc, 2008. "Automatic stabilizer feature of fixed exchange rate regimes," Emerging Markets Review, Elsevier, vol. 9(4), pages 302-328, December.
    4. Canofari Paolo & Di Bartolomeo Giovanni, 2016. "Regime switches under policy uncertainty in monetary unions," wp.comunite 00126, Department of Communication, University of Teramo.
    5. Tatiana Evdokimova & Pavel Trunin & Andrei Zubarev, 2013. "The Impact of the Real Ruble Exchange Rate on the Economic Activity in Russia," Research Paper Series, Gaidar Institute for Economic Policy, issue 165P, pages 164-164.
    6. Köhler, Karsten, 2016. "Currency devaluations, aggregate demand, and debt dynamics in an economy with foreign currency liabilities," IPE Working Papers 78/2016, Berlin School of Economics and Law, Institute for International Political Economy (IPE).

  52. F. Clementi & T. Di Matteo & M. Gallegati & G. Kaniadakis, 2007. "The k-generalized distribution: A new descriptive model for the size distribution of incomes," Papers 0710.3645, arXiv.org, revised Jan 2008.

    Cited by:

    1. F. Clementi & M. Gallegati & G. Kaniadakis, 2012. "A generalized statistical model for the size distribution of wealth," Papers 1209.4787, arXiv.org, revised Dec 2012.
    2. Sarabia, José María & Jordá, Vanesa, 2014. "Explicit expressions of the Pietra index for the generalized function for the size distribution of income," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 416(C), pages 582-595.
    3. Vladimir Hlasny, 2020. "Parametric Representation of the Top of Income Distributions: Options, Historical Evidence and Model Selection," Commitment to Equity (CEQ) Working Paper Series 90, Tulane University, Department of Economics.
    4. Soares, Abner D. & Moura Jr., Newton J. & Ribeiro, Marcelo B., 2016. "Tsallis statistics in the income distribution of Brazil," Chaos, Solitons & Fractals, Elsevier, vol. 88(C), pages 158-171.
    5. Yuri Biondi & Simone Righi, 2015. "Inequality, mobility and the financial accumulation process: A computational economic analysis," Department of Economics (DEMB) 0058, University of Modena and Reggio Emilia, Department of Economics "Marco Biagi".
    6. Hernández-Pérez, R., 2010. "An analogy of the size distribution of business firms with Bose–Einstein statistics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(18), pages 3837-3843.
    7. Sarabia, José María & Prieto, Faustino & Trueba, Carmen & Jordá, Vanesa, 2013. "About the modified Gaussian family of income distributions with applications to individual incomes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(6), pages 1398-1408.
    8. Maria Letizia Bertotti & Giovanni Modanese, 2015. "Economic inequality and mobility in kinetic models for social sciences," Papers 1504.03232, arXiv.org.
    9. Gallegati, Mauro & Kirman, Alan, 2019. "20 years of WEHIA: A journey in search of a safer road," Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 5-14.
    10. F. Clementi & M. Gallegati, 2016. "New economic windows on income and wealth: The k-generalized family of distributions," Papers 1608.06076, arXiv.org.
    11. Aktaev, Nurken E. & Bannova, K.A., 2022. "Mathematical modeling of probability distribution of money by means of potential formation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 595(C).
    12. Chami Figueira, F. & Moura, N.J. & Ribeiro, M.B., 2011. "The Gompertz–Pareto income distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(4), pages 689-698.
    13. Bourguignon, Marcelo & Saulo, Helton & Fernandez, Rodrigo Nobre, 2016. "A new Pareto-type distribution with applications in reliability and income data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 457(C), pages 166-175.
    14. Pasquale Cirillo, 2009. "Some evidence about the evolution of the size distribution of Italian firms by age," Economics Bulletin, AccessEcon, vol. 29(3), pages 1723-1730.
    15. da Silva, Sérgio Luiz E.F., 2021. "κ-generalised Gutenberg–Richter law and the self-similarity of earthquakes," Chaos, Solitons & Fractals, Elsevier, vol. 143(C).
    16. Elvis Oltean, 2016. "Modelling income, wealth, and expenditure data by use of Econophysics," Papers 1603.08383, arXiv.org.
    17. Domma, Filippo & Condino, Francesca & Giordano, Sabrina, 2018. "A new formulation of the Dagum distribution in terms of income inequality and poverty measures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 511(C), pages 104-126.
    18. José María Sarabia & Vanesa Jordá & Lorena Remuzgo, 2017. "The Theil Indices in Parametric Families of Income Distributions—A Short Review," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 63(4), pages 867-880, December.
    19. Cirillo, Pasquale, 2010. "An analysis of the size distribution of Italian firms by age," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(3), pages 459-466.

  53. Corrado Di Guilmi & Mauro Gallegati & Simone Landini, 2007. "Economic dynamics with financial fragility and mean-field interaction: a model," Papers 0709.2083, arXiv.org.

    Cited by:

    1. Gualdi, Stanislao & Tarzia, Marco & Zamponi, Francesco & Bouchaud, Jean-Philippe, 2015. "Tipping points in macroeconomic agent-based models," Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 29-61.
    2. Ramis Khabibullin & Alexey Ponomarenko, 2020. "An empirical behavioral model of households’ deposit dollarization," Bank of Russia Working Paper Series wps67, Bank of Russia.
    3. Tohmé, Fernando & Larrosa, Juan M.C., 2016. "Architectures engender crises: The emergence of power laws in social networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 450(C), pages 305-316.

  54. Dalit Contini & Annette Riehl & Andrea Scagni, 2007. "The Role of Family Background on Secondary School Choices," LABORatorio R. Revelli Working Papers Series 72, LABORatorio R. Revelli, Centre for Employment Studies.

    Cited by:

    1. Joseph E. Stiglitz, 2010. "Risk and Global Economic Architecture: Why Full Financial Integration May Be Undesirable," American Economic Review, American Economic Association, vol. 100(2), pages 388-392, May.

  55. 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.

    Cited by:

    1. 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.
    2. Jan Toporowski, 2013. "The Elgar Companion to Hyman Minsky," Review of Political Economy, Taylor & Francis Journals, vol. 25(1), pages 175-177, January.
    3. Nadja König & Ingrid Größl, 2014. "Catching up with the Joneses and Borrowing Constraints: An Agent-based Analysis of Household Debt," Macroeconomics and Finance Series 201404, University of Hamburg, Department of Socioeconomics.

  56. E. Gaffeo & M. Catalano & F. Clementi & D. Delli Gatti & M. Gallegati & A. Russo, 2006. "Reflections on Modern Macroeconomics: Can We Travel Along a Safer Road?," Papers physics/0608148, arXiv.org.

    Cited by:

    1. Lengnick, Matthias, 2013. "Agent-based macroeconomics: A baseline model," Journal of Economic Behavior & Organization, Elsevier, vol. 86(C), pages 102-120.
    2. Colombier, Carsten, 2011. "Konjunktur und Wachstum [Business cycles fluctuations and long-term growth]," MPRA Paper 104739, University Library of Munich, Germany.
    3. Edoardo Gaffeo & Domenico Delli Gatti & Saul Desiderio & Mauro Gallegati, 2008. "Adaptive microfoundations for emergent macroeconomics," Department of Economics Working Papers 0802, Department of Economics, University of Trento, Italia.
    4. Newton J. Moura Jr. & Marcelo B. Ribeiro, 2008. "Evidence for the Gompertz Curve in the Income Distribution of Brazil 1978-2005," Papers 0812.2664, arXiv.org.
    5. Alberto Russo, 2017. "An Agent Based Macroeconomic Model with Social Classes and Endogenous Crises," 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 285-306, November.
    6. Neveu, Andre R., 2013. "Fiscal policy and business cycle characteristics in a heterogeneous agent macro model," Journal of Economic Behavior & Organization, Elsevier, vol. 92(C), pages 224-240.
    7. Wright, Ian, 2008. "Implicit Microfoundations for Macroeconomics," Economics Discussion Papers 2008-41, Kiel Institute for the World Economy (IfW Kiel).
    8. Özge Dilaver & Robert Calvert Jump & Paul Levine, 2018. "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.
    9. Russo, Alberto & Riccetti, Luca & Gallegati, Mauro, 2013. "Increasing Inequality and Financial Fragility in an An Agent Based Macroeconomic Model," MPRA Paper 51528, University Library of Munich, Germany.
    10. Pasquale Cirillo & Mauro Gallegati, 2012. "The Empirical Validation of an Agent-based Model," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 38(4), pages 525-547.
    11. Di Domenico, Lorenzo & Raberto, Marco & Safarzynska, Karolina, 2023. "Resource scarcity, circular economy and the energy rebound: A macro-evolutionary input-output model," Energy Economics, Elsevier, vol. 128(C).

  57. F. Clementi & M. Gallegati & G. Kaniadakis, 2006. "k-Generalized Statistics in Personal Income Distribution," Papers physics/0607293, arXiv.org, revised Feb 2007.

    Cited by:

    1. F. Clementi & M. Gallegati & G. Kaniadakis, 2012. "A generalized statistical model for the size distribution of wealth," Papers 1209.4787, arXiv.org, revised Dec 2012.
    2. Costas Efthimiou & Adam Wearne, 2016. "Household Income Distribution in the USA," Papers 1602.06234, arXiv.org.
    3. Sarabia, José María & Jordá, Vanesa, 2014. "Explicit expressions of the Pietra index for the generalized function for the size distribution of income," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 416(C), pages 582-595.
    4. Soares, Abner D. & Moura Jr., Newton J. & Ribeiro, Marcelo B., 2016. "Tsallis statistics in the income distribution of Brazil," Chaos, Solitons & Fractals, Elsevier, vol. 88(C), pages 158-171.
    5. Néda, Zoltán & Gere, István & Biró, Tamás S. & Tóth, Géza & Derzsy, Noemi, 2020. "Scaling in income inequalities and its dynamical origin," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 549(C).
    6. Tapiero, Oren J., 2013. "A maximum (non-extensive) entropy approach to equity options bid–ask spread," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(14), pages 3051-3060.
    7. Masato Okamoto, 2012. "Evaluation of the goodness of fit of new statistical size distributions with consideration of accurate income inequality estimation," Economics Bulletin, AccessEcon, vol. 32(4), pages 2969-2982.
    8. Masato Okamoto, 2014. "A flexible descriptive model for the size distribution of incomes," Economics Bulletin, AccessEcon, vol. 34(3), pages 1600-1610.
    9. F. Clementi & M. Gallegati, 2016. "New economic windows on income and wealth: The k-generalized family of distributions," Papers 1608.06076, arXiv.org.
    10. Anwar Shaikh, Amr Ragab, 2007. "WP 2007-3 An International Comparison of the Incomes of the Vast Majority," SCEPA working paper series. 2007-3, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.
    11. Chami Figueira, F. & Moura, N.J. & Ribeiro, M.B., 2011. "The Gompertz–Pareto income distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(4), pages 689-698.
    12. Bourguignon, Marcelo & Saulo, Helton & Fernandez, Rodrigo Nobre, 2016. "A new Pareto-type distribution with applications in reliability and income data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 457(C), pages 166-175.
    13. Elvis Oltean, 2016. "Modelling income, wealth, and expenditure data by use of Econophysics," Papers 1603.08383, arXiv.org.
    14. José María Sarabia & Vanesa Jordá & Lorena Remuzgo, 2017. "The Theil Indices in Parametric Families of Income Distributions—A Short Review," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 63(4), pages 867-880, December.
    15. Victor M. Yakovenko & J. Barkley Rosser, 2009. "Colloquium: Statistical mechanics of money, wealth, and income," Papers 0905.1518, arXiv.org, revised Dec 2009.

  58. F. Clementi & T. Di Matteo & M. Gallegati, 2006. "The Power-law Tail Exponent of Income Distributions," Papers physics/0603061, arXiv.org.

    Cited by:

    1. Costas Efthimiou & Adam Wearne, 2016. "Household Income Distribution in the USA," Papers 1602.06234, arXiv.org.
    2. Michal Brzezinski, 2013. "Do wealth distributions follow power laws? Evidence from "rich lists"," Papers 1304.0212, arXiv.org.
    3. Rota, Mauro & Schettino, Francesco & Spinesi, Luca, 2017. "Key inventors, teams and firm performance: The Italian case," Structural Change and Economic Dynamics, Elsevier, vol. 42(C), pages 13-25.
    4. Laura Carvalho & Corrado Di Guilmi, 2020. "Technological unemployment and income inequality: a stock-flow consistent agent-based approach," Journal of Evolutionary Economics, Springer, vol. 30(1), pages 39-73, January.
    5. Alberto Russo, 2009. "On the evolution of the Italian bank branch distribution," Economics Bulletin, AccessEcon, vol. 29(3), pages 2063-2078.
    6. Hu, Feng-Rung, 2008. "On the estimation of the power-law exponent in the mean-field Bouchaud–Mézard model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(18), pages 4605-4614.
    7. Boris M. Dolgonosov, 2018. "A Conceptual Model of the Relationship Among World Economy and Climate Indicators," Biophysical Economics and Resource Quality, Springer, vol. 3(1), pages 1-15, March.
    8. Jovanovic, Franck & Schinckus, Christophe, 2017. "Econophysics and Financial Economics: An Emerging Dialogue," OUP Catalogue, Oxford University Press, number 9780190205034.
    9. Lautier, Delphine & Raynaud, Franck, 2011. "Statistical properties of derivatives: A journey in term structures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(11), pages 2009-2019.
    10. C. Guilmi & F. Clementi & T. Matteo & M. Gallegati, 2008. "Social networks and labour productivity in Europe: an empirical investigation," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 3(1), pages 43-57, June.
    11. Ermanno Catullo & Antonio Palestrini & Ruggero Grilli & Mauro Gallegati, 2018. "Early warning indicators and macro-prudential policies: a credit network agent based model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(1), pages 81-115, April.
    12. Safari, Muhammad Aslam Mohd & Masseran, Nurulkamal & Ibrahim, Kamarulzaman, 2018. "Optimal threshold for Pareto tail modelling in the presence of outliers," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 169-180.
    13. Carl Chiarella & Corrado Di Guilmi, 2011. "Limit Distribution of Evolving Strategies in Financial Markets," Research Paper Series 294, Quantitative Finance Research Centre, University of Technology, Sydney.
    14. Liu, Shengli & Liang, Yongtu, 2021. "Statistics of catastrophic hazardous liquid pipeline accidents," Reliability Engineering and System Safety, Elsevier, vol. 208(C).
    15. Zoltan Kuscsik & Denis Horvath, 2007. "Statistical properties of agent-based market area model," Papers 0710.0459, arXiv.org.
    16. Victor M. Yakovenko & J. Barkley Rosser, 2009. "Colloquium: Statistical mechanics of money, wealth, and income," Papers 0905.1518, arXiv.org, revised Dec 2009.
    17. Guo, Qiang & Gao, Li, 2012. "Distribution of individual incomes in China between 1992 and 2009," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(21), pages 5139-5145.
    18. Coronel-Brizio, H.F. & Hernández-Montoya, A.R., 2010. "The Anderson–Darling test of fit for the power-law distribution from left-censored samples," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(17), pages 3508-3515.

  59. Enrico Scalas & Mauro Gallegati & Eric Guerci & David Mas & Alessandra Tedeschi, 2006. "Growth and Allocation of Resources in Economics: The Agent-Based Approach," Papers physics/0608221, arXiv.org.

    Cited by:

    1. Pavel Exner & Petr v{S}eba, 2007. "A Markov process associated with plot-size distribution in Czech Land Registry and its number-theoretic properties," Papers 0711.1836, arXiv.org, revised Dec 2007.
    2. Carmen Pellicer-Lostao & Ricardo Lopez-Ruiz, 2011. "Application of Chaotic Number Generators in Econophysics," Papers 1110.4506, arXiv.org, revised Oct 2011.
    3. Einar Jón Erlingsson & Simone Alfarano & Marco Raberto & Hlynur Stefánssonn, 2012. "On the distributional properties of size, profit and growth of Icelandic firms," Working Papers 2012/01, Economics Department, Universitat Jaume I, Castellón (Spain).
    4. Angle, John, 2011. "The particle system model of income and wealth more likely to imply an analogue of thermodynamics in social science," MPRA Paper 28864, University Library of Munich, Germany.

  60. Vincenzo Tola & Fabrizio Lillo & Mauro Gallegati & Rosario N. Mantegna, 2005. "Cluster analysis for portfolio optimization," Papers physics/0507006, arXiv.org.

    Cited by:

    1. Peter N. Posch & Daniel Ullmann & Dominik Wied, 2019. "Detecting structural changes in large portfolios," Empirical Economics, Springer, vol. 56(4), pages 1341-1357, April.
    2. Sebastiano Michele Zema & Giorgio Fagiolo & Tiziano Squartini & Diego Garlaschelli, 2021. "Mesoscopic Structure of the Stock Market and Portfolio Optimization," LEM Papers Series 2021/45, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    3. Fabrizio Durante & Roberta Pappadà & Nicola Torelli, 2015. "Clustering of time series via non-parametric tail dependence estimation," Statistical Papers, Springer, vol. 56(3), pages 701-721, August.
    4. Yuze Li & Shangrong Jiang & Yunjie Wei & Shouyang Wang, 2021. "Take Bitcoin into your portfolio: a novel ensemble portfolio optimization framework for broad commodity assets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-26, December.
    5. Tumminello, Michele & Lillo, Fabrizio & Mantegna, Rosario N., 2010. "Correlation, hierarchies, and networks in financial markets," Journal of Economic Behavior & Organization, Elsevier, vol. 75(1), pages 40-58, July.
    6. Djauhari, Maman Abdurachman & Gan, Siew Lee, 2015. "Optimality problem of network topology in stocks market analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 108-114.
    7. Kazemilari, Mansooreh & Mardani, Abbas & Streimikiene, Dalia & Zavadskas, Edmundas Kazimieras, 2017. "An overview of renewable energy companies in stock exchange: Evidence from minimal spanning tree approach," Renewable Energy, Elsevier, vol. 102(PA), pages 107-117.
    8. David Matesanz Gomez & Benno Torgler & Guillermo J. Ortega, 2013. "Measuring Global Economic Interdependence: A Hierarchical Network Approach," The World Economy, Wiley Blackwell, vol. 36(12), pages 1632-1648, December.
    9. Zhao, Longfeng & Wang, Gang-Jin & Wang, Mingang & Bao, Weiqi & Li, Wei & Stanley, H. Eugene, 2018. "Stock market as temporal network," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 506(C), pages 1104-1112.
    10. Yves Dominicy & Hiroaki Ogata & David Veredas, 2013. "Inference for vast dimensional elliptical distributions," Computational Statistics, Springer, vol. 28(4), pages 1853-1880, August.
    11. Sensoy, Ahmet & Tabak, Benjamin M., 2014. "Dynamic spanning trees in stock market networks: The case of Asia-Pacific," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 414(C), pages 387-402.
    12. Cai, Yumei & Cui, Xiaomei & Huang, Qianyun & Sun, Jianqiang, 2017. "Hierarchy, cluster, and time-stable information structure of correlations between international financial markets," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 562-573.
    13. Justo Puerto & Moises Rodr'iguez-Madrena & Andrea Scozzari, 2019. "Location and portfolio selection problems: A unified framework," Papers 1907.07101, arXiv.org.
    14. Mahdi Massahi & Masoud Mahootchi & Alireza Arshadi Khamseh, 2020. "Development of an efficient cluster-based portfolio optimization model under realistic market conditions," Empirical Economics, Springer, vol. 59(5), pages 2423-2442, November.
    15. Nicoló Musmeci & Tomaso Aste & T Di Matteo, 2015. "Relation between Financial Market Structure and the Real Economy: Comparison between Clustering Methods," PLOS ONE, Public Library of Science, vol. 10(3), pages 1-24, March.
    16. Krzysztof Urbanowicz & Peter Richmond & Janusz A. Holyst, 2006. "Risk evaluation with enhaced covariance matrix," Papers physics/0612059, arXiv.org, revised May 2007.
    17. Nikolaus Hautsch & Lada M. Kyj & Peter Malec, 2015. "Do High‐Frequency Data Improve High‐Dimensional Portfolio Allocations?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(2), pages 263-290, March.
    18. Gautier Marti & Frank Nielsen & Miko{l}aj Bi'nkowski & Philippe Donnat, 2017. "A review of two decades of correlations, hierarchies, networks and clustering in financial markets," Papers 1703.00485, arXiv.org, revised Nov 2020.
    19. Gautier Marti & Frank Nielsen & Philippe Donnat & S'ebastien Andler, 2016. "On clustering financial time series: a need for distances between dependent random variables," Papers 1603.07822, arXiv.org.
    20. Nicolo Musmeci & Tomaso Aste & Tiziana Di Matteo, 2014. "Relation between Financial Market Structure and the Real Economy: Comparison between Clustering Methods," Papers 1406.0496, arXiv.org, revised Jan 2015.
    21. Johann Pfitzinger & Nico Katzke, 2019. "A constrained hierarchical risk parity algorithm with cluster-based capital allocation," Working Papers 14/2019, Stellenbosch University, Department of Economics.
    22. Eom, Cheoljun & Park, Jong Won, 2018. "A new method for better portfolio investment: A case of the Korean stock market," Pacific-Basin Finance Journal, Elsevier, vol. 49(C), pages 213-231.
    23. Francesca Mariani & Gloria Polinesi & Maria Cristina Recchioni, 2022. "A tail-revisited Markowitz mean-variance approach and a portfolio network centrality," Computational Management Science, Springer, vol. 19(3), pages 425-455, July.
    24. Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2011. "Financial Risk Measurement for Financial Risk Management," PIER Working Paper Archive 11-037, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    25. Gautier Marti & Sébastien Andler & Frank Nielsen & Philippe Donnat, 2016. "Clustering Financial Time Series: How Long is Enough?," Post-Print hal-01400395, HAL.
    26. R'emy Chicheportiche, 2013. "Non-linear dependences in finance," Papers 1309.5073, arXiv.org.
    27. Gautier Marti & Philippe Very & Philippe Donnat & Frank Nielsen, 2015. "A proposal of a methodological framework with experimental guidelines to investigate clustering stability on financial time series," Papers 1509.05475, arXiv.org.
    28. Titi Purwandari & Riaman & Yuyun Hidayat & Sukono & Riza Andrian Ibrahim & Rizki Apriva Hidayana, 2023. "Selecting and Weighting Mechanisms in Stock Portfolio Design Based on Clustering Algorithm and Price Movement Analysis," Mathematics, MDPI, vol. 11(19), pages 1-22, October.
    29. Almeida, Lucas Milanez de Lima & Balanco, Paulo Antonio de Freitas, 2020. "Application of multivariate analysis as complementary instrument in studies about structural changes: An example of the multipliers in the US economy," Structural Change and Economic Dynamics, Elsevier, vol. 53(C), pages 189-207.
    30. Paolo Giudici & Gloria Polinesi & Alessandro Spelta, 2022. "Network models to improve robot advisory portfolios," Annals of Operations Research, Springer, vol. 313(2), pages 965-989, June.
    31. Sandoval, Leonidas & Franca, Italo De Paula, 2012. "Correlation of financial markets in times of crisis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(1), pages 187-208.
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    1. Eymann, Torsten & Streitberger, Werner & Veit, Daniel & Buss, Georg & Schnizler, Björn & Neumann, Dirk, 2006. "Theoretical and Computational Basis for CATNETS - Annual Report Year 2," Bayreuth Reports on Information Systems Management 9, University of Bayreuth, Chair of Information Systems Management.
    2. Veit, Daniel & Buss, Georg & Schnizler, Björn & Neumann, Dirk & Streitberger, Werner & Eymann, Torsten, 2007. "Theoretical and Computational Basis for CATNETS - Annual Report Year 3," Bayreuth Reports on Information Systems Management 23, University of Bayreuth, Chair of Information Systems Management.

  62. F. Clementi & M. Gallegati, 2005. "Pareto's Law of Income Distribution: Evidence for Germany, the United Kingdom, and the United States," Papers physics/0504217, arXiv.org, revised Mar 2006.

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    1. Jales, Hugo & Jiang, Boqian & Rosenthal, Stuart S., 2023. "JUE Insight: Using the mode to test for selection in city size wage premia," Journal of Urban Economics, Elsevier, vol. 133(C).
    2. Alberto CARDACI & Francesco SARACENO, 2015. "Inequality, Financialisation and Economic Crises: An Agent-Based Macro Model," Departmental Working Papers 2015-21, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    3. Lichard, Tomáš & Hanousek, Jan & Filer, Randall K., 2012. "Measuring the Shadow Economy: Endogenous Switching Regression with Unobserved Separation," IZA Discussion Papers 6901, Institute of Labor Economics (IZA).
    4. Ma, Lin & Ruzic, Dimitrije, 2020. "Globalization and top income shares," Journal of International Economics, Elsevier, vol. 125(C).
    5. Alberto Cardaci & Francesco Saraceno, 2015. "Inequality, Financialisation and Economic Crisis : an Agent-Based Model," Documents de Travail de l'OFCE 2015-27, Observatoire Francais des Conjonctures Economiques (OFCE).
    6. Safari, Muhammad Aslam Mohd & Masseran, Nurulkamal & Ibrahim, Kamarulzaman, 2018. "A robust semi-parametric approach for measuring income inequality in Malaysia," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 512(C), pages 1-13.
    7. Fabio Fiorillo & Agnese Sacchi, 2012. "The Political Economy of the Standard Level of Services: The Role of Income Distribution," CESifo Working Paper Series 3696, CESifo.
    8. Nuno Trindade Magessi & Luis Antunes, 2015. "Risk Perception and Risk Attitude on a Tax Evasion Context," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 7(3), pages 127-149, September.
    9. Cowell, Frank, 2011. "Inequality among the wealthy," LSE Research Online Documents on Economics 43897, London School of Economics and Political Science, LSE Library.
    10. Yoseph Getachew & Stephen Turnovsky, 2015. "Productive Government Spending and its Consequences for the Growth–Inequality Tradeoff," Working Papers 201520, University of Pretoria, Department of Economics.
    11. Vladimir Hlasny, 2020. "Parametric Representation of the Top of Income Distributions: Options, Historical Evidence and Model Selection," Commitment to Equity (CEQ) Working Paper Series 90, Tulane University, Department of Economics.
    12. Alberto Cardaci & Francesco Saraceno, 2015. "Inequality, Financialisation and economic crises : an agent-based model," Working Papers hal-03470036, HAL.
    13. Bawa, Siraj, 2017. "Corporate Taxation in the Open Economy without Pareto," MPRA Paper 80857, University Library of Munich, Germany, revised Aug 2017.
    14. Alberto Russo, 2009. "On the evolution of the Italian bank branch distribution," Economics Bulletin, AccessEcon, vol. 29(3), pages 2063-2078.
    15. Atsushi Ishida, 2018. "A Bayesian Analysis of Income Distribution Image," SAGE Open, , vol. 8(2), pages 21582440187, May.
    16. Charlotte Bartels & Maria Metzing, 2017. "An Integrated Approach for Top-Corrected Ginis," SOEPpapers on Multidisciplinary Panel Data Research 895, DIW Berlin, The German Socio-Economic Panel (SOEP).
    17. Alberto Cardaci & Francesco Saraceno, 2017. "Inequality and Imbalances : a Monetary Union Agent-Based Model," Documents de Travail de l'OFCE 2017-30, Observatoire Francais des Conjonctures Economiques (OFCE).
    18. Gao, Li, 2015. "Evolution of consumption distribution and model of wealth distribution in China between 1995 and 2012," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 429(C), pages 76-86.
    19. Frank A. Cowell & Philippe Kerm, 2015. "Wealth Inequality: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 29(4), pages 671-710, September.
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    22. Barigozzi, Matteo & Alessi, Lucia & Capasso, Marco & Fagiolo, Giorgio, 2009. "The distribution of households consumption-expenditure budget shares," Working Paper Series 1061, European Central Bank.
    23. Yi Wen, 2009. "When does heterogeneity matter?," Working Papers 2009-024, Federal Reserve Bank of St. Louis.
    24. Moshe Levy & Adi Rizansky Nir, 2014. "The Pricing of Breakthrough Drugs: Theory and Policy Implications," PLOS ONE, Public Library of Science, vol. 9(11), pages 1-12, November.
    25. Cardaci, Alberto & Saraceno, Francesco, 2016. "Inequality, Financialisation and Credit Booms - a Model of Two Crises," LEAP Working Papers 2016/2, Luiss Institute for European Analysis and Policy.
    26. Giorgio Fagiolo & Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2007. "On the distributional properties of household consumption expenditures. The case of Italy," LEM Papers Series 2007/24, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    27. L. Crosato & P. Ganugi, 2007. "Statistical regularity of firm size distribution: the Pareto IV and truncated Yule for Italian SCI manufacturing," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 16(1), pages 85-115, June.
    28. Mattheus Brenig & Till Proeger, 2018. "Putting a Price Tag on Security: Subjective Well-Being and Willingness-to-Pay for Crime Reduction in Europe," Journal of Happiness Studies, Springer, vol. 19(1), pages 145-166, January.
    29. Alberto Cardaci & Francesco Saraceno, 2015. "Inequality, Financialisation and economic crises : an agent-based model," SciencePo Working papers Main hal-03470036, HAL.
    30. Anwar Shaikh & Juan Esteban Jacobo, 2019. "Economic Arbitrage and the Econophysics of Income Inequality," Working Papers 1902, New School for Social Research, Department of Economics.
    31. Chakrabarti, Anindya S. & Chakrabarti, Bikas K., 2010. "Statistical theories of income and wealth distribution," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 4, pages 1-31.
    32. Pierpaolo Andriani & Bill McKelvey, 2007. "Beyond Gaussian averages: redirecting international business and management research toward extreme events and power laws," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 38(7), pages 1212-1230, December.
    33. Ji, Qing & Wang, Chunan & Fan, Ying, 2022. "Environmental and welfare effects of vehicle purchase tax: Evidence from China," Energy Economics, Elsevier, vol. 115(C).
    34. Ni Zhan, 2021. "Where does the Stimulus go? Deep Generative Model for Commercial Banking Deposits," Papers 2101.09230, arXiv.org.
    35. Matteo Barigozzi & Lucia Alessi & Marco Capasso & Giorgio Fagiolo, 2008. "The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households," Papers on Economics and Evolution 2008-09, Philipps University Marburg, Department of Geography.
    36. Friedman, D. & Fan, J. & Gair, J. & Iyer, S. & Redlicki, B. & Velu, C., 2020. "A Simulation Study of How Religious Fundamentalism Takes Root," Cambridge Working Papers in Economics 2089, Faculty of Economics, University of Cambridge.
    37. Zhao, Bo, 2020. "COVID-19 pandemic, health risks, and economic consequences: Evidence from China," China Economic Review, Elsevier, vol. 64(C).
    38. Sam K. Hui & Jehoshua Eliashberg & Edward I. George, 2008. "Modeling DVD Preorder and Sales: An Optimal Stopping Approach," Marketing Science, INFORMS, vol. 27(6), pages 1097-1110, 11-12.
    39. Robert Grafstein, 2018. "The problem of polarization," Public Choice, Springer, vol. 176(1), pages 315-340, July.
    40. Igor D. S. Siciliani & Marcelo H. R. Tragtenberg, 2017. "Kinetic theory and Brazilian income distribution," Papers 1709.06480, arXiv.org.
    41. Anand Sahasranaman, 2020. "Long term dynamics of poverty transitions in India," Papers 2010.06954, arXiv.org.
    42. Tomáš Lichard & Jan Hanousek & Randall K. Filer, 2021. "Hidden in plain sight: using household data to measure the shadow economy," Empirical Economics, Springer, vol. 60(3), pages 1449-1476, March.
    43. Victor M. Yakovenko & J. Barkley Rosser, 2009. "Colloquium: Statistical mechanics of money, wealth, and income," Papers 0905.1518, arXiv.org, revised Dec 2009.
    44. D'Orazio, Paola, 2019. "Income inequality, consumer debt, and prudential regulation: An agent-based approach to study the emergence of crises and financial instability," Economic Modelling, Elsevier, vol. 82(C), pages 308-331.

  63. Marco Gallegati & Mauro Gallegati, 2005. "Wavelet variance and correlation analyses of output in G7 countries," Macroeconomics 0512017, University Library of Munich, Germany.

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    1. Mpoha, Salifya & Bonga-Bonga, Lumengo, 2021. "Spillover effects from China and the US to global emerging markets: a dynamic analysis," MPRA Paper 109349, University Library of Munich, Germany.
    2. Chakrabarty, Anindya & De, Anupam & Gunasekaran, Angappa & Dubey, Rameshwar, 2015. "Investment horizon heterogeneity and wavelet: Overview and further research directions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 429(C), pages 45-61.
    3. João Martins, 2022. "Bond Yields Movement Similarities and Synchronization in the G7: A Time–Frequency Analysis," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 18(2), pages 189-214, July.
    4. Atilla Cifter & Alper Ozun, 2008. "Multiscale Systematic Risk: an Application on the ISE-30," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 10(38), pages 1-24.
    5. Ijaz Younis & Cheng Longsheng & Muhammad Farhan Basheer & Ahmed Shafique Joyo, 2020. "Stock market comovements among Asian emerging economies: A wavelet-based approach," PLOS ONE, Public Library of Science, vol. 15(10), pages 1-23, October.

  64. F. Clementi & M. Gallegati, 2004. "Power Law Tails in the Italian Personal Income Distribution," Papers cond-mat/0408067, arXiv.org.

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    1. Elisa Palagi & Mauro Napoletano & Andrea Roventini & Jean-Luc Gaffard, 2021. "An agent-based model of trickle-up growth and income inequality," Working Papers hal-03373193, HAL.
    2. Pascal Seppecher & Isabelle Salle, 2015. "Deleveraging crises and deep recessions: a behavioural approach," Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3771-3790, July.
    3. Nakamoto, Yasuhiro, 2015. "Heterogeneous EIS and Wealth Distribution in a Neoclassical Growth Model," MPRA Paper 67026, University Library of Munich, Germany.
    4. Coelho, Ricardo & Richmond, Peter & Barry, Joseph & Hutzler, Stefan, 2008. "Double power laws in income and wealth distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(15), pages 3847-3851.
    5. Elvis Oltean & Fedor Kusmartsev, 2014. "An Econophysical dynamical approach of expenditure and income distribution in the UK," Papers 1410.3851, arXiv.org, revised Mar 2016.
    6. Costas Efthimiou & Adam Wearne, 2016. "Household Income Distribution in the USA," Papers 1602.06234, arXiv.org.
    7. Jess Benhabib & Alberto Bisin & Shenghao Zhu, 2014. "The Wealth Distribution in Bewley Models with Investment Risk," NBER Working Papers 20157, National Bureau of Economic Research, Inc.
    8. Michal Brzezinski, 2013. "Do wealth distributions follow power laws? Evidence from "rich lists"," Papers 1304.0212, arXiv.org.
    9. Rota, Mauro & Schettino, Francesco & Spinesi, Luca, 2017. "Key inventors, teams and firm performance: The Italian case," Structural Change and Economic Dynamics, Elsevier, vol. 42(C), pages 13-25.
    10. Geoff Willis, 2011. "Why Money Trickles Up - Wealth & Income Distributions," Papers 1105.2122, arXiv.org, revised May 2011.
    11. Maia, Adriano & Matsushita, Raul & Demarcus, Antonio & Da Silva, Sergio, 2023. "Scalability in a two-class interoccupational earnings distribution model," SocArXiv 23brg, Center for Open Science.
    12. Benhabib, Jess & Bisin, Alberto & Zhu, Shenghao, 2015. "The wealth distribution in Bewley economies with capital income risk," Journal of Economic Theory, Elsevier, vol. 159(PA), pages 489-515.
    13. Maria Letizia Bertotti & Giovanni Modanese, 2011. "From microscopic taxation and redistribution models to macroscopic income distributions," Papers 1109.0606, arXiv.org.
    14. Guimarães, P. W., 2006. "Variação de renda familiar, desigualdade e pobreza no Brasil no período 2001 a 2005 [Variation of famliy income, inequality and poverty in Brazil in the period 2001 to 2005]," MPRA Paper 5517, University Library of Munich, Germany, revised 2006.
    15. Alberto Russo, 2009. "On the evolution of the Italian bank branch distribution," Economics Bulletin, AccessEcon, vol. 29(3), pages 2063-2078.
    16. Maia, Adriano & Matsushita, Raul & Da Silva, Sergio, 2020. "Earnings distributions of scalable vs. non-scalable occupations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 560(C).
    17. Charlotte Bartels & Maria Metzing, 2017. "An Integrated Approach for Top-Corrected Ginis," SOEPpapers on Multidisciplinary Panel Data Research 895, DIW Berlin, The German Socio-Economic Panel (SOEP).
    18. Jess Benhabib & Alberto Bisin, 2016. "Skewed Wealth Distributions: Theory and Empirics," NBER Working Papers 21924, National Bureau of Economic Research, Inc.
    19. Makowsky, Michael D., 2011. "Religion, clubs, and emergent social divides," Journal of Economic Behavior & Organization, Elsevier, vol. 80(1), pages 74-87.
    20. Tomson Ogwang, 2011. "Power laws in top wealth distributions: evidence from Canada," Empirical Economics, Springer, vol. 41(2), pages 473-486, October.
    21. Ogwang, Tomson, 2013. "Is the wealth of the world’s billionaires Paretian?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(4), pages 757-762.
    22. F. Clementi & M. Gallegati, 2005. "Pareto's Law of Income Distribution: Evidence for Germany, the United Kingdom, and the United States," Papers physics/0504217, arXiv.org, revised Mar 2006.
    23. Tommaso Ciarli & André Lorentz & Maria Savona & Marco Valente, 2008. "The Effect of Consumption and Production Structure on Growth and Distribution. A Micro to Macro Model," Papers on Economics and Evolution 2008-13, Philipps University Marburg, Department of Geography.
    24. Cui, Jian & Pan, Qiuhui & Qian, Qian & He, Mingfeng & Sun, Qilin, 2013. "A multi-agent dynamic model based on different kinds of bequests," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(6), pages 1393-1397.
    25. J. R. Iglesias & R. M. C. de Almeida, 2011. "Entropy and equilibrium state of free market models," Papers 1108.5725, arXiv.org.
    26. Jess Benhabib & Alberto Bisin, 2009. "The distribution of wealth and fiscal policy in economies with finitely lived agents," NBER Working Papers 14730, National Bureau of Economic Research, Inc.
    27. Xu, Yan & Wang, Yougui & Tao, Xiaobo & Ližbetinová, Lenka, 2017. "Evidence of Chinese income dynamics and its effects on income scaling law," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 487(C), pages 143-152.
    28. Giorgio Fagiolo & Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2007. "On the distributional properties of household consumption expenditures. The case of Italy," LEM Papers Series 2007/24, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    29. Bertotti, Maria Letizia & Modanese, Giovanni, 2011. "From microscopic taxation and redistribution models to macroscopic income distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(21), pages 3782-3793.
    30. Viktor Stojkoski & Petar Jolakoski & Arnab Pal & Trifce Sandev & Ljupco Kocarev & Ralf Metzler, 2021. "Income inequality and mobility in geometric Brownian motion with stochastic resetting: theoretical results and empirical evidence of non-ergodicity," Papers 2109.01822, arXiv.org.
    31. Berman, Yonatan & Aste, Tomaso, 2016. "To what extent does immigration affect inequality?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 1029-1039.
    32. Arnab Chatterjee & Bikas K Chakrabarti, 2005. "Ideal-Gas Like Markets: Effect of Savings," Papers physics/0507136, arXiv.org, revised Jul 2005.
    33. Chakrabarti, Anindya S. & Chakrabarti, Bikas K., 2010. "Statistical theories of income and wealth distribution," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 4, pages 1-31.
    34. William L Gottesman & Andrew James Reagan & Peter Sheridan Dodds, 2014. "Collective Philanthropy: Describing and Modeling the Ecology of Giving," PLOS ONE, Public Library of Science, vol. 9(7), pages 1-12, July.
    35. Emanuele Ciola & Gabriele Tedeschi, 2021. "From interaction to business fluctuations: How credit network explain cycles," Working Papers 2021/01, Economics Department, Universitat Jaume I, Castellón (Spain).
    36. Fix, Blair, 2021. "Redistributing Income Through Hierarchy," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue 98, pages 58-86.
    37. Roy Cerqueti & Marcel Ausloos, 2015. "Statistical assessment of regional wealth inequalities: the Italian case," Quality & Quantity: International Journal of Methodology, Springer, vol. 49(6), pages 2307-2323, November.
    38. Asif, Muhammad & Hussain, Zawar & Asghar, Zahid & Hussain, Muhammad Irfan & Raftab, Mariya & Shah, Said Farooq & Khan, Akbar Ali, 2021. "A statistical evidence of power law distribution in the upper tail of world billionaires’ data 2010–20," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 581(C).
    39. López, Ramón & Sturla Zerene, Gino, 2020. "Hyper-fortunes and the super-rich: why a wealth tax makes sense," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
    40. Richmond, Peter & Repetowicz, Przemek & Hutzler, Stefan & Coelho, Ricardo, 2006. "Comments on recent studies of the dynamics and distribution of money," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(1), pages 43-48.
    41. Elvis Oltean, 2016. "Modelling income, wealth, and expenditure data by use of Econophysics," Papers 1603.08383, arXiv.org.
    42. Domma, Filippo & Condino, Francesca & Giordano, Sabrina, 2018. "A new formulation of the Dagum distribution in terms of income inequality and poverty measures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 511(C), pages 104-126.
    43. Jess Benhabib & Alberto Bisin, 2006. "The distribution of wealth and redistributive policies," 2006 Meeting Papers 368, Society for Economic Dynamics.
    44. Victor M. Yakovenko & J. Barkley Rosser, 2009. "Colloquium: Statistical mechanics of money, wealth, and income," Papers 0905.1518, arXiv.org, revised Dec 2009.
    45. Blair Fix, 2018. "Hierarchy and the power-law income distribution tail," Journal of Computational Social Science, Springer, vol. 1(2), pages 471-491, September.
    46. C. García & J. García Pérez & J. Dorp, 2011. "Modeling heavy-tailed, skewed and peaked uncertainty phenomena with bounded support," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 20(4), pages 463-486, November.
    47. D'Orazio, Paola, 2019. "Income inequality, consumer debt, and prudential regulation: An agent-based approach to study the emergence of crises and financial instability," Economic Modelling, Elsevier, vol. 82(C), pages 308-331.
    48. Guo, Qiang & Gao, Li, 2012. "Distribution of individual incomes in China between 1992 and 2009," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(21), pages 5139-5145.
    49. Silvia Leoni, 2022. "An Agent-Based Model for Tertiary Educational Choices in Italy," Research in Higher Education, Springer;Association for Institutional Research, vol. 63(5), pages 797-824, August.
    50. Michał Brzeziński, 2013. "Robust estimation of the Pareto index: A Monte Carlo Analysis," Working Papers 2013-32, Faculty of Economic Sciences, University of Warsaw.

  65. Corrado Di Guilmi & Edoardo Gaffeo & Mauro Gallegati & Antonio Palestrini, 2004. "International evidence on business cycle magnitude dependence," Papers cond-mat/0401495, arXiv.org.

    Cited by:

    1. Chiarella, Carl & Di Guilmi, Corrado, 2011. "The financial instability hypothesis: A stochastic microfoundation framework," Journal of Economic Dynamics and Control, Elsevier, vol. 35(8), pages 1151-1171, August.
    2. Ruggero GRILLI & Gabriele TEDESCHI & Mauro GALLEGATI, 2012. "Markets connectivity and financial contagion," Working Papers 382, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    3. Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2014. "Bank interlinkages and macroeconomic stability," International Review of Economics & Finance, Elsevier, vol. 34(C), pages 72-88.

  66. Domenico Delli Gatti & Mauro Gallegati & Alberto Russo, 2004. "Technological Innovation, Financial Fragility and Complex Dynamics," Discussion Papers 2004/31, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.

    Cited by:

    1. Marco Guerrazzi, 2005. "Notes on Continuous Dynamic Models: the Benhabib-Farmer Condition for Indeterminacy," Discussion Papers 2005/54, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
    2. Fanti, Lucrezia, 2018. "An AB-SFC Model of Induced Technical Change along Classical and Keynesian Lines," MPRA Paper 86929, University Library of Munich, Germany.
    3. Lucrezia Fanti, 2021. "‘Kaldor Facts’ and the decline of Wage Share: An agent based-stock flow consistent model of induced technical change along Classical and Keynesian lines," Journal of Evolutionary Economics, Springer, vol. 31(2), pages 379-415, April.
    4. Lorenzo Corsini & Pier Mario Pacini & Luca Spataro, 2010. "Workers' Choice on Pension Schemes: an Assessment of the Italian TFR Reform Through Theory and Simulations," Discussion Papers 2010/96, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
    5. Maurizio Lisciandra, 2007. "The Role of Reciprocating Behaviour in Contract Choice," Discussion Papers 2007/65, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.

  67. Yoshi Fujiwara & Corrado Di Guilmi & Hideaki Aoyama & Mauro Gallegati & Wataru Souma, 2003. "Do Pareto-Zipf and Gibrat laws hold true? An analysis with European Firms," Papers cond-mat/0310061, arXiv.org, revised Nov 2003.

    Cited by:

    1. Cirillo, Pasquale & Hüsler, Jürg, 2009. "On the upper tail of Italian firms’ size distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(8), pages 1546-1554.
    2. Petra Štamfestová & Lukáš Sobíšek & Jiří Hnilica, 2023. "Firm Size Distribution in the Central European Context," Central European Business Review, Prague University of Economics and Business, vol. 2023(5), pages 151-175.
    3. Yuichi Ikeda & Hideaki Aoyama & Hiroshi Iyetomi & Yoshi Fujiwara & Wataru Souma, 2008. "Correlated performance of firms in a transaction network," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 3(1), pages 73-80, June.
    4. John Pencavel, 2013. "The Changing Size Distribution of U.S. Trade Unions and Its Description by Pareto's Distribution," Discussion Papers 12-011, Stanford Institute for Economic Policy Research.
    5. Ishikawa, Atushi & Fujimoto, Shouji & Mizuno, Takayuki, 2011. "Shape of growth-rate distribution determines the type of Non-Gibrat’s Property," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(23), pages 4273-4285.
    6. Segarra, Agustí & Teruel, Mercedes, 2012. "An appraisal of firm size distribution: Does sample size matter?," Journal of Economic Behavior & Organization, Elsevier, vol. 82(1), pages 314-328.
    7. Lyócsa, Štefan & Výrost, Tomáš, 2018. "Scale-free distribution of firm-size distribution in emerging economies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 508(C), pages 501-505.
    8. Ikeda, Yuichi & Aoyama, Hideaki & Iyetomi, Hiroshi & Fujiwara, Yoshi & Souma, Wataru & Kaizoji, Taisei, 2007. "Response of firm agent network to exogenous shock," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(1), pages 138-148.
    9. 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, vol. 11(S1), pages 62-79, November.
    10. Massing, Till & Puente-Ajovín, Miguel & Ramos, Arturo, 2020. "On the parametric description of log-growth rates of cities’ sizes of four European countries and the USA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 551(C).
    11. Xavier Gabaix & Parameswaran Gopikrishnan & Vasiliki Plerou & H. Eugene Stanley, 2005. "Institutional Investors and Stock Market Volatility," NBER Working Papers 11722, National Bureau of Economic Research, Inc.
    12. Ishikawa, Atushi, 2009. "Power-Law and Log-Normal Distributions in Temporal Changes of Firm-Size Variables," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-25.
    13. Watanabe, Hayafumi & Takayasu, Hideki & Takayasu, Misako, 2013. "Relations between allometric scalings and fluctuations in complex systems: The case of Japanese firms," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(4), pages 741-756.
    14. Xavier Gabaix, 2011. "The Granular Origins of Aggregate Fluctuations," Econometrica, Econometric Society, vol. 79(3), pages 733-772, May.
    15. Xavier Gabaix & Augustin Landier, 2008. "Why has CEO Pay Increased So Much?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 123(1), pages 49-100.
    16. Montebruno, Piero & Bennett, Robert J. & van Lieshout, Carry & Smith, Harry, 2019. "A tale of two tails: Do Power Law and Lognormal models fit firm-size distributions in the mid-Victorian era?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 858-875.
    17. Keiichi Kishi, 2016. "Technology Diffusion, Pareto Distribution, and Patent Policy," Discussion Papers in Economics and Business 16-31, Osaka University, Graduate School of Economics.
    18. Jan Schulz & Daniel M. Mayerhoffer, 2021. "Equal chances, unequal outcomes? Network-based evolutionary learning and the industrial dynamics of superstar firms," Journal of Business Economics, Springer, vol. 91(9), pages 1357-1385, November.
    19. Stefano Battiston & Joao F. Rodrigues & Hamza Zeytinoglu, 2007. "The Network Of Inter-Regional Direct Investment Stocks Across Europe," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 29-51.
    20. Atushi Ishikawa, 2007. "The uniqueness of company size distribution function from tent-shaped growth rate distribution," Papers physics/0702248, arXiv.org.
    21. Reginster, Alexandre, 2021. "A stochastic analysis of firm dynamics: Their impact on the firm size distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 570(C).
    22. Wang, Yuanjun & You, Shibing, 2016. "An alternative method for modeling the size distribution of top wealth," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 457(C), pages 443-453.
    23. Faustino Prieto & José María Sarabia & Enrique Calderín-Ojeda, 2021. "The nonlinear distribution of employment across municipalities," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(2), pages 287-307, April.
    24. Kiyoyasu Tanaka & Naomi Hatsukano, 2011. "The size distribution of all Cambodian establishments," Economics Bulletin, AccessEcon, vol. 31(3), pages 2128-2137.
    25. Ian Wright, 2004. "A conjecture on the distribution of firm profit," Papers cond-mat/0407687, arXiv.org, revised Mar 2011.
    26. Andreev, Vsevolod & Lukiyanova, Violetta & Kadyshev, Evgenii, 2017. "Analysis of people territorial distribution in regions of the Volga Federal District on the base of Zipf and Gibrat laws," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 48, pages 97-121.
    27. Atushi Ishikawa, 2007. "Quasistatically varying log-normal distribution in the middle scale region of Japanese land prices," Papers 0710.1893, arXiv.org.
    28. Qigang Yuan & Yanping Zhao & Hui Shang & Wei Zhang & Zaghum Umar, 2016. "Financing constraints on the size distribution of industrial firms: the Chinese experience," Applied Economics, Taylor & Francis Journals, vol. 48(41), pages 3899-3911, September.
    29. Atushi Ishikawa & Shouji Fujimoto & Takayuki Mizuno, 2019. "Statistical law observed in inactive rate of firms," Evolutionary and Institutional Economics Review, Springer, vol. 16(1), pages 201-212, June.
    30. Tamotsu Onozaki, 2018. "Nonlinearity, Bounded Rationality, and Heterogeneity," Springer Books, Springer, number 978-4-431-54971-0, September.
    31. Giuseppe Toscani, 2016. "Kinetic and mean field description of Gibrat's law," Papers 1606.04796, arXiv.org.
    32. Mizuno, Takayuki & Ishikawa, Atushi & Fujimoto, Shouji & Watanabe, Tsutomu, 2011. "Power Laws in Firm Productivity," Working Paper Series 11, Center for Interfirm Network, Institute of Economic Research, Hitotsubashi University.
    33. Atushi Ishikawa & Shouji Fujimoto & Takayuki Mizuno, 2021. "Why does production function take the Cobb–Douglas form?," Evolutionary and Institutional Economics Review, Springer, vol. 18(1), pages 79-102, April.
    34. Atushi Ishikawa & Shouji Fujimoto & Takayuki Mizuno & Tsutomu Watanabe, 2016. "Long-term firm growth properties derived from short-term laws of sales and number of employees in Japan and France," Evolutionary and Institutional Economics Review, Springer, vol. 13(2), pages 409-422, December.
    35. Wright, Ian, 2008. "Implicit Microfoundations for Macroeconomics," Economics Discussion Papers 2008-41, Kiel Institute for the World Economy (IfW Kiel).
    36. Fujimoto, S. & Ishikawa, A. & Mizuno, T. & Watanabe, T. & 渡辺, 努 & ワタナベ, ツトム, 2011. "A New Method for Measuring Tail Exponents of Firm Size Distributions," Working Paper Series 7, Center for Interfirm Network, Institute of Economic Research, Hitotsubashi University.
    37. Atushi Ishikawa & Takayuki Mizuno & Shouji Fujimoto, 2022. "Employee Number Dependence in Labor Productivity Distribution," The Review of Socionetwork Strategies, Springer, vol. 16(2), pages 465-477, October.
    38. Ishikawa, Atushi, 2006. "Pareto index induced from the scale of companies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 363(2), pages 367-376.
    39. Kitt, Robert & Kalda, Jaan, 2005. "Scaling analysis of multi-variate intermittent time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 353(C), pages 480-492.
    40. Shouji Fujimoto & Atushi Ishikawa & Takayuki Mizuno, 2022. "Copula-Based Synthetic Data Generation in Firm-Size Variables," The Review of Socionetwork Strategies, Springer, vol. 16(2), pages 479-492, October.
    41. Kishi, Keiichi, 2019. "Technology diffusion, innovation size, and patent policy," European Economic Review, Elsevier, vol. 118(C), pages 382-410.
    42. Robert Kitt & Jaan Kalda, 2005. "Scaling analysis of multivariate intermittent time series," Papers cond-mat/0501325, arXiv.org.
    43. Ramón Rufín & Cayetano Medina, 2008. "Market delimitation, firm survival and growth in service industries," The Service Industries Journal, Taylor & Francis Journals, vol. 30(9), pages 1401-1417, September.
    44. Sui, Xin & Li, Liang, 2018. "Guarantee network model and risk contagion," Chaos, Solitons & Fractals, Elsevier, vol. 106(C), pages 323-329.
    45. 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.
    46. Atushi Ishikawa & Shouji Fujimoto & Takayuki Mizuno & Tsutomu Watanabe, 2017. "Dependence of the decay rate of firm activities on firm age," Evolutionary and Institutional Economics Review, Springer, vol. 14(2), pages 351-362, December.
    47. Chen Ge & Shu-Guang Zhang & Bin Wang, 2020. "Modeling the joint distribution of firm size and firm age based on grouped data," PLOS ONE, Public Library of Science, vol. 15(7), pages 1-19, July.
    48. Hayafumi Watanabe & Hideki Takayasu & Misako Takayasu, 2011. "Biased diffusion on Japanese inter-firm trading network: Estimation of sales from network structure," Papers 1111.4852, arXiv.org.
    49. Atushi Ishikawa, 2007. "The log-normal distribution from Non-Gibrat's law in the middle scale region of profits," Papers 0705.1056, arXiv.org.
    50. Ishikawa, Atushi, 2008. "Power-Law and Log-Normal Distributions in Firm Size Displacement Data," Economics Discussion Papers 2008-45, Kiel Institute for the World Economy (IfW Kiel).
    51. Fujimoto, Shouji & Ishikawa, Atushi & Mizuno, Takayuki & Watanabe, Tsutomu, 2011. "A new method for measuring tail exponents of firm size distributions," Economics Discussion Papers 2011-29, Kiel Institute for the World Economy (IfW Kiel).
    52. Sui, Xin & Li, Liang & Chen, Xiaohui, 2020. "Risk contagion caused by interactions between credit and guarantee networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 539(C).
    53. Tatsuo Yanagita & Tamotsu Onozaki, 2008. "Dynamics of a market with heterogeneous learning agents," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 3(1), pages 107-118, June.
    54. Wang Dahui & Zhou Li & Di Zengru, 2005. "Bipartite Producer-Consumer Networks and the Size Distribution of Firms," Papers physics/0507163, arXiv.org.
    55. Xavier Gabaix, 2008. "Power Laws in Economics and Finance," NBER Working Papers 14299, National Bureau of Economic Research, Inc.
    56. Xu, Yan & Wang, Yougui & Tao, Xiaobo & Ližbetinová, Lenka, 2017. "Evidence of Chinese income dynamics and its effects on income scaling law," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 487(C), pages 143-152.
    57. Atushi Ishikawa & Shouji Fujimoto & Tsutomu Watanabe & Takayuki Mizuno, 2012. "The Emergence of Different Tail Exponents in the Distributions of Firm Size Variables," UTokyo Price Project Working Paper Series 003, University of Tokyo, Graduate School of Economics, revised Dec 2012.
    58. Masashi Tomoyose & Shouji Fujimoto & Atushi Ishikawa, 2008. "Non-Gibrat's law in the middle scale region," Papers 0809.3060, arXiv.org.
    59. Gallegati, Mauro & Kirman, Alan, 2019. "20 years of WEHIA: A journey in search of a safer road," Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 5-14.
    60. Wright, Ian, 2005. "The social architecture of capitalism," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 346(3), pages 589-620.
    61. Ying Fan & Menghui Li & Zengru Di, 2004. "Increasing Returns to Scale, Dynamics of Industrial Structure and Size Distribution of Firms," Papers cond-mat/0407383, arXiv.org.
    62. Fujiwara, Yoshi & Aoyama, Hideaki & Di Guilmi, Corrado & Souma, Wataru & Gallegati, Mauro, 2004. "Gibrat and Pareto–Zipf revisited with European firms," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 344(1), pages 112-116.
    63. Giulio Bottazzi & Davide Pirino & Federico Tamagni, 2013. "Zipf Law and the Firm Size Distribution: a critical discussion of popular estimators," LEM Papers Series 2013/17, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    64. Andrew T. Balthrop, 2021. "Gibrat’s law in the trucking industry," Empirical Economics, Springer, vol. 61(1), pages 339-354, July.
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    94. Coelho, Ricardo & Néda, Zoltán & Ramasco, José J. & Augusta Santos, Maria, 2005. "A family-network model for wealth distribution in societies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 353(C), pages 515-528.
    95. Marko Peric & Vanja Vitezic, 2016. "Impact of global economic crisis on firm growth," Small Business Economics, Springer, vol. 46(1), pages 1-12, January.
    96. Yue Xu & Zebin Wang & Yung-Ho Chiu & Fangrong Ren, 2020. "Research on energy-saving and emissions reduction efficiency in Chinese thermal power companies," Energy & Environment, , vol. 31(5), pages 903-919, August.

  68. Carl Chiarella & Mauro Gallegati & Roberto Leombruni & Antonio Palestrini, 2002. "Asset Price Dynamics among Heterogeneous Interacting Agents," Computing in Economics and Finance 2002 222, Society for Computational Economics.

    Cited by:

    1. Weihong HUANG & Wanying Wang, 2012. "Price-Volume Relations in Financial Market," Economic Growth Centre Working Paper Series 1209, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
    2. Orlando Gomes, 2008. "Decentralized Allocation of Human Capital and Nonlinear Growth," Computational Economics, Springer;Society for Computational Economics, vol. 31(1), pages 45-75, February.
    3. V. Alfi & L. Pietronero & A. Zaccaria, 2008. "Minimal Agent Based Model For The Origin And Self-Organization Of Stylized Facts In Financial Markets," Papers 0807.1888, arXiv.org.
    4. Ducha, F.A. & Atman, A.P.F. & Bosco de Magalhães, A.R., 2021. "Information flux in complex networks: Path to stylized facts," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 566(C).
    5. Andrew Foster & Natasha Kirby, 2011. "Analysis of a Heterogeneous Trader Model for Asset Price Dynamics," Discrete Dynamics in Nature and Society, Hindawi, vol. 2011, pages 1-12, October.
    6. Huang, Weihong & Zheng, Huanhuan, 2012. "Financial crises and regime-dependent dynamics," Journal of Economic Behavior & Organization, Elsevier, vol. 82(2), pages 445-461.
    7. Chen, Zhenxi, 2014. "Estimating heterogeneous agents behavior with different investment horizons in stock markets," FinMaP-Working Papers 5, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    8. Huang, Weihong & Chen, Zhenxi, 2020. "Modelling contagion of financial crises," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    9. Zhenxi Chen & Weihong Huang & Huanhuan Zheng, 2018. "Estimating heterogeneous agents behavior in a two-market financial system," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(3), pages 491-510, October.
    10. Carl Chiarella & Xue-Zhong He & Weihong Huang & Huanhuan Zheng, 2011. "Estimating Behavioural Heterogeneity Under Regime Switching," Research Paper Series 290, Quantitative Finance Research Centre, University of Technology, Sydney.
    11. Gallegati, Mauro & Palestrini, Antonio & Rosser, J. Barkley, 2011. "The Period Of Financial Distress In Speculative Markets: Interacting Heterogeneous Agents And Financial Constraints," Macroeconomic Dynamics, Cambridge University Press, vol. 15(1), pages 60-79, February.
    12. Kukacka, Jiri & Barunik, Jozef, 2013. "Behavioural breaks in the heterogeneous agent model: The impact of herding, overconfidence, and market sentiment," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(23), pages 5920-5938.
    13. Huang, Weihong & Zheng, Huanhuan & Chia, Wai-Mun, 2010. "Financial crises and interacting heterogeneous agents," Journal of Economic Dynamics and Control, Elsevier, vol. 34(6), pages 1105-1122, June.
    14. Chang Sheng-Kai, 2014. "Herd behavior, bubbles and social interactions in financial markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(1), pages 89-101, February.
    15. Chang, Sheng-Kai, 2007. "A simple asset pricing model with social interactions and heterogeneous beliefs," Journal of Economic Dynamics and Control, Elsevier, vol. 31(4), pages 1300-1325, April.
    16. Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2008. "Heterogeneity, Market Mechanisms, and Asset Price Dynamics," Research Paper Series 231, Quantitative Finance Research Centre, University of Technology, Sydney.
    17. Ehsan Ahmed & J. Barkley Rosser Jr. & Jamshed Y. Uppal, 2010. "Emerging Markets and Stock Market Bubbles: Nonlinear Speculation?," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 46(4), pages 23-40, January.
    18. Ehsan Ahmed & J. Barkley Rosser, Jr. & Jamshed Y. Uppal, 2016. "A Raging Bull or a Long-term Speculative Bubble? The Puzzling Case of the Karachi Stock Exchange," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 55(2), pages 79-93.
    19. Roy Cerqueti & Giulia Rotundo, 2015. "A review of aggregation techniques for agent-based models: understanding the presence of long-term memory," Quality & Quantity: International Journal of Methodology, Springer, vol. 49(4), pages 1693-1717, July.
    20. Thomas Holtfort, 2019. "From standard to evolutionary finance: a literature survey," Management Review Quarterly, Springer, vol. 69(2), pages 207-232, June.
    21. Philip Z. Maymin, 2010. "Schizophrenic Representative Investors," Papers 1004.4592, arXiv.org.

  69. Marco GALLEGATI & Mauro GALLEGATI, 2001. "European Business Cycles: 1960-1998," Working Papers 149, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.

    Cited by:

    1. Stefania BUSSOLETTI & Roberto ESPOSTI, 2004. "Regional Convergence, Structural Funds and the Role of Agricolture in the EU. A Panel-Data Approach," Working Papers 220, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    2. Elvio MATTIOLI, 2003. "The measurement of coherence in the evaluation of criteria and its effects or ranking problems illustrated using a multicriteria decision method," Working Papers 199, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    3. Roberto ESPOSTI & Pierpaolo PIERANI, 2005. "Price, Private Demand and Optimal Provision of Public R&D in Italian Agriculture," Working Papers 238, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    4. Ugo FRATESI, 2003. "Innovation Diffusion and the Evolution of Regional Disparities," Working Papers 186, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    5. Renato BALDUCCI, 2005. "Public Expenditure and Economic Growth. A critical extension of Barro's (1990) model," Working Papers 240, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    6. Nicola MATTEUCCI & Alessandro STERLACCHINI, 2003. "ICT and Employment Growth in Italian Industries," Working Papers 193, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    7. Marcello MESSORI & Alberto ZAZZARO, 2004. "Monetary profits within the circuit: Ponzi finance oer "mors tua, vita mea"?," Working Papers 200, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.

  70. Domenico Delli Gatti, Mauro Gallegati, Gianfranco Giulioni, Antonio Palestrini, -DISCUSSANT: Thomas Brenner, 2000. "Financial Fragility, Patterns Of Firms' Entry And Exit And Aggregate Dynamics," Computing in Economics and Finance 2000 282, Society for Computational Economics.

    Cited by:

    1. Serena Sordi & Alessandro Vercelli, 2003. "Financial Fragility and Economic Fluctuations: Numerical Simulations and Policy Implications," Department of Economics University of Siena 407, Department of Economics, University of Siena.
    2. Nikolaidi, Maria & Stockhammer, Engelbert, 2017. "Minsky models: a structured survey," Greenwich Papers in Political Economy 17448, University of Greenwich, Greenwich Political Economy Research Centre.
    3. Thomas Lux, 2009. "Applications of Statistical Physics in Finance and Economics," Chapters, in: J. Barkley Rosser Jr. (ed.), Handbook of Research on Complexity, chapter 9, Edward Elgar Publishing.
    4. 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, vol. 67(3-4), pages 947-964, September.
    5. 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, vol. 11(S1), pages 62-79, November.
    6. Ghosal, Vivek, 2007. "Small is Beautiful but Size Matters: The Asymmetric Impact of Uncertainty and Sunk Costs on Small and Large Businesses," MPRA Paper 5461, University Library of Munich, Germany.
    7. Luca Eduardo Fierro & Federico Giri & Alberto Russo, 2023. "Inequality-Constrained Monetary Policy in a Financialized Economy," Working Papers 474, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    8. Matteo Richiardi, 2003. "On the Use of Agent-Based Simulations," LABORatorio R. Revelli Working Papers Series 32, LABORatorio R. Revelli, Centre for Employment Studies.
    9. Vivek Ghosal & Yang Ye, 2013. "Business Decision-Making under Uncertainty: Evidence from Employment and Number of Businesses," CESifo Working Paper Series 4312, CESifo.
    10. Annalisa Fabretti, 2013. "On the problem of calibrating an agent based model for financial markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(2), pages 277-293, October.
    11. Ghosal, Vivek & Ye, Yang, 2019. "The impact of uncertainty on the number of businesses," Journal of Economics and Business, Elsevier, vol. 105(C).
    12. Marco Raberto & Andrea Teglio & Silvano Cincotti, 2005. "Multi-agent modeling and simulation of a sequential monetary production economy," Computational Economics 0503002, University Library of Munich, Germany.
    13. Pasquale Cirillo & Carlo Bianchi & Mauro Gallegati & Pietro Vagliasindi, 2006. "Validating and Calibrating Agent-based Models: a Case Study," Computing in Economics and Finance 2006 277, Society for Computational Economics.
    14. Özge Dilaver & Robert Calvert Jump & Paul Levine, 2018. "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.
    15. 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.
    16. Sordi, Serena & Vercelli, Alessandro, 2006. "Financial fragility and economic fluctuations," Journal of Economic Behavior & Organization, Elsevier, vol. 61(4), pages 543-561, December.
    17. Bhattacharjee, A. & Higson, C. & Holly, S. & Kattuman, P., 2004. "Business Failure in UK and US Quoted Firms: Impact of Macroeconomic Instability and the Role of Legal Institutions," Cambridge Working Papers in Economics 0420, Faculty of Economics, University of Cambridge.
    18. Troy Tassier, 2013. "Handbook of Research on Complexity, by J. Barkley Rosser, Jr. and Edward Elgar," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 39(1), pages 132-133.
    19. 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, Springer;Society for Computational Economics, vol. 30(3), pages 195-226, October.
    20. Holly, S. & Santoro, E., 2008. "Financial Fragility, Heterogeneous Firms and the Cross Section of the Business Cycle," Cambridge Working Papers in Economics 0846, Faculty of Economics, University of Cambridge.
    21. Rémi Stellian & Jenny P. Danna‐Buitrago, 2020. "Financial distress, free cash flow, and interfirm payment network: Evidence from an agent‐based model," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 598-616, October.
    22. Emiliano Brancaccio & Mauro Gallegati & Raffaele Giammetti, 2022. "Neoclassical influences in agent‐based literature: A systematic review," Journal of Economic Surveys, Wiley Blackwell, vol. 36(2), pages 350-385, April.
    23. Vivek Ghosal & Yang Ye, 2015. "Uncertainty and the employment dynamics of small and large businesses," Small Business Economics, Springer, vol. 44(3), pages 529-558, March.
    24. Gatti, Domenico Delli & Guilmi, Corrado Di & Gaffeo, Edoardo & Giulioni, Gianfranco & Gallegati, Mauro & Palestrini, Antonio, 2005. "A new approach to business fluctuations: heterogeneous interacting agents, scaling laws and financial fragility," Journal of Economic Behavior & Organization, Elsevier, vol. 56(4), pages 489-512, April.
    25. 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 1-8.
    26. Kiyohiko G. Nishimura & Takanobu Nakajima & Kozo Kiyota, 2003. "Does Natural Selection Mechanism Still Work in Severe Recessions? --Examination of the Japanese Economy in the 1990s ---," CIRJE F-Series CIRJE-F-222, CIRJE, Faculty of Economics, University of Tokyo.
    27. Gatti, Domenico Delli & Gallegati, Marco & Gallegati, Mauro, 2005. "On the nature and causes of business fluctuations in Italy, 1861-2000," Explorations in Economic History, Elsevier, vol. 42(1), pages 81-100, January.
    28. Sander Hoog, 2018. "The Limits to Credit Growth: Mitigation Policies and Macroprudential Regulations to Foster Macrofinancial Stability and Sustainable Debt," Computational Economics, Springer;Society for Computational Economics, vol. 52(3), pages 873-920, October.
    29. Antonio Doria, Francisco, 2011. "J.B. Rosser Jr. , Handbook of Research on Complexity, Edward Elgar, Cheltenham, UK--Northampton, MA, USA (2009) 436 + viii pp., index, ISBN 978 1 84542 089 5 (cased)," Journal of Economic Behavior & Organization, Elsevier, vol. 78(1-2), pages 196-204, April.
    30. 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.
    31. Seip, Knut Lehre & McNown, Robert, 2007. "The timing and accuracy of leading and lagging business cycle indicators: A new approach," International Journal of Forecasting, Elsevier, vol. 23(2), pages 277-287.

  71. Domenico Mignacca & Mauro Gallegati, 1994. "Is US Real GNP Chaotic? On Using the BDS test to Decide Whether an ARMA Model forthe US GNP Genreates I.I.D. Residuals," International Finance 9410002, University Library of Munich, Germany, revised 09 Nov 1994.

    Cited by:

    1. Mauro Gallegati & Domenico Mignacca, 1995. "Nonlinearities in business cycle: SETAR models and G7 industrial production data," Applied Economics Letters, Taylor & Francis Journals, vol. 2(11), pages 422-427.

  72. Domenico Delli Gatti & Mauro Gallegati & Hyman P. Minsky, 1994. "Financial Institutions, Economic Policy, and the Dynamic Behavior of the Economy," Economics Working Paper Archive wp_126, Levy Economics Institute.

    Cited by:

    1. Dimitri B. Papadimitriou & L. Randall Wray, 2000. "Minsky's Analysis of Financial Capitalism," Macroeconomics 0004022, University Library of Munich, Germany.
    2. Chiarella, Carl & Di Guilmi, Corrado, 2011. "The financial instability hypothesis: A stochastic microfoundation framework," Journal of Economic Dynamics and Control, Elsevier, vol. 35(8), pages 1151-1171, August.
    3. Saoussen Ben Gamra & Dominique Plihon, 2007. "Qualité Des Institutions, Libéralisation Et Crises Bancaires Le Cas Des Pays Émergents," Working Papers hal-00574136, HAL.
    4. Eugenio Caverzasi, 2012. "From the Financial Instability Hypothesis to the theory of Capital Market Inflation: a structural interpretation of the sub-prime crisis," DEM Working Papers Series 018, University of Pavia, Department of Economics and Management.
    5. Claudio H. dos Santos & Gennaro Zezza, 2004. "A Post-Keynesian Stock-Flow Consistent Macroeconomic Growth Model: Preliminary Results," Economics Working Paper Archive wp_402, Levy Economics Institute.
    6. Claudio Dos Santos, 2004. "Keynesian Theorizing During Hard Times: SStock-Flow Consistent Models as an Unexplored 'Frontier' of Keynesian Macroeconomics'," Macroeconomics 0405023, University Library of Munich, Germany.
    7. Dimitri Papadimitriou & L. Randall Wray, 1998. "The Economic Contributions of Hyman Minsky: varieties of capitalism and institutional reform," Review of Political Economy, Taylor & Francis Journals, vol. 10(2), pages 199-225.
    8. K. Vela Velupillai, 2010. "The 'Minsky Moment' - A Critique and a Re-construction," ASSRU Discussion Papers 1009, ASSRU - Algorithmic Social Science Research Unit.
    9. Saoussen Ben Gamra & Dominique Plihon, 2007. "Qualité Des Institutions, Libéralisation Et Crises Bancaires Le Cas Des Pays Émergents," CEPN Working Papers hal-00574136, HAL.
    10. Claudio dos Santos, 2004. "A Stock-Flow Consistent General Framework for Formal Minskyan Analyses of Closed Economies," Economics Working Paper Archive wp_403, Levy Economics Institute.
    11. Giorgos Argitis, 2013. "Veblenian and Minskian financial markets," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 10(1), pages 28-43.
    12. Claudio Dos Santos & Gennaro Zezza, 2004. "A Post-Keynesian Stock-Flow Consistent Macroeconomic Growth," Macroeconomics 0402027, University Library of Munich, Germany.
    13. Claudio H. dos Santos, 2004. "Keynesian Theorizing During Hard Times: Stock-Flow Consistent Models as an Unexplored "Frontier" of Keynesian Macroeconomics," Economics Working Paper Archive wp_408, Levy Economics Institute.
    14. Thomas I. Palley, 2013. "A Theory of Minsky Super-cycles and Financial Crises," Palgrave Macmillan Books, in: Financialization, chapter 8, pages 126-142, Palgrave Macmillan.
    15. Fazzari, Steven & Ferri, Piero & Greenberg, Edward, 2008. "Cash flow, investment, and Keynes-Minsky cycles," Journal of Economic Behavior & Organization, Elsevier, vol. 65(3-4), pages 555-572, March.
    16. Claudio H. Dos Santos, 2004. "Keynesian Theorizing During Hard Times: Stock-Flow Consistent Models as an Unexplored 'Frontier' of Keynesian Macroeconomics," Method and Hist of Econ Thought 0406001, University Library of Munich, Germany.
    17. Claudio H. Dos Santos, 2004. "A Stock-Flow Consistent General Framework for Minskyan Analysis of Closed Economics," Macroeconomics 0402028, University Library of Munich, Germany.
    18. Papadimitriu, Dimitri (Пападимитриу, Димитри) & Wray, Randall (Рэй, Рэндалл), 2016. "Hyman Minsky's "Stabilizing an unstable economy" - twenty years later [«Стабилизируя Нестабильную Экономику» Хаймана Мински — Двадцать Лет Спустя]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 2, pages 22-51, April.
    19. Corrado Di Guilmi, 2017. "The Agent†Based Approach To Post Keynesian Macro†Modeling," Journal of Economic Surveys, Wiley Blackwell, vol. 31(5), pages 1183-1203, December.
    20. José Luis Hernández Mota, 2015. "El papel del desarrollo financiero como fuente del crecimiento económico," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 7(2), pages 235-256, July.
    21. Eugenio Caverzasi, 2014. "Minsky and the Subprime Mortgage Crisis: The Financial Instability Hypothesis in the Era of Financialization," Economics Working Paper Archive wp_796, Levy Economics Institute.
    22. Samba Diop, 2016. "Minsky’s Analysis of Capitalist Development," Review of Radical Political Economics, Union for Radical Political Economics, vol. 48(2), pages 201-216, May.
    23. Kiyohiko G. Nishimura & Takanobu Nakajima & Kozo Kiyota, 2003. "Does Natural Selection Mechanism Still Work in Severe Recessions? --Examination of the Japanese Economy in the 1990s ---," CIRJE F-Series CIRJE-F-222, CIRJE, Faculty of Economics, University of Tokyo.
    24. Mirakhor, Abbas & Krichene, Noureddine, 2009. "The Recent Crisis: Lessons for Islamic Finance," MPRA Paper 56022, University Library of Munich, Germany.
    25. Christine Sinapi, 2011. "Institutional Prerequisites of Financial Fragility within Minsky's Financial Instability Hypothesis: A Proposal in Terms of 'Institutional Fragility'," Economics Working Paper Archive wp_674, Levy Economics Institute.
    26. Charles J. Whalen, 1999. "Hyman Minsky's Theory of Capitalist Development," Economics Working Paper Archive wp_277, Levy Economics Institute.

  73. Mignacca, D. & Gallegati, M., 1994. "Is US Real GNP Chaotic? On Using the BDS Test to Decide Whether an ARMA Model for US GNP Generates I.I.D. Residuals," Working papers 9421, Wisconsin Madison - Social Systems.

    Cited by:

    1. Mauro Gallegati & Domenico Mignacca, 1995. "Nonlinearities in business cycle: SETAR models and G7 industrial production data," Applied Economics Letters, Taylor & Francis Journals, vol. 2(11), pages 422-427.

  74. Stefania Vitali & Stefano Battiston & Mauro Gallegati, "undated". "Financial fragility and distress propagation in a network of regions," Working Papers ETH-RC-12-016, ETH Zurich, Chair of Systems Design.

    Cited by:

    1. Giuseppe Arcuri & Marc Brunetto & Nadine Levratto, 2019. "Spatial patterns and determinants of firm exit: an empirical analysis on France," Post-Print hal-01943083, HAL.
    2. Mardi Dungey & Moses Kangogo & Vladimir Volkov, 2022. "Dynamic effects of network exposure on equity markets," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(4), pages 569-629, December.
    3. Kangogo, Moses & Volkov, Vladimir, 2021. "Dynamic effects of network exposure on equity markets," Working Papers 2021-03, University of Tasmania, Tasmanian School of Business and Economics.
    4. Kuhla, Kilian & Willner, Sven N & Otto, Christian & Levermann, Anders, 2023. "Resilience of international trade to typhoon-related supply disruptions," Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
    5. Haifei Liu & Tingqiang Chen & Zuhan Hu, 2017. "Dynamic Evolution of Securities Market Network Structure under Acute Fluctuation Circumstances," Complexity, Hindawi, vol. 2017, pages 1-11, November.
    6. Acedański, Jan & Karkowska, Renata, 2022. "Instability spillovers in the banking sector: A spatial econometrics approach," The North American Journal of Economics and Finance, Elsevier, vol. 61(C).
    7. Jan Kolesnik, 2021. "The Contagion Effect and its Mitigation in the Modern Banking System," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 1009-1024.
    8. Silva, Walmir & Kimura, Herbert & Sobreiro, Vinicius Amorim, 2017. "An analysis of the literature on systemic financial risk: A survey," Journal of Financial Stability, Elsevier, vol. 28(C), pages 91-114.

  75. Stefano Battiston & Domenico Delli Gatti & Mauro Gallegati & Bruce Greenwald & Joseph E. Stiglitz, "undated". "Default Cascades: When Does Risk Diversification Increase Stability?," Working Papers ETH-RC-11-006, ETH Zurich, Chair of Systems Design.

    Cited by:

    1. Tomas Klinger & Petr Teply, 2016. "The Nexus Between Systemic Risk and Sovereign Crises," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(1), pages 50-69, February.
    2. Anton Pichler & Sebastian Poledna & Stefan Thurner, 2018. "Systemic-risk-efficient asset allocation: Minimization of systemic risk as a network optimization problem," Papers 1801.10515, arXiv.org, revised Mar 2018.
    3. Paulo Garrido & Pedro Campos & André Dias, 2015. "Balance Sheet Analysis Of Credit And Debt Networks," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 18(05n06), pages 1-18, August.
    4. Olivier Accominotti & Delio Lucena-Piquero & Stefano Ugolini, 2023. "Intermediaries’ Substitutability and Financial Network Resilience: A Hyperstructure Approach," Post-Print hal-04160805, HAL.
    5. João Barata Ribeiro Blanco Barroso & Thiago Christiano Silva & Sergio Rubens Stancato de Souza, 2016. "Decomposition of Systemic Risk Drivers in Evolving Financial Networks," Working Papers Series 448, Central Bank of Brazil, Research Department.
    6. Xie, Yiwei & Jiao, Feng & Li, Shihan & Liu, Qingfu & Tse, Yiuman, 2022. "Systemic risk in financial institutions: A multiplex network approach," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
    7. León, C. & Cely, Jorge & Cadena, Carlos, 2015. "Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data," Discussion Paper 2015-029, Tilburg University, Center for Economic Research.
    8. Tomáš Klinger & Petr Teplý, 2014. "Systemic Risk of the Global Banking System - An Agent-Based Network Model Approach," Prague Economic Papers, Prague University of Economics and Business, vol. 2014(1), pages 24-41.
    9. Edoardo Gaffeo & Massimo Molinari, 2014. "Macroprudential Consolidation Policy in Interbank Networks," DEM Discussion Papers 2014/01, Department of Economics and Management.
    10. Carlos León & Miguel Sarmiento, 2016. "Liquidity and Counterparty Risks Tradeoff in Money Market Networks," Borradores de Economia 936, Banco de la Republica de Colombia.
    11. Fariba Karimi & Matthias Raddant, 2013. "Cascades in real interbank markets," Papers 1310.1634, arXiv.org, revised Dec 2014.
    12. Ilker Arslan & Eugenio Caverzasi & Mauro Gallegati & Alper Duman, 2016. "Long Term Impacts of Bank Behavior on Financial Stability. an Agent Based Modeling Approach," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 19(1), pages 1-11.
    13. Alessandro Ferracci & Giulio Cimini, 2021. "Systemic risk in interbank networks: disentangling balance sheets and network effects," Papers 2109.14360, arXiv.org, revised Sep 2022.
    14. Carlos León & Ron J. Berndsen & Luc Renneboog, 2014. "Financial Stability and Interacting Networks of Financial Institutions and Market Infrastructures," Borradores de Economia 848, Banco de la Republica de Colombia.
    15. V. Sasidevan & Nils Bertschinger, 2019. "Systemic Risk: Fire-Walling Financial Systems Using Network-Based Approaches," Papers 1912.05273, arXiv.org.
    16. Rogelio Mercado Jr. & Shanty Noviantie, 2019. "Financial Flows Centrality: Empirical Evidence using Bilateral Capital Flows," Trinity Economics Papers tep1119, Trinity College Dublin, Department of Economics.
    17. Giulio Bottazzi & Alessandro De Sanctis & Fabio Vanni, 2016. "Non-performing loans, systemic risk and resilience in financial networks," LEM Papers Series 2016/08, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    18. Merwan Engineer & Paul Schure & Mark Gillis, 2012. "A Positive Analysis of Deposit Insurance Provision: Regulatory Competition Among European Union Countries," Working Paper series 29_12, Rimini Centre for Economic Analysis.
    19. Demir, Müge & Önder, Zeynep, 2019. "Financial connectivity and excessive liquidity: Benefit or risk?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 62(C), pages 203-221.
    20. Mehmet Ziya Gorpe & Giovanni Covi & Christoffer Kok, 2019. "CoMap: Mapping Contagion in the Euro Area Banking Sector," IMF Working Papers 2019/102, International Monetary Fund.
    21. carlos León & Ron J. Berndsen, 2013. "Modular scale-free architecture of Colombian financial networks: Evidence and challenges with financial stability in view," Borradores de Economia 799, Banco de la Republica de Colombia.
    22. Gabriele Visentin & Stefano Battiston & Marco D'Errico, 2016. "Rethinking Financial Contagion," Papers 1608.07831, arXiv.org.
    23. Joseph E. Stiglitz, 2015. "Towards a General Theory of Deep Downturns," NBER Working Papers 21444, National Bureau of Economic Research, Inc.
    24. Matteo Chinazzi & Giorgio Fagiolo & Javier A. Reyes & Stefano Schiavo, 2012. "Post-Mortem Examination of the International Financial Network," Department of Economics Working Papers 1202, Department of Economics, University of Trento, Italia.
    25. Gadi Barlevy & Fernando Alvarez, 2014. "Mandatory Disclosure and Financial Contagion," 2014 Meeting Papers 115, Society for Economic Dynamics.
    26. Andre R. Neveu, 2018. "A survey of network-based analysis and systemic risk measurement," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(2), pages 241-281, July.
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    32. Laurentiu Dumitru ANDREI & Petre BREZEANU & Sorin-Marius DINU & Tiberiu DIACONESCU & Constantin ANGHELACHE, 2019. "Correlations and Turbulence of the European Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 88-100, March.
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    Cited by:

    1. Alberto Botta & Eugenio Caverzasi & Alberto Russo, 2023. "Same Old Song: On The Macroeconomic And Distributional Effects Of Leaving A Low Interest Rate Environment," Working Papers 481, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.

  2. 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).

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    2. Ciola, Emanuele & Turco, Enrico & Gurgone, Andrea & Bazzana, Davide & Vergalli, Sergio & Menoncin, Francesco, 2023. "Enter the MATRIX model:a Multi-Agent model for Transition Risks with application to energy shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
    3. Enrico Turco & Davide Bazzana & Massimiliano Rizzati & Emanuele Ciola & Sergio Vergalli, 2022. "Energy price shocks and stabilization policies in a multi-agent macroeconomic model for the Euro Area," Working Papers 2022.25, Fondazione Eni Enrico Mattei.

  3. Fabiano Compagnucci & Andrea Gentili & Enzo Valentini & Mauro Gallegati, 2022. "Asymmetric responses to shocks: the role of structural change on resilience of the Euro area regions," Applied Economics, Taylor & Francis Journals, vol. 54(37), pages 4324-4355, August.

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    2. Brini, Alessio & Tedeschi, Gabriele & Tantari, Daniele, 2023. "Reinforcement learning policy recommendation for interbank network stability," Journal of Financial Stability, Elsevier, vol. 67(C).
    3. Marco Catola & Silvia Leoni, 2023. "Pollution Abatement and Lobbying in a Cournot Game. An Agent-Based Modelling approach," Discussion Papers 2023/294, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.

  9. Mauro Gallegati & Laura Gardini & Iryna Sushko, 2021. "Dynamics of a business cycle model with two types of governmental expenditures: the role of border collision bifurcations," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 613-639, December.

    Cited by:

    1. Gardini, Laura & Radi, Davide & Schmitt, Noemi & Sushko, Iryna & Westerhoff, Frank, 2023. "Sentiment-driven business cycle dynamics: An elementary macroeconomic model with animal spirits," Journal of Economic Behavior & Organization, Elsevier, vol. 210(C), pages 342-359.

  10. 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.
    See citations under working paper version above.
  11. Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2020. "Business fluctuations in a behavioral switching model: Gridlock effects and credit crunch phenomena in financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 114(C).

    Cited by:

    1. Rocco Caferra & Gabriele Tedeschi & Andrea Morone, 2023. "Agents interaction and price dynamics: evidence from the laboratory," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(2), pages 251-274, April.
    2. Murat Tiniç & Ahmet Sensoy & Muge Demir & Duc Khuong Nguyen, 2021. "Broker Network Connectivity and the Cross-Section of Expected Stock Returns," Working Papers 2021-002, Department of Research, Ipag Business School.
    3. Francesco Campigli & Gabriele Tedeschi & Maria Cristina Recchioni, 2021. "The talkative variables of the hybrid Heston model: Yields’ maturity and economic (in)stability," Working Papers 2021/03, Economics Department, Universitat Jaume I, Castellón (Spain).
    4. Tedeschi, Gabriele & Vidal-Tomás, David & Delli-Gatti, Domenico & Gallegati, Mauro, 2021. "The macroeconomic effects of default and debt restructuring: An agent based exploration," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1146-1163.
    5. Manavi, Seyed Alireza & Jafari, Gholamreza & Rouhani, Shahin & Ausloos, Marcel, 2020. "Demythifying the belief in cryptocurrencies decentralized aspects. A study of cryptocurrencies time cross-correlations with common currencies, commodities and financial indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 556(C).
    6. Dorsa Mohammadi Arezooji, 2021. "A Big Data Analysis of the Ethereum Network: from Blockchain to Google Trends," Papers 2104.01764, arXiv.org.
    7. Marwil J. Davila-Fernandez & Serena Sordi, 2022. "The Green-MKS system: A baseline environmental macro-dynamic model," Department of Economics University of Siena 890, Department of Economics, University of Siena.
    8. David Vidal-Tomás & Rocco Caferra & Gabriele Tedeschi, 2022. "The day after tomorrow: financial repercussions of COVID-19 on systemic risk," Review of Evolutionary Political Economy, Springer, vol. 3(1), pages 169-192, April.

  12. Caiani, Alessandro & Russo, Alberto & Gallegati, Mauro, 2020. "Are Higher Wages Good For Business? An Assessment Under Alternative Innovation And Investment Scenarios," Macroeconomic Dynamics, Cambridge University Press, vol. 24(1), pages 191-230, January.
    See citations under working paper version above.
  13. Simone Landini & Mauro Gallegati & J. Barkley Rosser, 2020. "Consistency and incompleteness in general equilibrium theory," Journal of Evolutionary Economics, Springer, vol. 30(1), pages 205-230, January.

    Cited by:

    1. Rosser, J. Barkley & Rosser, Marina V., 2023. "The Bielefeld School of economics, Post Keynesian economics, and dynamic complexity," Journal of Economic Behavior & Organization, Elsevier, vol. 212(C), pages 454-465.
    2. Szymon Chudziak, 2022. "On the sources of economic growth, structural consistency of agent-based models and mental-accounting consumer behaviour," KAE Working Papers 2022-073, Warsaw School of Economics, Collegium of Economic Analysis.

  14. Raffaele Giammetti & Alberto Russo & Mauro Gallegati, 2020. "Key sectors in input–output production networks: An application to Brexit," The World Economy, Wiley Blackwell, vol. 43(4), pages 840-870, April.
    See citations under working paper version above.
  15. Andrea Gentili & Fabiano Compagnucci & Mauro Gallegati & Enzo Valentini, 2020. "Are machines stealing our jobs?," Cambridge Journal of Regions, Economy and Society, Cambridge Political Economy Society, vol. 13(1), pages 153-173.

    Cited by:

    1. Davide Dottori, 2021. "Robots and employment: evidence from Italy," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 38(2), pages 739-795, July.
    2. Judith Clifton & Amy Glasmeier & Mia Gray, 2020. "When machines think for us: the consequences for work and place," Cambridge Journal of Regions, Economy and Society, Cambridge Political Economy Society, vol. 13(1), pages 3-23.
    3. Capello, Roberta & Lenzi, Camilla & Perucca, Giovanni, 2022. "The modern Solow paradox. In search for explanations," Structural Change and Economic Dynamics, Elsevier, vol. 63(C), pages 166-180.
    4. Caselli, Mauro & Fracasso, Andrea & Scicchitano, Sergio & Traverso, Silvio & Tundis, Enrico, 2021. "Stop worrying and love the robot: An activity-based approach to assess the impact of robotization on employment dynamics," GLO Discussion Paper Series 802, Global Labor Organization (GLO).
    5. Klump, Rainer & Jurkat, Anne & Schneider, Florian, 2021. "Tracking the rise of robots: A survey of the IFR database and its applications," MPRA Paper 107909, University Library of Munich, Germany.
    6. Fuchs Martina & Cumbers Andrew, 2023. "Digitalization and Labor Restructuring," ZFW – Advances in Economic Geography, De Gruyter, vol. 67(4), pages 173-176, December.

  16. 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.
    See citations under working paper version above.
  17. Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena & Mauro Gallegati, 2020. "Long-run expectations in a learning-to-forecast experiment: a simulation approach," Journal of Evolutionary Economics, Springer, vol. 30(1), pages 75-116, January.
    See citations under working paper version above.
  18. Fabiano Compagnucci & Andrea Gentili & Enzo Valentini & Mauro Gallegati, 2020. "Technical Progress, Structural Change, and Robotisation: Insights from the Growth Patterns of the “Visegrádµ Countries," Economia & lavoro, Carocci editore, issue 1, pages 13-29.

    Cited by:

    1. Klodian Mu o & Enzo Valentini & Stefano Lucarelli, 2021. "The Relationships between GDP growth, Energy Consumption, Renewable Energy Production and CO2 Emissions in European Transition Economies," International Journal of Energy Economics and Policy, Econjournals, vol. 11(4), pages 362-373.

  19. Di Guilmi, C. & Gallegati, M. & Landini, S. & Stiglitz, J.E., 2020. "An analytical solution for network models with heterogeneous and interacting agents," Journal of Economic Behavior & Organization, Elsevier, vol. 171(C), pages 189-220.

    Cited by:

    1. Ramis Khabibullin & Alexey Ponomarenko, 2020. "An empirical behavioral model of households’ deposit dollarization," Bank of Russia Working Paper Series wps67, Bank of Russia.
    2. Deborah Noguera & Gabriel Montes-Rojas, 2023. "Minskyan model with credit rationing in a network economy," SN Business & Economics, Springer, vol. 3(3), pages 1-26, March.
    3. Deborah Noguera & Gabriel Montes-Rojas, 2022. "Credit-constrained fluctuations and uncertainty in a network economy," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(80), pages 5-52, November.
    4. Nikolaos Th. Chatzarakis, 2021. "Revisiting the role and consequences of Econophysics from a Marxian perspective," Bulletin of Political Economy, Bulletin of Political Economy, vol. 15(1), pages 45-68, June.
    5. Esmalifalak, Hamidreza, 2022. "Euclidean (dis)similarity in financial network analysis," Global Finance Journal, Elsevier, vol. 53(C).

  20. Caiani, Alessandro & Catullo, Ermanno & Gallegati, Mauro, 2019. "The effects of alternative wage regimes in a monetary union: A multi-country agent based-stock flow consistent model," Journal of Economic Behavior & Organization, Elsevier, vol. 162(C), pages 389-416.

    Cited by:

    1. 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.
    2. Lucrezia Fanti & Marcelo C. Pereira & Maria Enrica Virgillito, 2022. "The North-South divide: sources of divergence, policies for convergence," DISCE - Quaderni del Dipartimento di Politica Economica dipe0027, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
    3. Aistleitner, Matthias & Gräbner, Claudius & Hornykewycz, Anna, 2021. "Theory and empirics of capability accumulation: Implications for macroeconomic modeling," Research Policy, Elsevier, vol. 50(6).
    4. Siyan Chen & Saul Desiderio, 2023. "An agent-based framework for the analysis of the macroeconomic effects of population aging," Journal of Evolutionary Economics, Springer, vol. 33(2), pages 393-427, April.
    5. 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.
    6. Ermanno Catullo & Mauro Gallegati & Alberto Russo, 2020. "Forecasting in a complex environment: Machine learning sales expectations in a Stock Flow Consistent Agent-Based simulation model," Working Papers 2020/17, Economics Department, Universitat Jaume I, Castellón (Spain).
    7. Claudius Gräbner & Anna Hornykewycz, 2022. "Capability accumulation and product innovation: an agent-based perspective," Journal of Evolutionary Economics, Springer, vol. 32(1), pages 87-121, January.
    8. Bernhard Schuetz, 2022. "Investment booms, diverging competitiveness and wage growth within a monetary union: An AB-SFC model," ICAE Working Papers 138, Johannes Kepler University, Institute for Comprehensive Analysis of the Economy.
    9. Lena Gerdes & Bernhard Rengs & Manuel Scholz-Wäckerle, 2022. "Labor and environment in global value chains: an evolutionary policy study with a three-sector and two-region agent-based macroeconomic model," Journal of Evolutionary Economics, Springer, vol. 32(1), pages 123-173, January.
    10. Giovanni Dosi & Andrea Roventini, 2024. "Evolutionary Growth Theory," LEM Papers Series 2024/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    11. Lucrezia Fanti, 2021. "‘Kaldor Facts’ and the decline of Wage Share: An agent based-stock flow consistent model of induced technical change along Classical and Keynesian lines," Journal of Evolutionary Economics, Springer, vol. 31(2), pages 379-415, April.
    12. Nasir, Muhammad Ali & Wu, Junjie & Howes, Cameron & Ripley, Helen, 2022. "Asymmetric nexus between wages and productivity in the context of the global financial crisis," Journal of Economic Behavior & Organization, Elsevier, vol. 198(C), pages 164-175.
    13. Karl Naumann-Woleske, 2023. "Agent-based Integrated Assessment Models: Alternative Foundations to the Environment-Energy-Economics Nexus," Papers 2301.08135, arXiv.org, revised Jan 2023.

  21. Alessandro Caiani & Alberto Russo & Mauro Gallegati, 2019. "Does inequality hamper innovation and growth? An AB-SFC analysis," Journal of Evolutionary Economics, Springer, vol. 29(1), pages 177-228, March.

    Cited by:

    1. Herbert Dawid & Michael Neugart, 2023. "Effects of technological change and automation on industry structure and (wage-)inequality: insights from a dynamic task-based model," Journal of Evolutionary Economics, Springer, vol. 33(1), pages 35-63, January.
    2. Elisa Palagi & Mauro Napoletano & Andrea Roventini & Jean-Luc Gaffard, 2021. "An agent-based model of trickle-up growth and income inequality," Working Papers hal-03373193, HAL.
    3. 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).
    4. Eric Kemp-Benedict, 2022. "A classical-evolutionary model of technological change," Journal of Evolutionary Economics, Springer, vol. 32(4), pages 1303-1343, September.
    5. Papadopoulos, Georgios, 2019. "Income inequality, consumption, credit and credit risk in a data-driven agent-based model," Journal of Economic Dynamics and Control, Elsevier, vol. 104(C), pages 39-73.
    6. 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).
    7. Bertani, Filippo & Ponta, Linda & Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2019. "The complexity of the intangible digital economy: an agent-based model," MPRA Paper 97071, University Library of Munich, Germany.
    8. Emiliano Álvarez & Marcelo Álvez & Juan Gabriel Brida, 2020. "Impuesto progresivo al ingreso y crecimiento. Abordaje desde la complejidad," Documentos de trabajo 2020008, Banco Central del Uruguay.
    9. 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.
    10. 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.
    11. 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.
    12. Elena Deryugina & Alexey Ponomarenko, 2021. "Explaining the lead–lag pattern in the money–inflation relationship: a microsimulation approach," Journal of Evolutionary Economics, Springer, vol. 31(4), pages 1113-1128, September.
    13. 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.
    14. 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.
    15. Jacopo Di Domenico & Alberto Russo, 2022. "Innovation, growth, and productivity appropriation. How the elites learned to stop worrying and love public debt," Working Papers 2022/12, Economics Department, Universitat Jaume I, Castellón (Spain).
    16. Lilian Rolim & Laura Carvalho & Dany Lang, 2023. "Monetary policy rules and the inequality-augmented Phillips Curve," Working Papers, Department of Economics 2023_06, University of São Paulo (FEA-USP).
    17. Giovanni Dosi & Francesco Lamperti & Mariana Mazzucato & Mauro Napoletano & Andrea Roventini, 2021. "Mission-Oriented Policies and the "Entrepreneurial State" at Work: An Agent-Based Exploration," LEM Papers Series 2021/18, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    18. Claudius Graebner-Radkowitsch & Anna Hornykewycz & Bernhard Schuetz, 2022. "The emergence of debt and secular stagnation in an unequal society: a stockflow consistent agent-based approach," ICAE Working Papers 135, Johannes Kepler University, Institute for Comprehensive Analysis of the Economy.
    19. A. Karayev K. & А. Караев К., 2018. "Влияние финансиализации и неравенства распределения доходов на рост экономики, инвестиционные процессы и инновации // The Impact of Financialization and Income Inequality on Economic Growth, Investmen," Экономика. Налоги. Право // Economics, taxes & law, ФГОБУ "Финансовый университет при Правительстве Российской Федерации" // Financial University under The Government of Russian Federation, vol. 11(6), pages 57-68.
    20. Dosi, G. & Pereira, M.C. & Roventini, A. & Virgillito, M.E., 2022. "Technological paradigms, labour creation and destruction in a multi-sector agent-based model," Research Policy, Elsevier, vol. 51(10).
    21. Ermanno Catullo & Mauro Gallegati & Alberto Russo, 2020. "Forecasting in a complex environment: Machine learning sales expectations in a Stock Flow Consistent Agent-Based simulation model," Working Papers 2020/17, Economics Department, Universitat Jaume I, Castellón (Spain).
    22. Ranaldi, Marco & Palagi, Elisa, 2022. "Heterogeneity in macroeconomics: the compositional inequality perspective," LSE Research Online Documents on Economics 117127, London School of Economics and Political Science, LSE Library.
    23. 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.
    24. Giovanni Dosi & Andrea Roventini, 2019. "More is different ... and complex! the case for agent-based macroeconomics," Journal of Evolutionary Economics, Springer, vol. 29(1), pages 1-37, March.
    25. Enrico Turco & Davide Bazzana & Massimiliano Rizzati & Emanuele Ciola & Sergio Vergalli, 2022. "Energy price shocks and stabilization policies in a multi-agent macroeconomic model for the Euro Area," Working Papers 2022.25, Fondazione Eni Enrico Mattei.
    26. 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.
    27. Yang, Xiaoliang & Zhou, Peng, 2022. "Wealth Inequality and Social Mobility: A Simulation-Based Modelling Approach," Cardiff Economics Working Papers E2022/3, Cardiff University, Cardiff Business School, Economics Section.
    28. Patrick Mellacher, 2020. "COVID-Town: An Integrated Economic-Epidemiological Agent-Based Model," Papers 2011.06289, arXiv.org.
    29. Andrea Borsato, 2022. "An agent-based model for Secular Stagnation in the USA: theory and empirical evidence," Journal of Evolutionary Economics, Springer, vol. 32(4), pages 1345-1389, September.
    30. Rzeszutek, Marcin & Godin, Antoine & Szyszka, Adam & Augier, Stanislas, 2020. "Managerial overconfidence in initial public offering decisions and its impact on macrodynamics and financial stability: Analysis using an agent-based model," Journal of Economic Dynamics and Control, Elsevier, vol. 118(C).
    31. Bertani, Filippo & Ponta, Linda & Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2019. "An economy under the digital transformation," MPRA Paper 94205, University Library of Munich, Germany.
    32. Pier-Paolo Saviotti & Andreas Pyka¤ & Bogang Jun, 2020. "Diversification, structural change, and economic development," Journal of Evolutionary Economics, Springer, vol. 30(5), pages 1301-1335, November.
    33. Herbert Dawid & Jasper Hepp, 2022. "Distributional effects of technological regime changes: hysteresis, concentration and inequality dynamics," Review of Evolutionary Political Economy, Springer, vol. 3(1), pages 137-167, April.
    34. Papadopoulos, Georgios, 2020. "Probing the mechanism: lending rate setting in a data-driven agent-based model," MPRA Paper 102749, University Library of Munich, Germany.
    35. Giovanni Dosi & Andrea Roventini, 2024. "Evolutionary Growth Theory," LEM Papers Series 2024/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    36. Emiliano Brancaccio & Mauro Gallegati & Raffaele Giammetti, 2022. "Neoclassical influences in agent‐based literature: A systematic review," Journal of Economic Surveys, Wiley Blackwell, vol. 36(2), pages 350-385, April.
    37. Di Domenico, Lorenzo & Raberto, Marco & Safarzynska, Karolina, 2023. "Resource scarcity, circular economy and the energy rebound: A macro-evolutionary input-output model," Energy Economics, Elsevier, vol. 128(C).
    38. Andrea Borsato, 2021. "Simple Matching Protocols for Agent-based Models," Working Papers of BETA 2021-35, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    39. Andrea Borsato, 2021. "An Agent-based Model for Secular Stagnation in the USA: Theory and Empirical Evidence," LEM Papers Series 2021/09, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    40. 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.
    41. Patrick Mellacher & Timon Scheuer, 2021. "Wage Inequality, Labor Market Polarization and Skill-Biased Technological Change: An Evolutionary (Agent-Based) Approach," Computational Economics, Springer;Society for Computational Economics, vol. 58(2), pages 233-278, August.
    42. Ítalo Pedrosa & Dany Lang, 2021. "To what extent does aggregate leverage determine financial fragility? New insights from an agent-based stock-flow consistent model," Journal of Evolutionary Economics, Springer, vol. 31(4), pages 1221-1275, September.

  22. Fabio Clementi & Mauro Gallegati & Lisa Gianmoena & Simone Landini & Joseph E. Stiglitz, 2019. "Mis-measurement of inequality: a critical reflection and new insights," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(4), pages 891-921, December.

    Cited by:

    1. Mario Schlemmer, 2021. "Including the asymmetry of the Lorenz curve into measures of economic inequality," Papers 2108.03623, arXiv.org, revised Sep 2022.
    2. Joongyang Park & Youngsoon Kim & Ae-Jin Ju, 2021. "Measuring income inequality based on unequally distributed income," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(2), pages 309-322, April.
    3. Grachev, Gennady A., 2022. "Size distribution of states, counties, and cities in the USA: New inequality form information," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 592(C).
    4. McMahon, James, 2022. "Star Power and Risk. A Political Economic Study of Casting Trends in Hollywood," Working Papers on Capital as Power 2022/01, Capital As Power - Toward a New Cosmology of Capitalism.

  23. Fabiano Compagnucci & Andrea Gentili & Enzo Valentini & Mauro Gallegati, 2019. "Robotization and labour dislocation in the manufacturing sectors of OECD countries: a panel VAR approach," Applied Economics, Taylor & Francis Journals, vol. 51(57), pages 6127-6138, December.

    Cited by:

    1. M. Battisti & M. Del Gatto & A. F. Gravina & C. F. Parmeter, 2021. "Robots versus labor skills: a complementarity/substitutability analysis," Working Paper CRENoS 202104, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    2. Jurkat, Anne & Klump, Rainer & Schneider, Florian, 2023. "Robots and Wages: A Meta-Analysis," EconStor Preprints 274156, ZBW - Leibniz Information Centre for Economics.
    3. Guarascio, Dario & Piccirillo, Alessandro & Reljic, Jelena, 2024. "Will robot replace workers? Assessing the impact of robots on employment and wages with meta-analysis," GLO Discussion Paper Series 1395, Global Labor Organization (GLO).
    4. Andrea Gentili & Fabiano Compagnucci & Mauro Gallegati & Enzo Valentini, 2020. "Are machines stealing our jobs?," Cambridge Journal of Regions, Economy and Society, Cambridge Political Economy Society, vol. 13(1), pages 153-173.
    5. Caselli, Mauro & Fracasso, Andrea & Scicchitano, Sergio & Traverso, Silvio & Tundis, Enrico, 2021. "Stop worrying and love the robot: An activity-based approach to assess the impact of robotization on employment dynamics," GLO Discussion Paper Series 802, Global Labor Organization (GLO).
    6. Klump, Rainer & Jurkat, Anne & Schneider, Florian, 2021. "Tracking the rise of robots: A survey of the IFR database and its applications," MPRA Paper 107909, University Library of Munich, Germany.
    7. Jasmine Mondolo, 2022. "The composite link between technological change and employment: A survey of the literature," Journal of Economic Surveys, Wiley Blackwell, vol. 36(4), pages 1027-1068, September.
    8. Filippi, Emilia & Bannò, Mariasole & Trento, Sandro, 2023. "Automation technologies and their impact on employment: A review, synthesis and future research agenda," Technological Forecasting and Social Change, Elsevier, vol. 191(C).

  24. Hosseiny, Ali & Absalan, Mohammadreza & Sherafati, Mohammad & Gallegati, Mauro, 2019. "Hysteresis of economic networks in an XY model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 513(C), pages 644-652.
    See citations under working paper version above.
  25. Giri, Federico & Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2019. "Monetary policy and large crises in a financial accelerator agent-based model," Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 42-58.
    See citations under working paper version above.
  26. Ermanno Catullo & Antonio Palestrini & Ruggero Grilli & Mauro Gallegati, 2018. "Early warning indicators and macro-prudential policies: a credit network agent based model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(1), pages 81-115, April.

    Cited by:

    1. Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2019. "Winter is possibly not coming: mitigating financial instability in an agent-based model with interbank market," Sciences Po publications 14, Sciences Po.
    2. Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2020. "Business fluctuations in a behavioral switching model: Gridlock effects and credit crunch phenomena in financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 114(C).
    3. Sui, Xin & Li, Liang, 2018. "Guarantee network model and risk contagion," Chaos, Solitons & Fractals, Elsevier, vol. 106(C), pages 323-329.
    4. 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.

  27. Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2018. "Financial Regulation And Endogenous Macroeconomic Crises," Macroeconomic Dynamics, Cambridge University Press, vol. 22(4), pages 896-930, June.

    Cited by:

    1. Giovanni Dosi & Andrea Roventini, 2017. "Agent-Based Macroeconomics and Classical Political Economy: Some Italian Roots," SciencePo Working papers Main hal-03399668, HAL.
    2. 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.
    3. Giri, Federico & Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2016. "Monetary policy and large crises in a financial accelerator agent-based model," FinMaP-Working Papers 65, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    4. Meier, Samira & Rodriguez Gonzalez, Miguel & Kunze, Frederik, 2021. "The global financial crisis, the EMU sovereign debt crisis and international financial regulation: lessons from a systematic literature review," International Review of Law and Economics, Elsevier, vol. 65(C).
    5. Alberto Russo, 2017. "An Agent Based Macroeconomic Model with Social Classes and Endogenous Crises," 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 285-306, November.
    6. Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2019. "Winter is possibly not coming: mitigating financial instability in an agent-based model with interbank market," Sciences Po publications 14, Sciences Po.
    7. Ermanno Catullo & Mauro Gallegati & Alberto Russo, 2020. "Forecasting in a complex environment: Machine learning sales expectations in a Stock Flow Consistent Agent-Based simulation model," Working Papers 2020/17, Economics Department, Universitat Jaume I, Castellón (Spain).
    8. Li, Boyao, 2022. "The macroeconomic effects of Basel III regulations with endogenous credit and money creation," MPRA Paper 113873, University Library of Munich, Germany.
    9. Botta, Alberto & Caverzasi, Eugenio & Russo, Alberto & Gallegati, Mauro & Stiglitz, Joseph E., 2019. "Inequality and finance in a rent economy," Greenwich Papers in Political Economy 23101, University of Greenwich, Greenwich Political Economy Research Centre.
    10. Brini, Alessio & Tedeschi, Gabriele & Tantari, Daniele, 2023. "Reinforcement learning policy recommendation for interbank network stability," Journal of Financial Stability, Elsevier, vol. 67(C).
    11. 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).
    12. 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.
    13. Luca Riccetti & Alberto Russo & Mauro Gallegati, 2022. "Firm–bank credit network, business cycle and macroprudential policy," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(2), pages 475-499, April.
    14. Rzeszutek, Marcin & Godin, Antoine & Szyszka, Adam & Augier, Stanislas, 2020. "Managerial overconfidence in initial public offering decisions and its impact on macrodynamics and financial stability: Analysis using an agent-based model," Journal of Economic Dynamics and Control, Elsevier, vol. 118(C).
    15. 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.
    16. 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.
    17. Emiliano Brancaccio & Mauro Gallegati & Raffaele Giammetti, 2022. "Neoclassical influences in agent‐based literature: A systematic review," Journal of Economic Surveys, Wiley Blackwell, vol. 36(2), pages 350-385, April.

  28. Alessandro Caiani & Ermanno Catullo & Mauro Gallegati, 2018. "The effects of fiscal targets in a monetary union: a multi-country agent-based stock flow consistent model," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 27(6), pages 1123-1154.

    Cited by:

    1. Giovanni Dosi & Andrea Roventini & Emmanuele Russo, 2020. "Public Policies And The Art Of Catching Up: Matching The Historical Evidence With A Multi-Country Agent-Based Model," Sciences Po publications 18/2020, Sciences Po.
    2. Giovanni Dosi & Andrea Roventini & Emmanuele Russo, 2020. "Public Policies And The Art Of Catching Up," Working Papers hal-03242369, HAL.
    3. 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.
    4. 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.
    5. 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.
    6. 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.
    7. Asjad Naqvi & Engelbert Stockhammer, 2017. "Directed technological change in a post-Keynesian ecological macromodel," Working Papers PKWP1714, Post Keynesian Economics Society (PKES).
    8. Elena Deryugina & Alexey Ponomarenko, 2021. "Explaining the lead–lag pattern in the money–inflation relationship: a microsimulation approach," Journal of Evolutionary Economics, Springer, vol. 31(4), pages 1113-1128, September.
    9. 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).
    10. Claudius Graebner-Radkowitsch & Anna Hornykewycz & Bernhard Schuetz, 2022. "The emergence of debt and secular stagnation in an unequal society: a stockflow consistent agent-based approach," ICAE Working Papers 135, Johannes Kepler University, Institute for Comprehensive Analysis of the Economy.
    11. 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.
    12. Ermanno Catullo & Mauro Gallegati & Alberto Russo, 2020. "Forecasting in a complex environment: Machine learning sales expectations in a Stock Flow Consistent Agent-Based simulation model," Working Papers 2020/17, Economics Department, Universitat Jaume I, Castellón (Spain).
    13. 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.
    14. Fanti, Lucrezia, 2018. "An AB-SFC Model of Induced Technical Change along Classical and Keynesian Lines," MPRA Paper 86929, University Library of Munich, Germany.
    15. Emanuele Russo & Neil Foster-McGregor & Bart Verpagen, 2019. "Characterizing growth instability: new evidence on unit roots and structural breaks in long run time series," LEM Papers Series 2019/29, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    16. Emanuele Russo & Neil Foster-McGregor, 2022. "Characterizing growth instability: new evidence on unit roots and structural breaks in countries’ long run trajectories," Journal of Evolutionary Economics, Springer, vol. 32(2), pages 713-756, April.
    17. Rzeszutek, Marcin & Godin, Antoine & Szyszka, Adam & Augier, Stanislas, 2020. "Managerial overconfidence in initial public offering decisions and its impact on macrodynamics and financial stability: Analysis using an agent-based model," Journal of Economic Dynamics and Control, Elsevier, vol. 118(C).
    18. Bernhard Schuetz, 2022. "Investment booms, diverging competitiveness and wage growth within a monetary union: An AB-SFC model," ICAE Working Papers 138, Johannes Kepler University, Institute for Comprehensive Analysis of the Economy.
    19. Lena Gerdes & Bernhard Rengs & Manuel Scholz-Wäckerle, 2022. "Labor and environment in global value chains: an evolutionary policy study with a three-sector and two-region agent-based macroeconomic model," Journal of Evolutionary Economics, Springer, vol. 32(1), pages 123-173, January.
    20. Branimir Jovanović & Michael Landesmann & Oliver Reiter & Bernhard Schütz, 2023. "Structural Change, Income Distribution and Unemployment Related to COVID-19: An Agent-based Model," wiiw Working Papers 223, The Vienna Institute for International Economic Studies, wiiw.
    21. Petrović, Marko & Ozel, Bulent & Teglio, Andrea & Raberto, Marco & Cincotti, Silvano, 2020. "Should I stay or should I go? An agent-based setup for a trading and monetary union," Journal of Economic Dynamics and Control, Elsevier, vol. 113(C).
    22. Antoine GODIN & Sakir-Devrim YILMAZ, 2020. "Modelling Small Open Developing Economies in a Financialized World: A Stock-Flow Consistent Prototype Growth Model," Working Paper 5eb7e0e8-560f-4ce6-91a5-5, Agence française de développement.
    23. Lucrezia Fanti, 2021. "‘Kaldor Facts’ and the decline of Wage Share: An agent based-stock flow consistent model of induced technical change along Classical and Keynesian lines," Journal of Evolutionary Economics, Springer, vol. 31(2), pages 379-415, April.
    24. Emiliano Brancaccio & Mauro Gallegati & Raffaele Giammetti, 2022. "Neoclassical influences in agent‐based literature: A systematic review," Journal of Economic Surveys, Wiley Blackwell, vol. 36(2), pages 350-385, April.
    25. Karl Naumann-Woleske, 2023. "Agent-based Integrated Assessment Models: Alternative Foundations to the Environment-Energy-Economics Nexus," Papers 2301.08135, arXiv.org, revised Jan 2023.
    26. Caiani, Alessandro & Catullo, Ermanno & Gallegati, Mauro, 2019. "The effects of alternative wage regimes in a monetary union: A multi-country agent based-stock flow consistent model," Journal of Economic Behavior & Organization, Elsevier, vol. 162(C), pages 389-416.
    27. 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.
    28. 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.
    29. Jessica Reale, 2023. "Interbank Decisions and Margins of Stability: an Agent-Based Stock-Flow Consistent Approach," Papers 2306.05860, arXiv.org.

  29. Annarita Colasante & Simone Alfarano & Eva Camacho & Mauro Gallegati, 2018. "Long-run expectations in a learning-to-forecast experiment," Applied Economics Letters, Taylor & Francis Journals, vol. 25(10), pages 681-687, June.
    See citations under working paper version above.
  30. Mariateresa Ciommi & Andrea Gentili & Barbara Ermini & Chiara Gigliarano & Francesco M. Chelli & Mauro Gallegati, 2017. "Have Your Cake and Eat it Too: The Well-Being of the Italians (1861–2011)," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 134(2), pages 473-509, November.

    Cited by:

    1. Daniela Smiraglia & Luca Salvati & Gianluca Egidi & Rosanna Salvia & Antonio Giménez-Morera & Rares Halbac-Cotoara-Zamfir, 2021. "Toward a New Urban Cycle? A Closer Look to Sprawl, Demographic Transitions and the Environment in Europe," Land, MDPI, vol. 10(2), pages 1-14, January.
    2. Jesús Rodrigo-Comino & Gianluca Egidi & Adele Sateriano & Stefano Poponi & Enrico Maria Mosconi & Antonio Gimenez Morera, 2021. "Suburban Fertility and Metropolitan Cycles: Insights from European Cities," Sustainability, MDPI, vol. 13(4), pages 1-14, February.
    3. Filippo Gambella & Leonardo Bianchini & Massimo Cecchini & Gianluca Egidi & Agostino Ferrara & Luca Salvati & Andrea Colantoni & Donato Morea, 2021. "Moving toward the north? The spatial shift of olive groves in Italy," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 67(4), pages 129-135.
    4. Ermini, Barbara & Santolini, Raffaella & Ciommi, Mariateresa, 2023. "Equitable and sustainable well-being in Italian municipalities: Do women in politics make the difference?," Socio-Economic Planning Sciences, Elsevier, vol. 90(C).
    5. Andrea Ciccarelli & Elena Fabrizi & Eleonora Romano & Pietro Zoppoli, 2022. "Health, Well-Being and Work History Patterns: Insight on Territorial Differences," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 161(2), pages 629-647, June.
    6. Gianluca Egidi & Luca Salvati & Andrea Falcone & Giovanni Quaranta & Rosanna Salvia & Renata Vcelakova & Antonio Giménez-Morera, 2021. "Re-Framing the Latent Nexus between Land-Use Change, Urbanization and Demographic Transitions in Advanced Economies," Sustainability, MDPI, vol. 13(2), pages 1-17, January.
    7. Lance Newey & Rui Torres Oliveira, 2019. "Wellbeing as Emergent from the Leveraging of Polarities: Harnessing Component Interdependencies," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 144(2), pages 575-600, July.
    8. Samaneh Sadat Nickayin & Antonio Tomao & Giovanni Quaranta & Luca Salvati & Antonio Gimenez Morera, 2020. "Going toward Resilience? Town Planning, Peri-Urban Landscapes, and the Expansion of Athens, Greece," Sustainability, MDPI, vol. 12(24), pages 1-18, December.

  31. Colasante, Annarita & Palestrini, Antonio & Russo, Alberto & Gallegati, Mauro, 2017. "Adaptive expectations versus rational expectations: Evidence from the lab," International Journal of Forecasting, Elsevier, vol. 33(4), pages 988-1006.

    Cited by:

    1. Biondo, Alessio Emanuele, 2017. "Learning to forecast, risk aversion, and microstructural aspects of financial stability," Economics Discussion Papers 2017-104, Kiel Institute for the World Economy (IfW Kiel).
    2. Bao, Te & Corgnet, Brice & Hanaki, Nobuyuki & Riyanto, Yohanes E. & Zhu, Jiahua, 2023. "Predicting the unpredictable: New experimental evidence on forecasting random walks," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
    3. 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.
    4. Inoua, Sabiou M. & Smith, Vernon L., 2023. "A classical model of speculative asset price dynamics," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
    5. Emilian DOBRESCU, 2020. "Self-fulfillment degree of economic expectations within an integrated space: The European Union case study," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 5-32, December.
    6. Alfarano, Simone & Camacho-Cuena, Eva & Colasante, Annarita & Ruiz-Buforn, Alba, 2022. "The effect of time-varying fundamentals in Learning-to-Forecast Experiments," MPRA Paper 113086, University Library of Munich, Germany.
    7. Arifa Jannat & Yuki Ishikawa-Ishiwata & Jun Furuya, 2021. "Assessing the Impacts of Climate Variations on the Potato Production in Bangladesh: A Supply and Demand Model Approach," Sustainability, MDPI, vol. 13(9), pages 1-22, April.
    8. Ermanno Catullo & Mauro Gallegati & Alberto Russo, 2020. "Forecasting in a complex environment: Machine learning sales expectations in a Stock Flow Consistent Agent-Based simulation model," Working Papers 2020/17, Economics Department, Universitat Jaume I, Castellón (Spain).
    9. Galanis, Giorgos & Kollias, Iraklis & Leventidis, Ioanis & Lustenhouwer, Joep, 2022. "Generalizing Heuristic Switching Models," Working Papers 0715, University of Heidelberg, Department of Economics.
    10. Kopanyi-Peuker, Anita & Weber, Matthias, 2018. "Experience Does not Eliminate Bubbles: Experimental Evidence," SocArXiv ecj7q, Center for Open Science.
    11. Galanis, Giorgos & Kollias, Iraklis & Leventidis, Ioanis & Lustenhouwer, Joep, 2022. "Generalizing Heterogeneous Dynamic Heuristic Selection," CRETA Online Discussion Paper Series 73, Centre for Research in Economic Theory and its Applications CRETA.
    12. Biondo, Alessio Emanuele, 2018. "Learning to forecast, risk aversion, and microstructural aspects of financial stability," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-21.
    13. Brianzoni, Serena & Campisi, Giovanni, 2020. "Dynamical analysis of a financial market with fundamentalists, chartists, and imitators," Chaos, Solitons & Fractals, Elsevier, vol. 130(C).
    14. Giovanni Campisi & Silvia Muzzioli, 2020. "Fundamentalists heterogeneity and the role of the sentiment indicator," Department of Economics 0167, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
    15. Fu, Jianhua & Zhang, Yongqing, 2020. "Valuation of travel time reliability: Considering the traveler's adaptive expectation with an indifference band on daily trip duration," Transportation Research Part A: Policy and Practice, Elsevier, vol. 140(C), pages 337-353.

  32. Hosseiny, Ali & Gallegati, Mauro, 2017. "Role of intensive and extensive variables in a soup of firms in economy to address long run prices and aggregate data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 470(C), pages 51-59.
    See citations under working paper version above.
  33. Valentini, Enzo & Arlotti, Marco & Compagnucci, Fabiano & Gentili, Andrea & Muratore, Fabrizio & Gallegati, Mauro, 2017. "Technical change, sectoral dislocation and barriers to labor mobility: Factors behind the great recession," Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 187-215.

    Cited by:

    1. Cutrini, Eleonora, 2019. "Economic integration, structural change, and uneven development in the European Union," Structural Change and Economic Dynamics, Elsevier, vol. 50(C), pages 102-113.
    2. Califano, Andrea & Gasperin, Simone, 2019. "Multi-speed Europe is already there: Catching up and falling behind," Structural Change and Economic Dynamics, Elsevier, vol. 51(C), pages 152-167.
    3. Croci Angelini, Elisabetta & Farina, Francesco & Valentini, Enzo, 2017. "Wages and employment by skill level in Southern and Eastern Europe during the crisis," GLO Discussion Paper Series 153, Global Labor Organization (GLO).
    4. Elisabetta Croci Angelini & Francesco Farina & Enzo Valentini, 2020. "Wage and employment by skill levels in technological evolution of South and East Europe," Journal of Evolutionary Economics, Springer, vol. 30(5), pages 1497-1514, November.
    5. Compagnucci, Fabiano & Gentili, Andrea & Valentini, Enzo & Gallegati, Mauro, 2021. "Have jobs and wages stopped rising? Productivity and structural change in advanced countries," Structural Change and Economic Dynamics, Elsevier, vol. 56(C), pages 412-430.

  34. Marco Gallegati & Mauro Gallegati & James B. Ramsey & Willi Semmler, 2017. "Long waves in prices: new evidence from wavelet analysis," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), vol. 11(1), pages 127-151, January.

    Cited by:

    1. Marco Gallegati, 2019. "A system for dating long wave phases in economic development," Journal of Evolutionary Economics, Springer, vol. 29(3), pages 803-822, July.
    2. Faria, Gonçalo & Verona, Fabio, 2020. "The yield curve and the stock market: Mind the long run," Journal of Financial Markets, Elsevier, vol. 50(C).
    3. Mark Knell & Simone Vannuccini, 2022. "Tools and concepts for understanding disruptive technological change after Schumpeter," Jena Economics Research Papers 2022-005, Friedrich-Schiller-University Jena.
    4. Gerdesmeier Dieter & Roffia Barbara & Reimers Hans-Eggert, 2020. "Unravelling the Secrets of Inflation in the Euro Area – A Frequency Decomposition Approach," Folia Oeconomica Stetinensia, Sciendo, vol. 20(1), pages 133-162, June.
    5. Pierre Rostan & Alexandra Rostan & John Wall, 2024. "Measuring the Resilience to the Covid-19 Pandemic of Eurozone Economies with Their 2050 Forecasts," Computational Economics, Springer;Society for Computational Economics, vol. 63(3), pages 1137-1157, March.
    6. Sartorello Spinola, Danilo, 2018. "Instability constraints and development traps: An empirical analysis of growth cycles and economic volatility in Latin America," MERIT Working Papers 2018-002, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    7. Gallegati, Marco & Delli Gatti, Domenico, 2018. "Macrofinancial imbalances in historical perspective: A global crisis index," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 190-205.
    8. Pierre Rostan & Alexandra Rostan, 2024. "How Australia's economy gained momentum because of Covid‐19," Australian Economic Papers, Wiley Blackwell, vol. 63(1), pages 36-58, March.
    9. Gallegati, Marco & Giri, Federico & Fratianni, Michele, 2019. "Money growth and inflation: International historical evidence on high inflation episodes for developed countries," Bank of Finland Research Discussion Papers 1/2019, Bank of Finland.
    10. Gerdesmeier, Dieter & Roffia, Barbara & Reimers, Hans-Eggert, 2018. "Unravelling the secrets of euro area inflation: A frequency decomposition approach," Wismar Discussion Papers 06/2018, Hochschule Wismar, Wismar Business School.

  35. Gallegati Marco & Gallegati Mauro & Ramsey James B. & Semmler Willi, 2016. "Productivity and unemployment: a scale-by-scale panel data analysis for the G7 countries," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(4), pages 477-493, September.

    Cited by:

    1. Mark Partridge & Alexandra Tsvetkova & Michael Betz, 2021. "Are the most productive regions necessarily the most successful? Local effects of productivity growth on employment and earnings," Journal of Regional Science, Wiley Blackwell, vol. 61(1), pages 30-61, January.
    2. Pu Chen & Willi Semmler, 2018. "Short and Long Effects of Productivity on Unemployment," Open Economies Review, Springer, vol. 29(4), pages 853-878, September.
    3. Patrick M. Crowley & David Hudgins, 2021. "Okun’s law revisited in the time–frequency domain: introducing unemployment into a wavelet-based control model," Empirical Economics, Springer, vol. 61(5), pages 2635-2662, November.
    4. Gallegati, Marco & Giri, Federico & Fratianni, Michele, 2019. "Money growth and inflation: International historical evidence on high inflation episodes for developed countries," Bank of Finland Research Discussion Papers 1/2019, Bank of Finland.
    5. Dalia Mansour-Ibrahim, 2023. "Are the Eurozone Financial and Business Cycles Convergent Across Time and Frequency?," Computational Economics, Springer;Society for Computational Economics, vol. 61(1), pages 389-427, January.

  36. Ali Hosseiny & Mohammad Bahrami & Antonio Palestrini & Mauro Gallegati, 2016. "Metastable Features of Economic Networks and Responses to Exogenous Shocks," PLOS ONE, Public Library of Science, vol. 11(10), pages 1-22, October.
    See citations under working paper version above.
  37. Maggioni, Daniela & Lo Turco, Alessia & Gallegati, Mauro, 2016. "Does product complexity matter for firms' output volatility?," Journal of Development Economics, Elsevier, vol. 121(C), pages 94-109.

    Cited by:

    1. Gomez-Gonzalez, Jose E. & Uribe, Jorge M. & Valencia, Oscar M., 2023. "Does economic complexity reduce the probability of a fiscal crisis?," World Development, Elsevier, vol. 168(C).
    2. Naima Chrid & Sami Saafi & Mohamed Chakroun, 2021. "Export Upgrading and Economic Growth: a Panel Cointegration and Causality Analysis," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 12(2), pages 811-841, June.
    3. Sèna Kimm Gnangnon, 2021. "Aid for trade and inflation: Exploring the trade openness, export product diversification and foreign direct investment channels," Australian Economic Papers, Wiley Blackwell, vol. 60(4), pages 563-593, December.
    4. Kamguia, Brice & Tadadjeu, Sosson & Miamo, Clovis & Njangang, Henri, 2022. "Does foreign aid impede economic complexity in developing countries?," International Economics, Elsevier, vol. 169(C), pages 71-88.
    5. Sena KIMM Gnangnon, 2020. "Export Product Diversification and Fiscal Space Volatility in Developing Countries: Exploring the Economic Growth Volatility Channel," Economics Bulletin, AccessEcon, vol. 40(3), pages 1837-1854.
    6. Jose E. Gomez-Gonzalez & Jorge M. Uribe & Oscar M. Valencia, 2023. "Sovereign Risk and Economic Complexity: Machine Learning Insights on Causality and Prediction," IREA Working Papers 202315, University of Barcelona, Research Institute of Applied Economics, revised Nov 2023.
    7. Gnangnon, Sèna Kimm, 2022. "Effect of the Duration of Membership in the GATT/WTO on Human Development in Developed and Developing Countries," EconStor Preprints 265061, ZBW - Leibniz Information Centre for Economics.
    8. Sena Kimm Gnangnon, 2021. "Economic complexity and poverty in developing countries," Economic Affairs, Wiley Blackwell, vol. 41(3), pages 416-429, October.
    9. Gomez-Gonzalez, Jose E. & Uribe, Jorge M. & Valencia, Oscar, 2024. "Sovereign Risk and Economic Complexity," IDB Publications (Working Papers) 13393, Inter-American Development Bank.
    10. Alberto Bucci & Lorenzo Carbonari & Giovanni Trovato, 2018. "Variety, Competition, and Population in Economic Growth: Theory and Empirics," CEIS Research Paper 428, Tor Vergata University, CEIS, revised 03 Oct 2019.
    11. Barbaros Güneri & A. Yasemin Yalta, 2021. "Does economic complexity reduce output volatility in developing countries?," Bulletin of Economic Research, Wiley Blackwell, vol. 73(3), pages 411-431, July.
    12. Hua Zhou & Jiachen Fan, 2023. "Export structure, import demand elasticity and export stability," The World Economy, Wiley Blackwell, vol. 46(3), pages 758-790, March.
    13. Xiaoping Li & Shuzhou Peng & Wei‐Chiao Huang & Qian Zhou, 2022. "What Drives Chinese Firms' Export Sophistication? A Perspective from the Rise of Minimum Wages," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 30(2), pages 28-59, March.
    14. Trinh, Vu Quang & Nguyen, Anh Thi Quynh & Vo, Xuan Vinh, 2022. "Export quality upgrading and environmental sustainability: Evidence from the East Asia and Pacific Region," Research in International Business and Finance, Elsevier, vol. 60(C).
    15. Saafi Sami & Nouira Ridha, 2018. "Re-Examining the Relationship Between Export Upgrading and Economic Growth: Is there a Threshold Effect?," The Economic and Social Review, Economic and Social Studies, vol. 49(4), pages 437-454.
    16. Sèna Kimm Gnangnon, 2023. "Do unilateral trade preferences help reduce poverty in beneficiary countries?," International Journal of Economic Policy Studies, Springer, vol. 17(1), pages 249-288, February.
    17. Guan, Shu & Cheng, Liwei, 2020. "Does product complexity matter for firms' TFP?," Technological Forecasting and Social Change, Elsevier, vol. 160(C).
    18. Gnangnon, Sèna Kimm, 2023. "Effect of the duration of membership in the GATT/WTO on economic growth volatility," Structural Change and Economic Dynamics, Elsevier, vol. 65(C), pages 448-467.
    19. Gnangnon, Sèna Kimm, 2021. "Do Unilateral Trade Preferences Help Reduce Poverty in Beneficiary Countries?," EconStor Preprints 247346, ZBW - Leibniz Information Centre for Economics.
    20. Gnangnon, Sèna Kimm, 2023. "The Quality of Aid for Trade Flows and Economic Complexity," EconStor Preprints 271538, ZBW - Leibniz Information Centre for Economics.
    21. Gnangnon, Sèna Kimm, 2022. "Effect of the utilization of non-reciprocal trade preferences offered by the QUAD countries on beneficiary countries' economic complexity," Journal of the Japanese and International Economies, Elsevier, vol. 65(C).
    22. Giacomo Domini, 2019. "Patterns of specialisation and economic complexity through the lens of universal exhibitions, 1855-1900," LEM Papers Series 2019/20, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    23. Sèna Kimm Gnangnon, 2020. "Export product diversification and tax performance quality in developing countries," International Economics and Economic Policy, Springer, vol. 17(4), pages 849-876, October.

  38. Alberto Russo & Luca Riccetti & Mauro Gallegati, 2016. "Increasing inequality, consumer credit and financial fragility in an agent based macroeconomic model," Journal of Evolutionary Economics, Springer, vol. 26(1), pages 25-47, March.

    Cited by:

    1. Giovanni Dosi & Marcelo Pereira & Andrea Roventini & Maria Enrica Virgillito, 2018. "What if supply-side policies are not enough ? The perverse interaction of flexibility and austerity," SciencePo Working papers Main hal-03458460, HAL.
    2. Alberto CARDACI & Francesco SARACENO, 2015. "Inequality, Financialisation and Economic Crises: An Agent-Based Macro Model," Departmental Working Papers 2015-21, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    3. Elisa Palagi & Mauro Napoletano & Andrea Roventini & Jean-Luc Gaffard, 2017. "Inequality, Redistributive Policies and Multiplier Dynamics in an Agent-based Model with Credit Rationing," SciencePo Working papers Main hal-03455401, HAL.
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    31. Giovanni Dosi & Marcelo C. Pereira & Andrea Roventini & Maria Enrica Virgillito, 2017. "Causes and Consequences of Hysteresis: Aggregate Demand, Productivity and Employment," LEM Papers Series 2017/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
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    33. 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.
    34. Chen, Siyan & Desiderio, Saul, 2018. "Computational evidence on the distributive properties of monetary policy," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-32.
    35. Botta, Alberto & Caverzasi, Eugenio & Russo, Alberto & Gallegati, Mauro & Stiglitz, Joseph E., 2019. "Inequality and finance in a rent economy," Greenwich Papers in Political Economy 23101, University of Greenwich, Greenwich Political Economy Research Centre.
    36. Tinghui Li & Junhao Zhong & Mark Xu, 2019. "Does the Credit Cycle Have an Impact on Happiness?," IJERPH, MDPI, vol. 17(1), pages 1-19, December.
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    40. Cardaci, Alberto, 2018. "Inequality, household debt and financial instability: An agent-based perspective," Journal of Economic Behavior & Organization, Elsevier, vol. 149(C), pages 434-458.
    41. Alyona Nelyubina, 2022. "Monetary Policy Impact on Income Inequality in the Russian Regions," Russian Journal of Money and Finance, Bank of Russia, vol. 81(2), pages 3-19, June.
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    45. Caiani, Alessandro & Russo, Alberto & Gallegati, Mauro, 2016. "Does Inequality Hamper Innovation and Growth?," MPRA Paper 71864, University Library of Munich, Germany.
    46. Caiani, Alessandro & Russo, Alberto & Gallegati, Mauro, 2017. "Are higher wages good for business? An assessment under alternative innovation and investment scenarios," MPRA Paper 80439, University Library of Munich, Germany.
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    3. Xiong, Wanting & Wang, Yougui, 2017. "The impact of Basel III on money creation: A synthetic analysis," Economics Discussion Papers 2017-53, Kiel Institute for the World Economy (IfW Kiel).
    4. 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).
    5. Georg Feigl & Markus Marterbauer & Miriam Rehm & Matthias Schnetzer & Sepp Zuckerstätter & Lars Nørvang Andersen & Thea Nissen & Signe Dahl & Peter Hohlfeld & Benjamin Lojak & Achim Truger & Andrew Wa, 2016. "The Elusive Recovery," PSE-Ecole d'économie de Paris (Postprint) hal-03459084, HAL.
      • Georg Feigl & Markus Marterbauer & Miriam Rehm & Matthias Schnetzer & Sepp Zuckerstätter & Lars Nørvang Andersen & Thea Nissen & Signe Dahl & Peter Hohlfeld & Benjamin Lojak & Thomas Theobald & Achim , 2016. "The Elusive Recovery," PSE Working Papers hal-03612850, HAL.
      • Georg Feigl & Markus Marterbauer & Miriam Rehm & Matthias Schnetzer & Sepp Zuckerstätter & Lars Nørvang Andersen & Thea Nissen & Signe Dahl & Peter Hohlfeld & Benjamin Lojak & Achim Truger & Andrew Wa, 2016. "The Elusive Recovery," Post-Print hal-03459084, HAL.
      • Georg Feigl & Markus Marterbauer & Miriam Rehm & Matthias Schnetzer & Sepp Zuckerstätter & Lars Nørvang Andersen & Thea Nissen & Signe Dahl & Peter Hohlfeld & Benjamin Lojak & Thomas Theobald & Achim , 2016. "The Elusive Recovery," Working Papers hal-03612850, HAL.
      • Georg Feigl & Markus Marterbauer & Miriam Rehm & Matthias Schnetzer & Sepp Zuckerstätter & Lars Nørvang Andersen & Thea Nissen & Signe Dahl & Peter Hohlfeld & Benjamin Lojak & Thomas Theobald & Achim , 2016. "The Elusive Recovery," SciencePo Working papers Main hal-03612850, HAL.
      • Georg Feigl & Markus Marterbauer & Miriam Rehm & Matthias Schnetzer & Sepp Zuckerstätter & Lars Nørvang Andersen & Thea Nissen & Signe Dahl & Peter Hohlfeld & Benjamin Lojak & Thomas Theobald & Achim , 2016. "The Elusive Recovery," PSE-Ecole d'économie de Paris (Postprint) hal-03612850, HAL.
      • Georg Feigl & Markus Marterbauer & Miriam Rehm & Matthias Schnetzer & Sepp Zuckerstätter & Lars Nørvang Andersen & Thea Nissen & Signe Dahl & Peter Hohlfeld & Benjamin Lojak & Achim Truger & Andrew Wa, 2016. "The Elusive Recovery," SciencePo Working papers Main hal-03459084, HAL.
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    7. Papadopoulos, Georgios, 2019. "Income inequality, consumption, credit and credit risk in a data-driven agent-based model," Journal of Economic Dynamics and Control, Elsevier, vol. 104(C), pages 39-73.
    8. 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.
    9. Tommaso Ciarli & Andre Lorentz & Marco Valente & Maria Savona, 2017. "Structural Changes and Growth Regime," Working Papers of BETA 2017-19, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    10. Sebastiaan Tieleman, 2022. "Towards a Validation Methodology for Macroeconomic Agent-Based Models," Computational Economics, Springer;Society for Computational Economics, vol. 60(4), pages 1507-1527, December.
    11. Glötzl, Erhard, 2022. "Macroeconomic General Constrained Dynamic models (GCD models)," MPRA Paper 112385, University Library of Munich, Germany.
    12. Magacho, Guilherme & Spinola, Danilo, 2021. "Supply and demand in Kaldorian growth models: a proposal for dynamic adjustment," CAFE Working Papers 10, Centre for Accountancy, Finance and Economics (CAFE), Birmingham City Business School, Birmingham City University.
    13. 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).
    14. Carlos Madeira, 2016. "Measuring the Covariance Risk of Consumer Debt Portfolios," Working Papers Central Bank of Chile 793, Central Bank of Chile.
    15. 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.
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    20. 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.
    21. G; Dosi & M.C. Pereira & A. Roventini & M.E. Virgillito, 2016. "When more flexiility yields more fragility : the microfoundations of keynesian aggregate unemployment," Documents de Travail de l'OFCE 2016-07, Observatoire Francais des Conjonctures Economiques (OFCE).
    22. Luca Eduardo Fierro & Federico Giri & Alberto Russo, 2023. "Inequality-Constrained Monetary Policy in a Financialized Economy," Working Papers 474, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    23. Seppecher, P. & Salle, I. & Lang, D., 2016. "Is the Market Really a Good Teacher?," CeNDEF Working Papers 16-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    24. Alessandro Taberna & Tatiana Filatova & Andrea Roventini & Francesco Lamperti, 2021. "Coping with increasing tides: technological change, agglomeration dynamics and climate hazards in an agent-based evolutionary model," LEM Papers Series 2021/44, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    25. Wenzhi Zheng & Yuting Lou & Yu Chen, 2019. "On the Unsustainable Macroeconomy with Increasing Inequality of Firms Induced by Excessive Liquidity," Sustainability, MDPI, vol. 11(11), pages 1-22, May.
    26. Giovanni Dosi & Andrea Roventini, 2017. "Agent-Based Macroeconomics and Classical Political Economy: Some Italian Roots," SciencePo Working papers Main hal-03399668, HAL.
    27. 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.
    28. Yannis Dafermos & Maria Nikolaidi, 2021. "How can green differentiated capital requirements affect climate risks? A dynamic macrofinancial analysis," Working Papers PKWP2105, Post Keynesian Economics Society (PKES).
    29. 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.
    30. Asjad Naqvi & Engelbert Stockhammer, 2017. "Directed technological change in a post-Keynesian ecological macromodel," Working Papers PKWP1714, Post Keynesian Economics Society (PKES).
    31. Li, Boyao & Wang, Yougui, 2020. "Money creation within the macroeconomy: An integrated model of banking," International Review of Financial Analysis, Elsevier, vol. 71(C).
    32. 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.
    33. Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Working Papers hal-03458875, HAL.
    34. Sercin Sahin, 2021. "Consumer confidence, consumption, and macroeconomic fluctuations: A systemic stock‐flow consistent model," Metroeconomica, Wiley Blackwell, vol. 72(4), pages 868-904, November.
    35. Claudius Graebner & Wolfram Elsner & Alexander Lascaux, 2017. "To trust or to control: Informal value transfer systems and computational analysis in institutional economics," ICAE Working Papers 74, Johannes Kepler University, Institute for Comprehensive Analysis of the Economy.
    36. Carbajal-De-Nova, Carolina & Venegas-Martínez, Francisco, 2019. "On the paradigm shift of asset pricing models, before and after the global financial crisis: a literature review," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 15(29), pages 7-38, Primer se.
    37. Laura Carvalho & Corrado Di Guilmi, 2020. "Technological unemployment and income inequality: a stock-flow consistent agent-based approach," Journal of Evolutionary Economics, Springer, vol. 30(1), pages 39-73, January.
    38. Harald Ulrik Sverdrup & Anna Hulda Olafsdottir, 2020. "Conceptualization and parameterization of the market price mechanism in the WORLD6 model for metals, materials, and fossil fuels," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 33(3), pages 285-310, October.
    39. Domenico Delli Gatti & Severin Reissl & Enrico Turco, 2021. "V for Vaccines and Variants," CESifo Working Paper Series 9291, CESifo.
    40. Catullo, Ermanno & Gallegati, Mauro, 2015. "Multi-country decentralized agent based model: Macroeconomic dynamics and vulnerability in a simplified currency union," FinMaP-Working Papers 50, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    41. Georg Feigl & Markus Marterbauer & Miriam Rehm & Matthias Schnetzer & Sepp Zuckerstätter & Lars Andersen & Thea Nissen & Signe Dahl & Peter Hohlfeld & Benjamin Lojak & Thomas Theobald & Achim Truger &, 2016. "Economic outlook for the euro area: Chapter 1," Sciences Po publications info:hdl:2441/7nrhkqocnt8, Sciences Po.
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    169. Michalis Nikiforos & Gennaro Zezza, 2017. "Stock†Flow Consistent Macroeconomic Models: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 31(5), pages 1204-1239, December.
    170. Ítalo Pedrosa & Dany Lang, 2021. "To what extent does aggregate leverage determine financial fragility? New insights from an agent-based stock-flow consistent model," Journal of Evolutionary Economics, Springer, vol. 31(4), pages 1221-1275, September.

  42. Ilker Arslan & Eugenio Caverzasi & Mauro Gallegati & Alper Duman, 2016. "Long Term Impacts of Bank Behavior on Financial Stability. an Agent Based Modeling Approach," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 19(1), pages 1-11.

    Cited by:

    1. Valentina Y. Guleva & Klavdiya O. Bochenina & Maria V. Skvorcova & Alexander V. Boukhanovsky, 2017. "A Simulation Tool for Exploring the Evolution of Temporal Interbank Networks," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 20(4), pages 1-15.
    2. Wenchong Chen & Hongwei Liu & Dan Xu, 2018. "Dynamic Pricing Strategies for Perishable Product in a Competitive Multi-Agent Retailers Market," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 21(2), pages 1-12.

  43. Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2016. "Stock market dynamics, leveraged network-based financial accelerator and monetary policy," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 509-524.
    See citations under working paper version above.
  44. Hideaki Aoyama & Yoshi Fujiwara & Mauro Gallegati, 2015. "Micro-macro relation of production: double scaling law for statistical physics of economy," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(1), pages 67-78, April.
    See citations under working paper version above.
  45. Luca Riccetti & Alberto Russo & Mauro Gallegati, 2015. "An agent based decentralized matching macroeconomic model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(2), pages 305-332, October.
    See citations under working paper version above.
  46. Antonio Palestrini & Mauro Gallegati, 2015. "Unbiased Adaptive Expectation Schemes," Economics Bulletin, AccessEcon, vol. 35(2), pages 1185-1190.

    Cited by:

    1. Colasante, Annarita & Palestrini, Antonio & Russo, Alberto & Gallegati, Mauro, 2017. "Adaptive expectations versus rational expectations: Evidence from the lab," International Journal of Forecasting, Elsevier, vol. 33(4), pages 988-1006.
    2. Colasante, Annarita & Palestrini, Antonio & Russo, Alberto & Gallegati, Mauro, 2015. "Heterogeneous Adaptive Expectations and Coordination in a Learning-to-Forecast Experiment," MPRA Paper 66578, University Library of Munich, Germany.
    3. Annarita COLASANTE & Antonio PALESTRINI & Alberto RUSSO & Mauro GALLEGATI, 2015. "Adaptive Expectations with Correction Bias: Evidence from the lab," Working Papers 409, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    4. Fu, Jianhua & Zhang, Yongqing, 2020. "Valuation of travel time reliability: Considering the traveler's adaptive expectation with an indifference band on daily trip duration," Transportation Research Part A: Policy and Practice, Elsevier, vol. 140(C), pages 337-353.

  47. Ruggero Grilli & Gabriele Tedeschi & Mauro Gallegati, 2015. "Markets connectivity and financial contagion," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(2), pages 287-304, October.
    See citations under working paper version above.
  48. Catullo, Ermanno & Gallegati, Mauro & Palestrini, Antonio, 2015. "Towards a credit network based early warning indicator for crises," Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 78-97.

    Cited by:

    1. Carlos Madeira, 2016. "Measuring the Covariance Risk of Consumer Debt Portfolios," Working Papers Central Bank of Chile 793, Central Bank of Chile.
    2. Sergio Rubens Stancato de Souza & Thiago Christiano Silva & Benjamin Miranda Tabak & Solange Maria Guerra, 2016. "Evaluating Systemic Risk using Bank Default Probabilities in Financial Networks," Working Papers Series 426, Central Bank of Brazil, Research Department.
    3. Giovanni Dosi & Andrea Roventini, 2017. "Agent-Based Macroeconomics and Classical Political Economy: Some Italian Roots," SciencePo Working papers Main hal-03399668, HAL.
    4. Roman Matkovskyy & Taoufik Bouraoui & Helmi Hammami, 2016. "Analysing the financial strength of Tunisia: An approach to estimate an index of financial safety," Post-Print hal-02008005, HAL.
    5. Hosseiny, Ali & Gallegati, Mauro, 2017. "Role of intensive and extensive variables in a soup of firms in economy to address long run prices and aggregate data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 470(C), pages 51-59.
    6. Berardi, Simone & Tedeschi, Gabriele, 2017. "From banks' strategies to financial (in)stability," International Review of Economics & Finance, Elsevier, vol. 47(C), pages 255-272.
    7. Sui, Xin & Li, Liang, 2018. "Guarantee network model and risk contagion," Chaos, Solitons & Fractals, Elsevier, vol. 106(C), pages 323-329.
    8. Yuri Biondi & Feng Zhou, 2017. "Interbank Credit and the Money Manufacturing Process. A Systemic Perspective on Financial Stability," Papers 1702.08774, arXiv.org.
    9. Ermanno Catullo & Antonio Palestrini & Ruggero Grilli & Mauro Gallegati, 2018. "Early warning indicators and macro-prudential policies: a credit network agent based model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(1), pages 81-115, April.
    10. Di Guilmi, C. & Gallegati, M. & Landini, S. & Stiglitz, J.E., 2020. "An analytical solution for network models with heterogeneous and interacting agents," Journal of Economic Behavior & Organization, Elsevier, vol. 171(C), pages 189-220.

  49. Mandel, Antoine & Landini, Simone & Gallegati, Mauro & Gintis, Herbert, 2015. "Price dynamics, financial fragility and aggregate volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 257-277.
    See citations under working paper version above.
  50. Recchioni, Maria Cristina & Tedeschi, Gabriele & Gallegati, Mauro, 2015. "A calibration procedure for analyzing stock price dynamics in an agent-based framework," Journal of Economic Dynamics and Control, Elsevier, vol. 60(C), pages 1-25.
    See citations under working paper version above.
  51. Simone Landini & Mauro Gallegati & Joseph Stiglitz, 2015. "Economies with heterogeneous interacting learning agents," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(1), pages 91-118, April.

    Cited by:

    1. Sven Banisch & Eckehard Olbrich, 2017. "The Coconut Model with Heterogeneous Strategies and Learning," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 20(1), pages 1-14.
    2. Özge Dilaver & Robert Calvert Jump & Paul Levine, 2018. "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.
    3. M. L. Bertotti & G. Modanese, 2016. "Mathematical models describing the effects of different tax evasion behaviors," Papers 1701.02662, arXiv.org.
    4. Antonelli, Cristiano, 2017. "From the Economics of Information to the Economics of Knowledge," Department of Economics and Statistics Cognetti de Martiis LEI & BRICK - Laboratory of Economics of Innovation "Franco Momigliano", Bureau of Research in Innovation, Complexity and Knowledge, Collegio 201706, University of Turin.
    5. Antonelli, Cristiano, 2017. "From the Economics of Information to the Economics of Knowledge. Length: pages 39," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201714, University of Turin.
    6. M. L. Bertotti & G. Modanese, 2018. "Mathematical models describing the effects of different tax evasion behaviors," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(2), pages 351-363, July.

  52. Luca Marotta & Salvatore Miccichè & Yoshi Fujiwara & Hiroshi Iyetomi & Hideaki Aoyama & Mauro Gallegati & Rosario N Mantegna, 2015. "Bank-Firm Credit Network in Japan: An Analysis of a Bipartite Network," PLOS ONE, Public Library of Science, vol. 10(5), pages 1-18, May.
    See citations under working paper version above.
  53. Fabio Clementi & Marco Gallegati & Mauro Gallegati, 2015. "Growth and Cycles of the Italian Economy Since 1861: The New Evidence," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 1(1), pages 25-59, March.

    Cited by:

    1. Silvana Bartoletto & Bruno Chiarini & Elisabetta Marzano & Paolo Piselli, 2015. "Business Cycles, Credit Cycles and Bank Holdings of Sovereign Bonds: Historical Evidence for Italy 1861-2013," CESifo Working Paper Series 5318, CESifo.
    2. Mariateresa Ciommi & Andrea Gentili & Barbara Ermini & Chiara Gigliarano & Francesco M. Chelli & Mauro Gallegati, 2017. "Have Your Cake and Eat it Too: The Well-Being of the Italians (1861–2011)," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 134(2), pages 473-509, November.
    3. Claire Giordano & Francesco Zollino, 2021. "Long‐Run Factor Accumulation And Productivity Trends In Italy," Journal of Economic Surveys, Wiley Blackwell, vol. 35(3), pages 741-803, July.

  54. 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.
    See citations under working paper version above.
  55. Simone Landini & Mauro Gallegati, 2014. "Heterogeneity, interaction and emergence: effects of composition," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 4(3/4), pages 339-361.

    Cited by:

    1. F. Clementi & M. Gallegati, 2016. "New economic windows on income and wealth: The k-generalized family of distributions," Papers 1608.06076, arXiv.org.

  56. Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2014. "Bank interlinkages and macroeconomic stability," International Review of Economics & Finance, Elsevier, vol. 34(C), pages 72-88.

    Cited by:

    1. Rocco Caferra & Gabriele Tedeschi & Andrea Morone, 2023. "Agents interaction and price dynamics: evidence from the laboratory," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(2), pages 251-274, April.
    2. Delli Gatti, Domenico & Gallegati, Mauro & Palestrini, Antonio & Tedeschi, Gabriele & Vidal-Tomás, David, 2024. "Market power, technical progress and financial fragility," Journal of Economic Behavior & Organization, Elsevier, vol. 217(C), pages 435-452.
    3. Tedeschi, Gabriele & Recchioni, Maria Cristina & Berardi, Simone, 2019. "An approach to identifying micro behavior: How banks’ strategies influence financial cycles," Journal of Economic Behavior & Organization, Elsevier, vol. 162(C), pages 329-346.
    4. Tedeschi, Gabriele & Vidal-Tomás, David & Delli-Gatti, Domenico & Gallegati, Mauro, 2021. "The macroeconomic effects of default and debt restructuring: An agent based exploration," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1146-1163.
    5. Banwo, Opeoluwa & Caccioli, Fabio & Harrald, Paul & Medda, Francesca, 2017. "The effect of heterogeneity on financial contagion due to overlapping portfolios," LSE Research Online Documents on Economics 69678, London School of Economics and Political Science, LSE Library.
    6. X. Zhang & L. D. Valdez & H. E. Stanley & L. A. Braunstein, 2019. "Modeling Risk Contagion in the Venture Capital Market: A Multilayer Network Approach," Complexity, Hindawi, vol. 2019, pages 1-11, December.
    7. Qianqian Gao & Hong Fan, 2020. "Macroprudential regulation for a dynamic Chinese banking system with a scale-free network," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(3), pages 579-611, July.
    8. Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2020. "Business fluctuations in a behavioral switching model: Gridlock effects and credit crunch phenomena in financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 114(C).
    9. Berardi, Simone & Tedeschi, Gabriele, 2017. "From banks' strategies to financial (in)stability," International Review of Economics & Finance, Elsevier, vol. 47(C), pages 255-272.
    10. Yao, Yanzhen & Li, Jianping & Zhu, Xiaoqian & Wei, Lu, 2017. "Expected default based score for identifying systemically important banks," Economic Modelling, Elsevier, vol. 64(C), pages 589-600.
    11. Philippe Deprez & Rajat Subhra Hazra & Mario V. Wüthrich, 2015. "Inhomogeneous Long-Range Percolation for Real-Life Network Modeling," Risks, MDPI, vol. 3(1), pages 1-23, January.
    12. 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.
    13. Lorella Fatone & Francesca Mariani, 2020. "Systemic risk governance in a dynamical model of a banking system with stochastic assets and liabilities," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 183-219, January.
    14. Gurgone, Andrea & Iori, Giulia & Jafarey, Saqib, 2018. "The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 257-288.
    15. Emanuele Ciola & Gabriele Tedeschi, 2021. "From interaction to business fluctuations: How credit network explain cycles," Working Papers 2021/01, Economics Department, Universitat Jaume I, Castellón (Spain).
    16. Adamuz, María de las Mercedes & Hernández Cortés, Janko, 2015. "Endogenous screening and the formation of loan syndicates," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 290-307.
    17. Gabriele Tedeschi & Fabio Caccioli & Maria Cristina Recchioni, 2020. "Taming financial systemic risk: models, instruments and early warning indicators," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 1-7, January.
    18. Xu, Yingying, 2020. "Will energy transitions impact financial systems?," Energy, Elsevier, vol. 194(C).
    19. Recchioni, Maria Cristina & Tedeschi, Gabriele, 2017. "From bond yield to macroeconomic instability: A parsimonious affine model," European Journal of Operational Research, Elsevier, vol. 262(3), pages 1116-1135.
    20. Giorgio Fagiolo & Andrea Roventini, 2016. "Macroeconomic Policy in DGSE and Agent-Based Models Redux," Working Papers hal-03459348, HAL.
    21. Simone Berardi & Gabriele Tedeschi, 2016. "How banks’ strategies influence financial cycles: An approach to identifying micro behavior," Working Papers 2016/24, Economics Department, Universitat Jaume I, Castellón (Spain).
    22. Huang, Chuangxia & Zhao, Xian & Deng, Yunke & Yang, Xiaoguang & Yang, Xin, 2022. "Evaluating influential nodes for the Chinese energy stocks based on jump volatility spillover network," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 81-94.
    23. Silva, Walmir & Kimura, Herbert & Sobreiro, Vinicius Amorim, 2017. "An analysis of the literature on systemic financial risk: A survey," Journal of Financial Stability, Elsevier, vol. 28(C), pages 91-114.
    24. Maria Cristina Recchioni & Gabriele Tedeschi, 2016. "From bond yield to macroeconomic instability: The effect of negative interest rates," Working Papers 2016/06, Economics Department, Universitat Jaume I, Castellón (Spain).

  57. Bargigli, Leonardo & Gallegati, Mauro & Riccetti, Luca & Russo, Alberto, 2014. "Network analysis and calibration of the “leveraged network-based financial accelerator”," Journal of Economic Behavior & Organization, Elsevier, vol. 99(C), pages 109-125.

    Cited by:

    1. Wolski, Marcin & van de Leur, Michiel, 2016. "Interbank loans, collateral and modern monetary policy," Working Paper Series 1959, European Central Bank.
    2. Andre R. Neveu, 2018. "A survey of network-based analysis and systemic risk measurement," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(2), pages 241-281, July.
    3. Gerard Ballot & Antoine Mandel & Annick Vignes, 2015. "Agent-based modeling and economic theory: where do we stand?," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(2), pages 199-220, October.
    4. Tedeschi, Gabriele & Recchioni, Maria Cristina & Berardi, Simone, 2019. "An approach to identifying micro behavior: How banks’ strategies influence financial cycles," Journal of Economic Behavior & Organization, Elsevier, vol. 162(C), pages 329-346.
    5. P. Tasca & S. Battiston, 2016. "Market procyclicality and systemic risk," Quantitative Finance, Taylor & Francis Journals, vol. 16(8), pages 1219-1235, August.
    6. Ermanno Catullo & Mauro Gallegati & Alberto Russo, 2020. "Forecasting in a complex environment: Machine learning sales expectations in a Stock Flow Consistent Agent-Based simulation model," Working Papers 2020/17, Economics Department, Universitat Jaume I, Castellón (Spain).
    7. Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2016. "Stock market dynamics, leveraged network-based financial accelerator and monetary policy," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 509-524.
    8. Raffaele Giammetti & Alberto Russo & Mauro Gallegati, 2020. "Key sectors in input–output production networks: An application to Brexit," The World Economy, Wiley Blackwell, vol. 43(4), pages 840-870, April.
    9. Sui, Cong & Chen, Nan & Yang, Mo, 2023. "Not all market participants are alike when facing crisis: Evidence from the 2015 Chinese stock market turbulence," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
    10. Luca Riccetti & Alberto Russo & Mauro Gallegati, 2022. "Firm–bank credit network, business cycle and macroprudential policy," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(2), pages 475-499, April.
    11. Yuri Biondi & Feng Zhou, 2017. "Interbank Credit and the Money Manufacturing Process. A Systemic Perspective on Financial Stability," Papers 1702.08774, arXiv.org.

  58. Lunardi, José T. & Miccichè, Salvatore & Lillo, Fabrizio & Mantegna, Rosario N. & Gallegati, Mauro, 2014. "Do firms share the same functional form of their growth rate distribution? A statistical test," Journal of Economic Dynamics and Control, Elsevier, vol. 39(C), pages 140-164.

    Cited by:

    1. Alex Coad, 2022. "Lumps, Bumps and Jumps in the Firm Growth Process," Foundations and Trends(R) in Entrepreneurship, now publishers, vol. 18(4), pages 212-267, April.
    2. Pascoal, Rui & Augusto, Mário & Monteiro, A.M., 2016. "Size distribution of Portuguese firms between 2006 and 2012," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 458(C), pages 342-355.
    3. Luca Fontanelli, 2023. "Theories of Market Selection: A Survey," GREDEG Working Papers 2023-08, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
    4. Vitezić Vanja & Srhoj Stjepan & Perić Marko, 2018. "Investigating Industry Dynamics in a Recessionary Transition Economy," South East European Journal of Economics and Business, Sciendo, vol. 13(1), pages 43-67, June.
    5. Arata, Yoshiyuki, 2019. "Firm growth and Laplace distribution: The importance of large jumps," Journal of Economic Dynamics and Control, Elsevier, vol. 103(C), pages 63-82.

  59. Gabriele Tedeschi & Stefania Vitali & Mauro Gallegati, 2014. "The dynamic of innovation networks: a switching model on technological change," Journal of Evolutionary Economics, Springer, vol. 24(4), pages 817-834, September.

    Cited by:

    1. 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).
    2. Ankinée Kirakozian & Christophe Charlier, 2015. "Public Policies for Households Recycling when Reputation Matters," GREDEG Working Papers 2015-20, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, revised Nov 2018.
    3. Lorenzo Zirulia, 2023. "Path dependence in evolving R&D networks," Journal of Evolutionary Economics, Springer, vol. 33(1), pages 149-177, January.
    4. Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2020. "Business fluctuations in a behavioral switching model: Gridlock effects and credit crunch phenomena in financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 114(C).
    5. Berardi, Simone & Tedeschi, Gabriele, 2017. "From banks' strategies to financial (in)stability," International Review of Economics & Finance, Elsevier, vol. 47(C), pages 255-272.
    6. Colasante, Annarita, 2016. "Evolution of Cooperation in Public Good Game," MPRA Paper 72577, University Library of Munich, Germany.
    7. Ciola, Emanuele & Turco, Enrico & Gurgone, Andrea & Bazzana, Davide & Vergalli, Sergio & Menoncin, Francesco, 2023. "Enter the MATRIX model:a Multi-Agent model for Transition Risks with application to energy shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
    8. Stefan Behfar & Ekaterina Turkina & Thierry Burger-Helmchen, 2017. "Network tie structure causing OSS group innovation and growth," Post-Print hal-02153061, HAL.
    9. Colasante, Annarita, 2017. "Selection of the distributional rule as an alternative tool to foster cooperation in a Public Good Game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 468(C), pages 482-492.
    10. Na Zhao & Congcong Lei & Hui Liu & Chunlin Wu, 2022. "Improving the Effectiveness of Organisational Collaborative Innovation in Megaprojects: An Agent-Based Modelling Approach," Sustainability, MDPI, vol. 14(15), pages 1-21, July.
    11. Mansour Naser Alraja & Faris Alshubiri & Basel M. Khashab & Mahmood Shah, 2023. "The financial access, ICT trade balance and dark and bright sides of digitalization nexus in OECD countries," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 13(2), pages 177-209, June.

  60. Stefania Vitali & Gabriele Tedeschi & Mauro Gallegati, 2013. "The impact of classes of innovators on technology, financial fragility, and economic growth," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 22(4), pages 1069-1091, August.

    Cited by:

    1. D’Orazio, Paola & Valente, Marco, 2019. "The role of finance in environmental innovation diffusion: An evolutionary modeling approach," Journal of Economic Behavior & Organization, Elsevier, vol. 162(C), pages 417-439.
    2. 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.
    3. Gabriele Tedeschi & Stefania Vitali & Mauro Gallegati, 2014. "The dynamic of innovation networks: a switching model on technological change," Journal of Evolutionary Economics, Springer, vol. 24(4), pages 817-834, September.
    4. Delli Gatti, Domenico & Gallegati, Mauro & Palestrini, Antonio & Tedeschi, Gabriele & Vidal-Tomás, David, 2024. "Market power, technical progress and financial fragility," Journal of Economic Behavior & Organization, Elsevier, vol. 217(C), pages 435-452.
    5. Alberto Russo, 2014. "A Stochastic Model of Wealth Accumulation with Class Division," Metroeconomica, Wiley Blackwell, vol. 65(1), pages 1-35, February.
    6. Ruggero GRILLI & Gabriele TEDESCHI & Mauro GALLEGATI, 2012. "Markets connectivity and financial contagion," Working Papers 382, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    7. Alessandro STERLACCHINI, 2012. "Patent Oppositions as Competitive Tools: An Analysis of the Major Players in the European Market of White Goods," Working Papers 374, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    8. Colasante, Annarita, 2016. "Evolution of Cooperation in Public Good Game," MPRA Paper 72577, University Library of Munich, Germany.
    9. Simone LENZU & Gabriele TEDESCHI, 2012. "Systemic risk on different interbank network topologies," Working Papers 375, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    10. Colasante, Annarita, 2017. "Selection of the distributional rule as an alternative tool to foster cooperation in a Public Good Game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 468(C), pages 482-492.
    11. Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2014. "Bank interlinkages and macroeconomic stability," International Review of Economics & Finance, Elsevier, vol. 34(C), pages 72-88.
    12. Caiani, Alessandro & Russo, Alberto & Gallegati, Mauro, 2016. "Does Inequality Hamper Innovation and Growth?," MPRA Paper 71864, University Library of Munich, Germany.
    13. Eralba CELA & Tineke FOKKEMA & Elena AMBROSETTI, 2012. "Links Between Transnationalism Integration and Duration of Residence: The Case of eastern European Migrants in Italy," Working Papers 386, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.

  61. 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 (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 7, pages 1-44.

    Cited by:

    1. Papadopoulos, Georgios, 2019. "Income inequality, consumption, credit and credit risk in a data-driven agent-based model," Journal of Economic Dynamics and Control, Elsevier, vol. 104(C), pages 39-73.
    2. Giovanni Dosi & Andrea Roventini, 2017. "Agent-Based Macroeconomics and Classical Political Economy: Some Italian Roots," SciencePo Working papers Main hal-03399668, HAL.
    3. Giri, Federico & Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2016. "Monetary policy and large crises in a financial accelerator agent-based model," FinMaP-Working Papers 65, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    4. Wei Zhao & Yi Lu & Genfu Feng, 2019. "How Many Agents are Rational in China’s Economy? Evidence from a Heterogeneous Agent-Based New Keynesian Model," Computational Economics, Springer;Society for Computational Economics, vol. 54(2), pages 575-611, August.
    5. Alberto Russo, 2017. "An Agent Based Macroeconomic Model with Social Classes and Endogenous Crises," 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 285-306, November.
    6. Özge Dilaver & Robert Calvert Jump & Paul Levine, 2018. "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.
    7. Luca Riccetti & Alberto Russo & Mauro Gallegati, 2022. "Firm–bank credit network, business cycle and macroprudential policy," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(2), pages 475-499, April.
    8. Michel Alexandre & Gilberto Tadeu Lima, 2020. "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.
    9. 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.
    10. 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.
    11. Lena Gerdes & Bernhard Rengs & Manuel Scholz-Wäckerle, 2022. "Labor and environment in global value chains: an evolutionary policy study with a three-sector and two-region agent-based macroeconomic model," Journal of Evolutionary Economics, Springer, vol. 32(1), pages 123-173, January.
    12. Rengs, Bernhard & Scholz-Wäckerle, Manuel & van den Bergh, Jeroen, 2020. "Evolutionary macroeconomic assessment of employment and innovation impacts of climate policy packages," Journal of Economic Behavior & Organization, Elsevier, vol. 169(C), pages 332-368.
    13. Papadopoulos, Georgios, 2020. "Probing the mechanism: lending rate setting in a data-driven agent-based model," MPRA Paper 102749, University Library of Munich, Germany.
    14. Kurt Kratena, 2015. "Thematic Report: Macroeconomic Models Including Specifically Social and Environmental Aspects. WWWforEurope Deliverable No. 8," WIFO Studies, WIFO, number 58411, February.
    15. Rengs, Bernhard & Scholz-Waeckerle, Manuel, 2017. "Consumption & Class in Evolutionary Macroeconomics," MPRA Paper 80021, University Library of Munich, Germany.
    16. 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.
    17. Bernhard Rengs & Manuel Scholz-Wäckerle, 2019. "Consumption & class in evolutionary macroeconomics," Journal of Evolutionary Economics, Springer, vol. 29(1), pages 229-263, March.
    18. Bernhard Rengs & Manuel Scholz-Wäckerle & Ardjan Gazheli & Miklós Antal & Jeroen C.J.M. van den Bergh, 2015. "Testing Innovation, Employment and Distributional Impacts of Climate Policy Packages in a Macro-evolutionary Systems Setting. WWWforEurope Working Paper No. 83," WIFO Studies, WIFO, number 57891, February.
    19. 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.

  62. Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2013. "Leveraged network-based financial accelerator," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1626-1640.
    See citations under working paper version above.
  63. Bargigli, Leonardo & Gallegati, Mauro, 2013. "Finding communities in credit networks," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 7, pages 1-39.
    See citations under working paper version above.
  64. Tedeschi, Gabriele & Gallegati, Mauro & Mignot, Sylvain & Vignes, Annick, 2012. "Lost in transactions: The case of the Boulogne s/mer fish market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(4), pages 1400-1407.

    Cited by:

    1. Sylvain Mignot & Gabriele Tedeschi & Annick Vignes, 2012. "An Agent Based Model of Switching: The Case of Boulogne S/mer Fish Market," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 15(2), pages 1-3.
    2. Tedeschi, Gabriele & Recchioni, Maria Cristina & Berardi, Simone, 2019. "An approach to identifying micro behavior: How banks’ strategies influence financial cycles," Journal of Economic Behavior & Organization, Elsevier, vol. 162(C), pages 329-346.
    3. Colasante, Annarita, 2016. "Evolution of Cooperation in Public Good Game," MPRA Paper 72577, University Library of Munich, Germany.
    4. Colasante, Annarita, 2017. "Selection of the distributional rule as an alternative tool to foster cooperation in a Public Good Game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 468(C), pages 482-492.
    5. Laura Hernández & Annick Vignes & Stéphanie Saba, 2018. "Trust or robustness? An ecological approach to the study of auction and bilateral markets," PLOS ONE, Public Library of Science, vol. 13(5), pages 1-14, May.
    6. Laura Hernandez & Annick Vignes & Stéphanie Saba, 2018. "Trust or robustness? An ecological approach to the study of auction and bilateral markets," Post-Print hal-02005040, HAL.

  65. Pasquale Cirillo & Mauro Gallegati, 2012. "The Empirical Validation of an Agent-based Model," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 38(4), pages 525-547.

    Cited by:

    1. Annalisa Fabretti, 2013. "On the problem of calibrating an agent based model for financial markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(2), pages 277-293, October.
    2. 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.
    3. Klabunde, Anna, 2014. "Computational Economic Modeling of Migration," Ruhr Economic Papers 471, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    4. Anna Klabunde & Frans Willekens, 2016. "Decision-Making in Agent-Based Models of Migration: State of the Art and Challenges," European Journal of Population, Springer;European Association for Population Studies, vol. 32(1), pages 73-97, February.
    5. 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.
    6. Recchioni, Maria Cristina & Tedeschi, Gabriele & Gallegati, Mauro, 2014. "A calibration procedure for analyzing stock price dynamics in an agent-based framework," FinMaP-Working Papers 26, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    7. 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.
    8. Petrović, Marko & Ozel, Bulent & Teglio, Andrea & Raberto, Marco & Cincotti, Silvano, 2020. "Should I stay or should I go? An agent-based setup for a trading and monetary union," Journal of Economic Dynamics and Control, Elsevier, vol. 113(C).
    9. Andrea Teglio & Andrea Mazzocchetti & Linda Ponta & Marco Raberto & Silvano Cincotti, 2015. "Budgetary rigour with stimulus in lean times: Policy advices from an agent-based model," Working Papers 2015/07, Economics Department, Universitat Jaume I, Castellón (Spain).

  66. Tedeschi, Gabriele & Iori, Giulia & Gallegati, Mauro, 2012. "Herding effects in order driven markets: The rise and fall of gurus," Journal of Economic Behavior & Organization, Elsevier, vol. 81(1), pages 82-96.

    Cited by:

    1. Emilios C. C Galariotis & Spyros I. Spyrou & Wu Rong, 2015. "Herding on fundamental information: A comparative study," Post-Print hal-01092519, HAL.
    2. Alessio Emanuele Biondo, 2018. "Order book microstructure and policies for financial stability," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 35(1), pages 196-218, March.
    3. Pascal Seppecher & Isabelle Salle, 2015. "Deleveraging crises and deep recessions: a behavioural approach," Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3771-3790, July.
    4. Alessio Emanuele Biondo, 2019. "Order book modeling and financial stability," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(3), pages 469-489, September.
    5. Vivien Lespagnol & Juliette Rouchier, 2014. "Trading Volume and Market Efficiency: An Agent Based Model with Heterogenous Knowledge about Fundamentals," Working Papers halshs-00997573, HAL.
    6. Biondo, Alessio Emanuele, 2017. "Learning to forecast, risk aversion, and microstructural aspects of financial stability," Economics Discussion Papers 2017-104, Kiel Institute for the World Economy (IfW Kiel).
    7. Rocco Caferra & Gabriele Tedeschi & Andrea Morone, 2023. "Agents interaction and price dynamics: evidence from the laboratory," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(2), pages 251-274, April.
    8. Егорова Людмила Геннадьевна, 2014. "Эффективность Торговых Стратегий Мелких Трейдеров," Проблемы управления, CyberLeninka;Общество с ограниченной ответственностью "СенСиДат-Контрол", issue 5, pages 34-41.
    9. Alessio Emanuele Biondo & Alessandro Pluchino & Andrea Rapisarda & Dirk Helbing, 2013. "Are Random Trading Strategies More Successful than Technical Ones?," PLOS ONE, Public Library of Science, vol. 8(7), pages 1-13, July.
    10. Vivien Lespagnol & Juliette Rouchier, 2015. "What Is the Impact of Heterogeneous Knowledge About Fundamentals on Market Liquidity and Efficiency: An ABM Approach," Lecture Notes in Economics and Mathematical Systems, in: Frédéric Amblard & Francisco J. Miguel & Adrien Blanchet & Benoit Gaudou (ed.), Advances in Artificial Economics, edition 127, pages 105-117, Springer.
    11. Ryuichi Yamamoto, 2015. "Dynamic predictor selection and order splitting in a limit order market," Working Papers 1514, Waseda University, Faculty of Political Science and Economics.
    12. Liudmila G. Egorova, 2014. "The Effectiveness Of Different Trading Strategies For Price-Takers," HSE Working papers WP BRP 29/FE/2014, National Research University Higher School of Economics.
    13. Gabriele Tedeschi & Stefania Vitali & Mauro Gallegati, 2014. "The dynamic of innovation networks: a switching model on technological change," Journal of Evolutionary Economics, Springer, vol. 24(4), pages 817-834, September.
    14. Bao, Te & Corgnet, Brice & Hanaki, Nobuyuki & Riyanto, Yohanes E. & Zhu, Jiahua, 2023. "Predicting the unpredictable: New experimental evidence on forecasting random walks," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
    15. Goldbaum, David, 2021. "The origins of influence," Economic Modelling, Elsevier, vol. 97(C), pages 380-396.
    16. Daniele Giachini, 2018. "Rationality and Asset Prices under Belief Heterogeneity," LEM Papers Series 2018/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    17. Patrick Chang, 2020. "Fourier instantaneous estimators and the Epps effect," Papers 2007.03453, arXiv.org, revised Sep 2020.
    18. Jan Polach & Jiri Kukacka, 2019. "Prospect Theory in the Heterogeneous Agent Model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(1), pages 147-174, March.
    19. Tedeschi, Gabriele & Recchioni, Maria Cristina & Berardi, Simone, 2019. "An approach to identifying micro behavior: How banks’ strategies influence financial cycles," Journal of Economic Behavior & Organization, Elsevier, vol. 162(C), pages 329-346.
    20. Junhuan Zhang & Peter McBurney & Katarzyna Musial, 2018. "Convergence of trading strategies in continuous double auction markets with boundedly-rational networked traders," Review of Quantitative Finance and Accounting, Springer, vol. 50(1), pages 301-352, January.
    21. Christopher M Wray & Steven R Bishop, 2016. "A Financial Market Model Incorporating Herd Behaviour," PLOS ONE, Public Library of Science, vol. 11(3), pages 1-28, March.
    22. Misha Perepelitsa & Ilya Timofeyev, 2022. "Self-sustained price bubbles driven by digital currency innovations and adaptive market behavior," SN Business & Economics, Springer, vol. 2(3), pages 1-15, March.
    23. Wang, Guocheng & Wang, Yanyi, 2018. "Herding, social network and volatility," Economic Modelling, Elsevier, vol. 68(C), pages 74-81.
    24. Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2020. "Business fluctuations in a behavioral switching model: Gridlock effects and credit crunch phenomena in financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 114(C).
    25. Blaurock, Ivonne & Schmitt, Noemi & Westerhoff, Frank, 2018. "Market entry waves and volatility outbursts in stock markets," Journal of Economic Behavior & Organization, Elsevier, vol. 153(C), pages 19-37.
    26. Fabio Della Rossa & Lorenzo Giannini & Pietro DeLellis, 2020. "Herding or wisdom of the crowd? Controlling efficiency in a partially rational financial market," PLOS ONE, Public Library of Science, vol. 15(9), pages 1-16, September.
    27. Mark Setterfield & Bill Gibson, 2013. "Real and financial crises: A multi-agent approach," Working Papers 1309, Trinity College, Department of Economics, revised Jul 2014.
    28. Simone LENZU & Gabriele TEDESCHI, 2012. "Systemic risk on different interbank network topologies," Working Papers 375, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    29. Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2016. "Stock market dynamics, leveraged network-based financial accelerator and monetary policy," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 509-524.
    30. Li, Zhuolei & Diao, Xundi & Wu, Chongfeng, 2022. "The influence of mobile trading on return dispersion and herding behavior," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
    31. Chang Sheng-Kai, 2014. "Herd behavior, bubbles and social interactions in financial markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(1), pages 89-101, February.
    32. Tubbenhauer, Tobias & Fieberg, Christian & Poddig, Thorsten, 2021. "Multi-agent-based VaR forecasting," Journal of Economic Dynamics and Control, Elsevier, vol. 131(C).
    33. Vivien Lespagnol & Juliette Rouchier, 2018. "Trading Volume and Price Distortion: An Agent-Based Model with Heterogenous Knowledge of Fundamentals," Post-Print hal-02084910, HAL.
    34. 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, November.
    35. Jiewang Chu & Jiaxuan Li, 2022. "The Composition and Operation Mechanism of Digital Entrepreneurial Ecosystem: A Study of Hangzhou Yunqi Town as an Example," Sustainability, MDPI, vol. 14(24), pages 1-19, December.
    36. Alessio Emanuele Biondo, 2020. "Information versus imitation in a real-time agent-based model of financial markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(3), pages 613-631, July.
    37. Recchioni, Maria Cristina & Tedeschi, Gabriele & Gallegati, Mauro, 2014. "A calibration procedure for analyzing stock price dynamics in an agent-based framework," FinMaP-Working Papers 26, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    38. Brzezicka Justyna & Wisniewski Radosław, 2014. "Price Bubble In The Real Estate Market - Behavioral Aspects," Real Estate Management and Valuation, Sciendo, vol. 22(1), pages 1-14, March.
    39. Humayun Kabir, M. & Shakur, Shamim, 2018. "Regime-dependent herding behavior in Asian and Latin American stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 47(C), pages 60-78.
    40. Vivien Lespagnol & Juliette Rouchier, 2018. "Trading Volume and Price Distortion: An Agent-Based Model with Heterogenous Knowledge of Fundamentals," Computational Economics, Springer;Society for Computational Economics, vol. 51(4), pages 991-1020, April.
    41. Luisanna Cocco & Michele Marchesi, 2016. "Modeling and Simulation of the Economics of Mining in the Bitcoin Market," PLOS ONE, Public Library of Science, vol. 11(10), pages 1-31, October.
    42. A. E. Biondo & A. Pluchino & A. Rapisarda & D. Helbing, 2013. "Are random trading strategies more successful than technical ones?," Papers 1303.4351, arXiv.org, revised Jul 2013.
    43. Matthew Oldham, 2019. "Understanding How Short-Termism and a Dynamic Investor Network Affects Investor Returns: An Agent-Based Perspective," Complexity, Hindawi, vol. 2019, pages 1-21, July.
    44. Iori, G. & Porter, J., 2012. "Agent-Based Modelling for Financial Markets," Working Papers 12/08, Department of Economics, City University London.
    45. Biondo, Alessio Emanuele, 2018. "Learning to forecast, risk aversion, and microstructural aspects of financial stability," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-21.
    46. Bargigli, Leonardo & Tedeschi, Gabriele, 2014. "Interaction in agent-based economics: A survey on the network approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 399(C), pages 1-15.
    47. Simone Berardi & Gabriele Tedeschi, 2016. "How banks’ strategies influence financial cycles: An approach to identifying micro behavior," Working Papers 2016/24, Economics Department, Universitat Jaume I, Castellón (Spain).
    48. Ibrahim Filiz & Thomas Nahmer & Markus Spiwoks & Kilian Bizer, 2018. "Portfolio diversification: the influence of herding, status-quo bias, and the gambler’s fallacy," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 32(2), pages 167-205, May.
    49. Zhang, Junhuan, 2018. "Influence of individual rationality on continuous double auction markets with networked traders," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 495(C), pages 353-392.
    50. Maria Elvira Mancino & Maria Cristina Recchioni, 2015. "Fourier Spot Volatility Estimator: Asymptotic Normality and Efficiency with Liquid and Illiquid High-Frequency Data," PLOS ONE, Public Library of Science, vol. 10(9), pages 1-33, September.
    51. Lu, Jingen & Chen, Xiaohong & Liu, Xiaoxing, 2018. "Stock market information flow: Explanations from market status and information-related behavior," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 512(C), pages 837-848.
    52. Galariotis, Emilios C. & Krokida, Styliani-Iris & Spyrou, Spyros I., 2016. "Bond market investor herding: Evidence from the European financial crisis," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 367-375.
    53. Muskan Sachdeva & Ritu Lehal & Sanjay Gupta & Aashish Garg, 2021. "What make investors herd while investing in the Indian stock market? A hybrid approach," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 15(1), pages 19-37, September.
    54. Hazem Krichene & Mhamed-Ali El-Aroui, 2018. "Artificial stock markets with different maturity levels: simulation of information asymmetry and herd behavior using agent-based and network models," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(3), pages 511-535, October.

  67. Gatti, Domenico Delli & Gallegati, Mauro & Greenwald, Bruce C. & Russo, Alberto & Stiglitz, Joseph E., 2012. "Mobility constraints, productivity trends, and extended crises," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 375-393.

    Cited by:

    1. Joseph E. Stiglitz, 2017. "Macro-economic Management in an Electronic Credit/Financial System," NBER Working Papers 23032, National Bureau of Economic Research, Inc.
    2. Alberto Russo, 2014. "Elements of Novelty, Known Mechanisms, and the Fundamental Causes of the Recent Crisis," Journal of Economic Issues, Taylor & Francis Journals, vol. 48(3), pages 743-764.
    3. Wang, Yi-Ran & Ma, Chao-Qun & Ren, Yi-Shuai, 2022. "A model for CBDC audits based on blockchain technology: Learning from the DCEP," Research in International Business and Finance, Elsevier, vol. 63(C).
    4. Anton Korinek & Joseph E. Stiglitz, 2017. "Artificial Intelligence and Its Implications for Income Distribution and Unemployment," NBER Working Papers 24174, National Bureau of Economic Research, Inc.
    5. Li, Xi Hao & Gallegati, Mauro, 2015. "Sectoral Imbalance in Two-Sector Economy with Mobility Constraint and Firm Migration," MPRA Paper 66002, University Library of Munich, Germany.
    6. Fratianni, Michele & Giri, Federico, 2017. "The tale of two great crises," Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 5-31.
    7. Stiglitz, Joseph, 2021. "Lessons from COVID-19 and Trump for Theory and Policy (Paper)," Journal of Policy Modeling, Elsevier, vol. 43(4), pages 749-760.
    8. Giri, Federico & Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2016. "Monetary policy and large crises in a financial accelerator agent-based model," FinMaP-Working Papers 65, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    9. Duca, John V., 2017. "The Great Depression versus the Great Recession in the U.S.: How fiscal, monetary, and financial polices compare," Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 50-64.
    10. Stiglitz, Joseph & Lin, Justin & Monga, Celestin & Patel, Ebrahim, 2013. "Industrial policy in the African context," Policy Research Working Paper Series 6633, The World Bank.
    11. Emanuele Ciola & EDOARDO GAFFEO & Mauro Gallegati, 2018. "Matching frictions, credit reallocation and macroeconomic activity: how harmful are financial crises?," DEM Working Papers 2018/05, Department of Economics and Management.
    12. Stiglitz, J.E., 2016. "An agenda for sustainable and inclusive growth for emerging markets," Journal of Policy Modeling, Elsevier, vol. 38(4), pages 693-710.
    13. Jacopo Di Domenico & Alberto Russo, 2022. "Innovation, growth, and productivity appropriation. How the elites learned to stop worrying and love public debt," Working Papers 2022/12, Economics Department, Universitat Jaume I, Castellón (Spain).
    14. Ruggero GRILLI & Gabriele TEDESCHI & Mauro GALLEGATI, 2012. "Markets connectivity and financial contagion," Working Papers 382, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    15. Joseph E. Stiglitz, 2016. "How to Restore Equitable and Sustainable Economic Growth in the United States," American Economic Review, American Economic Association, vol. 106(5), pages 43-47, May.
    16. 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.
    17. Antonelli, Cristiano & Fassio, Claudio, 2014. "The economics of the light economy," Technological Forecasting and Social Change, Elsevier, vol. 87(C), pages 89-107.
    18. Joseph E. Stiglitz, 2016. "The Theory of Credit and Macro-economic Stability," NBER Working Papers 22837, National Bureau of Economic Research, Inc.
    19. Joseph E. Stiglitz, 2014. "Unemployment and Innovation," NBER Working Papers 20670, National Bureau of Economic Research, Inc.
    20. Joseph E. Stiglitz, 2020. "The Pandemic Economic Crisis, Precautionary Behavior, and Mobility Constraints: An Application of the Dynamic Disequilibrium Model with Randomness," NBER Working Papers 27992, National Bureau of Economic Research, Inc.
    21. Joseph E. Stiglitz, 2014. "Leaders and Followers: Perspectives on the Nordic Model and the Economics of Innovation," NBER Working Papers 20493, National Bureau of Economic Research, Inc.
    22. 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).
    23. Raffaele Giammetti & Alberto Russo & Mauro Gallegati, 2020. "Key sectors in input–output production networks: An application to Brexit," The World Economy, Wiley Blackwell, vol. 43(4), pages 840-870, April.
    24. Acocella, Nicola, 2021. "Stagnation," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 74(2), pages 121-140.
    25. Li, Xi Hao, 2013. "Standardization for Agent-based Modeling in Economics," MPRA Paper 47396, University Library of Munich, Germany.
    26. Valentini, Enzo & Arlotti, Marco & Compagnucci, Fabiano & Gentili, Andrea & Muratore, Fabrizio & Gallegati, Mauro, 2017. "Technical change, sectoral dislocation and barriers to labor mobility: Factors behind the great recession," Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 187-215.
    27. Stiglitz, Joseph E., 2017. "The coming great transformation," Journal of Policy Modeling, Elsevier, vol. 39(4), pages 625-638.
    28. Stiglitz Joseph E., 2018. "Working Paper 301 - Structural Transformation, Deep Downturns, and Government Policy," Working Paper Series 2401, African Development Bank.
    29. Recchioni, Maria Cristina & Tedeschi, Gabriele & Gallegati, Mauro, 2014. "A calibration procedure for analyzing stock price dynamics in an agent-based framework," FinMaP-Working Papers 26, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    30. Simone Alfarano & Eva Camacho & Gabriele Tedeschi, 2019. "Alternative approaches for the reformulation of economics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(1), pages 1-6, March.
    31. Croci Angelini, Elisabetta & Farina, Francesco & Valentini, Enzo, 2017. "Wages and employment by skill level in Southern and Eastern Europe during the crisis," GLO Discussion Paper Series 153, Global Labor Organization (GLO).
    32. Joseph E. Stiglitz, 2017. "Where Modern Macroeconomics Went Wrong," NBER Working Papers 23795, National Bureau of Economic Research, Inc.
    33. Gabriele Tedeschi & Fabio Caccioli & Maria Cristina Recchioni, 2020. "Taming financial systemic risk: models, instruments and early warning indicators," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 1-7, January.
    34. Joseph E. Stiglitz, 2013. "Stable Growth in an Era of Crises; Learning from Economic Theory and History," Ekonomi-tek - International Economics Journal, Turkish Economic Association, vol. 2(1), pages 1-39, January.
    35. Elisabetta Croci Angelini & Francesco Farina & Enzo Valentini, 2020. "Wage and employment by skill levels in technological evolution of South and East Europe," Journal of Evolutionary Economics, Springer, vol. 30(5), pages 1497-1514, November.
    36. Andrea Gentili & Fabiano Compagnucci & Mauro Gallegati & Enzo Valentini, 2020. "Are machines stealing our jobs?," Cambridge Journal of Regions, Economy and Society, Cambridge Political Economy Society, vol. 13(1), pages 153-173.
    37. Tihana Skrinjaric, 2022. "Macroeconomic effects of systemic stress: a rolling spillover index approach," Public Sector Economics, Institute of Public Finance, vol. 46(1), pages 109-140.
    38. Stiglitz, Joseph E., 2016. "America's Great Malaise and what to do about it," Journal of Policy Modeling, Elsevier, vol. 38(4), pages 639-648.
    39. 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.
    40. Anton Korinek, 2019. "Integrating Ethical Values and Economic Value to Steer Progress in Artificial Intelligence," NBER Working Papers 26130, National Bureau of Economic Research, Inc.
    41. LI, XI HAO & Gallegati, Mauro, 2015. "Stock-Flow Dynamic Projection," MPRA Paper 62047, University Library of Munich, Germany.
    42. Russo, Alberto, 2012. "From the Neoliberal crisis to a new path of development," MPRA Paper 38004, University Library of Munich, Germany.

  68. 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.

    Cited by:

    1. Simone Landini & Mauro Gallegati, 2014. "Heterogeneity, interaction and emergence: effects of composition," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 4(3/4), pages 339-361.
    2. 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.
    3. Simone Landini & Mauro Gallegati & Joseph Stiglitz, 2015. "Economies with heterogeneous interacting learning agents," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(1), pages 91-118, April.
    4. Jean-Luc Gaffard & Mauro Napoletano, 2012. "Introduction - Improving the Toolbox: New Advances in Agent-Based and Computational Models," Post-Print hal-01053562, HAL.

  69. G. De Masi & M. Gallegati, 2012. "Bank–firms topology in Italy," Empirical Economics, Springer, vol. 43(2), pages 851-866, October.

    Cited by:

    1. Olivier Accominotti & Delio Lucena-Piquero & Stefano Ugolini, 2023. "Intermediaries’ Substitutability and Financial Network Resilience: A Hyperstructure Approach," Post-Print hal-04160805, HAL.
    2. Solange Maria Guerra & Benjamin Miranda Tabak & Rodrigo Cesar de Castro Miranda, 2014. "Do Interconnections Matter for Bank Efficiency?," Working Papers Series 374, Central Bank of Brazil, Research Department.
    3. Ramadiah, Amanah & Caccioli, Fabio & Fricke, Daniel, 2020. "Reconstructing and stress testing credit networks," Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
    4. Daniel Fricke & Thomas Lux, 2015. "On the distribution of links in the interbank network: evidence from the e-MID overnight money market," Empirical Economics, Springer, vol. 49(4), pages 1463-1495, December.
    5. Kanno, Masayasu, 2020. "Credit rating migration risk and interconnectedness in a corporate lending network," Research in International Business and Finance, Elsevier, vol. 54(C).
    6. Thiago Christiano Silva & Marcos Soares da Silva & Benjamin Miranda Tabak, 2015. "Liquidity Performance Evaluation of the Brazilian Interbank Market using a Network-Based Approach," Working Papers Series 401, Central Bank of Brazil, Research Department.
    7. Gautier Marti & Frank Nielsen & Miko{l}aj Bi'nkowski & Philippe Donnat, 2017. "A review of two decades of correlations, hierarchies, networks and clustering in financial markets," Papers 1703.00485, arXiv.org, revised Nov 2020.
    8. Duc Thi Luu, 2022. "Portfolio Correlations in the Bank-Firm Credit Market of Japan," Computational Economics, Springer;Society for Computational Economics, vol. 60(2), pages 529-569, August.
    9. Michel Alexandre & Gilberto Tadeu Lima & Luca Riccetti & Alberto Russo, 2022. "The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model," Working Papers, Department of Economics 2022_01, University of São Paulo (FEA-USP), revised 21 Jan 2022.
    10. Deborah Noguera & Gabriel Montes-Rojas, 2022. "Credit-constrained fluctuations and uncertainty in a network economy," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(80), pages 5-52, November.
    11. Gurgone, Andrea & Iori, Giulia & Jafarey, Saqib, 2018. "The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 257-288.
    12. Diaz de la Fuente Manuel, 2023. "Análisis de la Topología de las relaciones entre Bancos y Firmas mediante Redes Complejas: comparación del caso de Argentina e Italia," Asociación Argentina de Economía Política: Working Papers 4647, Asociación Argentina de Economía Política.
    13. He, Jianmin & Sui, Xin & Li, Shouwei, 2016. "An endogenous model of the credit network," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 441(C), pages 1-14.
    14. Masayasu Kanno, 2018. "Bank–insurer–firm tripartite interconnectedness of credit risk exposures in a cross-shareholding network," Risk Management, Palgrave Macmillan, vol. 20(4), pages 273-303, November.
    15. de Carvalho, Pablo Jose Campos & Gupta, Aparna, 2018. "A network approach to unravel asset price comovement using minimal dependence structure," Journal of Banking & Finance, Elsevier, vol. 91(C), pages 119-132.
    16. Li, Shouwei & Liu, Yifu & Wu, Chaoqun, 2020. "Systemic risk in bank-firm multiplex networks," Finance Research Letters, Elsevier, vol. 33(C).
    17. Li, Bing & Li, Changhong & Wang, Li, 2019. "Does the shareholding network affect bank's risk-taking behavior? An exploratory study on Chinese commercial banks," Finance Research Letters, Elsevier, vol. 31(C).
    18. Sebastian Poledna & Abraham Hinteregger & Stefan Thurner, 2018. "Identifying systemically important companies in the entire liability network of a small open economy," Papers 1801.10487, arXiv.org.
    19. Lux, Thomas, 2017. "On the distribution of links in financial networks: Structural heterogeneity and functional form," Economics Working Papers 2017-05, Christian-Albrechts-University of Kiel, Department of Economics.
    20. Lux, Thomas, 2014. "A model of the topology of the bank-firm credit network and its role as channel of contagion," Kiel Working Papers 1950, Kiel Institute for the World Economy (IfW Kiel).

  70. Battiston, Stefano & Delli Gatti, Domenico & Gallegati, Mauro & Greenwald, Bruce & Stiglitz, Joseph E., 2012. "Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1121-1141.
    See citations under working paper version above.
  71. Pasquale Cirillo & Gabriele Tedeschi & Mauro Gallegati, 2012. "The Boulogne fish market: the social structure and the role of loyalty," Applied Economics Letters, Taylor & Francis Journals, vol. 19(11), pages 1075-1079, July.

    Cited by:

    1. Rocco Caferra & Gabriele Tedeschi & Andrea Morone, 2023. "Agents interaction and price dynamics: evidence from the laboratory," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(2), pages 251-274, April.
    2. Ali Ellouze & Bastien Fernandez, 2023. "Population dynamics in fresh product markets with no posted prices," Papers 2311.03987, arXiv.org.

  72. J. Rosser & Marina Rosser & Mauro Gallegati, 2012. "A Minsky-Kindleberger Perspective on the Financial Crisis," Journal of Economic Issues, Taylor & Francis Journals, vol. 46(2), pages 449-458.

    Cited by:

    1. Citera, Emanuele & Sau, Lino, 2019. "Complexity, Conventions and Instability: the role of monetary policy," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201924, University of Turin.
    2. Lukas Richau & Florian Follert & Monika Frenger & Eike Emrich, 2021. "The sky is the limit?! Evaluating the existence of a speculative bubble in European football," Journal of Business Economics, Springer, vol. 91(6), pages 765-796, August.
    3. Greg Hannsgen & Tai Young-Taft, 2015. "Inside Money in a Kaldor-Kalecki-Steindl Fiscal Policy Model: The Unit of Account, Inflation, Leverage, and Financial Fragility," Economics Working Paper Archive wp_839, Levy Economics Institute.
    4. Vanessa Cediel Sánchez & Carlos Velásquez Vega, 2015. "¿Hay una burbuja inmobiliaria en Bogotá? Un estudio por segmentos de mercado," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 17(32), pages 233-357, January-J.
    5. Ehsan Ahmed & J. Barkley Rosser, Jr. & Jamshed Y. Uppal, 2016. "A Raging Bull or a Long-term Speculative Bubble? The Puzzling Case of the Karachi Stock Exchange," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 55(2), pages 79-93.
    6. Emanuele Citera & Lino Sau, 2021. "Reflexivity, Financial Instability and Monetary Policy: A ‘Convention-Based’ Approach," Review of Political Economy, Taylor & Francis Journals, vol. 33(2), pages 327-343, April.

  73. Battiston, Stefano & Gatti, Domenico Delli & Gallegati, Mauro & Greenwald, Bruce & Stiglitz, Joseph E., 2012. "Default cascades: When does risk diversification increase stability?," Journal of Financial Stability, Elsevier, vol. 8(3), pages 138-149.
    See citations under working paper version above.
  74. Gabriele Tedeschi & Amin Mazloumian & Mauro Gallegati & Dirk Helbing, 2012. "Bankruptcy Cascades in Interbank Markets," PLOS ONE, Public Library of Science, vol. 7(12), pages 1-10, December.

    Cited by:

    1. Gianluca Pallante & Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2024. "Robust-less-fragile: Tackling Systemic Risk and Financial Contagion in a Macro Agent-Based Model," GREDEG Working Papers 2024-10, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
    2. Daniel Grigat & Fabio Caccioli, 2017. "Reverse stress testing interbank networks," Papers 1702.08744, arXiv.org, revised Mar 2017.
    3. 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.
    4. Quinaz, Pedro Dias & Curto, José Dias, 2016. "Prudential regulation in an artificial banking system," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 10, pages 1-55.
    5. Dirk Helbing, 2013. "Economics 2.0: The Natural Step towards A Self-Regulating, Participatory Market Society," Papers 1305.4078, arXiv.org, revised Jun 2013.
    6. Andre R. Neveu, 2018. "A survey of network-based analysis and systemic risk measurement," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(2), pages 241-281, July.
    7. Douglas J. Cumming & Andrea Martinez-Salgueiro & Robert S. Reardon & Ahmed Sewaid, 2022. "COVID-19 bust, policy response, and rebound: equity crowdfunding and P2P versus banks," The Journal of Technology Transfer, Springer, vol. 47(6), pages 1825-1846, December.
    8. Oet, Mikhail V. & Ong, Stephen J., 2019. "From organization to activity in the US collateralized interbank market," Research in International Business and Finance, Elsevier, vol. 50(C), pages 472-485.
    9. Carlos Serrano-Cinca & Begoña Gutiérrez-Nieto & Luz López-Palacios, 2015. "Determinants of Default in P2P Lending," PLOS ONE, Public Library of Science, vol. 10(10), pages 1-22, October.
    10. Ruggero GRILLI & Gabriele TEDESCHI & Mauro GALLEGATI, 2012. "Markets connectivity and financial contagion," Working Papers 382, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    11. Tedeschi, Gabriele & Recchioni, Maria Cristina & Berardi, Simone, 2019. "An approach to identifying micro behavior: How banks’ strategies influence financial cycles," Journal of Economic Behavior & Organization, Elsevier, vol. 162(C), pages 329-346.
    12. Tedeschi, Gabriele & Vidal-Tomás, David & Delli-Gatti, Domenico & Gallegati, Mauro, 2021. "The macroeconomic effects of default and debt restructuring: An agent based exploration," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1146-1163.
    13. Safarzyńska, Karolina & van den Bergh, Jeroen C.J.M., 2017. "Integrated crisis-energy policy: Macro-evolutionary modelling of technology, finance and energy interactions," Technological Forecasting and Social Change, Elsevier, vol. 114(C), pages 119-137.
    14. Teteryatnikova, Mariya, 2014. "Systemic risk in banking networks: Advantages of “tiered” banking systems," Journal of Economic Dynamics and Control, Elsevier, vol. 47(C), pages 186-210.
    15. Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2020. "Business fluctuations in a behavioral switching model: Gridlock effects and credit crunch phenomena in financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 114(C).
    16. Curto, José Dias & Quinaz, Pedro Miguel Mateus Dias, 2016. "Prudential regulation in an artificial banking system," Economics Discussion Papers 2016-27, Kiel Institute for the World Economy (IfW Kiel).
    17. Berardi, Simone & Tedeschi, Gabriele, 2017. "From banks' strategies to financial (in)stability," International Review of Economics & Finance, Elsevier, vol. 47(C), pages 255-272.
    18. Akira Namatame & Hoang Ang Q. Tran, 2013. "Enhancing The Resilience Of Networked Agents Through Risk Sharing," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 16(04n05), pages 1-22.
    19. Brini, Alessio & Tedeschi, Gabriele & Tantari, Daniele, 2023. "Reinforcement learning policy recommendation for interbank network stability," Journal of Financial Stability, Elsevier, vol. 67(C).
    20. Song, Jae Wook & Ko, Bonggyun & Cho, Poongjin & Chang, Woojin, 2016. "Time-varying causal network of the Korean financial system based on firm-specific risk premiums," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 458(C), pages 287-302.
    21. Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2014. "Bank interlinkages and macroeconomic stability," International Review of Economics & Finance, Elsevier, vol. 34(C), pages 72-88.
    22. Gian Paolo Clemente & Rosanna Grassi & Chiara Pederzoli, 2020. "Networks and market-based measures of systemic risk: the European banking system in the aftermath of the financial crisis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 159-181, January.
    23. Tommaso Ciarli & Karolina Safarzynska, 2020. "Sustainability and Industrial Challenge: The Hindering Role of Complexity," SPRU Working Paper Series 2020-18, SPRU - Science Policy Research Unit, University of Sussex Business School.
    24. Lorella Fatone & Francesca Mariani, 2020. "Systemic risk governance in a dynamical model of a banking system with stochastic assets and liabilities," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 183-219, January.
    25. Tao Xu & Jianmin He & Shouwei Li, 2016. "Multi-Channel Contagion In Dynamic Interbank Market Network," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 19(06n07), pages 1-25, September.
    26. Poledna, Sebastian & Bochmann, Olaf & Thurner, Stefan, 2017. "Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes," Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 230-246.
    27. Edoardo Gaffeo & Mauro Gallegati & Lucio Gobbi, 2022. "Endogenous clearinghouse formation in payment networks," Review of Evolutionary Political Economy, Springer, vol. 3(1), pages 109-136, April.
    28. Gabriele Tedeschi & Fabio Caccioli & Maria Cristina Recchioni, 2020. "Taming financial systemic risk: models, instruments and early warning indicators," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 1-7, January.
    29. Safarzyńska, Karolina & van den Bergh, Jeroen C.J.M., 2017. "Financial stability at risk due to investing rapidly in renewable energy," Energy Policy, Elsevier, vol. 108(C), pages 12-20.
    30. Xu, Yingying, 2020. "Will energy transitions impact financial systems?," Energy, Elsevier, vol. 194(C).
    31. Gabbi, Giampaolo & Iori, Giulia & Jafarey, Saqib & Porter, James, 2015. "Financial regulations and bank credit to the real economy," Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 117-143.
    32. Bargigli, Leonardo & Tedeschi, Gabriele, 2014. "Interaction in agent-based economics: A survey on the network approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 399(C), pages 1-15.
    33. Simone Berardi & Gabriele Tedeschi, 2016. "How banks’ strategies influence financial cycles: An approach to identifying micro behavior," Working Papers 2016/24, Economics Department, Universitat Jaume I, Castellón (Spain).
    34. Maria Elvira Mancino & Maria Cristina Recchioni, 2015. "Fourier Spot Volatility Estimator: Asymptotic Normality and Efficiency with Liquid and Illiquid High-Frequency Data," PLOS ONE, Public Library of Science, vol. 10(9), pages 1-33, September.
    35. De Caux, Robert & McGroarty, Frank & Brede, Markus, 2017. "The evolution of risk and bailout strategy in banking systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 468(C), pages 109-118.

  75. Fabio Clementi & Mauro Gallegati & Giorgio Kaniadakis, 2012. "A new model of income distribution: the κ-generalized distribution," Journal of Economics, Springer, vol. 105(1), pages 63-91, January.

    Cited by:

    1. Mathias Silva & Michel Lubrano, 2023. "Bayesian correction for missing rich using a Pareto II tail with unknown threshold: Combining EU-SILC and WID data," Working Papers hal-04231661, HAL.
    2. F. Clementi & M. Gallegati & G. Kaniadakis, 2012. "A generalized statistical model for the size distribution of wealth," Papers 1209.4787, arXiv.org, revised Dec 2012.
    3. Alberto Russo, 2014. "A Stochastic Model of Wealth Accumulation with Class Division," Metroeconomica, Wiley Blackwell, vol. 65(1), pages 1-35, February.
    4. Tapiero, Oren J., 2013. "A maximum (non-extensive) entropy approach to equity options bid–ask spread," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(14), pages 3051-3060.
    5. Yong Tao, 2016. "Spontaneous economic order," Journal of Evolutionary Economics, Springer, vol. 26(3), pages 467-500, July.
    6. F. Clementi & M. Gallegati, 2016. "New economic windows on income and wealth: The k-generalized family of distributions," Papers 1608.06076, arXiv.org.
    7. Aktaev, Nurken E. & Bannova, K.A., 2022. "Mathematical modeling of probability distribution of money by means of potential formation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 595(C).
    8. Louis Chauvel, 2016. "The Intensity and Shape of Inequality: The ABG Method of Distributional Analysis," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 62(1), pages 52-68, March.
    9. Tao, Yong & Sornette, Didier & Lin, Li, 2021. "Emerging social brain: A collective self-motivated Boltzmann machine," Chaos, Solitons & Fractals, Elsevier, vol. 143(C).
    10. Stella, Massimo & Brede, Markus, 2014. "A κ-deformed model of growing complex networks with fitness," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 407(C), pages 360-368.
    11. Louis Chauvel, 2014. "The Intensity and Shape of Inequality: The ABG Method of Distributional Analysis," LIS Working papers 609, LIS Cross-National Data Center in Luxembourg.

  76. Gallegati, Mauro & Palestrini, Antonio & Rosser, J. Barkley, 2011. "The Period Of Financial Distress In Speculative Markets: Interacting Heterogeneous Agents And Financial Constraints," Macroeconomic Dynamics, Cambridge University Press, vol. 15(1), pages 60-79, February.

    Cited by:

    1. Ilker Arslan & Eugenio Caverzasi & Mauro Gallegati & Alper Duman, 2016. "Long Term Impacts of Bank Behavior on Financial Stability. an Agent Based Modeling Approach," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 19(1), pages 1-11.
    2. Andreas D. Huesler & Didier Sornette & C. H. Hommes, 2012. "Super-Exponential Bubbles in Lab Experiments: Evidence for Anchoring Over-Optimistic Expectations on Price," Swiss Finance Institute Research Paper Series 12-20, Swiss Finance Institute.
    3. Gomes, Orlando, 2012. "Attentiveness cycles: Synchronized behavior and aggregate fluctuations," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 66(3), October.
    4. Zhi-Qiang Jiang & Wei-Xing Zhou & Didier Sornette & Ryan Woodard & Ken Bastiaensen & Peter Cauwels, 2009. "Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles," Papers 0909.1007, arXiv.org, revised Oct 2009.
    5. J. Rosser & Marina Rosser & Mauro Gallegati, 2012. "A Minsky-Kindleberger Perspective on the Financial Crisis," Journal of Economic Issues, Taylor & Francis Journals, vol. 46(2), pages 449-458.
    6. Huang, Weihong & Zheng, Huanhuan, 2012. "Financial crises and regime-dependent dynamics," Journal of Economic Behavior & Organization, Elsevier, vol. 82(2), pages 445-461.
    7. Giovanni Campisi & Silvia Muzzioli & Fabio Tramontana, 2021. "Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 707-726, December.
    8. Carl Chiarella & Xue-Zhong He & Weihong Huang & Huanhuan Zheng, 2011. "Estimating Behavioural Heterogeneity Under Regime Switching," Research Paper Series 290, Quantitative Finance Research Centre, University of Technology, Sydney.
    9. Semmler, Willi & Bernard, Lucas, 2012. "Boom–bust cycles: Leveraging, complex securities, and asset prices," Journal of Economic Behavior & Organization, Elsevier, vol. 81(2), pages 442-465.
    10. Li, Xi Hao, 2013. "Standardization for Agent-based Modeling in Economics," MPRA Paper 47396, University Library of Munich, Germany.
    11. Rosser Jr., J. Barkley, 2007. "The rise and fall of catastrophe theory applications in economics: Was the baby thrown out with the bathwater?," Journal of Economic Dynamics and Control, Elsevier, vol. 31(10), pages 3255-3280, October.
    12. Ehsan Ahmed & J. Barkley Rosser, Jr. & Jamshed Y. Uppal, 2016. "A Raging Bull or a Long-term Speculative Bubble? The Puzzling Case of the Karachi Stock Exchange," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 55(2), pages 79-93.
    13. Yosra Mefteh Rekik & Younes Boujelbene, 2015. "Price Dynamics and Market Volatility: Behavioral Heterogeneity under Switching Trading Strategies on Artificial Financial Market," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 6(2), pages 33-43, April.
    14. Michael S. Harr'e, 2018. "Multi-agent Economics and the Emergence of Critical Markets," Papers 1809.01332, arXiv.org.
    15. Brianzoni, Serena & Campisi, Giovanni, 2020. "Dynamical analysis of a financial market with fundamentalists, chartists, and imitators," Chaos, Solitons & Fractals, Elsevier, vol. 130(C).

  77. Joseph E Stiglitz & Mauro Gallegati, 2011. "Heterogeneous Interacting Agent Models for Understanding Monetary Economies," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 37(1), pages 6-12.

    Cited by:

    1. Kristoufek, Ladislav & Vošvrda, Miloslav S., 2016. "Herding, minority game, market clearing and efficient markets in a simple spin model framework," FinMaP-Working Papers 68, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    2. Citera, Emanuele & Gouri Suresh, Shyam & Setterfield, Mark, 2023. "The network origins of aggregate fluctuations: A demand-side approach," Structural Change and Economic Dynamics, Elsevier, vol. 64(C), pages 111-123.
    3. Juan Manuel Larrosa, 2016. "Agentes computacionales y análisis económico," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 18(34), pages 87-113, January-J.
    4. Yuri Biondi & Simone Righi, 2013. "What does the financial market pricing do? A simulation analysis with a view to systemic volatility, exuberance and vagary," Papers 1312.7460, arXiv.org.
    5. 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.
    6. Caleb Stroup, 2014. "International Deal Experience and Cross-Border Acquisitions," Working Papers 14-13, Davidson College, Department of Economics.
    7. 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 (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 7, pages 1-44.
    8. Safarzyńska, Karolina & van den Bergh, Jeroen C.J.M., 2017. "Integrated crisis-energy policy: Macro-evolutionary modelling of technology, finance and energy interactions," Technological Forecasting and Social Change, Elsevier, vol. 114(C), pages 119-137.
    9. Ioana Maria BUCERZAN, 2015. "The Propagation Of Insolvency Among Business In Romania," EURINT, Centre for European Studies, Alexandru Ioan Cuza University, vol. 2, pages 64-79.
    10. Yoshiyuki Arata, 2017. "Endogenous business cycles caused by nonconvex costs and interactions," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(2), pages 367-391, July.
    11. 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).
    12. Adalbert Mayer, 2022. "An Agent-Based Macroeconomic Model with Endogenous Intertemporal Decision Rules," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 48(4), pages 548-579, October.
    13. Matteo G. Richiardi, 2015. "The future of agent-based modelling," LABORatorio R. Revelli Working Papers Series 141, LABORatorio R. Revelli, Centre for Employment Studies.
    14. Li, Xi Hao, 2013. "Standardization for Agent-based Modeling in Economics," MPRA Paper 47396, University Library of Munich, Germany.
    15. 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.
    16. Corrado Di Guilmi, 2017. "The Agent†Based Approach To Post Keynesian Macro†Modeling," Journal of Economic Surveys, Wiley Blackwell, vol. 31(5), pages 1183-1203, December.
    17. Kuhla, Kilian & Willner, Sven N & Otto, Christian & Levermann, Anders, 2023. "Resilience of international trade to typhoon-related supply disruptions," Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
    18. Rengs, Bernhard & Scholz-Wäckerle, Manuel & van den Bergh, Jeroen, 2020. "Evolutionary macroeconomic assessment of employment and innovation impacts of climate policy packages," Journal of Economic Behavior & Organization, Elsevier, vol. 169(C), pages 332-368.
    19. Nadja König & Ingrid Größl, 2014. "Catching up with the Joneses and Borrowing Constraints: An Agent-based Analysis of Household Debt," Macroeconomics and Finance Series 201404, University of Hamburg, Department of Socioeconomics.
    20. Yuri Biondi & Feng Zhou, 2017. "Interbank Credit and the Money Manufacturing Process. A Systemic Perspective on Financial Stability," Papers 1702.08774, arXiv.org.
    21. Shyam Gouri Suresh, 2015. "Rational versus Adaptive Expectations in an Agent-Based Model of a Barter Economy," Working Papers 15-02, Davidson College, Department of Economics.
    22. ARATA Yoshiyuki, 2015. "Endogenous Business Cycles Caused by Nonconvex Costs and Interactions," Discussion papers 15085, Research Institute of Economy, Trade and Industry (RIETI).
    23. Poledna, Sebastian & Miess, Michael Gregor & Hommes, Cars & Rabitsch, Katrin, 2023. "Economic forecasting with an agent-based model," European Economic Review, Elsevier, vol. 151(C).
    24. Alan G. Isaac, 2019. "Exploring the Social-Architecture Model," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 45(4), pages 565-589, October.
    25. Cars Hommes & Mario He & Sebastian Poledna & Melissa Siqueira & Yang Zhang, 2022. "CANVAS: A Canadian Behavioral Agent-Based Model," Staff Working Papers 22-51, Bank of Canada.
    26. Rengs, Bernhard & Scholz-Waeckerle, Manuel, 2017. "Consumption & Class in Evolutionary Macroeconomics," MPRA Paper 80021, University Library of Munich, Germany.
    27. Bernhard Rengs & Manuel Scholz-Wäckerle, 2019. "Consumption & class in evolutionary macroeconomics," Journal of Evolutionary Economics, Springer, vol. 29(1), pages 229-263, March.
    28. Rodríguez-Vives, Marta & Giron, Celestino, 2017. "Leverage interactions: a national accounts approach," Statistics Paper Series 19, European Central Bank.
    29. Bernhard Rengs & Manuel Scholz-Wäckerle & Ardjan Gazheli & Miklós Antal & Jeroen C.J.M. van den Bergh, 2015. "Testing Innovation, Employment and Distributional Impacts of Climate Policy Packages in a Macro-evolutionary Systems Setting. WWWforEurope Working Paper No. 83," WIFO Studies, WIFO, number 57891, February.
    30. Domenico Colucci & Matteo Vigna & Vincenzo Valori, 2022. "Large and uncertain heterogeneity of expectations: stability of equilibrium from a policy maker standpoint," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(1), pages 319-348, January.
    31. Aydilek, Harun & Aydilek, Asiye, 2020. "Do we really need heterogeneous agent models?," The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 147-153.
    32. Váry, Miklós, 2015. "Piaci alkalmazkodás ragadós árak mellett - Calvo-típusú ármerevség egy ágensalapú modellben [Market adjustment under sticky prices: the price rigidity of a Calvo type in an agent-based model]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 48-77.

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    Cited by:

    1. Akosah, Nana Kwame & Alagidede, Imhotep Paul & Schaling, Eric, 2020. "Testing for asymmetry in monetary policy rule for small-open developing economies: Multiscale Bayesian quantile evidence from Ghana," The Journal of Economic Asymmetries, Elsevier, vol. 22(C).
    2. Marfatia, Hardik A., 2017. "A fresh look at integration of risks in the international stock markets: A wavelet approach," Review of Financial Economics, Elsevier, vol. 34(C), pages 33-49.
    3. Faria, Gonçalo & Verona, Fabio, 2020. "The yield curve and the stock market: Mind the long run," Journal of Financial Markets, Elsevier, vol. 50(C).
    4. Aviral Tiwari & Niyati Bhanja & Arif Dar & Faridul Islam, 2015. "Time–frequency relationship between share prices and exchange rates in India: Evidence from continuous wavelets," Empirical Economics, Springer, vol. 48(2), pages 699-714, March.
    5. Gallegati, Marco & Ramsey, James B., 2014. "The forward looking information content of equity and bond markets for aggregate investments," Journal of Economics and Business, Elsevier, vol. 75(C), pages 1-24.
    6. Luís Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares, 2019. "The Phillips Curve at 60: time for time and frequency," CEF.UP Working Papers 1902, Universidade do Porto, Faculdade de Economia do Porto.
    7. Karlsson, Sune & Österholm, Pär, 2018. "Is the US Phillips Curve Stable? Evidence from Bayesian VARs," Working Papers 2018:5, Örebro University, School of Business.
    8. Weider Loureto Alves & Roberto Tatiwa Ferreira, 2023. "Phillips curve and the exchange rate pass-through: a time–frequency approach," Empirical Economics, Springer, vol. 64(5), pages 2165-2181, May.
    9. Andrea Vaona, 2015. "Inflation gifts restrictions for structural VARs: evidence from the US," Working Papers 16/2015, University of Verona, Department of Economics.
    10. Caraiani, Petre & Gupta, Rangan, 2020. "Is the response of the bank of England to exchange rate movements frequency-dependent?," Journal of Macroeconomics, Elsevier, vol. 63(C).
    11. Luís Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares, 2019. "Okun’s Law Across Time and Frequencies," NIPE Working Papers 13/2019, NIPE - Universidade do Minho.
    12. Gallegati, Marco & Giri, Federico & Palestrini, Antonio, 2019. "DSGE model with financial frictions over subsets of business cycle frequencies," Journal of Economic Dynamics and Control, Elsevier, vol. 100(C), pages 152-163.
    13. Patrick M. Crowley & David Hudgins, 2022. "Monetary policy objectives and economic outcomes: What can we learn from a wavelet‐based optimal control approach?," Manchester School, University of Manchester, vol. 90(2), pages 144-170, March.
    14. Yingying XU & Zhixin LIU & Jaime ORTIZ, 2018. "Actual and Expected Inflation in the U.S.: A Time-Frequency View," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 42-62, December.
    15. Antonis Michis, 2014. "Investing in Gold: Individual Asset Risk in the Long Run," Working Papers 2014-2, Central Bank of Cyprus.
    16. Rita Sousa & Luís Aguiar-Conraria & Maria Joana Soares, 2014. "Carbon Financial Markets: a time-frequency analysis of CO2 price drivers," NIPE Working Papers 03/2014, NIPE - Universidade do Minho.
    17. Akosah, Nana & Alagidede, Imhotep & Schaling, Eric, 2019. "Unfolding the monetary policy rule in Ghana: quantile-based evidence within time-frequency framework," MPRA Paper 103260, University Library of Munich, Germany, revised 01 Oct 2020.
    18. Raza, Syed Ali & Shahbaz, Muhammad & Amir-ud-Din, Rafi & Sbia, Rashid & Shah, Nida, 2018. "Testing for wavelet based time-frequency relationship between oil prices and US economic activity," Energy, Elsevier, vol. 154(C), pages 571-580.
    19. Jozef Baruník & Evžen Kocenda & Lukáš Vácha, 2015. "Gold, Oil, and Stocks: Dynamic Correlations," CESifo Working Paper Series 5333, CESifo.
    20. Derek Zweig, 2020. "Market Power, NAIRU, and the Phillips Curve," Abstract and Applied Analysis, Hindawi, vol. 2020, pages 1-18, December.
    21. Marco Gallegati & James B. Ramsey, 2019. "Phillips' averaging procedure as a 'crude' version of the Haar wavelet filter," Working Papers 437, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    22. Patrick M. Crowley & David Hudgins, 2018. "What is the right balance between US monetary and fiscal policy? Explorations using simulated wavelet-based optimal tracking control," Empirical Economics, Springer, vol. 55(4), pages 1537-1568, December.
    23. Jiang, Chun & Chang, Tsangyao & Li, Xiao-Lin, 2015. "Money growth and inflation in China: New evidence from a wavelet analysis," International Review of Economics & Finance, Elsevier, vol. 35(C), pages 249-261.
    24. Tiwari, Aviral Kumar & Oros, Cornel & Albulescu, Claudiu Tiberiu, 2014. "Revisiting the inflation–output gap relationship for France using a wavelet transform approach," Economic Modelling, Elsevier, vol. 37(C), pages 464-475.
    25. Faria, Gonçalo & Verona, Fabio, 2018. "Forecasting stock market returns by summing the frequency-decomposed parts," Journal of Empirical Finance, Elsevier, vol. 45(C), pages 228-242.
    26. Gazi Salah Uddin & Ahmed Taneem Muzaffar & Mohamed Arouri & Bo Sjö, 2017. "Understanding the Relationship between Inflation and Growth: A Wavelet Transformation Approach in the Case of Bangladesh," Post-Print hal-01653256, HAL.
    27. Nana Kwame Akosah & Imhotep Paul Alagidede & Eric Schaling, 2021. "Dynamics of Money Market Interest Rates in Ghana: Time‐Frequency Analysis of Volatility Spillovers," South African Journal of Economics, Economic Society of South Africa, vol. 89(4), pages 555-589, December.
    28. Luís Aguiar-Conraria & Maria Joana Soares, 2014. "The Continuous Wavelet Transform: Moving Beyond Uni- And Bivariate Analysis," Journal of Economic Surveys, Wiley Blackwell, vol. 28(2), pages 344-375, April.
    29. Hudgins, David & Crowley, Patrick M., 2017. "Modelling a small open economy using a wavelet-based control model," Bank of Finland Research Discussion Papers 32/2017, Bank of Finland.
    30. Martins, Manuel M.F. & Verona, Fabio, 2023. "Inflation dynamics in the frequency domain," Economics Letters, Elsevier, vol. 231(C).
    31. Maissa Elmrabet & Boulila Ghazi, 2018. "Causality deficit-inflation : wavelet transform," Working Papers hal-01941464, HAL.
    32. Muhammad Azmat Hayat & Huma Ghulam & Maryam Batool & Muhammad Zahid Naeem & Abdullah Ejaz & Cristi Spulbar & Ramona Birau, 2021. "Investigating the Causal Linkages among Inflation, Interest Rate, and Economic Growth in Pakistan under the Influence of COVID-19 Pandemic: A Wavelet Transformation Approach," JRFM, MDPI, vol. 14(6), pages 1-22, June.
    33. Aviral Kumar Tiwari & Olaolu Richard Olayeni & Reza Sherafatian-Jahromi & Olofin Sodik Adejonwo, 2019. "Output Gap, Money Growth and Interest Rate in Japan: Evidence from Wavelet Analysis," Arthaniti: Journal of Economic Theory and Practice, , vol. 18(2), pages 171-184, December.
    34. Grüne, Lars & Semmler, Willi & Stieler, Marleen, 2015. "Using nonlinear model predictive control for dynamic decision problems in economics," Journal of Economic Dynamics and Control, Elsevier, vol. 60(C), pages 112-133.
    35. McAdam, Peter & Bridji, Slim & Charpe, Matthieu, 2019. "Labor share and growth in the long run," Working Paper Series 2251, European Central Bank.
    36. Hardik A. Marfatia, 2017. "A fresh look at integration of risks in the international stock markets: A wavelet approach," Review of Financial Economics, John Wiley & Sons, vol. 34(1), pages 33-49, September.
    37. Arif Dar & Amaresh Samantaraya & Firdous Shah, 2014. "The predictive power of yield spread: evidence from wavelet analysis," Empirical Economics, Springer, vol. 46(3), pages 887-901, May.
    38. Mustapha Olalekan Ojo & Luís Aguiar‐Conraria & Maria Joana Soares, 2024. "The performance of OECD's composite leading indicator," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 2265-2277, April.
    39. António Rua, 2016. "A wavelet-based multivariate multiscale approach for forecasting," Working Papers w201612, Banco de Portugal, Economics and Research Department.
    40. Habimana, Olivier, 2018. "Asymmetry and Multiscale Dynamics in Macroeconomic Time Series Analysis," MPRA Paper 87823, University Library of Munich, Germany.
    41. Marczak, Martyna & Gómez, Víctor, 2012. "Cyclicality of real wages in the USA and Germany: New insights from wavelet analysis," FZID Discussion Papers 50-2012, University of Hohenheim, Center for Research on Innovation and Services (FZID).
    42. Caraiani, Petre, 2017. "Evaluating exchange rate forecasts along time and frequency," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 60-81.
    43. Faria, Gonçalo & Verona, Fabio, 2017. "Forecasting the equity risk premium with frequency-decomposed predictors," Bank of Finland Research Discussion Papers 1/2017, Bank of Finland.
    44. Hegeland, Erik & Taalbi, Josef, 2019. "What determines unemployment in the long run? Band spectrum regression on ten countries," Lund Papers in Economic History 203, Lund University, Department of Economic History.
    45. Abid, Fathi & Kaffel, Bilel, 2018. "Time–frequency wavelet analysis of the interrelationship between the global macro assets and the fear indexes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1028-1045.
    46. Caraiani, Petre, 2012. "Money and output: New evidence based on wavelet coherence," Economics Letters, Elsevier, vol. 116(3), pages 547-550.
    47. Boryana Bogdanova & Ivan Ivanov, 2016. "A wavelet-based approach to the analysis and modelling of financial time series exhibiting strong long-range dependence: the case of Southeast Europe," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(4), pages 655-673, March.
    48. Gallegati, Marco & Delli Gatti, Domenico, 2018. "Macrofinancial imbalances in historical perspective: A global crisis index," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 190-205.
    49. Patrick M. Crowley & Andrew Hughes Hallett, 2021. "The Evolution of US and UK Real GDP Components in the Time-Frequency Domain: A Continuous Wavelet Analysis," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 17(3), pages 233-261, December.
    50. Fratianni, Michele & Gallegati, Marco & Giri, Federico, 2022. "The medium-run Phillips curve: A time–frequency investigation for the UK," Journal of Macroeconomics, Elsevier, vol. 73(C).
    51. Manuel M. F. Martins & Fabio Verona, 2020. "Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters," CEF.UP Working Papers 2001, Universidade do Porto, Faculdade de Economia do Porto.
    52. Kilponen, Juha & Verona, Fabio, 2016. "Testing the Q theory of investment in the frequency domain," Bank of Finland Research Discussion Papers 32/2016, Bank of Finland.
    53. Michis, Antonis A., 2014. "Time scale evaluation of economic forecasts," Economics Letters, Elsevier, vol. 123(3), pages 279-281.
    54. Anil Kumar & Pia M. Orrenius, 2014. "A closer look at the Phillips curve using state-level data," Working Papers 1409, Federal Reserve Bank of Dallas.
    55. Arshian Sharif, Sahar Afshan, 2016. "Tourism Development and Real Effective Exchange Rate Revisited by Wavelet based Analysis: Evidence from France," Journal of Finance and Economics Research, Geist Science, Iqra University, Faculty of Business Administration, vol. 1(2), pages 101-118, October.
    56. Martins, Manuel Mota Freitas & Verona, Fabio, 2021. "Inflation dynamics and forecast: Frequency matters," Bank of Finland Research Discussion Papers 8/2021, Bank of Finland.
    57. Crowley, Patrick M. & Hallett, Andrew Hughes, 2018. "What causes business cycles to elongate, or recessions to intensify?," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 338-349.
    58. Wen, Fenghua & Liu, Zhen & Dai, Zhifeng & He, Shaoyi & Liu, Wenhua, 2022. "Multi-scale risk contagion among international oil market, Chinese commodity market and Chinese stock market: A MODWT-Vine quantile regression approach," Energy Economics, Elsevier, vol. 109(C).
    59. Aguiar-Conraria, Luís & Martins, Manuel M.F. & Soares, Maria Joana, 2023. "The Phillips curve at 65: Time for time and frequency," Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
    60. Tiwari, Aviral Kumar & Mutascu, Mihai Ioan & Albulescu, Claudiu Tiberiu, 2013. "The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework," Energy Economics, Elsevier, vol. 40(C), pages 714-733.
    61. Jose Barrales-Ruiz, Ivan Mendieta-Muñoz, Codrina Rada, Daniele Tavani, Rudiger von Arnim, 2021. "The distributive cycle: Evidence and current debates," Working Paper Series, Department of Economics, University of Utah 2021-01, University of Utah, Department of Economics.
    62. Yoshito Funashima, 2018. "Macroeconomic policy coordination between Japanese central and local governments," Empirical Economics, Springer, vol. 54(4), pages 1631-1651, June.
    63. Daniel Francois Meyer, 2019. "An empirical analysis of the impact of employment, wages and inflation on consumer spending in a developing country, South Africa," Proceedings of International Academic Conferences 9912287, International Institute of Social and Economic Sciences.
    64. Uddin, Gazi Salah & Tiwari, Aviral Kumar & Arouri, Mohamed & Teulon, Frédéric, 2013. "On the relationship between oil price and exchange rates: A wavelet analysis," Economic Modelling, Elsevier, vol. 35(C), pages 502-507.
    65. Mutascu, Mihai, 2019. "Phillips curve in US: New insights in time and frequency," Research in Economics, Elsevier, vol. 73(1), pages 85-96.
    66. Antonis A. Michis, 2021. "Wavelet Multidimensional Scaling Analysis of European Economic Sentiment Indicators," Journal of Classification, Springer;The Classification Society, vol. 38(3), pages 443-480, October.
    67. Mustapha Olalekan Ojo & Luís Aguiar-Conraria & Maria Joana Soares, 2019. "A Time-Frequency Analysis of Sovereign Debt Contagion in Europe," NIPE Working Papers 11/2019, NIPE - Universidade do Minho.
    68. Stelios Bekiros & Jose Arreola Hernandez & Gazi Salah Uddin & Ahmed Taneem Muzaffar, 2020. "On the predictability of crude oil market: A hybrid multiscale wavelet approach," Post-Print hal-02956380, HAL.
    69. Gallegati, Marco & Ramsey, James B., 2013. "Structural change and phase variation: A re-examination of the q-model using wavelet exploratory analysis," Structural Change and Economic Dynamics, Elsevier, vol. 25(C), pages 60-73.
    70. Luís Aguiar-Conraria & Pedro Magalhães & Maria Soares, 2013. "The nationalization of electoral cycles in the United States: a wavelet analysis," Public Choice, Springer, vol. 156(3), pages 387-408, September.
    71. Patrick M. Crowley & David Hudgins, 2021. "Okun’s law revisited in the time–frequency domain: introducing unemployment into a wavelet-based control model," Empirical Economics, Springer, vol. 61(5), pages 2635-2662, November.
    72. Olaolu Richard Olayeni, 2016. "Causality in Continuous Wavelet Transform Without Spectral Matrix Factorization: Theory and Application," Computational Economics, Springer;Society for Computational Economics, vol. 47(3), pages 321-340, March.
    73. Caraiani, Petre, 2015. "Estimating DSGE models across time and frequency," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 33-49.
    74. Crowley, Patrick M. & Hudgins, David, 2019. "U.S. Macroeconomic Policy Evaluation in an Open Economy Context using Wavelet Decomposed Optimal Control Methods," Bank of Finland Research Discussion Papers 11/2019, Bank of Finland.
    75. Aviral Kumar Tiwari & Arif Billah Dar & Niyati Bhanja, 2014. "Inflation-Industrial Growth Nexus in India – A Revisit Through Continuous Wavelet Transform," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 14(2), pages 1-11.
    76. Raza, Syed Ali & Shah, Nida & Sharif, Arshian, 2019. "Time frequency relationship between energy consumption, economic growth and environmental degradation in the United States: Evidence from transportation sector," Energy, Elsevier, vol. 173(C), pages 706-720.
    77. Gallegati, Marco & Ramsey, James B. & Semmler, Willi, 2014. "Interest rate spreads and output: A time scale decomposition analysis using wavelets," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 283-290.
    78. Firouzi, Shahrokh & Wang, Xiangning, 2021. "The interrelationship between order flow, exchange rate, and the role of American economic news," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    79. Erdost Torun & Afife Duygu Ayhan Akdeniz & Erhan Demireli & Simon Grima, 2022. "Long-Term US Economic Growth and the Carbon Dioxide Emissions Nexus: A Wavelet-Based Approach," Sustainability, MDPI, vol. 14(17), pages 1-16, August.
    80. Al Rababa’a, Abdel Razzaq & Alomari, Mohammad & McMillan, David, 2021. "Multiscale stock-bond correlation: Implications for risk management," Research in International Business and Finance, Elsevier, vol. 58(C).
    81. Sousa, Rita & Aguiar-Conraria, Luís & Soares, Maria Joana, 2014. "Carbon financial markets: A time–frequency analysis of CO2 prices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 414(C), pages 118-127.
    82. Michele Fratianni & Marco Gallegati & Federico Giri, 2019. "Mr Phillips and the medium-run: temporal instability vs. frequency stability," Mo.Fi.R. Working Papers 155, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.

  79. Gallegati, Mauro & Giulioni, Gianfranco & Kirman, Alan & Palestrini, Antonio, 2011. "What’s that got to do with the price of fish? Buyers behavior on the Ancona fish market," Journal of Economic Behavior & Organization, Elsevier, vol. 80(1), pages 20-33.
    See citations under working paper version above.
  80. Bargigli, Leonardo & Gallegati, Mauro, 2011. "Random digraphs with given expected degree sequences: A model for economic networks," Journal of Economic Behavior & Organization, Elsevier, vol. 78(3), pages 396-411, May.
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  81. Fabio Clementi & Mauro Gallegati & Giorgio Kaniadakis, 2010. "A model of personal income distribution with application to Italian data," Empirical Economics, Springer, vol. 39(2), pages 559-591, October.

    Cited by:

    1. F. Clementi & M. Gallegati & G. Kaniadakis, 2012. "A generalized statistical model for the size distribution of wealth," Papers 1209.4787, arXiv.org, revised Dec 2012.
    2. Boccanfuso, Dorothée & Richard, Patrick & Savard, Luc, 2013. "Parametric and nonparametric income distribution estimators in CGE micro-simulation modeling," Economic Modelling, Elsevier, vol. 35(C), pages 892-899.
    3. Yong Tao & Xiangjun Wu & Tao Zhou & Weibo Yan & Yanyuxiang Huang & Han Yu & Benedict Mondal & Victor M. Yakovenko, 2019. "Exponential structure of income inequality: evidence from 67 countries," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(2), pages 345-376, June.
    4. Alberto Russo, 2014. "A Stochastic Model of Wealth Accumulation with Class Division," Metroeconomica, Wiley Blackwell, vol. 65(1), pages 1-35, February.
    5. Yuri Biondi & Simone Righi, 2015. "Inequality, mobility and the financial accumulation process: A computational economic analysis," Department of Economics (DEMB) 0058, University of Modena and Reggio Emilia, Department of Economics "Marco Biagi".
    6. Alberto Russo, 2017. "An Agent Based Macroeconomic Model with Social Classes and Endogenous Crises," 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 285-306, November.
    7. Sung Y. Park & Anil K. Bera, 2018. "Information theoretic approaches to income density estimation with an application to the U.S. income data," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 16(4), pages 461-486, December.
    8. Boháčik Ján, 2022. "Financial shocks and their effects on velocity of money in agent-based model," Review of Economic Perspectives, Sciendo, vol. 22(4), pages 241-266, December.
    9. F. Clementi & M. Gallegati, 2016. "New economic windows on income and wealth: The k-generalized family of distributions," Papers 1608.06076, arXiv.org.
    10. Aktaev, Nurken E. & Bannova, K.A., 2022. "Mathematical modeling of probability distribution of money by means of potential formation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 595(C).
    11. Robert Grafstein, 2015. "Public pensions and the intergenerational politics of aging societies," Journal of Theoretical Politics, , vol. 27(3), pages 457-484, July.
    12. Fabio Clementi & Mauro Gallegati & Giorgio Kaniadakis, 2012. "A new model of income distribution: the κ-generalized distribution," Journal of Economics, Springer, vol. 105(1), pages 63-91, January.
    13. Adams Vallejos & Ignacio Ormazabal & Felix A. Borotto & Hernan F. Astudillo, 2018. "A new $\kappa$-deformed parametric model for the size distribution of wealth," Papers 1805.06929, arXiv.org.
    14. José María Sarabia & Vanesa Jordá & Lorena Remuzgo, 2017. "The Theil Indices in Parametric Families of Income Distributions—A Short Review," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 63(4), pages 867-880, December.
    15. Bertotti, M.L. & Chattopadhyay, A.K. & Modanese, G., 2017. "Stochastic effects in a discretized kinetic model of economic exchange," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 724-732.
    16. Vallejos, Adams & Ormazábal, Ignacio & Borotto, Félix A. & Astudillo, Hernán F., 2019. "A new κ-deformed parametric model for the size distribution of wealth," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 514(C), pages 819-829.

  82. Domenico Gatti & Edoardo Gaffeo & Mauro Gallegati, 2010. "Complex agent-based macroeconomics: a manifesto for a new paradigm," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 5(2), pages 111-135, December.

    Cited by:

    1. Lengnick, Matthias & Krug, Sebastian & Wohltmann, Hans-Werner, 2012. "Money creation and financial instability: An agent-based credit network approach," Economics Working Papers 2012-15, Christian-Albrechts-University of Kiel, Department of Economics.
    2. Lengnick, Matthias & Wohltmann, Hans-Werner, 2010. "Agent-based financial markets and New Keynesian macroeconomics: A synthesis," Economics Working Papers 2010-10, Christian-Albrechts-University of Kiel, Department of Economics.
    3. Ilker Arslan & Eugenio Caverzasi & Mauro Gallegati & Alper Duman, 2016. "Long Term Impacts of Bank Behavior on Financial Stability. an Agent Based Modeling Approach," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 19(1), pages 1-11.
    4. Tommaso Ciarli & Andre Lorentz & Marco Valente & Maria Savona, 2017. "Structural Changes and Growth Regime," Working Papers of BETA 2017-19, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    5. Eugenio Caverzasi & Daniele Tori, 2018. "The Financial Innovation Hypothesis: Schumpeter, Minsky and the sub-prime mortgage crisis," LEM Papers Series 2018/36, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    6. Wäckerle, Manuel, 2013. "On the bottom-up foundations of the banking-macro nexus," Economics Discussion Papers 2013-5, Kiel Institute for the World Economy (IfW Kiel).
    7. Lengnick, Matthias, 2013. "Agent-based macroeconomics: A baseline model," Journal of Economic Behavior & Organization, Elsevier, vol. 86(C), pages 102-120.
    8. Corrado Di Guilmi & Laura Carvalho, 2015. "The dynamics of leverage in a Minskyan model with heterogeneous firms," Working Papers, Department of Economics 2015_15, University of São Paulo (FEA-USP).
    9. Hyuk Rhee & Nurlan Turdaliev, 2015. "Central bank policy instrument forecasts," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(2), pages 221-245, October.
    10. Seppecher, P. & Salle, I. & Lang, D., 2016. "Is the Market Really a Good Teacher?," CeNDEF Working Papers 16-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    11. Alessandro Taberna & Tatiana Filatova & Andrea Roventini & Francesco Lamperti, 2021. "Coping with increasing tides: technological change, agglomeration dynamics and climate hazards in an agent-based evolutionary model," LEM Papers Series 2021/44, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    12. David G. Green, 2023. "Emergence in complex networks of simple agents," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(3), pages 419-462, July.
    13. Tommaso Ciarli & Andre' Lorentz & Maria Savona & Marco Valente, 2012. "The role of technology, organisation, and demand in growth and income distribution," LEM Papers Series 2012/06, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    14. George Judge, 2018. "Micro-Macro Connected Stochastic Dynamic Economic Behavior Systems," Econometrics, MDPI, vol. 6(4), pages 1-14, December.
    15. Walid F. Nasrallah & Karim A. Cheaib, 2016. "An equilibrium model of how regulative and normative institutions influence micro-economic and organizational behavior," Computational and Mathematical Organization Theory, Springer, vol. 22(4), pages 383-411, December.
    16. Corrado Di Guilmi & Laura Carvalho, 2016. "The Dynamics Of Leverage In A Demand-Driven Model With Heterogeneous Firms," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 141, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    17. Суслов В.И. & Доможиров Д.А. & Ибрагимов Н.М. & Костин В.С. & Мельникова Л.В. & Цыплаков А.А., 2016. "Агент-Ориентированная Многорегиональная Модель “Затраты-Выпуск” Российской Экономики," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 52(1), pages 112-131, январь.
    18. Wei Zhao & Yi Lu & Genfu Feng, 2019. "How Many Agents are Rational in China’s Economy? Evidence from a Heterogeneous Agent-Based New Keynesian Model," Computational Economics, Springer;Society for Computational Economics, vol. 54(2), pages 575-611, August.
    19. 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.
    20. Theodore Tsekeris, 2017. "Network analysis of inter-sectoral relationships and key sectors in the Greek economy," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(2), pages 413-435, July.
    21. 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.
    22. Neveu, Andre R., 2013. "Fiscal policy and business cycle characteristics in a heterogeneous agent macro model," Journal of Economic Behavior & Organization, Elsevier, vol. 92(C), pages 224-240.
    23. Davide Bazzana, 2020. "Ageing population and pension system sustainability: reforms and redistributive implications," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 37(3), pages 971-992, October.
    24. Özge Dilaver & Robert Calvert Jump & Paul Levine, 2018. "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.
    25. Alessandro Caiani & Ermanno Catullo & Mauro Gallegati, 2018. "The effects of fiscal targets in a monetary union: a multi-country agent-based stock flow consistent model," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 27(6), pages 1123-1154.
    26. Fatouh, Mahmoud & Markose, Sheri & Giansante, Simone, 2021. "The impact of quantitative easing on UK bank lending: Why banks do not lend to businesses?," Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 928-953.
    27. Forrest Jeffrey Yi-Lin & Gong Zaiwu & Köse Erkan & Galbraith Diane D. & Arık Oğuzhan A., 2021. "An Economy’s Emergent Properties and How Micro Agents with Inconsistent or Conflicting Interests Are Holistically Organized into Macro Entities," Naše gospodarstvo/Our economy, Sciendo, vol. 67(3), pages 53-66, September.
    28. Alan Karaev K. & А. Караев К., 2017. "Нелинейная динамическая модель взаимодействия фискальной и монетарной политик России // A Nonlinear Dynamic Model of the Russian Fiscal and Monetary Policy Interaction," Экономика. Налоги. Право // Economics, taxes & law, ФГОБУ "Финансовый университет при Правительстве Российской Федерации" // Financial University under The Government of Russian Federation, vol. 10(3), pages 43-51.
    29. Stolzenburg, Ulrich, 2015. "The agent-based Solow growth model with endogenous business cycles," Economics Working Papers 2015-01, Christian-Albrechts-University of Kiel, Department of Economics.
    30. 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).
    31. Caiani, Alessandro & Russo, Alberto & Gallegati, Mauro, 2016. "Does Inequality Hamper Innovation and Growth?," MPRA Paper 71864, University Library of Munich, Germany.
    32. Isabelle SALLE & Murat YILDIZOGLU & Marc-Alexandre SENEGAS, 2012. "Inflation targeting in a learning economy: An ABM perspective," Cahiers du GREThA (2007-2019) 2012-15, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
    33. Li, Boyao, 2017. "The impact of the Basel III liquidity coverage ratio on macroeconomic stability: An agent-based approach," Economics Discussion Papers 2017-2, Kiel Institute for the World Economy (IfW Kiel).
    34. Rengs, Bernhard & Scholz-Wäckerle, Manuel & van den Bergh, Jeroen, 2020. "Evolutionary macroeconomic assessment of employment and innovation impacts of climate policy packages," Journal of Economic Behavior & Organization, Elsevier, vol. 169(C), pages 332-368.
    35. Alessandro Caiani & Antoine Godin & Stefano Lucarelli, 2012. "Innovation and Finance: An SFC Analysis of Great Surges of Development," Economics Working Paper Archive wp_733, Levy Economics Institute.
    36. Pasquale Cirillo & Mauro Gallegati, 2012. "The Empirical Validation of an Agent-based Model," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 38(4), pages 525-547.
    37. Rengs, Bernhard & Scholz-Waeckerle, Manuel, 2017. "Consumption & Class in Evolutionary Macroeconomics," MPRA Paper 80021, University Library of Munich, Germany.
    38. Bernhard Rengs & Manuel Scholz-Wäckerle, 2019. "Consumption & class in evolutionary macroeconomics," Journal of Evolutionary Economics, Springer, vol. 29(1), pages 229-263, March.
    39. Robinson, Scott A. & Rai, Varun, 2015. "Determinants of spatio-temporal patterns of energy technology adoption: An agent-based modeling approach," Applied Energy, Elsevier, vol. 151(C), pages 273-284.
    40. Leopoldo S'anchez-Cant'u & Carlos Arturo Soto-Campos & Andriy Kryvko, 2016. "Evidence of Self-Organization in Time Series of Capital Markets," Papers 1604.03996, arXiv.org, revised Mar 2017.
    41. Bernhard Rengs & Manuel Scholz-Wäckerle & Ardjan Gazheli & Miklós Antal & Jeroen C.J.M. van den Bergh, 2015. "Testing Innovation, Employment and Distributional Impacts of Climate Policy Packages in a Macro-evolutionary Systems Setting. WWWforEurope Working Paper No. 83," WIFO Studies, WIFO, number 57891, February.
    42. Hazem KRICHENE & ARATA Yoshiyuki & Abhijit CHAKRABORTY & FUJIWARA Yoshi & INOUE Hiroyasu, 2018. "How Firms Choose their Partners in the Japanese Supplier-Customer Network? An application of the exponential random graph model," Discussion papers 18011, Research Institute of Economy, Trade and Industry (RIETI).
    43. Tommaso Ciarli & Marco Valente, 2016. "The Complex Interactions between Economic Growth and Market Concentration in a Model of Structural Change," SPRU Working Paper Series 2016-06, SPRU - Science Policy Research Unit, University of Sussex Business School.
    44. Taberna, Alessandro & Filatova, Tatiana & Roventini, Andrea & Lamperti, Francesco, 2022. "Coping with increasing tides: Evolving agglomeration dynamics and technological change under exacerbating hazards," Ecological Economics, Elsevier, vol. 202(C).
    45. Olivér Kovács, 2019. "Grounding Complexity Economics in Framing Modern Governance," Acta Oeconomica, Akadémiai Kiadó, Hungary, vol. 69(4), pages 571-594, December.
    46. Mitja Steinbacher & Timotej Jagrič, 2020. "Interbank rules during economic declines: Can banks safeguard capital base?," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(2), pages 471-499, April.
    47. Salvador Pueyo, 2014. "Ecological Econophysics for Degrowth," Sustainability, MDPI, vol. 6(6), pages 1-53, May.
    48. Michael S. Harr'e, 2018. "Multi-agent Economics and the Emergence of Critical Markets," Papers 1809.01332, arXiv.org.

  83. Ramsey, James B. & Gallegati, Marco & Gallegati, Mauro & Semmler, Willi, 2010. "Instrumental variables and wavelet decompositions," Economic Modelling, Elsevier, vol. 27(6), pages 1498-1513, November.

    Cited by:

    1. Marco Gallegati, 2018. "A systematic wavelet-based exploratory analysis of climatic variables," Climatic Change, Springer, vol. 148(1), pages 325-338, May.
    2. Gallegati, Marco & Ramsey, James B., 2014. "The forward looking information content of equity and bond markets for aggregate investments," Journal of Economics and Business, Elsevier, vol. 75(C), pages 1-24.
    3. Fan He & Xuansen He, 2019. "A Continuous Differentiable Wavelet Shrinkage Function for Economic Data Denoising," Computational Economics, Springer;Society for Computational Economics, vol. 54(2), pages 729-761, August.
    4. McAdam, Peter & Bridji, Slim & Charpe, Matthieu, 2019. "Labor share and growth in the long run," Working Paper Series 2251, European Central Bank.
    5. Taheri Bazkhaneh , Saleh & Ehsani , Mohammad Ali & Gilak Hakimabadi , Mohammad Taqi & Farzinvash , Asodollah, 2018. "Analysis of the Relationship between the Business Cycle and Inflation Gap in Time-Frequency Domain," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 13(3), pages 401-422, July.
    6. António Rua, 2016. "A wavelet-based multivariate multiscale approach for forecasting," Working Papers w201612, Banco de Portugal, Economics and Research Department.
    7. Fratianni, Michele & Gallegati, Marco & Giri, Federico, 2022. "The medium-run Phillips curve: A time–frequency investigation for the UK," Journal of Macroeconomics, Elsevier, vol. 73(C).
    8. Gallegati, Marco & Ramsey, James B., 2013. "Bond vs stock market's Q: Testing for stability across frequencies and over time," Journal of Empirical Finance, Elsevier, vol. 24(C), pages 138-150.
    9. Antonis A. Michis, 2021. "Wavelet Multidimensional Scaling Analysis of European Economic Sentiment Indicators," Journal of Classification, Springer;The Classification Society, vol. 38(3), pages 443-480, October.
    10. Gallegati, Marco & Ramsey, James B., 2013. "Structural change and phase variation: A re-examination of the q-model using wavelet exploratory analysis," Structural Change and Economic Dynamics, Elsevier, vol. 25(C), pages 60-73.
    11. Rizvi, Syed Aun R. & Arshad, Shaista & Alam, Nafis, 2015. "Crises and contagion in Asia Pacific — Islamic v/s conventional markets," Pacific-Basin Finance Journal, Elsevier, vol. 34(C), pages 315-326.
    12. Gallegati, Marco & Ramsey, James B. & Semmler, Willi, 2014. "Interest rate spreads and output: A time scale decomposition analysis using wavelets," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 283-290.

  84. Gallegati, M. & Palestrini, A., 2010. "The complex behavior of firms' size dynamics," Journal of Economic Behavior & Organization, Elsevier, vol. 75(1), pages 69-76, July.

    Cited by:

    1. Pedro Gil & Fernanda Figueiredo, 2013. "Firm size distribution under horizontal and vertical innovation," Journal of Evolutionary Economics, Springer, vol. 23(1), pages 129-161, January.
    2. Segarra, Agustí & Teruel, Mercedes, 2012. "An appraisal of firm size distribution: Does sample size matter?," Journal of Economic Behavior & Organization, Elsevier, vol. 82(1), pages 314-328.
    3. Chiarella, Carl & Di Guilmi, Corrado, 2011. "The financial instability hypothesis: A stochastic microfoundation framework," Journal of Economic Dynamics and Control, Elsevier, vol. 35(8), pages 1151-1171, August.
    4. Guo, Jinzhong & Xu, Qi & Chen, Qinghua & Wang, Yougui, 2013. "Firm size distribution and mobility of the top 500 firms in China, the United States and the world," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(13), pages 2903-2914.
    5. Da Silva, Sergio & Matsushita, Raul & Giglio, Ricardo & Massena, Gunther, 2018. "Granularity of the top 1,000 Brazilian companies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 512(C), pages 68-73.
    6. Lina Cortés & Juan M. Lozada & Javier Perote, 2019. "Firm size and concentration inequality: A flexible extension of Gibrat’s law," Documentos de Trabajo de Valor Público 17205, Universidad EAFIT.
    7. Christian Cordes & Tong-Yaa Su & Pontus Strimling, 2019. "A critical human group size and firm size distributions in industries," Journal of Bioeconomics, Springer, vol. 21(2), pages 123-144, July.
    8. Antonio Palestrini, 2015. "Firm Size Distribution and the Survival Bias," Economics Bulletin, AccessEcon, vol. 35(3), pages 1630-1637.
    9. Soriano-Hernández, P. & del Castillo-Mussot, M. & Campirán-Chávez, I. & Montemayor-Aldrete, J.A., 2017. "Wealth of the world’s richest publicly traded companies per industry and per employee: Gamma, Log-normal and Pareto power-law as universal distributions?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 733-749.
    10. Gao, Baojun & Chan, Wai Kin (Victor) & Li, Hongyi, 2015. "On the increasing inequality in size distribution of China's listed companies," China Economic Review, Elsevier, vol. 36(C), pages 25-41.

  85. Delli Gatti, Domenico & Gallegati, Mauro & Greenwald, Bruce & Russo, Alberto & Stiglitz, Joseph E., 2010. "The financial accelerator in an evolving credit network," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1627-1650, September.

    Cited by:

    1. Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2015. "Taming macroeconomic instability: Monetary and macro prudential policy interactions in an agent-based model," Working Papers hal-03459508, HAL.
    2. Mauro Napoletano & Jean-Luc Gaffard & Zakaria Babutsidze, 2012. "Agent Based Models A New Tool for Economic and Policy Analysis," SciencePo Working papers Main hal-01070338, HAL.
    3. Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2012. "An Agent Based Decentralized Matching Macroeconomic Model," MPRA Paper 42211, University Library of Munich, Germany.
    4. 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).
    5. Pascal Seppecher & Isabelle Salle, 2015. "Deleveraging crises and deep recessions: a behavioural approach," Applied Economics, Taylor & Francis Journals, vol. 47(34-35), pages 3771-3790, July.
    6. Mattia Guerini & Francesco Lamperti & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2022. "Unconventional monetary policies in an agent-based model with mark-to-market standards," Review of Evolutionary Political Economy, Springer, vol. 3(1), pages 73-107, April.
    7. Mauro Napoletano & Jean-Luc Gaffard & Zakaria Babutsidze, 2012. "Agent Based Models A New Tool for Economic and Policy Analysis: A New Tool for Economic and Policy Analysis," Sciences Po publications 3, Sciences Po.
    8. Nikolaidi, Maria & Stockhammer, Engelbert, 2017. "Minsky models: a structured survey," Greenwich Papers in Political Economy 17448, University of Greenwich, Greenwich Political Economy Research Centre.
    9. Ilker Arslan & Eugenio Caverzasi & Mauro Gallegati & Alper Duman, 2016. "Long Term Impacts of Bank Behavior on Financial Stability. an Agent Based Modeling Approach," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 19(1), pages 1-11.
    10. Galina Hale & Christopher Candelaria & Julian Caballero & Sergey Borisov, 2013. "Bank Linkages and International Trade," Research Department Publications IDB-WP-445, Inter-American Development Bank, Research Department.
    11. Antoine Godin & Stephen Kinsella, 2012. "Leverage, liquidity and crisis: A simulation study," ASSRU Discussion Papers 1205, ASSRU - Algorithmic Social Science Research Unit.
    12. Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2014. "Fiscal and monetary policies in complex evolving economies," Working Papers hal-03460560, HAL.
    13. Mattia Guerini & Alessio Moneta & Mauro Napoletano & Andrea Roventini, 2017. "The Janus-faced nature of debt : results form a data driven cointegrated SVAR approach," Sciences Po publications 2017-02, Sciences Po.
    14. 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.
    15. Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Tania Treibich, 2014. "The Short-and Long-Run Damages of Fiscal Austerity: Keynes beyond Schumpeter," Sciences Po publications 22, Sciences Po.
    16. Alberto Russo, 2014. "Elements of Novelty, Known Mechanisms, and the Fundamental Causes of the Recent Crisis," Journal of Economic Issues, Taylor & Francis Journals, vol. 48(3), pages 743-764.
    17. Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2014. "Micro and macro policies in the Keynes + Schumpeter evolutionary models," SciencePo Working papers Main hal-03429896, HAL.
    18. Carlos Madeira, 2016. "Measuring the Covariance Risk of Consumer Debt Portfolios," Working Papers Central Bank of Chile 793, Central Bank of Chile.
    19. 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.
    20. Antoine Mandel & Simone Landini & Mauro Gallegati & Herbert Gintis, 2013. "Price Dynamics, financial fragility and aggregate volatility," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00917892, HAL.
    21. 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.
    22. Andre R. Neveu, 2018. "A survey of network-based analysis and systemic risk measurement," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(2), pages 241-281, July.
    23. Quamrul Ashraf & Boris Gershman & Peter Howitt, 2015. "Banks, Market Organization, and Macroeconomic Performance: An Agent-Based Computational Analysis," Working Papers 2015-10, American University, Department of Economics.
    24. Zhang, Minghui & He, Jianmin & Li, Shouwei, 2018. "Interbank lending, network structure and default risk contagion," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 493(C), pages 203-209.
    25. Antoine Mandel & Davoud Taghawi-Nejad & Vipin Veetil, 2019. "The price effects of monetary shocks in a network economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02334593, HAL.
    26. Bargigli, Leonardo & Gallegati, Mauro & Riccetti, Luca & Russo, Alberto, 2014. "Network analysis and calibration of the “leveraged network-based financial accelerator”," Journal of Economic Behavior & Organization, Elsevier, vol. 99(C), pages 109-125.
    27. Alessandro Taberna & Tatiana Filatova & Andrea Roventini & Francesco Lamperti, 2021. "Coping with increasing tides: technological change, agglomeration dynamics and climate hazards in an agent-based evolutionary model," LEM Papers Series 2021/44, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    28. Mattia Guerini & Alessio Moneta & Mauro Napoletano & Andrea Roventini, 2018. "The Janus face nature of debt : results from a data-driven cointegrated SVAR approach," Sciences Po publications info:hdl:2441/574jpbbn0f8, Sciences Po.
    29. Giovanni Dosi & Andrea Roventini, 2017. "Agent-Based Macroeconomics and Classical Political Economy: Some Italian Roots," SciencePo Working papers Main hal-03399668, HAL.
    30. 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.
    31. Gerard Ballot & Antoine Mandel & Annick Vignes, 2015. "Agent-based modeling and economic theory: where do we stand?," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(2), pages 199-220, October.
    32. Emiliano Brancaccio & Raffaele Giammetti & Milena Lopreite & Michelangelo Puliga, 2019. "Monetary Policy, Crisis and Capital Centralization in Corporate Ownership and Control Networks: a B-Var Analysis," LEM Papers Series 2019/28, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    33. Elena Deryugina & Alexey Ponomarenko, 2021. "Explaining the lead–lag pattern in the money–inflation relationship: a microsimulation approach," Journal of Evolutionary Economics, Springer, vol. 31(4), pages 1113-1128, September.
    34. 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.
    35. Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2012. "Income Distribution, Credit and Fiscal Policies in an Agent-Based Keynesian Model," EconomiX Working Papers 2012-5, University of Paris Nanterre, EconomiX.
    36. Mauro Napoletano, 2018. "A short walk on the wild side : agent based models and their implications for macroeconomic analysis," Sciences Po publications info:hdl:2441/2qdhj5485p9, Sciences Po.
    37. Wu, Xin & Bai, Xiao & Qi, Hanying & Lu, Lanxin & Yang, Mingyuan & Taghizadeh-Hesary, Farhad, 2023. "The impact of climate change on banking systemic risk," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 419-437.
    38. Leonardo Bargigli & Gabriele Tedeschi, 2013. "Major trends in agent-based economics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(2), pages 211-217, October.
    39. H. Dawid & P. Harting & M. Neugart, 2018. "Fiscal transfers and regional economic growth," Review of International Economics, Wiley Blackwell, vol. 26(3), pages 651-671, August.
    40. Valentina Y. Guleva & Klavdiya O. Bochenina & Maria V. Skvorcova & Alexander V. Boukhanovsky, 2017. "A Simulation Tool for Exploring the Evolution of Temporal Interbank Networks," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 20(4), pages 1-15.
    41. Gaffeo Edoardo & Gobbi Lucio, 2021. "Achieving financial stability during a liquidity crisis: a multi-objective approach," Risk Management, Palgrave Macmillan, vol. 23(1), pages 48-74, June.
    42. Liang He & Shouwei Li, 2017. "Network Entropy and Systemic Risk in Dynamic Banking Systems," Complexity, Hindawi, vol. 2017, pages 1-7, November.
    43. Galina Hale, 2011. "Bank Relationships, Business Cycles, and Financial Crises," NBER Chapters, in: Global Financial Crisis, National Bureau of Economic Research, Inc.
    44. Domenico Delli Gatti & Severin Reissl & Enrico Turco, 2021. "V for Vaccines and Variants," CESifo Working Paper Series 9291, CESifo.
    45. Dawid, Herbert & Harting, Philipp & Neugart, Michael, 2018. "Cohesion policy and inequality dynamics : insights from a heterogeneous agents macroeconomic model," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 110857, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    46. Georg Feigl & Markus Marterbauer & Miriam Rehm & Matthias Schnetzer & Sepp Zuckerstätter & Lars Andersen & Thea Nissen & Signe Dahl & Peter Hohlfeld & Benjamin Lojak & Thomas Theobald & Achim Truger &, 2016. "Economic outlook for the euro area: Chapter 1," Sciences Po publications info:hdl:2441/7nrhkqocnt8, Sciences Po.
    47. Corrado Di Guilmi & Laura Carvalho, 2016. "The Dynamics Of Leverage In A Demand-Driven Model With Heterogeneous Firms," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 141, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    48. Ítalo 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 hal-01937186, HAL.
    49. Luca RICCETTI & Alberto RUSSO & Mauro GALLEGATI, 2011. "Leveraged Network-Based Financial Accelerator," Working Papers 371, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    50. 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.
    51. 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).
    52. 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.
    53. 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 (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 7, pages 1-44.
    54. Alberto Russo, 2017. "An Agent Based Macroeconomic Model with Social Classes and Endogenous Crises," 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 285-306, November.
    55. Maeno, Yoshiharu, 2013. "Transient fluctuation of the prosperity of firms in a network economy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(16), pages 3351-3359.
    56. Li, Zhinan & Pei, Shan & Li, Ting & Wang, Yu, 2023. "Risk spillover network in the supply chain system during the COVID-19 crisis: Evidence from China," Economic Modelling, Elsevier, vol. 126(C).
    57. Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2019. "Winter is possibly not coming: mitigating financial instability in an agent-based model with interbank market," Sciences Po publications 14, Sciences Po.
    58. Reissl, Severin, 2020. "Minsky from the bottom up – Formalising the two-price model of investment in a simple agent-based framework," Journal of Economic Behavior & Organization, Elsevier, vol. 177(C), pages 109-142.
    59. Neveu, Andre R., 2013. "Fiscal policy and business cycle characteristics in a heterogeneous agent macro model," Journal of Economic Behavior & Organization, Elsevier, vol. 92(C), pages 224-240.
    60. Ermanno Catullo & Mauro Gallegati & Alberto Russo, 2020. "Forecasting in a complex environment: Machine learning sales expectations in a Stock Flow Consistent Agent-Based simulation model," Working Papers 2020/17, Economics Department, Universitat Jaume I, Castellón (Spain).
    61. Levent Altinoglu, 2018. "The Origins of Aggregate Fluctuations in a Credit Network Economy," Finance and Economics Discussion Series 2018-031, Board of Governors of the Federal Reserve System (U.S.).
    62. Georg Feigl & Markus Marterbauer & Miriam Rehm & Matthias Schnetzer & Sepp Zuckerstätter & Lars Andersen & Thea Nissen & Signe Dahl & Peter Hohlfeld & Benjamin Lojak & Thomas Theobald & Achim Truger &, 2016. "Macro economic trade-offs in the euro area: Chapter 4," Sciences Po publications info:hdl:2441/1hgg8g0cu68, Sciences Po.
      • Georg Feigl & Markus Marterbauer & Miriam Rehm & Matthias Schnetzer & Sepp Zuckerstätter & Lars Andersen & Thea Nissen & Signe Dahl & Peter Hohlfeld & Benjamin Lojak & Thomas Theobald & Achim Truger &, 2016. "The Elusive Recovery: iAGS 2017," Sciences Po publications info:hdl:2441/55823teuik9, Sciences Po.
    63. Lukáš Fiala & Petr Teplý, 2021. "The Use of Borrower-based Measures within Macroprudential Policy: Evidence from the European Economic Area," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2021(1), pages 71-91.
    64. Alberto Cardaci & Francesco Saraceno, 2019. "Between Scylla And Charybdis: Income Distribution, Consumer Credit, And Business Cycles," Economic Inquiry, Western Economic Association International, vol. 57(2), pages 953-971, April.
    65. 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.
    66. Joseph E Stiglitz & Mauro Gallegati, 2011. "Heterogeneous Interacting Agent Models for Understanding Monetary Economies," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 37(1), pages 6-12.
    67. Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2020. "Business fluctuations in a behavioral switching model: Gridlock effects and credit crunch phenomena in financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 114(C).
    68. Curto, José Dias & Quinaz, Pedro Miguel Mateus Dias, 2016. "Prudential regulation in an artificial banking system," Economics Discussion Papers 2016-27, Kiel Institute for the World Economy (IfW Kiel).
    69. Ciola, Emanuele & Turco, Enrico & Gurgone, Andrea & Bazzana, Davide & Vergalli, Sergio & Menoncin, Francesco, 2023. "Enter the MATRIX model:a Multi-Agent model for Transition Risks with application to energy shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
    70. Lv, Jiamin & Ben, Shenglin & Huang, Wenli & Xu, Yueling, 2023. "How to reduce the default contagion risk of intercorporate credit guarantee networks? Evidence from China," Emerging Markets Review, Elsevier, vol. 55(C).
    71. Emanuele Ciola & Enrico Turco & Andrea Gurgone & Davide Bazzana & Sergio Vergalli & Francesco Menoncin, 2022. "Charging the macroeconomy with an energy sector: an agent-based model," Working Papers 2022.09, Fondazione Eni Enrico Mattei.
    72. Deborah Noguera & Gabriel Montes-Rojas, 2023. "Minskyan model with credit rationing in a network economy," SN Business & Economics, Springer, vol. 3(3), pages 1-26, March.
    73. Carl Chiarella & Corrado Di Guilmi, 2013. "Monetary Policy and Debt Deflation: Some Computational Experiments," CAMA Working Papers 2013-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    74. Vitali, Stefania & Battiston, Stefano & Gallegati, Mauro, 2016. "Financial fragility and distress propagation in a network of regions," Journal of Economic Dynamics and Control, Elsevier, vol. 62(C), pages 56-75.
    75. Raffaele Giammetti, 2019. "Tariffs, Domestic Import Substitution and Trade Diversion in Input-Output Production Networks: how to deal with Brexit," Mo.Fi.R. Working Papers 152, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
    76. Simone Landini & Mauro Gallegati & Joseph Stiglitz, 2015. "Economies with heterogeneous interacting learning agents," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(1), pages 91-118, April.
    77. Levent Altinoglu, 2018. "The Origins of Aggregate Fluctuations in a Credit Network Economy," 2018 Meeting Papers 626, Society for Economic Dynamics.
    78. Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2016. "Stock market dynamics, leveraged network-based financial accelerator and monetary policy," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 509-524.
    79. Sui, Xin & Li, Liang, 2018. "Guarantee network model and risk contagion," Chaos, Solitons & Fractals, Elsevier, vol. 106(C), pages 323-329.
    80. Ichiro Takahashi, 2021. "An Artificial Wicksell—Keynes Macroeconomy," Springer Books, Springer, number 978-981-16-6839-5, September.
    81. Nathalie Lazaric & Silvano Cincotti & Wolfram Elsner & Anastasia Nesvetailova & Engelbert Stockhammer, 2020. "Towards an evolutionary political economy. Editorial to the inaugural issue of the Review of Evolutionary Political Economy REPE," Post-Print halshs-03000271, HAL.
    82. Emanuele Russo, 2021. "Harrodian instability in decentralized economies: an agent-based approach," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 38(2), pages 539-567, July.
    83. Enrico Turco & Davide Bazzana & Massimiliano Rizzati & Emanuele Ciola & Sergio Vergalli, 2022. "Energy price shocks and stabilization policies in a multi-agent macroeconomic model for the Euro Area," Working Papers 2022.25, Fondazione Eni Enrico Mattei.
    84. 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).
    85. Ferrari Minesso, Massimo, 2020. "Bank contagion in general equilibrium," Working Paper Series 2432, European Central Bank.
    86. Ichiro Takahashi, 2021. "Market Mechanism: Stabilizing or Destabilizing?," Springer Books, in: An Artificial Wicksell—Keynes Macroeconomy, chapter 0, pages 1-20, Springer.
    87. Raffaele Giammetti & Alberto Russo & Mauro Gallegati, 2020. "Key sectors in input–output production networks: An application to Brexit," The World Economy, Wiley Blackwell, vol. 43(4), pages 840-870, April.
    88. Sui, Xin & Li, Liang & Chen, Xiaohui, 2020. "Risk contagion caused by interactions between credit and guarantee networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 539(C).
    89. 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, November.
    90. Matteo G. Richiardi, 2015. "The future of agent-based modelling," LABORatorio R. Revelli Working Papers Series 141, LABORatorio R. Revelli, Centre for Employment Studies.
    91. Michel Alexandre & Gilberto Tadeu Lima & Luca Riccetti & Alberto Russo, 2022. "The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model," Working Papers, Department of Economics 2022_01, University of São Paulo (FEA-USP), revised 21 Jan 2022.
    92. Deborah Noguera & Gabriel Montes-Rojas, 2022. "Credit-constrained fluctuations and uncertainty in a network economy," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(80), pages 5-52, November.
    93. Catullo, Ermanno & Gallegati, Mauro & Palestrini, Antonio, 2015. "Systemic risk and macro-prudential policies: A credit network-based approach," FinMaP-Working Papers 39, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    94. 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.
    95. Luca Riccetti & Alberto Russo & Mauro Gallegati, 2022. "Firm–bank credit network, business cycle and macroprudential policy," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(2), pages 475-499, April.
    96. 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.
    97. Cardaci, Alberto, 2018. "Inequality, household debt and financial instability: An agent-based perspective," Journal of Economic Behavior & Organization, Elsevier, vol. 149(C), pages 434-458.
    98. Joeri Schasfoort & Antoine Godin & Dirk Bezemer & Alessandro Caiani & Stephen Kinsella, 2017. "Monetary Policy Transmission In A Macroeconomic Agent-Based Model," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 20(08), pages 1-35, December.
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    101. Gian Paolo Clemente & Rosanna Grassi & Chiara Pederzoli, 2020. "Networks and market-based measures of systemic risk: the European banking system in the aftermath of the financial crisis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 159-181, January.
    102. Russo, Alberto & Riccetti, Luca & Gallegati, Mauro, 2013. "Increasing Inequality and Financial Fragility in an An Agent Based Macroeconomic Model," MPRA Paper 51528, University Library of Munich, Germany.
    103. Rzeszutek, Marcin & Godin, Antoine & Szyszka, Adam & Augier, Stanislas, 2020. "Managerial overconfidence in initial public offering decisions and its impact on macrodynamics and financial stability: Analysis using an agent-based model," Journal of Economic Dynamics and Control, Elsevier, vol. 118(C).
    104. Michel Alexandre & Gilberto Tadeu Lima, 2020. "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.
    105. 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.
    106. Martin Guzman & Peter Howitt, 2015. "Learning, Expectations, and the Financial Instability Hypothesis," Working Papers Series 33, Institute for New Economic Thinking.
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    108. Gurgone, Andrea & Iori, Giulia & Jafarey, Saqib, 2018. "The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 257-288.
    109. Caiani, Alessandro & Russo, Alberto & Gallegati, Mauro, 2017. "Are higher wages good for business? An assessment under alternative innovation and investment scenarios," MPRA Paper 80439, University Library of Munich, Germany.
    110. Emanuele Ciola & Gabriele Tedeschi, 2021. "From interaction to business fluctuations: How credit network explain cycles," Working Papers 2021/01, Economics Department, Universitat Jaume I, Castellón (Spain).
    111. Ichiro Takahashi & Isamu Okada, 2020. "An artificial Wicksell–Keynes economy integrating short-run business cycle and long-term cumulative trend," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(4), pages 953-998, October.
    112. Engelbert Stockhammer & Robert Calvert Jump & Karsten Kohler & Julian Cavallero, 2018. "Short and medium term financial-real cycles: An empirical assessment," FMM Working Paper 29-2018, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    113. Edoardo Gaffeo & Mauro Gallegati & Lucio Gobbi, 2022. "Endogenous clearinghouse formation in payment networks," Review of Evolutionary Political Economy, Springer, vol. 3(1), pages 109-136, April.
    114. Sebastian Krug & Matthias Lengnick & Hans-Werner Wohltmann, 2014. "The impact of Basel III on financial (in)stability: an agent-based credit network approach," Quantitative Finance, Taylor & Francis Journals, vol. 15(12), pages 1917-1932, December.
    115. Corrado Di Guilmi, 2017. "The Agent†Based Approach To Post Keynesian Macro†Modeling," Journal of Economic Surveys, Wiley Blackwell, vol. 31(5), pages 1183-1203, December.
    116. Giovanni Dosi, 2022. "The Agenda for Evolutionary Economics: Results, Dead Ends, and Challenges Ahead," LEM Papers Series 2022/24, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    117. Yıldırım-Karaman, Seçil, 2018. "Uncertainty in financial markets and business cycles," Economic Modelling, Elsevier, vol. 68(C), pages 329-339.
    118. Alberto Russo & Luca Riccetti & Mauro Gallegati, 2016. "Increasing inequality, consumer credit and financial fragility in an agent based macroeconomic model," Journal of Evolutionary Economics, Springer, vol. 26(1), pages 25-47, March.
    119. Russo, Alberto & Zanini, Adelino, 2010. "On the expansion of finance and financialisation," MPRA Paper 26828, University Library of Munich, Germany.
    120. Laivi Laidroo, 2014. "Lending Growth and Cyclicality in Central and Eastern European Banks," TUT Economic Research Series 13, Department of Finance and Economics, Tallinn University of Technology.
    121. Giammetti, Raffaele, 2019. "Tariffs, Domestic Import Substitution and Trade Diversion in Input-Output Production Networks: how to deal with Brexit," MPRA Paper 92835, University Library of Munich, Germany.
    122. Kuhla, Kilian & Willner, Sven N & Otto, Christian & Levermann, Anders, 2023. "Resilience of international trade to typhoon-related supply disruptions," Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
    123. Monasterolo,Irene & Mandel,Antoine & Battiston,Stefano & Mazzocchetti,Andrea & Oppermann,Klaus & Coony,Jonathan D'Entremont & Stretton,Stephen John & Stewart,Fiona Elizabeth & Dunz,Nepomuk Max Ferdina, 2022. "The Role of Green Financial Sector Initiatives in the Low-Carbon Transition : A Theoryof Change," Policy Research Working Paper Series 10181, The World Bank.
    124. Alessandro Caiani & Alberto Russo & Mauro Gallegati, 2019. "Does inequality hamper innovation and growth? An AB-SFC analysis," Journal of Evolutionary Economics, Springer, vol. 29(1), pages 177-228, March.
    125. Yuri Biondi & Feng Zhou, 2017. "Interbank Credit and the Money Manufacturing Process. A Systemic Perspective on Financial Stability," Papers 1702.08774, arXiv.org.
    126. Xavier Timbeau & Signe Dahl & Georg Feigl & Xavier Timbeau & Xavier Timbeau & Andrew Watt, 2016. "The Elusive Recovery. Independent Annual Growth Survey (iAGS) 2017," Working Paper Reihe der AK Wien - Materialien zu Wirtschaft und Gesellschaft 164, Kammer für Arbeiter und Angestellte für Wien, Abteilung Wirtschaftswissenschaft und Statistik.
    127. He, Jianmin & Sui, Xin & Li, Shouwei, 2016. "An endogenous model of the credit network," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 441(C), pages 1-14.
    128. Papadopoulos, Georgios, 2020. "Probing the mechanism: lending rate setting in a data-driven agent-based model," MPRA Paper 102749, University Library of Munich, Germany.
    129. Ermanno Catullo & Antonio Palestrini & Ruggero Grilli & Mauro Gallegati, 2018. "Early warning indicators and macro-prudential policies: a credit network agent based model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(1), pages 81-115, April.
    130. Russo, Alberto, 2013. "Financial Fragility and Macroeconomic Instability in a Heterogeneous Interacting Agents Framework," MPRA Paper 46578, University Library of Munich, Germany.
    131. Daiki Asanuma, 2013. "Lending attitude as a financial accelerator in a credit network economy," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(2), pages 231-247, October.
    132. Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2016. "Financialisation and crisis in an agent based macroeconomic model," Economic Modelling, Elsevier, vol. 52(PA), pages 162-172.
    133. Michel Alexandre & Thiago Christiano Silva & Colm Connaughton & Francisco A. Rodrigues, 2021. "The Role of (non-)Topological Features as Drivers of Systemic Risk: a machine learning approach," Working Papers Series 556, Central Bank of Brazil, Research Department.
    134. Russo, Alberto, 2017. "Dopo il keynesismo: teorie economiche per una (non-) politica economica [After Keynesianism: Economic Theories for a (non) Economic Policy]," MPRA Paper 83346, University Library of Munich, Germany.
    135. Szymon Chudziak, 2022. "On the sources of economic growth, structural consistency of agent-based models and mental-accounting consumer behaviour," KAE Working Papers 2022-073, Warsaw School of Economics, Collegium of Economic Analysis.
    136. Michel Alexandre & Gilberto Tadeu Lima, 2019. "Macroeconomic Impacts of Trade Credit: An Agent-Based Modeling Exploration," Working Papers, Department of Economics 2019_31, University of São Paulo (FEA-USP).
    137. Mauro Napoletano & Jean-Luc Gaffard & Zakaria Babutsidze, 2012. "Agent Based Models," Post-Print hal-03461262, HAL.
    138. Alexandre, Michel & Silva, Thiago Christiano & Connaughton, Colm & Rodrigues, Francisco A., 2021. "The drivers of systemic risk in financial networks: a data-driven machine learning analysis," Chaos, Solitons & Fractals, Elsevier, vol. 153(P1).
    139. Andrea Borsato, 2021. "Simple Matching Protocols for Agent-based Models," Working Papers of BETA 2021-35, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    140. Giorgio Fagiolo & Andrea Roventini, 2016. "Macroeconomic Policy in DGSE and Agent-Based Models Redux," Working Papers hal-03459348, HAL.
    141. Burrows, Oliver & Cumming, Fergus, 2015. "Mapping the UK financial system," Bank of England Quarterly Bulletin, Bank of England, vol. 55(2), pages 114-129.
    142. Dawid, H. & Harting, P. & Neugart, M., 2014. "Economic convergence: Policy implications from a heterogeneous agent model," Journal of Economic Dynamics and Control, Elsevier, vol. 44(C), pages 54-80.
    143. Mitoko, Jeremiah, 2021. "Economics of Microcredit-From current crisis to new possibilities," MPRA Paper 108392, University Library of Munich, Germany.
    144. Caiani, Alessandro & Catullo, Ermanno & Gallegati, Mauro, 2019. "The effects of alternative wage regimes in a monetary union: A multi-country agent based-stock flow consistent model," Journal of Economic Behavior & Organization, Elsevier, vol. 162(C), pages 389-416.
    145. Taberna, Alessandro & Filatova, Tatiana & Roventini, Andrea & Lamperti, Francesco, 2022. "Coping with increasing tides: Evolving agglomeration dynamics and technological change under exacerbating hazards," Ecological Economics, Elsevier, vol. 202(C).
    146. Giovanni Dosi, 2023. "Why is economics the only discipline with so many curves going up and down? There is an alternative," LEM Papers Series 2023/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    147. Mahmoud‐Sami Nabi & Sami Fersi, 2024. "Cascading bankruptcies under simultaneous sectorial shocks: Theory and application to the Tunisian banking sector," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 1696-1706, April.
    148. Yong Li & Ziyi Zhang & Tong Niu, 2022. "Two-Way Risk Spillover of Financial and Real Sectors in the Presence of Major Public Emergencies," Sustainability, MDPI, vol. 14(19), pages 1-20, October.
    149. Stefan Ederer & Miriam Rehm, 2018. "Making sense of Piketty’s ‘fundamental laws’ in a Post-Keynesian framework," Working Papers PKWP1808, Post Keynesian Economics Society (PKES).
    150. Gross, Marco, 2022. "Beautiful cycles: A theory and a model implying a curious role for interest," Economic Modelling, Elsevier, vol. 106(C).
    151. Emanuele Russo, 2017. "Harrodian instability in decentralized economies: an agent-based approach," LEM Papers Series 2017/17, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    152. Hosszú, Zsuzsanna & Mérő, Bence, 2017. "Hitelciklusok és anticiklikus tőkepuffer egy ágensalapú keynesi modellben [Credit cycles and the counter-cyclical capital buffer in an agent-based Keynesian model]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(5), pages 457-475.
    153. Brancaccio, Emiliano & Giammetti, Raffaele & Lopreite, Milena & Puliga, Michelangelo, 2018. "Centralization of capital and financial crisis: A global network analysis of corporate control," Structural Change and Economic Dynamics, Elsevier, vol. 45(C), pages 94-104.
    154. Di Guilmi, C. & Gallegati, M. & Landini, S. & Stiglitz, J.E., 2020. "An analytical solution for network models with heterogeneous and interacting agents," Journal of Economic Behavior & Organization, Elsevier, vol. 171(C), pages 189-220.
    155. Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2013. "Unemployment benefits and financial factors in an agent-based macroeconomic model," Economics Discussion Papers 2013-9, Kiel Institute for the World Economy (IfW Kiel).
    156. Riccetti, Luca & Russo, Alberto & Mauro, Gallegati, 2013. "Financial Regulation in an Agent Based Macroeconomic Model," MPRA Paper 51013, University Library of Munich, Germany.
    157. Ítalo Pedrosa & Dany Lang, 2021. "To what extent does aggregate leverage determine financial fragility? New insights from an agent-based stock-flow consistent model," Journal of Evolutionary Economics, Springer, vol. 31(4), pages 1221-1275, September.
    158. Li, Shouwei & Sui, Xin, 2016. "Contagion risk in endogenous financial networks," Chaos, Solitons & Fractals, Elsevier, vol. 91(C), pages 591-597.

  86. M. Gallegati & M. Gallegati & James B. Ramsey & Willi Semmler, 2009. "The US Wage Phillips Curve over Different Time Horizons," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 68(2), pages 113-148, July.

    Cited by:

    1. Gallegati, Marco & Ramsey, James B., 2013. "Bond vs stock market's Q: Testing for stability across frequencies and over time," Journal of Empirical Finance, Elsevier, vol. 24(C), pages 138-150.

  87. Domenico Delli Gatti & Mauro Gallegati & Bruce Greenwald & Alberto Russo & Joseph Stiglitz, 2009. "Business fluctuations and bankruptcy avalanches in an evolving network economy," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 4(2), pages 195-212, November.

    Cited by:

    1. Mauro Napoletano & Jean-Luc Gaffard & Zakaria Babutsidze, 2012. "Agent Based Models A New Tool for Economic and Policy Analysis," SciencePo Working papers Main hal-01070338, HAL.
    2. Michele Caputo & Francesco Forte & Michela Mantovani, 2014. "Long-run and shorter-run criminal cycles in the public economics of public bads," Chapters, in: Francesco Forte & Ram Mudambi & Pietro Maria Navarra (ed.), A Handbook of Alternative Theories of Public Economics, chapter 22, pages 503-542, Edward Elgar Publishing.
    3. Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2012. "An Agent Based Decentralized Matching Macroeconomic Model," MPRA Paper 42211, University Library of Munich, Germany.
    4. Mauro Napoletano & Jean-Luc Gaffard & Zakaria Babutsidze, 2012. "Agent Based Models A New Tool for Economic and Policy Analysis: A New Tool for Economic and Policy Analysis," Sciences Po publications 3, Sciences Po.
    5. Marcus Box & Karl Gratzer & Xiang Lin, 2020. "Destructive entrepreneurship in the small business sector: bankruptcy fraud in Sweden, 1830–2010," Small Business Economics, Springer, vol. 54(2), pages 437-457, February.
    6. Ilker Arslan & Eugenio Caverzasi & Mauro Gallegati & Alper Duman, 2016. "Long Term Impacts of Bank Behavior on Financial Stability. an Agent Based Modeling Approach," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 19(1), pages 1-11.
    7. Cincotti, Silvano & Raberto, Marco & Teglio, Andrea, 2010. "Credit money and macroeconomic instability in the agent-based model and simulator Eurace," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 4, pages 1-32.
    8. 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.
    9. Liang He & Shouwei Li, 2017. "Network Entropy and Systemic Risk in Dynamic Banking Systems," Complexity, Hindawi, vol. 2017, pages 1-7, November.
    10. Salvador Pueyo, 2013. "Is it a power law distribution? The case of economic contractions," Papers 1310.2567, arXiv.org.
    11. 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 (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 7, pages 1-44.
    12. Luigi Bonatti & Andrea Fracasso & Roberto Tamborini, 2020. "COVID-19 and the Future of Quantitative Easing in the Euro Area: Three Scenarios with a Trilemma," DEM Working Papers 2020/11, Department of Economics and Management.
    13. Safarzyńska, Karolina & van den Bergh, Jeroen C.J.M., 2017. "Integrated crisis-energy policy: Macro-evolutionary modelling of technology, finance and energy interactions," Technological Forecasting and Social Change, Elsevier, vol. 114(C), pages 119-137.
    14. Russo, Alberto, 2010. "Elementi di novità, meccanismi noti e cause di fondo della recente crisi [Elements of novelty, known mechanisms, and fundamental causes of the recent crisis]," MPRA Paper 21648, University Library of Munich, Germany.
    15. Li, Zhinan & Pei, Shan & Li, Ting & Wang, Yu, 2023. "Risk spillover network in the supply chain system during the COVID-19 crisis: Evidence from China," Economic Modelling, Elsevier, vol. 126(C).
    16. Kyu-Min Lee & Jae-Suk Yang & Gunn Kim & Jaesung Lee & Kwang-Il Goh & In-mook Kim, 2011. "Impact of the Topology of Global Macroeconomic Network on the Spreading of Economic Crises," PLOS ONE, Public Library of Science, vol. 6(3), pages 1-11, March.
    17. Passarella, Marco, 2011. "From the village fair to Wall Street. The Italian reception of Minsky’s economic thought," MPRA Paper 49593, University Library of Munich, Germany.
    18. Joseph E Stiglitz & Mauro Gallegati, 2011. "Heterogeneous Interacting Agent Models for Understanding Monetary Economies," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 37(1), pages 6-12.
    19. Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2020. "Business fluctuations in a behavioral switching model: Gridlock effects and credit crunch phenomena in financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 114(C).
    20. Lv, Jiamin & Ben, Shenglin & Huang, Wenli & Xu, Yueling, 2023. "How to reduce the default contagion risk of intercorporate credit guarantee networks? Evidence from China," Emerging Markets Review, Elsevier, vol. 55(C).
    21. Ioana Maria BUCERZAN, 2015. "The Propagation Of Insolvency Among Business In Romania," EURINT, Centre for European Studies, Alexandru Ioan Cuza University, vol. 2, pages 64-79.
    22. Vitali, Stefania & Battiston, Stefano & Gallegati, Mauro, 2016. "Financial fragility and distress propagation in a network of regions," Journal of Economic Dynamics and Control, Elsevier, vol. 62(C), pages 56-75.
    23. Ichiro Takahashi, 2021. "An Artificial Wicksell—Keynes Macroeconomy," Springer Books, Springer, number 978-981-16-6839-5, September.
    24. Yoshiyuki Arata, 2017. "Endogenous business cycles caused by nonconvex costs and interactions," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(2), pages 367-391, July.
    25. Domenico Gatti & Edoardo Gaffeo & Mauro Gallegati, 2010. "Complex agent-based macroeconomics: a manifesto for a new paradigm," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 5(2), pages 111-135, December.
    26. Ichiro Takahashi, 2021. "Market Mechanism: Stabilizing or Destabilizing?," Springer Books, in: An Artificial Wicksell—Keynes Macroeconomy, chapter 0, pages 1-20, Springer.
    27. Roger Koppl & William Luther, 2012. "Hayek, Keynes, and modern macroeconomics," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, vol. 25(3), pages 223-241, September.
    28. Michel Alexandre & Gilberto Tadeu Lima, 2020. "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.
    29. Gurgone, Andrea & Iori, Giulia & Jafarey, Saqib, 2018. "The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 257-288.
    30. Ichiro Takahashi & Isamu Okada, 2020. "An artificial Wicksell–Keynes economy integrating short-run business cycle and long-term cumulative trend," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(4), pages 953-998, October.
    31. Poledna, Sebastian & Bochmann, Olaf & Thurner, Stefan, 2017. "Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes," Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 230-246.
    32. C. Detotto & E. Otranto, 2011. "Cycles in Crime and Economy Revised," Working Paper CRENoS 201107, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    33. Nadja König & Ingrid Größl, 2014. "Catching up with the Joneses and Borrowing Constraints: An Agent-based Analysis of Household Debt," Macroeconomics and Finance Series 201404, University of Hamburg, Department of Socioeconomics.
    34. He, Jianmin & Sui, Xin & Li, Shouwei, 2016. "An endogenous model of the credit network," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 441(C), pages 1-14.
    35. Kyu-Min Lee & Jae-Suk Yang & Gunn Kim & Jaesung Lee & Kwang-Il Goh & In-mook Kim, 2010. "Impact of the topology of global macroeconomic network on the spreading of economic crises," Papers 1011.4336, arXiv.org, revised Apr 2011.
    36. Daiki Asanuma, 2013. "Lending attitude as a financial accelerator in a credit network economy," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(2), pages 231-247, October.
    37. Safarzyńska, Karolina & van den Bergh, Jeroen C.J.M., 2017. "Financial stability at risk due to investing rapidly in renewable energy," Energy Policy, Elsevier, vol. 108(C), pages 12-20.
    38. ARATA Yoshiyuki, 2015. "Endogenous Business Cycles Caused by Nonconvex Costs and Interactions," Discussion papers 15085, Research Institute of Economy, Trade and Industry (RIETI).
    39. Xu, Yingying, 2020. "Will energy transitions impact financial systems?," Energy, Elsevier, vol. 194(C).
    40. Gabbi, Giampaolo & Iori, Giulia & Jafarey, Saqib & Porter, James, 2015. "Financial regulations and bank credit to the real economy," Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 117-143.
    41. Mauro Napoletano & Jean-Luc Gaffard & Zakaria Babutsidze, 2012. "Agent Based Models," Post-Print hal-03461262, HAL.
    42. Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2011. "Debt deleveraging and business cycles: An agent-based perspective," Economics Discussion Papers 2011-31, Kiel Institute for the World Economy (IfW Kiel).
    43. Raffaella Calabrese & Galina Andreeva & Jake Ansell, 2019. "“Birds of a Feather” Fail Together: Exploring the Nature of Dependency in SME Defaults," Risk Analysis, John Wiley & Sons, vol. 39(1), pages 71-84, January.
    44. C. Detotto & E. Otranto, 2010. "Cycles in Crime and Economy: Leading, Lagging and Coincident Behaviors," Working Paper CRENoS 201023, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    45. Francesco Forte & Ram Mudambi & Pietro Maria Navarra (ed.), 2014. "A Handbook of Alternative Theories of Public Economics," Books, Edward Elgar Publishing, number 14898, December.
    46. Salvador Pueyo, 2014. "Ecological Econophysics for Degrowth," Sustainability, MDPI, vol. 6(6), pages 1-53, May.
    47. Joseph E. Stiglitz, 2011. "Rethinking Macroeconomics: What Failed, And How To Repair It," Journal of the European Economic Association, European Economic Association, vol. 9(4), pages 591-645, August.
    48. Delli Gatti, Domenico & Gallegati, Mauro & Greenwald, Bruce & Russo, Alberto & Stiglitz, Joseph E., 2010. "The financial accelerator in an evolving credit network," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1627-1650, September.
    49. Brancaccio, Emiliano & Giammetti, Raffaele & Lopreite, Milena & Puliga, Michelangelo, 2018. "Centralization of capital and financial crisis: A global network analysis of corporate control," Structural Change and Economic Dynamics, Elsevier, vol. 45(C), pages 94-104.
    50. Riccetti, Luca & Russo, Alberto & Mauro, Gallegati, 2013. "Financial Regulation in an Agent Based Macroeconomic Model," MPRA Paper 51013, University Library of Munich, Germany.
    51. Li, Shouwei & Sui, Xin, 2016. "Contagion risk in endogenous financial networks," Chaos, Solitons & Fractals, Elsevier, vol. 91(C), pages 591-597.

  88. G. Tedeschi & G. Iori & M. Gallegati, 2009. "The role of communication and imitation in limit order markets," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 71(4), pages 489-497, October.

    Cited by:

    1. Rocco Caferra & Gabriele Tedeschi & Andrea Morone, 2023. "Agents interaction and price dynamics: evidence from the laboratory," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(2), pages 251-274, April.
    2. Sylvain Mignot & Gabriele Tedeschi & Annick Vignes, 2012. "An Agent Based Model of Switching: The Case of Boulogne S/mer Fish Market," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 15(2), pages 1-3.
    3. Goldbaum, David, 2021. "The origins of influence," Economic Modelling, Elsevier, vol. 97(C), pages 380-396.
    4. Tedeschi, Gabriele & Iori, Giulia & Gallegati, Mauro, 2012. "Herding effects in order driven markets: The rise and fall of gurus," Journal of Economic Behavior & Organization, Elsevier, vol. 81(1), pages 82-96.
    5. Ruggero GRILLI & Gabriele TEDESCHI & Mauro GALLEGATI, 2012. "Markets connectivity and financial contagion," Working Papers 382, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    6. Tedeschi, Gabriele & Recchioni, Maria Cristina & Berardi, Simone, 2019. "An approach to identifying micro behavior: How banks’ strategies influence financial cycles," Journal of Economic Behavior & Organization, Elsevier, vol. 162(C), pages 329-346.
    7. Bence Toth & Imon Palit & Fabrizio Lillo & J. Doyne Farmer, 2011. "Why is order flow so persistent?," Papers 1108.1632, arXiv.org, revised Nov 2014.
    8. 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).
    9. Wang, Guocheng & Wang, Yanyi, 2018. "Herding, social network and volatility," Economic Modelling, Elsevier, vol. 68(C), pages 74-81.
    10. Tedeschi, Gabriele & Gallegati, Mauro & Mignot, Sylvain & Vignes, Annick, 2012. "Lost in transactions: The case of the Boulogne s/mer fish market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(4), pages 1400-1407.
    11. Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2020. "Business fluctuations in a behavioral switching model: Gridlock effects and credit crunch phenomena in financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 114(C).
    12. Fabio Della Rossa & Lorenzo Giannini & Pietro DeLellis, 2020. "Herding or wisdom of the crowd? Controlling efficiency in a partially rational financial market," PLOS ONE, Public Library of Science, vol. 15(9), pages 1-16, September.
    13. Hernández, Juan Antonio & Benito, Rosa Marı´a & Losada, Juan Carlos, 2012. "An adaptive stochastic model for financial markets," Chaos, Solitons & Fractals, Elsevier, vol. 45(6), pages 899-908.
    14. Tóth, Bence & Palit, Imon & Lillo, Fabrizio & Farmer, J. Doyne, 2015. "Why is equity order flow so persistent?," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 218-239.
    15. 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, November.
    16. Alessio Emanuele Biondo, 2020. "Information versus imitation in a real-time agent-based model of financial markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(3), pages 613-631, July.
    17. Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2014. "Bank interlinkages and macroeconomic stability," International Review of Economics & Finance, Elsevier, vol. 34(C), pages 72-88.
    18. Recchioni, Maria Cristina & Tedeschi, Gabriele & Gallegati, Mauro, 2014. "A calibration procedure for analyzing stock price dynamics in an agent-based framework," FinMaP-Working Papers 26, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    19. Stefan, F.M. & Atman, A.P.F., 2015. "Is there any connection between the network morphology and the fluctuations of the stock market index?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 630-641.
    20. Matthew Oldham, 2019. "Understanding How Short-Termism and a Dynamic Investor Network Affects Investor Returns: An Agent-Based Perspective," Complexity, Hindawi, vol. 2019, pages 1-21, July.
    21. Simone Berardi & Gabriele Tedeschi, 2016. "How banks’ strategies influence financial cycles: An approach to identifying micro behavior," Working Papers 2016/24, Economics Department, Universitat Jaume I, Castellón (Spain).
    22. Ibrahim Filiz & Thomas Nahmer & Markus Spiwoks & Kilian Bizer, 2018. "Portfolio diversification: the influence of herding, status-quo bias, and the gambler’s fallacy," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 32(2), pages 167-205, May.
    23. David Vidal-Tomás & Rocco Caferra & Gabriele Tedeschi, 2022. "The day after tomorrow: financial repercussions of COVID-19 on systemic risk," Review of Evolutionary Political Economy, Springer, vol. 3(1), pages 169-192, April.
    24. Recchioni, Maria Cristina & Tedeschi, Gabriele & Berardi, Simone, 2014. "Bank's strategies during the financial crisis," FinMaP-Working Papers 25, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    25. Maria Elvira Mancino & Maria Cristina Recchioni, 2015. "Fourier Spot Volatility Estimator: Asymptotic Normality and Efficiency with Liquid and Illiquid High-Frequency Data," PLOS ONE, Public Library of Science, vol. 10(9), pages 1-33, September.

  89. Gallegati Mauro & Greenwald Bruce & Richiardi Matteo G & Stiglitz Joseph E., 2008. "The Asymmetric Effect of Diffusion Processes: Risk Sharing and Contagion," Global Economy Journal, De Gruyter, vol. 8(3), pages 1-22, September.
    See citations under working paper version above.
  90. Mauro Gallegati & Antonio Palestrini & Milena Petrini, 2008. "Cyclical Behavior Of Prices In The G7 Countries Through Wavelet Analysis," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 119-130.

    Cited by:

    1. Rua, António & Nunes, Luis C., 2012. "A wavelet-based assessment of market risk: The emerging markets case," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(1), pages 84-92.
    2. António Rua & Artur Silva Lopes, 2015. "Cohesion within the euro area and the US: A wavelet-based view," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2014(2), pages 63-76.
    3. António Rua, 2010. "A Wavelet Approach for Factor-Augmented Forecasting," Working Papers w201007, Banco de Portugal, Economics and Research Department.
    4. Rua, António, 2010. "Measuring comovement in the time-frequency space," Journal of Macroeconomics, Elsevier, vol. 32(2), pages 685-691, June.
    5. Gazi Salah Uddin & Aviral Kumar Tiwari, 2013. "Measuring co-movement of oil price and exchange rate differential in Bangladesh," Economics Bulletin, AccessEcon, vol. 33(3), pages 1922-1930.

  91. Edoardo Gaffeo & Domenico Delli Gatti & Saul Desiderio & Mauro Gallegati, 2008. "Adaptive Microfoundations for Emergent Macroeconomics," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 34(4), pages 441-463.
    See citations under working paper version above.
  92. 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., vol. 11(01), pages 131-138.

    Cited by:

    1. Hernan Mondani, 2019. "Sector, industry and inter-organizational movement statistics in the Stockholm Region: informing organizational growth models," Quality & Quantity: International Journal of Methodology, Springer, vol. 53(2), pages 735-755, March.

  93. 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, vol. 387(15), pages 3852-3861.
    See citations under working paper version above.
  94. Clementi, F. & Di Matteo, T. & Gallegati, M. & Kaniadakis, G., 2008. "The κ-generalized distribution: A new descriptive model for the size distribution of incomes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(13), pages 3201-3208.
    See citations under working paper version above.
  95. 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, vol. 67(3-4), pages 947-964, September.

    Cited by:

    1. Bargigli, Leonardo & Gallegati, Mauro & Riccetti, Luca & Russo, Alberto, 2014. "Network analysis and calibration of the “leveraged network-based financial accelerator”," Journal of Economic Behavior & Organization, Elsevier, vol. 99(C), pages 109-125.
    2. Annalisa Fabretti, 2013. "On the problem of calibrating an agent based model for financial markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(2), pages 277-293, October.
    3. 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).
    4. 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.
    5. Pasquale Cirillo & Carlo Bianchi & Mauro Gallegati & Pietro Vagliasindi, 2006. "Validating and Calibrating Agent-based Models: a Case Study," Computing in Economics and Finance 2006 277, Society for Computational Economics.
    6. Fraccascia, Luca, 2020. "Quantifying the direct network effect for online platforms supporting industrial symbiosis: an agent-based simulation study," Ecological Economics, Elsevier, vol. 170(C).
    7. Özge Dilaver & Robert Calvert Jump & Paul Levine, 2018. "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.
    8. Mattia Guerini & Alessio Moneta, 2016. "A Method for Agent-Based Models Validation," Working Papers Series 42, Institute for New Economic Thinking.
    9. 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.
    10. Klabunde, Anna, 2014. "Computational Economic Modeling of Migration," Ruhr Economic Papers 471, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    11. 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.
    12. 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, November.
    13. 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.
    14. Recchioni, Maria Cristina & Tedeschi, Gabriele & Gallegati, Mauro, 2014. "A calibration procedure for analyzing stock price dynamics in an agent-based framework," FinMaP-Working Papers 26, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    15. 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.
    16. 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.
    17. Fraccascia, Luca & Yazan, Devrim Murat & Albino, Vito & Zijm, Henk, 2020. "The role of redundancy in industrial symbiotic business development: A theoretical framework explored by agent-based simulation," International Journal of Production Economics, Elsevier, vol. 221(C).
    18. Pasquale Cirillo & Mauro Gallegati, 2012. "The Empirical Validation of an Agent-based Model," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 38(4), pages 525-547.
    19. 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.
    20. 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.

  96. Tola, Vincenzo & Lillo, Fabrizio & Gallegati, Mauro & Mantegna, Rosario N., 2008. "Cluster analysis for portfolio optimization," Journal of Economic Dynamics and Control, Elsevier, vol. 32(1), pages 235-258, January.
    See citations under working paper version above.
  97. C. Guilmi & F. Clementi & T. Matteo & M. Gallegati, 2008. "Social networks and labour productivity in Europe: an empirical investigation," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 3(1), pages 43-57, June.

    Cited by:

    1. Roberto Ganau & Andrés Rodríguez‐Pose, 2023. "Firm‐level productivity growth returns of social capital: Evidence from Western Europe," Journal of Regional Science, Wiley Blackwell, vol. 63(3), pages 529-551, June.
    2. Rota, Mauro & Schettino, Francesco & Spinesi, Luca, 2017. "Key inventors, teams and firm performance: The Italian case," Structural Change and Economic Dynamics, Elsevier, vol. 42(C), pages 13-25.
    3. Roberto Ganau & Andres Rodriguez-Pose, 2023. "Firm-level productivity growth returns of social capital: Evidence from Western Europe," Papers in Evolutionary Economic Geography (PEEG) 2305, Utrecht University, Department of Human Geography and Spatial Planning, Group Economic Geography, revised Feb 2023.
    4. Emanuele Pugliese & Lorenzo Napolitano & Andrea Zaccaria & Luciano Pietronero, 2019. "Coherent diversification in corporate technological portfolios," PLOS ONE, Public Library of Science, vol. 14(10), pages 1-22, October.
    5. Anneli Kaasa, 2018. "Intangible factors and productivity: Evidence from Europe at the regional level," Business and Economic Horizons (BEH), Prague Development Center, vol. 14(2), pages 300-325, April.
    6. Finocchiaro Castro ,Massimo & Guccio, Calogero, 2023. "New wine in old bottle: Exploring the Corruption-inefficiency nexus using endogenous stochastic frontier approach," EconStor Preprints 275730, ZBW - Leibniz Information Centre for Economics.

  98. F. Clementi & M. Gallegati & G. Kaniadakis, 2007. "κ-generalized statistics in personal income distribution," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 57(2), pages 187-193, May.
    See citations under working paper version above.
  99. 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, vol. 31(6), pages 2061-2084, June.

    Cited by:

    1. Giulia De Masi & Giorgia Giovannetti & Giorgio Ricchiuti, 2010. "Network Analysis to Detect Common Strategies in the Italian Foreign Direct Investment," Working Papers - Economics wp2010_17.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
    2. Atushi Ishikawa & Shouji Fujimoto & Takayuki Mizuno & Tsutomu Watanabe, 2014. "Analytical Derivation of Power Laws in Firm Size Variables from Gibrat’s Law and Quasi-inversion Symmetry: A Geomorphological Approach," UTokyo Price Project Working Paper Series 019, University of Tokyo, Graduate School of Economics.
    3. Paulo Garrido & Pedro Campos & André Dias, 2015. "Balance Sheet Analysis Of Credit And Debt Networks," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 18(05n06), pages 1-18, August.
    4. Giorgio Fagiolo & Javier Reyes & Stefano Schiavo, 2007. "Using Complex Network Analysis to Assess the Evolution of International Economic Integration: The cases of East Asia and Latin America," Sciences Po publications 2007/25, Sciences Po.
    5. MIZUNO Takayuki & SOUMA Wataru & WATANABE Tsutomu, 2015. "Buyer-Supplier Networks and Aggregate Volatility," Discussion papers 15056, Research Institute of Economy, Trade and Industry (RIETI).
    6. Jan Lorenz & Stefano Battiston & Frank Schweitzer, "undated". "Systemic Risk in a Unifying Framework for Cascading Processes on Networks," Working Papers CCSS-09-011, ETH Zurich, Chair of Systems Design.
    7. Pichler, Anton & Pangallo, Marco & del Rio-Chanona, R. Maria & Lafond, François & Farmer, J. Doyne, 2022. "Forecasting the propagation of pandemic shocks with a dynamic input-output model," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
    8. Takayuki Mizuno & Wataru Souma & Tsutomu Watanabe, 2014. "Buyer-Supplier Networks and Aggregate Volatility," CARF F-Series CARF-F-353, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    9. Guido Caldarelli & Matthieu Cristelli & Andrea Gabrielli & Luciano Pietronero & Antonio Scala & Andrea Tacchella, 2012. "A Network Analysis of Countries’ Export Flows: Firm Grounds for the Building Blocks of the Economy," PLOS ONE, Public Library of Science, vol. 7(10), pages 1-11, October.
    10. Vivien Lefebvre, 2021. "Business group affiliation in rural contexts: Do small firms grow faster through working capital management?," Growth and Change, Wiley Blackwell, vol. 52(4), pages 2453-2476, December.
    11. Abhijit Chakraborty & Tobias Reisch & Christian Diem & Pablo Astudillo-Estévez & Stefan Thurner, 2024. "Inequality in economic shock exposures across the global firm-level supply network," Nature Communications, Nature, vol. 15(1), pages 1-8, December.
    12. Carlos Madeira, 2016. "Measuring the Covariance Risk of Consumer Debt Portfolios," Working Papers Central Bank of Chile 793, Central Bank of Chile.
    13. Joseph E. Stiglitz, 2015. "Towards a General Theory of Deep Downturns," NBER Working Papers 21444, National Bureau of Economic Research, Inc.
    14. Antoine Mandel & Simone Landini & Mauro Gallegati & Herbert Gintis, 2013. "Price Dynamics, financial fragility and aggregate volatility," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00917892, HAL.
    15. Gualdi, Stanislao & Mandel, Antoine, 2016. "On the emergence of scale-free production networks," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 61-77.
    16. Anna Maria Ferragina & Fernanda Mazzotta, 2014. "Agglomeration economies and global activities: impact on firm survival," ERSA conference papers ersa14p348, European Regional Science Association.
    17. Antoine Mandel & Vipin Veetil, 2020. "The Economic Cost of COVID Lockdowns: An Out-of-Equilibrium Analysis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03043350, HAL.
    18. Jacobson, Tor & von Schedvin, Erik, 2012. "Trade Credit and the Propagation of Corporate Failure: An Empirical Analysis," Working Paper Series 263, Sveriges Riksbank (Central Bank of Sweden).
    19. Heinrich, Torsten & Dai, Shuanping, 2014. "Diversity of Firm Sizes, Complexity, and Industry Structure in the Chinese Economy," MPRA Paper 67630, University Library of Munich, Germany, revised 29 Oct 2015.
    20. Spiros Bougheas & David I. Harvey & Alan Kirman & Douglas Nelson & Alan P. Kirman & Douglas R. Nelson, 2024. "Systemic Risk in Banking, Fire Sales, and Macroeconomic Disasters," CESifo Working Paper Series 10991, CESifo.
    21. Chih-Yang Tsai, 2017. "The impact of cost structure on supply chain cash flow risk," International Journal of Production Research, Taylor & Francis Journals, vol. 55(22), pages 6624-6637, November.
    22. Hazama, Makoto & Uesugi, Iichiro, 2012. "Measuring the Systemic Risk in Interfirm Transaction Networks," Working Paper Series 20, Center for Interfirm Network, Institute of Economic Research, Hitotsubashi University.
    23. Hazan, Aurélien, 2017. "Volume of the steady-state space of financial flows in a monetary stock-flow-consistent model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 473(C), pages 589-602.
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    Cited by:

    1. Döpke, J. & Funke, M. & Holly, S. & Weber, S., 2008. "The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices," Cambridge Working Papers in Economics 0853, Faculty of Economics, University of Cambridge.
    2. Edgardo Bucciarelli & Marcello Silvestri, 2013. "Hyman P. Minsky's unorthodox approach: recent advances in simulation techniques to develop his theoretical assumptions," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 36(2), pages 299-324.
    3. Matteo Richiardi, 2003. "On the Use of Agent-Based Simulations," LABORatorio R. Revelli Working Papers Series 32, LABORatorio R. Revelli, Centre for Employment Studies.
    4. Neveu, Andre R., 2013. "Fiscal policy and business cycle characteristics in a heterogeneous agent macro model," Journal of Economic Behavior & Organization, Elsevier, vol. 92(C), pages 224-240.
    5. J. Barkley Rosser Jr & Richard P.F. Holt & David Colander, 2010. "European Economics at a Crossroads," Books, Edward Elgar Publishing, number 13585, December.
    6. Passarella, Marco, 2011. "From the village fair to Wall Street. The Italian reception of Minsky’s economic thought," MPRA Paper 49593, University Library of Munich, Germany.
    7. Vitali, Stefania & Battiston, Stefano & Gallegati, Mauro, 2016. "Financial fragility and distress propagation in a network of regions," Journal of Economic Dynamics and Control, Elsevier, vol. 62(C), pages 56-75.
    8. Ichiro Takahashi, 2021. "An Artificial Wicksell—Keynes Macroeconomy," Springer Books, Springer, number 978-981-16-6839-5, September.
    9. Ichiro Takahashi, 2021. "Market Mechanism: Stabilizing or Destabilizing?," Springer Books, in: An Artificial Wicksell—Keynes Macroeconomy, chapter 0, pages 1-20, Springer.
    10. Michel Alexandre & Gilberto Tadeu Lima & Luca Riccetti & Alberto Russo, 2022. "The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model," Working Papers, Department of Economics 2022_01, University of São Paulo (FEA-USP), revised 21 Jan 2022.
    11. Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2014. "Bank interlinkages and macroeconomic stability," International Review of Economics & Finance, Elsevier, vol. 34(C), pages 72-88.
    12. Michel Alexandre & Gilberto Tadeu Lima, 2020. "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.
    13. Ichiro Takahashi & Isamu Okada, 2020. "An artificial Wicksell–Keynes economy integrating short-run business cycle and long-term cumulative trend," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(4), pages 953-998, October.
    14. Corrado Di Guilmi, 2017. "The Agent†Based Approach To Post Keynesian Macro†Modeling," Journal of Economic Surveys, Wiley Blackwell, vol. 31(5), pages 1183-1203, December.
    15. Yıldırım-Karaman, Seçil, 2018. "Uncertainty in financial markets and business cycles," Economic Modelling, Elsevier, vol. 68(C), pages 329-339.
    16. Michel Alexandre & Gilberto Tadeu Lima, 2019. "Macroeconomic Impacts of Trade Credit: An Agent-Based Modeling Exploration," Working Papers, Department of Economics 2019_31, University of São Paulo (FEA-USP).
    17. Barbara Dluhosch, 2011. "European Economics at a Crossroads, by J. Barkley Rosser, Jr., Richard P. F. Holt, and David Colander," Journal of Regional Science, Wiley Blackwell, vol. 51(3), pages 629-631, August.
    18. Gabriele Tedeschi & Amin Mazloumian & Mauro Gallegati & Dirk Helbing, 2012. "Bankruptcy Cascades in Interbank Markets," PLOS ONE, Public Library of Science, vol. 7(12), pages 1-10, December.

  101. Carlo Bianchi & Pasquale Cirillo & Mauro Gallegati & Pietro Vagliasindi, 2007. "Validating and Calibrating Agent-Based Models: A Case Study," Computational Economics, Springer;Society for Computational Economics, vol. 30(3), pages 245-264, October.

    Cited by:

    1. 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, vol. 67(3-4), pages 947-964, September.
    2. Edoardo Gaffeo & Domenico Delli Gatti & Saul Desiderio & Mauro Gallegati, 2008. "Adaptive microfoundations for emergent macroeconomics," Department of Economics Working Papers 0802, Department of Economics, University of Trento, Italia.
    3. Barde, Sylvain, 2016. "Direct comparison of agent-based models of herding in financial markets," Journal of Economic Dynamics and Control, Elsevier, vol. 73(C), pages 329-353.
    4. Francesco Lamperti & Andrea Roventini & Amir Sani, 2017. "Agent-Based Model Calibration using Machine Learning Surrogates," Working Papers hal-03458875, HAL.
    5. Bàrbara Llacay & Gilbert Peffer, 2018. "Using realistic trading strategies in an agent-based stock market model," Computational and Mathematical Organization Theory, Springer, vol. 24(3), pages 308-350, September.
    6. 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.
    7. Crouse, Kristin N. & Desai, Nisarg P. & Cassidy, Kira A. & Stahler, Erin E. & Lehman, Clarence L. & Wilson, Michael L., 2022. "Larger territories reduce mortality risk for chimpanzees, wolves, and agents: Multiple lines of evidence in a model validation framework," Ecological Modelling, Elsevier, vol. 471(C).
    8. 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.
    9. Ge, Jiaqi, 2014. "Stepping into new territory: Three essays on agent-based computational economics and environmental economics," ISU General Staff Papers 201401010800004899, Iowa State University, Department of Economics.
    10. Annalisa Fabretti, 2013. "On the problem of calibrating an agent based model for financial markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(2), pages 277-293, October.
    11. 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.
    12. Ermanno Catullo & Mauro Gallegati & Alberto Russo, 2020. "Forecasting in a complex environment: Machine learning sales expectations in a Stock Flow Consistent Agent-Based simulation model," Working Papers 2020/17, Economics Department, Universitat Jaume I, Castellón (Spain).
    13. Didier SORNETTE, 2014. "Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based Models," Swiss Finance Institute Research Paper Series 14-25, Swiss Finance Institute.
    14. Mattia Guerini & Alessio Moneta, 2016. "A Method for Agent-Based Models Validation," Working Papers Series 42, Institute for New Economic Thinking.
    15. Stanislao Gualdi & Marco Tarzia & Francesco Zamponi & Jean-Philippe Bouchaud, 2017. "Monetary policy and dark corners in a stylized agent-based model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(3), pages 507-537, October.
    16. Jacky Mallett, 2015. "Threadneedle: An Experimental Tool for the Simulation and Analysis of Fractional Reserve Banking Systems," Papers 1502.06163, arXiv.org.
    17. 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.
    18. 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.
    19. 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, November.
    20. 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.
    21. Garavaglia, Christian, 2010. "Modelling industrial dynamics with "History-friendly" simulations," Structural Change and Economic Dynamics, Elsevier, vol. 21(4), pages 258-275, November.
    22. Jakob Grazzini, 2011. "Consistent Estimation of Agent Based Models," LABORatorio R. Revelli Working Papers Series 110, LABORatorio R. Revelli, Centre for Employment Studies.
    23. Recchioni, Maria Cristina & Tedeschi, Gabriele & Gallegati, Mauro, 2014. "A calibration procedure for analyzing stock price dynamics in an agent-based framework," FinMaP-Working Papers 26, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    24. D. Sornette, 2014. "Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based models," Papers 1404.0243, arXiv.org.
    25. 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.
    26. Platt, Donovan, 2020. "A comparison of economic agent-based model calibration methods," Journal of Economic Dynamics and Control, Elsevier, vol. 113(C).
    27. 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.
    28. Tobias Buchmann & Patrick Wolf & Stefan Fidaschek, 2021. "Stimulating E-Mobility Diffusion in Germany (EMOSIM): An Agent-Based Simulation Approach," Energies, MDPI, vol. 14(3), pages 1-25, January.
    29. 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.
    30. Sylvain Barde, 2015. "Direct calibration and comparison of agent-based herding models of financial markets," Studies in Economics 1507, School of Economics, University of Kent.
    31. Lamperti, Francesco, 2018. "An information theoretic criterion for empirical validation of simulation models," Econometrics and Statistics, Elsevier, vol. 5(C), pages 83-106.
    32. Grazzini Jakob, 2011. "Estimating Micromotives from Macrobehavior," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201111, University of Turin.
    33. Pasquale Cirillo & Mauro Gallegati, 2012. "The Empirical Validation of an Agent-based Model," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 38(4), pages 525-547.
    34. Iori, G. & Porter, J., 2012. "Agent-Based Modelling for Financial Markets," Working Papers 12/08, Department of Economics, City University London.
    35. Donovan Platt, 2019. "A Comparison of Economic Agent-Based Model Calibration Methods," Papers 1902.05938, arXiv.org.
    36. 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.
    37. Kotaro Ohori & Shingo Takahashi, 2012. "Market design for standardization problems with agent-based social simulation," Journal of Evolutionary Economics, Springer, vol. 22(1), pages 49-77, January.
    38. Olaru, Doina & Purchase, Sharon, 2014. "Rethinking validation: Efficient search of the space of parameters for an agent-based model," Australasian marketing journal, Elsevier, vol. 22(1), pages 60-68.
    39. 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.
    40. Pau Segui-Gasco & Haris Ballis & Vittoria Parisi & David G. Kelsall & Robin J. North & Didac Busquets, 2019. "Simulating a rich ride-share mobility service using agent-based models," Transportation, Springer, vol. 46(6), pages 2041-2062, December.

  102. Russo, Alberto & Catalano, Michele & Gaffeo, Edoardo & Gallegati, Mauro & Napoletano, Mauro, 2007. "Industrial dynamics, fiscal policy and R&D: Evidence from a computational experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 64(3-4), pages 426-447.

    Cited by:

    1. Mauro Napoletano & Jean-Luc Gaffard & Zakaria Babutsidze, 2012. "Agent Based Models A New Tool for Economic and Policy Analysis," SciencePo Working papers Main hal-01070338, HAL.
    2. Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2012. "An Agent Based Decentralized Matching Macroeconomic Model," MPRA Paper 42211, University Library of Munich, Germany.
    3. Catalano, Michele & Di Guilmi, Corrado, 2019. "Uncertainty, rationality and complexity in a multi-sectoral dynamic model: The dynamic stochastic generalized aggregation approach," Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 117-144.
    4. Lengnick, Matthias & Krug, Sebastian & Wohltmann, Hans-Werner, 2012. "Money creation and financial instability: An agent-based credit network approach," Economics Working Papers 2012-15, Christian-Albrechts-University of Kiel, Department of Economics.
    5. Mauro Napoletano & Jean-Luc Gaffard & Zakaria Babutsidze, 2012. "Agent Based Models A New Tool for Economic and Policy Analysis: A New Tool for Economic and Policy Analysis," Sciences Po publications 3, Sciences Po.
    6. 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.
    7. Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Tania Treibich, 2014. "The Short-and Long-Run Damages of Fiscal Austerity: Keynes beyond Schumpeter," Sciences Po publications 22, Sciences Po.
    8. Stefania VITALI & Gabriele TEDESCHI, 2011. "The impact of classes of innovators on Technology, Financial Fragility and Economic Growth," Working Papers 370, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    9. Lengnick, Matthias, 2013. "Agent-based macroeconomics: A baseline model," Journal of Economic Behavior & Organization, Elsevier, vol. 86(C), pages 102-120.
    10. Edoardo Gaffeo & Domenico Delli Gatti & Saul Desiderio & Mauro Gallegati, 2008. "Adaptive microfoundations for emergent macroeconomics," Department of Economics Working Papers 0802, Department of Economics, University of Trento, Italia.
    11. Giorgio Fagiolo & Andrea Roventini, 2008. "On the Scientific Status of Economic Policy: A Tale of Alternative Paradigms," LEM Papers Series 2008/03, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    12. Gabriele Tedeschi & Stefania Vitali & Mauro Gallegati, 2014. "The dynamic of innovation networks: a switching model on technological change," Journal of Evolutionary Economics, Springer, vol. 24(4), pages 817-834, September.
    13. Luca Eduardo Fierro & Federico Giri & Alberto Russo, 2023. "Inequality-Constrained Monetary Policy in a Financialized Economy," Working Papers 474, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    14. Bargigli, Leonardo & Gallegati, Mauro & Riccetti, Luca & Russo, Alberto, 2014. "Network analysis and calibration of the “leveraged network-based financial accelerator”," Journal of Economic Behavior & Organization, Elsevier, vol. 99(C), pages 109-125.
    15. Giovanni Dosi & Andrea Roventini, 2017. "Agent-Based Macroeconomics and Classical Political Economy: Some Italian Roots," SciencePo Working papers Main hal-03399668, HAL.
    16. 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.
    17. Giri, Federico & Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2016. "Monetary policy and large crises in a financial accelerator agent-based model," FinMaP-Working Papers 65, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    18. 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.
    19. Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2012. "Income Distribution, Credit and Fiscal Policies in an Agent-Based Keynesian Model," EconomiX Working Papers 2012-5, University of Paris Nanterre, EconomiX.
    20. Mauro Napoletano, 2018. "A short walk on the wild side : agent based models and their implications for macroeconomic analysis," Sciences Po publications info:hdl:2441/2qdhj5485p9, Sciences Po.
    21. H. Dawid & P. Harting & M. Neugart, 2018. "Fiscal transfers and regional economic growth," Review of International Economics, Wiley Blackwell, vol. 26(3), pages 651-671, August.
    22. Giovanni Dosi & Francesco Lamperti & Mariana Mazzucato & Mauro Napoletano & Andrea Roventini, 2021. "Mission-Oriented Policies and the "Entrepreneurial State" at Work: An Agent-Based Exploration," LEM Papers Series 2021/18, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    23. 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).
    24. Wei Zhao & Yi Lu & Genfu Feng, 2019. "How Many Agents are Rational in China’s Economy? Evidence from a Heterogeneous Agent-Based New Keynesian Model," Computational Economics, Springer;Society for Computational Economics, vol. 54(2), pages 575-611, August.
    25. 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 (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 7, pages 1-44.
    26. Alberto Russo, 2017. "An Agent Based Macroeconomic Model with Social Classes and Endogenous Crises," 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 285-306, November.
    27. 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.
    28. Neveu, Andre R., 2013. "Fiscal policy and business cycle characteristics in a heterogeneous agent macro model," Journal of Economic Behavior & Organization, Elsevier, vol. 92(C), pages 224-240.
    29. Ermanno Catullo & Mauro Gallegati & Alberto Russo, 2020. "Forecasting in a complex environment: Machine learning sales expectations in a Stock Flow Consistent Agent-Based simulation model," Working Papers 2020/17, Economics Department, Universitat Jaume I, Castellón (Spain).
    30. Igor Kheifets, 2011. "Goodness-of-fit testing (in Russian)," Quantile, Quantile, issue 9, pages 25-34, July.
    31. Özge Dilaver & Robert Calvert Jump & Paul Levine, 2018. "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.
    32. Chu, Zhuang & Yang, Biao & Ha, Chang Yong & Ahn, Kwangwon, 2018. "Modeling GDP fluctuations with agent-based model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 572-581.
    33. 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, November.
    34. Acconcia, Antonio & Beraldo, Sergio & Capuano, Carlo & Stimolo, Marco, 2022. "Public subsidies and cooperation in research and development. Evidence from the lab," FEEM Working Papers 317841, Fondazione Eni Enrico Mattei (FEEM).
    35. Gallegati, Mauro & Kirman, Alan, 2019. "20 years of WEHIA: A journey in search of a safer road," Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 5-14.
    36. Luca Riccetti & Alberto Russo & Mauro Gallegati, 2022. "Firm–bank credit network, business cycle and macroprudential policy," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(2), pages 475-499, April.
    37. G. Dosi, 2012. "Economic Coordination and Dynamics: Some Elements of an Alternative “Evolutionary” Paradigm," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 12.
    38. 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.
    39. Giorgio Fagiolo & Andrea Roventini, 2012. "Macroeconomic Policy in DSGE and Agent-Based Models," Working Papers hal-04141079, HAL.
    40. Corrado Di Guilmi, 2017. "The Agent†Based Approach To Post Keynesian Macro†Modeling," Journal of Economic Surveys, Wiley Blackwell, vol. 31(5), pages 1183-1203, December.
    41. Giovanni Dosi, 2022. "The Agenda for Evolutionary Economics: Results, Dead Ends, and Challenges Ahead," LEM Papers Series 2022/24, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    42. Pasquale Cirillo & Mauro Gallegati, 2012. "The Empirical Validation of an Agent-based Model," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 38(4), pages 525-547.
    43. Emiliano Brancaccio & Mauro Gallegati & Raffaele Giammetti, 2022. "Neoclassical influences in agent‐based literature: A systematic review," Journal of Economic Surveys, Wiley Blackwell, vol. 36(2), pages 350-385, April.
    44. Alan G. Isaac, 2019. "Exploring the Social-Architecture Model," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 45(4), pages 565-589, October.
    45. Mauro Napoletano & Jean-Luc Gaffard & Zakaria Babutsidze, 2012. "Agent Based Models," Post-Print hal-03461262, HAL.
    46. Bardoscia, Marco & Carro, Adrian & Hinterschweiger, Marc & Napoletano, Mauro & Popoyan, Lilit & Roventini, Andrea & Uluc, Arzu, 2024. "The impact of prudential regulations on the UK housing market and economy: insights from an agent-based model," Bank of England working papers 1066, Bank of England.
    47. Giorgio Fagiolo & Andrea Roventini, 2016. "Macroeconomic Policy in DGSE and Agent-Based Models Redux," Working Papers hal-03459348, HAL.
    48. Alessandro Caiani & Antoine Godin & Stefano Lucarelli, 2014. "Innovation and finance: a stock flow consistent analysis of great surges of development," Journal of Evolutionary Economics, Springer, vol. 24(2), pages 421-448, April.
    49. Giovanni Dosi, 2023. "Why is economics the only discipline with so many curves going up and down? There is an alternative," LEM Papers Series 2023/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    50. Haber Gottfried, 2008. "Monetary and Fiscal Policy Analysis With an Agent-Based Macroeconomic Model," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 228(2-3), pages 276-295, April.
    51. Shigeaki Ogibayashi & Kosei Takashima, 2017. "Influential factors responsible for the effect of tax reduction on GDP," Evolutionary and Institutional Economics Review, Springer, vol. 14(2), pages 431-449, December.
    52. Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2013. "Unemployment benefits and financial factors in an agent-based macroeconomic model," Economics Discussion Papers 2013-9, Kiel Institute for the World Economy (IfW Kiel).
    53. Riccetti, Luca & Russo, Alberto & Mauro, Gallegati, 2013. "Financial Regulation in an Agent Based Macroeconomic Model," MPRA Paper 51013, University Library of Munich, Germany.

  103. Gallegati Marco & Gallegati Mauro, 2007. "Wavelet Variance Analysis of Output in G-7 Countries," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 11(3), pages 1-25, September.

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    1. Peter Martey Addo & Monica Billio & Dominique Guegan, 2012. "Alternative Methodology for Turning-Point Detection in Business Cycle: A Wavelet Approach," Documents de travail du Centre d'Economie de la Sorbonne 12023, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    2. Crowley, Patrick M., 2010. "Long cycles in growth: explorations using new frequency domain techniques with US data," Bank of Finland Research Discussion Papers 6/2010, Bank of Finland.
    3. Chakrabarti, Anindya S., 2016. "Stochastic Lotka–Volterra equations: A model of lagged diffusion of technology in an interconnected world," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 442(C), pages 214-223.
    4. Chakrabarti, Anindya S., 2015. "Stochastic Lotka-Volterra equations: A model of lagged diffusion of technology in an interconnected world," IIMA Working Papers WP2015-08-05, Indian Institute of Management Ahmedabad, Research and Publication Department.
    5. Crowley, Patrick M. & Hudgins, David, 2015. "Euro area monetary and fiscal policy tracking design in the time-frequency domain," Bank of Finland Research Discussion Papers 12/2015, Bank of Finland.
    6. Fernández Macho, Francisco Javier, 2011. "Wavelet multiple correlation and cross-correlation: A multiscale analysis of euro zone stock markets," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
    7. Haniff, Norazza Mohd & Masih, Mansur, 2016. "Shariah stocks as an inflation hedge in Malaysia," MPRA Paper 71681, University Library of Munich, Germany.
    8. Luís Aguiar-Conraria & Maria Joana Soares, 2014. "The Continuous Wavelet Transform: Moving Beyond Uni- And Bivariate Analysis," Journal of Economic Surveys, Wiley Blackwell, vol. 28(2), pages 344-375, April.
    9. Meinl Thomas & Sun Edward W., 2012. "A Nonlinear Filtering Algorithm based on Wavelet Transforms for High-Frequency Financial Data Analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(3), pages 1-24, September.
    10. Krüger, Niclas, 2012. "Does infrastructure really cause growth?: the time scale dependent causality nexus between infrastructure investments and GDP," Working papers in Transport Economics 2012:15, CTS - Centre for Transport Studies Stockholm (KTH and VTI).
    11. João Martins, 2022. "Bond Yields Movement Similarities and Synchronization in the G7: A Time–Frequency Analysis," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 18(2), pages 189-214, July.
    12. Krüger, Niclas A., 2012. "Estimating traffic demand risk – A multiscale analysis," Transportation Research Part A: Policy and Practice, Elsevier, vol. 46(10), pages 1741-1751.
    13. Luís Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares, 2010. "The yield curve and the macro-economy across time and frequencies," CEF.UP Working Papers 1004, Universidade do Porto, Faculdade de Economia do Porto.
    14. Rua, António & Nunes, Luis C., 2012. "A wavelet-based assessment of market risk: The emerging markets case," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(1), pages 84-92.
    15. Abid, Fathi & Kaffel, Bilel, 2018. "Time–frequency wavelet analysis of the interrelationship between the global macro assets and the fear indexes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1028-1045.
    16. Chaker Aloui & Duc Khuong Nguyen, 2014. "On the detection of extreme movements and persistent behavior in Mediterranean stock markets: a wavelet-based approach," Working Papers 2014-184, Department of Research, Ipag Business School.
    17. Caraiani, Petre, 2012. "Money and output: New evidence based on wavelet coherence," Economics Letters, Elsevier, vol. 116(3), pages 547-550.
    18. Haven, Emmanuel & Liu, Xiaoquan & Shen, Liya, 2012. "De-noising option prices with the wavelet method," European Journal of Operational Research, Elsevier, vol. 222(1), pages 104-112.
    19. Sun, Qingru & Gao, Xiangyun & An, Haizhong & Guo, Sui & Liu, Xueyong & Wang, Ze, 2021. "Which time-frequency domain dominates spillover in the Chinese energy stock market?," International Review of Financial Analysis, Elsevier, vol. 73(C).
    20. Crowley, Patrick M. & Schultz, Aaron, 2010. "A new approach to analyzing convergence and synchronicity in growth and business cycles: Cross recurrence plots and quantification analysis," Bank of Finland Research Discussion Papers 16/2010, Bank of Finland.
    21. Luís Aguiar-Conraria & Maria Soares, 2011. "Oil and the macroeconomy: using wavelets to analyze old issues," Empirical Economics, Springer, vol. 40(3), pages 645-655, May.
    22. Peter Martey Addo & Monica Billio & Dominique Guegan, 2012. "Studies in Nonlinear Dynamics and Wavelets for Business Cycle Analysis," Documents de travail du Centre d'Economie de la Sorbonne 12023r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2013.
    23. Aguiar-Conraria, Luis & Brinca, Pedro & Gudjonsson, Haukur & Soares, Joana, 2015. "Optimal currency area and business cycle synchronization across U.S. states," MPRA Paper 62125, University Library of Munich, Germany.
    24. Luís Francisco Aguiar & Yi Wen, 2011. "OPEC´s Oil Exporting Strategy and Macroeconomic (In)Stability," NIPE Working Papers 10/2011, NIPE - Universidade do Minho.
    25. Aguiar-Conraria, Luís & Azevedo, Nuno & Soares, Maria Joana, 2008. "Using wavelets to decompose the time–frequency effects of monetary policy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(12), pages 2863-2878.
    26. Magazzino, Cosimo & Mutascu, Mihai Ioan, 2022. "The Italian fiscal sustainability in a long-run perspective," The Journal of Economic Asymmetries, Elsevier, vol. 26(C).
    27. Constantin Gurdgiev & Conor O’Riordan, 2021. "A Wavelet Perspective of Crisis Contagion between Advanced Economies and the BRIC Markets," JRFM, MDPI, vol. 14(10), pages 1-29, October.
    28. Gandjon Fankem, Gislain Stéphane & Fouda Mbesa, Lucien Cédric, 2023. "Business cycle synchronization and African monetary union: A wavelet analysis," Journal of Macroeconomics, Elsevier, vol. 77(C).
    29. Mikael Svensson & Niclas Krüger, 2012. "Mortality and economic fluctuations," Journal of Population Economics, Springer;European Society for Population Economics, vol. 25(4), pages 1215-1235, October.
    30. Bilgili, Faik & Kocak, Emrah & Kuskaya, Sevda & Bulut, Umit, 2022. "Co-movements and causalities between ethanol production and corn prices in the USA: New evidence from wavelet transform analysis," Energy, Elsevier, vol. 259(C).
    31. Stelios Bekiros & Duc Khuong Nguyen & Gazi Salah Uddin & Bo Sjö, 2014. "Business Cycle (De)Synchronization in the Aftermath of the Global Financial Crisis: Implications for the Euro Area," Working Papers 2014-437, Department of Research, Ipag Business School.
    32. Dilip Nachane & Amlendu Dubey, 2018. "India in the globalized economy : Growth spillovers & business cycle synchronization," International Economics and Economic Policy, Springer, vol. 15(1), pages 89-115, January.
    33. Grané, Aurea & Veiga, Helena, 2010. "Wavelet-based detection of outliers in financial time series," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2580-2593, November.
    34. Crowley, Patrick M. & Hughes Hallett, Andrew, 2015. "Great moderation or “Will o’ the Wisp”? A time–frequency decomposition of GDP for the US and UK," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 82-97.
    35. Mutascu, Mihai, 2018. "A time-frequency analysis of trade openness and CO2 emissions in France," Energy Policy, Elsevier, vol. 115(C), pages 443-455.
    36. Liu, Xueyong & An, Haizhong & Huang, Shupei & Wen, Shaobo, 2017. "The evolution of spillover effects between oil and stock markets across multi-scales using a wavelet-based GARCH–BEKK model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 465(C), pages 374-383.
    37. Olaolu Richard Olayeni, 2016. "Causality in Continuous Wavelet Transform Without Spectral Matrix Factorization: Theory and Application," Computational Economics, Springer;Society for Computational Economics, vol. 47(3), pages 321-340, March.
    38. Liu, Xiaoquan & Cao, Yi & Ma, Chenghu & Shen, Liya, 2019. "Wavelet-based option pricing: An empirical study," European Journal of Operational Research, Elsevier, vol. 272(3), pages 1132-1142.
    39. Caraiani, Petre, 2015. "Estimating DSGE models across time and frequency," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 33-49.
    40. Joanna Bruzda, 2011. "Business cycle synchronization according to wavelets – the case of Poland and the euro zone member countries," Bank i Kredyt, Narodowy Bank Polski, vol. 42(3), pages 5-32.
    41. Mustapha Djennas & Mohamed Benbouziane & Meriem Djennas, 2013. "Business Cycle Synchronization in Euro Area and GCC Countries: A Wavelets-GA Approach," Working Papers 772, Economic Research Forum, revised Sep 2013.
    42. Zainudin, Ahmad Danial & Mohamad, Azhar, 2021. "Financial contagion in the futures markets amidst global geo-economic events," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 288-308.
    43. Zainudin, Ahmad Danial & Mohamad, Azhar, 2021. "Cross hedging with stock index futures," The Quarterly Review of Economics and Finance, Elsevier, vol. 82(C), pages 128-144.
    44. Caraiani, Petre, 2012. "Stylized facts of business cycles in a transition economy in time and frequency," Economic Modelling, Elsevier, vol. 29(6), pages 2163-2173.
    45. Yusoff, Yuzlizawati & Masih, Mansur, 2014. "Comovement of East and West Stock Market Indexes," MPRA Paper 58872, University Library of Munich, Germany.
    46. Dilip M. Nachane & Amlendu Dubey, 2021. "The Spectral Envelope: An Application to the Decoupling Problem in Economics," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 287-308, December.
    47. Erdost Torun & Afife Duygu Ayhan Akdeniz & Erhan Demireli & Simon Grima, 2022. "Long-Term US Economic Growth and the Carbon Dioxide Emissions Nexus: A Wavelet-Based Approach," Sustainability, MDPI, vol. 14(17), pages 1-16, August.
    48. Feng, Sida & Huang, Shupei & Qi, Yabin & Liu, Xueyong & Sun, Qingru & Wen, Shaobo, 2018. "Network features of sector indexes spillover effects in China: A multi-scale view," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 496(C), pages 461-473.

  104. Gaffeo, E. & Catalano, M. & Clementi, F. & Delli Gatti, D. & Gallegati, M. & Russo, A., 2007. "Reflections on modern macroeconomics: Can we travel along a safer road?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(1), pages 89-97.
    See citations under working paper version above.
  105. Delli Gatti, Domenico & Gallegati, Mauro & Greenwald, Bruce & Russo, Alberto & Stiglitz, Joseph E., 2006. "Business fluctuations in a credit-network economy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(1), pages 68-74.
    See citations under working paper version above.
  106. Bischi, Gian-Italo & Gallegati, Mauro & Gardini, Laura & Leombruni, Roberto & Palestrini, Antonio, 2006. "Herd Behavior And Nonfundamental Asset Price Fluctuations In Financial Markets," Macroeconomic Dynamics, Cambridge University Press, vol. 10(4), pages 502-528, September.

    Cited by:

    1. Sarah Mignot & Fabio Tramontana & Frank Westerhoff, 2021. "Speculative asset price dynamics and wealth taxes," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 641-667, December.
    2. Harras, Georges & Sornette, Didier, 2011. "How to grow a bubble: A model of myopic adapting agents," Journal of Economic Behavior & Organization, Elsevier, vol. 80(1), pages 137-152.
    3. Bowden, Mark P., 2012. "Information contagion within small worlds and changes in kurtosis and volatility in financial prices," Journal of Macroeconomics, Elsevier, vol. 34(2), pages 553-566.
    4. Ilaria Foroni & Anna Agliari, 2008. "Complex Price Dynamics in a Financial Market with Imitation," Computational Economics, Springer;Society for Computational Economics, vol. 32(1), pages 21-36, September.
    5. Giovanni Campisi & Silvia Muzzioli & Fabio Tramontana, 2021. "Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 707-726, December.
    6. Gallegati, Mauro & Palestrini, Antonio & Rosser, J. Barkley, 2011. "The Period Of Financial Distress In Speculative Markets: Interacting Heterogeneous Agents And Financial Constraints," Macroeconomic Dynamics, Cambridge University Press, vol. 15(1), pages 60-79, February.
    7. Fabio Tramontana, 2013. "The role of cognitively biased imitators in a small scale agent-based financial market," DEM Working Papers Series 029, University of Pavia, Department of Economics and Management.
    8. Blaurock, Ivonne & Schmitt, Noemi & Westerhoff, Frank, 2018. "Market entry waves and volatility outbursts in stock markets," Journal of Economic Behavior & Organization, Elsevier, vol. 153(C), pages 19-37.
    9. Emilio Barucci & Marco Tolotti, 2009. "The dynamics of social interaction with agents’ heterogeneity," Working Papers 189, Department of Applied Mathematics, Università Ca' Foscari Venezia.
    10. Damian Smug & Peter Ashwin & Didier Sornette, 2018. "Predicting financial market crashes using ghost singularities," PLOS ONE, Public Library of Science, vol. 13(3), pages 1-20, March.
    11. Ehsan Ahmed & J. Barkley Rosser Jr. & Jamshed Y. Uppal, 2010. "Emerging Markets and Stock Market Bubbles: Nonlinear Speculation?," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 46(4), pages 23-40, January.
    12. Mine Caglar, 2011. "Stock Price Processes with Infinite Source Poisson Agents," Papers 1106.6300, arXiv.org.
    13. Roy Cerqueti & Giulia Rotundo, 2015. "A review of aggregation techniques for agent-based models: understanding the presence of long-term memory," Quality & Quantity: International Journal of Methodology, Springer, vol. 49(4), pages 1693-1717, July.
    14. Roberto Dieci & Xue-Zhong He, 2021. "Cross-section instability in financial markets: impatience, extrapolation, and switching," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 727-754, December.
    15. Giovanni Campisi & Silvia Muzzioli & Fabio Tramontana, 2021. "Uncertainty about fundamental and pessimistic traders: a piecewise-linear maps approach," Department of Economics 0186, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".

  107. Agliari, Anna & Gatti, Domenico Delli & Gallegati, Mauro & Lenci, Stefano, 2006. "The complex dynamics of financially constrained heterogeneous firms," Journal of Economic Behavior & Organization, Elsevier, vol. 61(4), pages 784-803, December.

    Cited by:

    1. Wei Zhao & Yi Lu & Genfu Feng, 2019. "How Many Agents are Rational in China’s Economy? Evidence from a Heterogeneous Agent-Based New Keynesian Model," Computational Economics, Springer;Society for Computational Economics, vol. 54(2), pages 575-611, August.
    2. Xu, Xiaoyan & Cheng, Xiaoying & Sun, Yanhong, 2015. "Coordination contracts for outsourcing supply chain with financial constraint," International Journal of Production Economics, Elsevier, vol. 162(C), pages 134-142.
    3. Susan Schroeder, 2009. "Defining and detecting financial fragility: New Zealand's experience," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 36(3), pages 287-307, February.

  108. Scalas, Enrico & Gallegati, Mauro & Guerci, Eric & Mas, David & Tedeschi, Alessandra, 2006. "Growth and allocation of resources in economics: The agent-based approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(1), pages 86-90.
    See citations under working paper version above.
  109. Gallegati, Mauro & Keen, Steve & Lux, Thomas & Ormerod, Paul, 2006. "Worrying trends in econophysics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(1), pages 1-6.

    Cited by:

    1. Angle, John & Nielsen, Francois & Scalas, Enrico, 2009. "The Kuznets Curve and the Inequality Process," MPRA Paper 16058, University Library of Munich, Germany, revised 29 Jun 2009.
    2. Kakarot-Handtke, Egmont, 2013. "Toolism! A Critique of Econophysics," MPRA Paper 46630, University Library of Munich, Germany.
    3. Wang, Yougui & Stanley, H.E., 2009. "Statistical approach to partial equilibrium analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(7), pages 1173-1180.
    4. Stavros Drakopoulos & Ioannis Katselidis, 2015. "From Edgeworth to econophysics: a methodological perspective," Journal of Economic Methodology, Taylor & Francis Journals, vol. 22(1), pages 77-95, March.
    5. Venkatasubramanian, Venkat & Luo, Yu & Sethuraman, Jay, 2015. "How much inequality in income is fair? A microeconomic game theoretic perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 435(C), pages 120-138.
    6. Jovanovic, Franck & Schinckus, Christophe, 2016. "Breaking down the barriers between econophysics and financial economics," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 256-266.
    7. Gajic, Nenad & Budinski-Petkovic, Ljuba, 2013. "Ups and downs of economics and econophysics — Facebook forecast," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(1), pages 208-214.
    8. Geoff Willis, 2011. "Why Money Trickles Up - Wealth & Income Distributions," Papers 1105.2122, arXiv.org, revised May 2011.
    9. Eduardo Barberis & Daniela Freddi & Raffaele Giammetti & Paolo Polidori & D?sir?e Teobaldelli & Elena Vigan?, 2020. "Trade Relationships in the European Pork Value Chain: a Network Analysis," Economia agro-alimentare, FrancoAngeli Editore, vol. 22(1), pages 1-23.
    10. Frank Schweitzer & Giorgio Fagiolo & Didier Sornette & Fernando Vega-Redondo & Douglas R. White, "undated". "Economic Networks: What do we know and what do we need to know?," Working Papers CCSS-09-010, ETH Zurich, Chair of Systems Design.
    11. E. Scalas & U. Garibaldi & S. Donadio, 2007. "Statistical equilibrium in simple exchange games I," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 60(2), pages 271-272, November.
    12. Yuri Biondi & Simone Righi, 2015. "Inequality, mobility and the financial accumulation process: A computational economic analysis," Department of Economics (DEMB) 0058, University of Modena and Reggio Emilia, Department of Economics "Marco Biagi".
    13. Lux, Thomas, 2008. "Stochastic behavioral asset pricing models and the stylized facts," Economics Working Papers 2008-08, Christian-Albrechts-University of Kiel, Department of Economics.
    14. Schinckus, C., 2013. "Between complexity of modelling and modelling of complexity: An essay on econophysics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(17), pages 3654-3665.
    15. Ellis Scharfenaker, 2020. "Statistical Equilibrium Methods in Analytical Political Economy," Working Paper Series, Department of Economics, University of Utah 2020_05, University of Utah, Department of Economics.
    16. Mimkes, Jürgen, 2010. "Stokes integral of economic growth," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(8), pages 1665-1676.
    17. Denis M. Filatov & Maksim A. Vanyarkho, 2014. "An Unconventional Attempt to Tame Mandelbrot's Grey Swans," Papers 1406.5718, arXiv.org.
    18. McCauley, Joseph L., 2006. "Response to worrying trends in econophysics," MPRA Paper 2129, University Library of Munich, Germany.
    19. Hernan Mondani, 2019. "Sector, industry and inter-organizational movement statistics in the Stockholm Region: informing organizational growth models," Quality & Quantity: International Journal of Methodology, Springer, vol. 53(2), pages 735-755, March.
    20. Richters, Oliver, 2015. "Integrating Energy Use into Macroeconomic Stock-Flow Consistent Models," EconStor Theses, ZBW - Leibniz Information Centre for Economics, number 154764, March.
    21. J. Barkley Rosser Jr & Richard P.F. Holt & David Colander, 2010. "European Economics at a Crossroads," Books, Edward Elgar Publishing, number 13585, December.
    22. Fix, Blair, 2017. "Evidence for a Power Theory of Personal Income Distribution," Working Papers on Capital as Power 2017/03, Capital As Power - Toward a New Cosmology of Capitalism.
    23. Shu-Heng Chen & Sai-Ping Li, 2011. "Econophysics: Bridges over a Turbulent Current," Papers 1107.5373, arXiv.org.
    24. Tomson Ogwang, 2011. "Power laws in top wealth distributions: evidence from Canada," Empirical Economics, Springer, vol. 41(2), pages 473-486, October.
    25. Damien Challet, 2016. "Regrets, learning and wisdom," Post-Print hal-01312973, HAL.
    26. Deborah Noguera & Gabriel Montes-Rojas, 2023. "Minskyan model with credit rationing in a network economy," SN Business & Economics, Springer, vol. 3(3), pages 1-26, March.
    27. Barrio, Rafael A. & Govezensky, Tzipe & Ruiz-Gutiérrez, Élfego & Kaski, Kimmo K., 2017. "Modelling trading networks and the role of trust," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 68-79.
    28. J. R. Iglesias & R. M. C. de Almeida, 2011. "Entropy and equilibrium state of free market models," Papers 1108.5725, arXiv.org.
    29. Săvoiu, Gheorghe, 2008. "The scientific way of thinking in statistics, statistical physics and quantum mechanics," MPRA Paper 14093, University Library of Munich, Germany.
    30. Jovanovic, Franck & Schinckus, Christophe, 2017. "Econophysics and Financial Economics: An Emerging Dialogue," OUP Catalogue, Oxford University Press, number 9780190205034.
    31. Deborah Noguera & Gabriel Montes-Rojas, 2022. "Credit-constrained fluctuations and uncertainty in a network economy," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(80), pages 5-52, November.
    32. Jennifer Jhun & Patricia Palacios & James Owen Weatherall, 2017. "Market Crashes as Critical Phenomena? Explanation, Idealization, and Universality in Econophysics," Papers 1704.02392, arXiv.org.
    33. Siew Ann Cheong, 2013. "Econophysics: An Experimental Course for Advanced Undergraduates in the Nanyang Technological University," IIM Kozhikode Society & Management Review, , vol. 2(2), pages 79-99, July.
    34. Troy Tassier, 2013. "Handbook of Research on Complexity, by J. Barkley Rosser, Jr. and Edward Elgar," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 39(1), pages 132-133.
    35. D. S. Quevedo & C. J. Quimbay, 2019. "Piketty's second fundamental law of capitalism as an emergent property in a kinetic wealth-exchange model of economic growth," Papers 1903.00952, arXiv.org, revised Mar 2019.
    36. Brodbeck, Karl-Heinz, 2019. "Die Illusion der Identität und die Krise der Wissenschaften," Working Paper Series Ök-47, Cusanus Hochschule für Gesellschaftsgestaltung, Institut für Ökonomie.
    37. Chakrabarti, Anindya S. & Chakrabarti, Bikas K., 2010. "Statistical theories of income and wealth distribution," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 4, pages 1-31.
    38. G. Dimarco & L. Pareschi & G. Toscani & M. Zanella, 2020. "Wealth distribution under the spread of infectious diseases," Papers 2004.13620, arXiv.org.
    39. Chami Figueira, F. & Moura, N.J. & Ribeiro, M.B., 2011. "The Gompertz–Pareto income distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(4), pages 689-698.
    40. Sylvain Barde, 2012. "Back to the future: economic rationality and maximum entropy prediction," Studies in Economics 1202, School of Economics, University of Kent.
    41. Angle, John, 2013. "How To Win Acceptance Of The Inequality Process As Economics?," MPRA Paper 52887, University Library of Munich, Germany.
    42. Bucsa, G. & Jovanovic, F. & Schinckus, C., 2011. "A unified model for price return distributions used in econophysics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(20), pages 3435-3443.
    43. Nikolaos Th. Chatzarakis, 2021. "Revisiting the role and consequences of Econophysics from a Marxian perspective," Bulletin of Political Economy, Bulletin of Political Economy, vol. 15(1), pages 45-68, June.
    44. Milen Velchev Velev, 2021. "Entropy and free-energy based interpretation of the laws of supply and demand," SN Business & Economics, Springer, vol. 1(1), pages 1-16, January.
    45. Lux, Thomas, 2008. "Stochastic behavioral asset pricing models and the stylized facts," Kiel Working Papers 1426, Kiel Institute for the World Economy (IfW Kiel).
    46. Schinckus, Christophe, 2009. "Economic uncertainty and econophysics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(20), pages 4415-4423.
    47. Schinckus, Christophe, 2010. "Is econophysics a new discipline? The neopositivist argument," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(18), pages 3814-3821.
    48. Slanina, Frantisek, 2013. "Essentials of Econophysics Modelling," OUP Catalogue, Oxford University Press, number 9780199299683.
    49. Rosser Jr., J. Barkley, 2010. "Is a transdisciplinary perspective on economic complexity possible?," Journal of Economic Behavior & Organization, Elsevier, vol. 75(1), pages 3-11, July.
    50. Z. Eisler & J. Kertész, 2006. "Size matters: some stylized facts of the stock market revisited," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 51(1), pages 145-154, May.
    51. Fix, Blair, 2017. "Evidence for a Power Theory of Personal Income Distribution," SocArXiv qgwus, Center for Open Science.
    52. Cem Çağrı Dönmez & Abdulkadir Atalan, 2019. "Developing Statistical Optimization Models for Urban Competitiveness Index: Under the Boundaries of Econophysics Approach," Complexity, Hindawi, vol. 2019, pages 1-11, November.
    53. Barbara Dluhosch, 2011. "European Economics at a Crossroads, by J. Barkley Rosser, Jr., Richard P. F. Holt, and David Colander," Journal of Regional Science, Wiley Blackwell, vol. 51(3), pages 629-631, August.
    54. Venkat Venkatasubramanian, 2010. "What is Fair Pay for Executives? An Information Theoretic Analysis of Wage Distributions," Papers 1002.2269, arXiv.org.
    55. Victor M. Yakovenko & J. Barkley Rosser, 2009. "Colloquium: Statistical mechanics of money, wealth, and income," Papers 0905.1518, arXiv.org, revised Dec 2009.
    56. Soriano-Hernández, P. & del Castillo-Mussot, M. & Córdoba-Rodríguez, O. & Mansilla-Corona, R., 2017. "Non-stationary individual and household income of poor, rich and middle classes in Mexico," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 465(C), pages 403-413.
    57. Christophe Schinckus, 2011. "What can econophysics contribute to financial economics?," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 58(2), pages 147-163, June.
    58. Antonio Doria, Francisco, 2011. "J.B. Rosser Jr. , Handbook of Research on Complexity, Edward Elgar, Cheltenham, UK--Northampton, MA, USA (2009) 436 + viii pp., index, ISBN 978 1 84542 089 5 (cased)," Journal of Economic Behavior & Organization, Elsevier, vol. 78(1-2), pages 196-204, April.
    59. Guseo, Renato & Guidolin, Mariangela, 2010. "Cellular Automata with network incubation in information technology diffusion," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(12), pages 2422-2433.
    60. Manhire, J. T, 2017. "The Action Principle in Market Mechanics," LawArXiv 29c7s, Center for Open Science.

  110. Clementi, F. & Di Matteo, T. & Gallegati, M., 2006. "The power-law tail exponent of income distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(1), pages 49-53.
    See citations under working paper version above.
  111. M. Gallegati & A. Palestrini & D. Gatti & E. Scalas, 2006. "Aggregation of Heterogeneous Interacting Agents: The Variant Representative Agent Framework," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 1(1), pages 5-19, May.

    Cited by:

    1. Gaffeo, E. & Catalano, M. & Clementi, F. & Delli Gatti, D. & Gallegati, M. & Russo, A., 2007. "Reflections on modern macroeconomics: Can we travel along a safer road?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(1), pages 89-97.
    2. Simone Landini & Mauro Gallegati, 2014. "Heterogeneity, interaction and emergence: effects of composition," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 4(3/4), pages 339-361.
    3. Lengnick, Matthias, 2013. "Agent-based macroeconomics: A baseline model," Journal of Economic Behavior & Organization, Elsevier, vol. 86(C), pages 102-120.
    4. Chen, Shu-Heng, 2012. "Varieties of agents in agent-based computational economics: A historical and an interdisciplinary perspective," Journal of Economic Dynamics and Control, Elsevier, vol. 36(1), pages 1-25.
    5. Chen, Shu-Heng & Chang, Chia-Ling & Tseng, Yi-Heng, 2014. "Social networks, social interaction and macroeconomic dynamics: How much could Ernst Ising help DSGE?," Research in International Business and Finance, Elsevier, vol. 30(C), pages 312-335.
    6. Assenza, T. & Delli Gatti, D., 2012. "E Pluribus Unum: Macroeconomic Modelling for Multi-agent Economies," CeNDEF Working Papers 12-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    7. 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.
    8. 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.
    9. Jan Toporowski, 2013. "The Elgar Companion to Hyman Minsky," Review of Political Economy, Taylor & Francis Journals, vol. 25(1), pages 175-177, January.
    10. 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, vol. 387(15), pages 3852-3861.
    11. 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.
    12. Simone Landini & Mariacristina Uberti, 2008. "A Statistical Mechanic View of Macro-dynamics in Economics," Computational Economics, Springer;Society for Computational Economics, vol. 32(1), pages 121-146, September.
    13. Tiziana Assenza & Domenico Delli Gatti & Mauro Gallegati, 2010. "Financial Instability and Agents’ Heterogenity: A Post Minskyan Research Agenda," Chapters, in: Dimitri B. Papadimitriou & L. Randall Wray (ed.), The Elgar Companion to Hyman Minsky, chapter 10, Edward Elgar Publishing.
    14. Ibrahim Ari & Muammer Koc, 2019. "Sustainable Financing for Sustainable Development: Agent-Based Modeling of Alternative Financing Models for Clean Energy Investments," Sustainability, MDPI, vol. 11(7), pages 1-34, April.
    15. Domenico Colucci & Matteo Vigna & Vincenzo Valori, 2022. "Large and uncertain heterogeneity of expectations: stability of equilibrium from a policy maker standpoint," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(1), pages 319-348, January.
    16. 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.

  112. Di Guilmi, C. & Gaffeo, E. & Gallegati, M. & Palestrini, A., 2005. "International Evidence on Business Cycle Magnitude Dependence: An Analyisis of 16 Industrialized Countries, 1881-2000," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 2(1), pages 5-16.

    Cited by:

    1. Corrado Di Guilmi & Laura Carvalho, 2015. "The dynamics of leverage in a Minskyan model with heterogeneous firms," Working Papers, Department of Economics 2015_15, University of São Paulo (FEA-USP).
    2. Chiarella, Carl & Di Guilmi, Corrado, 2011. "The financial instability hypothesis: A stochastic microfoundation framework," Journal of Economic Dynamics and Control, Elsevier, vol. 35(8), pages 1151-1171, August.
    3. Corrado DI GUILMI, 2008. "Financial Determinants of Firms Profitability: A Hazard Function Investigation," Working Papers 315, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    4. Corrado Di Guilmi & Laura Carvalho, 2016. "The Dynamics Of Leverage In A Demand-Driven Model With Heterogeneous Firms," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 141, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    5. Carl Chiarella & Corrado Di Guilmi, 2013. "Monetary Policy and Debt Deflation: Some Computational Experiments," CAMA Working Papers 2013-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

  113. Edoardo Gaffeo & Marco Gallegati & Mauro Gallegati, 2005. "Requiem for the unit root in per capita real GDP? Additional evidence from historical data," Empirical Economics, Springer, vol. 30(1), pages 37-63, January.

    Cited by:

    1. Vasudeva N. R. Murthy & Emmanuel Anoruo, 2009. "Are Per Capita Real GDP Series in African Countries Non-stationary or Non-linear? What does Empirical Evidence Reveal?," Economics Bulletin, AccessEcon, vol. 29(4), pages 2492-2504.
    2. Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2008. "Are output growth-rate distributions fat-tailed? some evidence from OECD countries," SciencePo Working papers Main hal-03417062, HAL.
    3. Sakiru Adebola Solarin & Gema Lopez & Luis A. Gil‐Alana, 2022. "Persistence analysis of research intensity in OECD countries since 1870," Australian Economic Papers, Wiley Blackwell, vol. 61(4), pages 738-750, December.
    4. Brantley Liddle & George Messinis, 2018. "Revisiting carbon Kuznets curves with endogenous breaks modeling: evidence of decoupling and saturation (but few inverted-Us) for individual OECD countries," Empirical Economics, Springer, vol. 54(2), pages 783-798, March.
    5. David Grreasley, 2010. "Cliometrics and Time Series Econometrics: Some Theory and Applications," Working Papers in Economics 10/56, University of Canterbury, Department of Economics and Finance.
    6. Theologos Dergiades & Georgios Martinopoulos & Lefteris Tsoulfidis, 2011. "Energy Consumption and Economic Growth:Parametric and Non-Parametric Causality Testing for the Case of Greece," Discussion Paper Series 2011_16, Department of Economics, University of Macedonia, revised Nov 2011.
    7. Emanuele Russo & Neil Foster-McGregor & Bart Verpagen, 2019. "Characterizing growth instability: new evidence on unit roots and structural breaks in long run time series," LEM Papers Series 2019/29, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    8. Emanuele Russo & Neil Foster-McGregor, 2022. "Characterizing growth instability: new evidence on unit roots and structural breaks in countries’ long run trajectories," Journal of Evolutionary Economics, Springer, vol. 32(2), pages 713-756, April.
    9. Paresh Narayan, 2008. "Is Asian per capita GDP panel stationary?," Empirical Economics, Springer, vol. 34(3), pages 439-449, June.
    10. Jonathan Hill & Liang Peng, 2014. "Unified Interval Estimation For Random Coefficient Autoregressive Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(3), pages 282-297, May.
    11. Liddle, Brantley & Messinis, George, 2014. "Revisiting sulfur Kuznets curves with endogenous breaks modeling: Substantial evidence of inverted-Us/Vs for individual OECD countries," MPRA Paper 59565, University Library of Munich, Germany.
    12. Kauko, Karlo, 2010. "The feasibility of through-the-cycle ratings," Bank of Finland Research Discussion Papers 14/2010, Bank of Finland.

  114. T. Di Matteo & T. Aste & M. Gallegati, 2005. "Innovation flow through social networks: productivity distribution in France and Italy," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 47(3), pages 459-466, October.

    Cited by:

    1. Chakrabarti, Anindya S., 2016. "Stochastic Lotka–Volterra equations: A model of lagged diffusion of technology in an interconnected world," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 442(C), pages 214-223.
    2. Chakrabarti, Anindya S., 2015. "Stochastic Lotka-Volterra equations: A model of lagged diffusion of technology in an interconnected world," IIMA Working Papers WP2015-08-05, Indian Institute of Management Ahmedabad, Research and Publication Department.
    3. Keiichi Kishi, 2014. "A patentability requirement and industries targeted by R&D," Discussion Papers in Economics and Business 14-27, Osaka University, Graduate School of Economics.
    4. , & Lorenz, Jan & ,, 2016. "Innovation vs. imitation and the evolution of productivity distributions," Theoretical Economics, Econometric Society, vol. 11(3), September.
    5. Annika Birch & Tomaso Aste, 2014. "Systemic Losses Due to Counter Party Risk in a Stylized Banking System," Papers 1402.3688, arXiv.org.
    6. C. Guilmi & F. Clementi & T. Matteo & M. Gallegati, 2008. "Social networks and labour productivity in Europe: an empirical investigation," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 3(1), pages 43-57, June.
    7. Bertotti, M.L. & Brunner, J. & Modanese, G., 2016. "The Bass diffusion model on networks with correlations and inhomogeneous advertising," Chaos, Solitons & Fractals, Elsevier, vol. 90(C), pages 55-63.
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    2. Thomas Brenner & Matthias Duschl, 2014. "Modelling Firm and Market Dynamics - A Flexible Model Reproducing Existing Stylized Facts," Working Papers on Innovation and Space 2014-07, Philipps University Marburg, Department of Geography.
    3. Aßmuth, Pascal, 2015. "Stock price related financial fragility and growth patterns," Center for Mathematical Economics Working Papers 539, Center for Mathematical Economics, Bielefeld University.
    4. Jorg Dopke & Sebastian Weber, 2010. "The within-distribution business cycle dynamics of German firms," Applied Economics, Taylor & Francis Journals, vol. 42(29), pages 3789-3802.
    5. Ali Hosseiny & Mohammad Bahrami & Antonio Palestrini & Mauro Gallegati, 2016. "Metastable Features of Economic Networks and Responses to Exogenous Shocks," Papers 1608.00275, arXiv.org.
    6. Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2012. "An Agent Based Decentralized Matching Macroeconomic Model," MPRA Paper 42211, University Library of Munich, Germany.
    7. Francesco Lamperti & Antoine Mandel & Mauro Napoletano & Alessandro Sapio & Andrea Roventini & Tomas Balint & Igor Khorenzhenko, 2017. "Taming macroeconomic instability," Post-Print hal-03399574, HAL.
    8. Catalano, Michele & Di Guilmi, Corrado, 2019. "Uncertainty, rationality and complexity in a multi-sectoral dynamic model: The dynamic stochastic generalized aggregation approach," Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 117-144.
    9. Mauro Napoletano & Giovanni Dosi & Giorgio Fagiolo & Andrea Roventini, 2012. "Wage formation investment behavior and growth regimes: an agent-based analysis," SciencePo Working papers Main hal-01024669, HAL.
    10. Elisa Palagi & Mauro Napoletano & Andrea Roventini & Jean-Luc Gaffard, 2017. "Inequality, Redistributive Policies and Multiplier Dynamics in an Agent-based Model with Credit Rationing," SciencePo Working papers Main hal-03455401, HAL.
    11. Mauro Napoletano & Andrea Roventini & Jean-Luc Gaffard, 2015. "Time varying fiscal multipliers in an agent-based model with credit rationing," Sciences Po publications 2015-25, Sciences Po.
    12. 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 288, Society for Computational Economics.
    13. Corrado Di Guilmi & Yoshi Fujiwara, 2020. "Does the supply network shape the firm size distribution? The Japanese case," CAMA Working Papers 2020-66, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    14. Carolina Castaldi & Giovanni Dosi, 2009. "The patterns of output growth of firms and countries: Scale invariances and scale specificities," Empirical Economics, Springer, vol. 37(3), pages 475-495, December.
    15. Nikolaidi, Maria & Stockhammer, Engelbert, 2017. "Minsky models: a structured survey," Greenwich Papers in Political Economy 17448, University of Greenwich, Greenwich Political Economy Research Centre.
    16. Jean-Luc Gaffard & Mauro Napoletano, 2018. "Hétérogénéité des agents, interconnexions financières et politique monétaire : une approche non conventionnelle," SciencePo Working papers Main hal-03458429, HAL.
    17. Datta, Bikramaditya & Sethi, Rajiv, 2023. "The dynamics of leverage and the belief distribution of wealth," Journal of Economic Behavior & Organization, Elsevier, vol. 212(C), pages 20-31.
    18. Ахмадеев Б.А.* & Макаров В.Л.**, 2019. "Система Оценки Проектов На Основе Комбинированных Методов Компьютерной Оптимизации," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 55(2), pages 5-23, апрель.
    19. 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, vol. 67(3-4), pages 947-964, September.
    20. Julian di Giovanni & Andrei A. Levchenko, 2012. "Country Size, International Trade, and Aggregate Fluctuations in Granular Economies," Journal of Political Economy, University of Chicago Press, vol. 120(6), pages 1083-1132.
    21. Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2014. "Fiscal and monetary policies in complex evolving economies," Working Papers hal-03460560, HAL.
    22. 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, vol. 11(S1), pages 62-79, November.
    23. Massing, Till & Puente-Ajovín, Miguel & Ramos, Arturo, 2020. "On the parametric description of log-growth rates of cities’ sizes of four European countries and the USA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 551(C).
    24. Jean-Luc Gaffard & Mauro Napoletano, 2018. "Market disequilibrium, monetary policy, and financial markets : insights from new tools," Documents de Travail de l'OFCE 2018-21, Observatoire Francais des Conjonctures Economiques (OFCE).
    25. 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).
    26. Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2014. "Micro and macro policies in the Keynes + Schumpeter evolutionary models," SciencePo Working papers Main hal-03429896, HAL.
    27. Mohammad Bahrami & Narges Chinichian & Ali Hosseiny & Gholamreza Jafari & Marcel Ausloos, 2019. "Optimization of the post-crisis recovery plans in scale-free networks," Papers 1904.10625, arXiv.org, revised Oct 2019.
    28. 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.
    29. Stefania VITALI & Gabriele TEDESCHI, 2011. "The impact of classes of innovators on Technology, Financial Fragility and Economic Growth," Working Papers 370, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    30. Antoine Mandel & Simone Landini & Mauro Gallegati & Herbert Gintis, 2013. "Price Dynamics, financial fragility and aggregate volatility," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00917892, HAL.
    31. Corrado Di Guilmi & Laura Carvalho, 2015. "The dynamics of leverage in a Minskyan model with heterogeneous firms," Working Papers, Department of Economics 2015_15, University of São Paulo (FEA-USP).
    32. Edgardo Bucciarelli & Marcello Silvestri, 2013. "Hyman P. Minsky's unorthodox approach: recent advances in simulation techniques to develop his theoretical assumptions," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 36(2), pages 299-324.
    33. Antoine Mandel & Vipin Veetil, 2020. "The Economic Cost of COVID Lockdowns: An Out-of-Equilibrium Analysis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03043350, HAL.
    34. Thomas Brenner & Matthias Duschl, 2018. "Modeling Firm and Market Dynamics: A Flexible Model Reproducing Existing Stylized Facts on Firm Growth," Computational Economics, Springer;Society for Computational Economics, vol. 52(3), pages 745-772, October.
    35. Quamrul Ashraf & Boris Gershman & Peter Howitt, 2015. "Banks, Market Organization, and Macroeconomic Performance: An Agent-Based Computational Analysis," Working Papers 2015-10, American University, Department of Economics.
    36. Heinrich, Torsten & Dai, Shuanping, 2014. "Diversity of Firm Sizes, Complexity, and Industry Structure in the Chinese Economy," MPRA Paper 67630, University Library of Munich, Germany, revised 29 Oct 2015.
    37. Giovanni Dosi & Andrea Roventini, 2017. "Agent-Based Macroeconomics and Classical Political Economy: Some Italian Roots," SciencePo Working papers Main hal-03399668, HAL.
    38. 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.
    39. Dosi, Giovanni & Fagiolo, Giorgio & Roventini, Andrea, 2010. "Schumpeter meeting Keynes: A policy-friendly model of endogenous growth and business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1748-1767, September.
    40. Delli Gatti, Domenico & Gallegati, Mauro & Palestrini, Antonio & Tedeschi, Gabriele & Vidal-Tomás, David, 2024. "Market power, technical progress and financial fragility," Journal of Economic Behavior & Organization, Elsevier, vol. 217(C), pages 435-452.
    41. Gerard Ballot & Antoine Mandel & Annick Vignes, 2015. "Agent-based modeling and economic theory: where do we stand?," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(2), pages 199-220, October.
    42. Marco Raberto & Andrea Teglio & Silvano Cincotti, 2012. "Macroprudential policies in an agent-based artificial economy," Working Papers 2012/05, Economics Department, Universitat Jaume I, Castellón (Spain).
    43. Chiarella, Carl & Di Guilmi, Corrado, 2011. "The financial instability hypothesis: A stochastic microfoundation framework," Journal of Economic Dynamics and Control, Elsevier, vol. 35(8), pages 1151-1171, August.
    44. 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.
    45. Aßmuth, Pascal, 2017. "Stock price related financial fragility and growth patterns," Economics Discussion Papers 2017-108, Kiel Institute for the World Economy (IfW Kiel).
    46. Chorowski, Michał & Kutner, Ryszard, 2021. "Critical phenomena in the market of competing firms induced by state interventionism," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 578(C).
    47. Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2012. "Income Distribution, Credit and Fiscal Policies in an Agent-Based Keynesian Model," EconomiX Working Papers 2012-5, University of Paris Nanterre, EconomiX.
    48. Mauro Napoletano, 2018. "A short walk on the wild side : agent based models and their implications for macroeconomic analysis," Sciences Po publications info:hdl:2441/2qdhj5485p9, Sciences Po.
    49. Leonardo Bargigli & Gabriele Tedeschi, 2013. "Major trends in agent-based economics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(2), pages 211-217, October.
    50. Corrado Di Guilmi & Mauro Gallegati & Simone Landini, 2010. "Financial Fragility, Mean-field Interaction and Macroeconomic Dynamics: A Stochastic Model," Chapters, in: Neri Salvadori (ed.), Institutional and Social Dynamics of Growth and Distribution, chapter 13, Edward Elgar Publishing.
    51. Ruggero GRILLI & Gabriele TEDESCHI & Mauro GALLEGATI, 2012. "Markets connectivity and financial contagion," Working Papers 382, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    52. Hosseiny, Ali & Gallegati, Mauro, 2017. "Role of intensive and extensive variables in a soup of firms in economy to address long run prices and aggregate data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 470(C), pages 51-59.
    53. Greg Hannsgen & Tai Young-Taft, 2015. "Inside Money in a Kaldor-Kalecki-Steindl Fiscal Policy Model: The Unit of Account, Inflation, Leverage, and Financial Fragility," Economics Working Paper Archive wp_839, Levy Economics Institute.
    54. Dan Farhat, 2014. "Artificial Neural Networks and Aggregate Consumption Patterns in New Zealand:," Working Papers 1404, University of Otago, Department of Economics, revised Mar 2014.
    55. 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.
    56. Tedeschi, Gabriele & Recchioni, Maria Cristina & Berardi, Simone, 2019. "An approach to identifying micro behavior: How banks’ strategies influence financial cycles," Journal of Economic Behavior & Organization, Elsevier, vol. 162(C), pages 329-346.
    57. Tedeschi, Gabriele & Vidal-Tomás, David & Delli-Gatti, Domenico & Gallegati, Mauro, 2021. "The macroeconomic effects of default and debt restructuring: An agent based exploration," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1146-1163.
    58. Heinrich, Torsten, 2016. "The Narrow and the Broad Approach to Evolutionary Modeling in Economics," MPRA Paper 75797, University Library of Munich, Germany.
    59. Corrado Di Guilmi & Laura Carvalho, 2016. "The Dynamics Of Leverage In A Demand-Driven Model With Heterogeneous Firms," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 141, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    60. 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.
    61. Delli Gatti, Domenico & Gallegati, Mauro & Greenwald, Bruce & Russo, Alberto & Stiglitz, Joseph E., 2006. "Business fluctuations in a credit-network economy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(1), pages 68-74.
    62. 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.
    63. Arturo, Ramos, 2019. "Have the log-population processes stationary and independent increments? Empirical evidence for Italy, Spain and the USA along more than a century," MPRA Paper 93562, University Library of Munich, Germany.
    64. Paul De Grauwe, 2012. "Booms and busts: New Keynesian and behavioural explanations," Chapters, in: Robert M. Solow & Jean-Philippe Touffut (ed.), What’s Right with Macroeconomics?, chapter 6, pages 149-180, Edward Elgar Publishing.
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    67. 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.
    68. 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.
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    70. Lojak, Benjamin & Makarewicz, Tomasz & Proaño, Christian R., 2023. "Low interest rates, bank’s search-for-yield behavior and financial portfolio management," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
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    73. Dawid, Herbert & Gemkow, Simon & Harting, Philipp & Neugart, Michael, 2013. "Labor market integration policies and the convergence of regions: the role of skills and technology diffusion," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 63664, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
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    92. Mauro Napoletano & Eric Guerci & Nobuyuki Hanaki, 2018. "Recent advances in financial networks and agent-based model validation," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(1), pages 1-7, April.
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    120. 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.
    121. Wright, Ian, 2005. "The social architecture of capitalism," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 346(3), pages 589-620.
    122. 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.
    123. De Grauwe, Paul & Ji, Yuemei, 2016. "Inflation Targets And The Zero Lower Bound In A Behavioral Macroeconomic Model," CEPR Discussion Papers 11320, C.E.P.R. Discussion Papers.
    124. Julian di Giovanni & Andrei A. Levchenko, 2009. "International Trade and Aggregate Fluctuations in Granular Economies," Working Papers 585, Research Seminar in International Economics, University of Michigan.
    125. Teglio, Andrea, 2020. "On the typicality of the representative agent," MPRA Paper 105407, University Library of Munich, Germany.
    126. G. Dosi, 2012. "Economic Coordination and Dynamics: Some Elements of an Alternative “Evolutionary” Paradigm," Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 12.
    127. Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2014. "Bank interlinkages and macroeconomic stability," International Review of Economics & Finance, Elsevier, vol. 34(C), pages 72-88.
    128. Heinrich, Torsten, 2015. "A Discontinuity Model of Technological Change: Catastrophe Theory and Network Structure," MPRA Paper 68089, University Library of Munich, Germany.
    129. 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.
    130. 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.
    131. Saman Banafti & Tae-Hwy Lee, 2022. "Inferential Theory for Granular Instrumental Variables in High Dimensions," Papers 2201.06605, arXiv.org, revised Sep 2023.
    132. D. Sornette, 2014. "Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based models," Papers 1404.0243, arXiv.org.
    133. Emanuele Ciola & Gabriele Tedeschi, 2021. "From interaction to business fluctuations: How credit network explain cycles," Working Papers 2021/01, Economics Department, Universitat Jaume I, Castellón (Spain).
    134. Ichiro Takahashi & Isamu Okada, 2020. "An artificial Wicksell–Keynes economy integrating short-run business cycle and long-term cumulative trend," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(4), pages 953-998, October.
    135. Poledna, Sebastian & Bochmann, Olaf & Thurner, Stefan, 2017. "Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes," Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 230-246.
    136. Mosetti, Giancarlo & Jug, Giancarlo & Scalas, Enrico, 2007. "Power laws from randomly sampled continuous-time random walks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 375(1), pages 233-238.
    137. 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, Springer;Society for Computational Economics, vol. 30(3), pages 195-226, October.
    138. G. Fagiolo & C. Birchenhall & P. Windrum, 2007. "Empirical Validation in Agent-based Models: Introduction to the Special Issue," Computational Economics, Springer;Society for Computational Economics, vol. 30(3), pages 189-194, October.
    139. Corrado Di Guilmi, 2017. "The Agent†Based Approach To Post Keynesian Macro†Modeling," Journal of Economic Surveys, Wiley Blackwell, vol. 31(5), pages 1183-1203, December.
    140. Schoder, Christian, 2017. "Are Dynamic Stochastic Disequilibrium models Keynesian or neoclassical?," Structural Change and Economic Dynamics, Elsevier, vol. 40(C), pages 46-63.
    141. Paola D’Orazio & Marco Valente, 2018. "Do Financial Constraints Hamper Environmental Innovation Diffusion? An Agent-Based Approach," SPRU Working Paper Series 2018-10, SPRU - Science Policy Research Unit, University of Sussex Business School.
    142. Giovanni Dosi, 2022. "The Agenda for Evolutionary Economics: Results, Dead Ends, and Challenges Ahead," LEM Papers Series 2022/24, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    143. Paul Grauwe & Yuemei Ji, 2018. "Behavioural Economics is Useful Also in Macroeconomics: The Role of Animal Spirits," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 60(2), pages 203-216, June.
    144. Dan Farhat, 2012. "Artificial Neural Networks and Aggregate Consumption Patterns in New Zealand," Working Papers 1205, University of Otago, Department of Economics, revised Dec 2012.
    145. De Grauwe, Paul & Ji, Yuemei, 2017. "Structural Reforms and Monetary Policies in a Behavioural Macroeconomic Model," CEPR Discussion Papers 12336, C.E.P.R. Discussion Papers.
    146. Kuhla, Kilian & Willner, Sven N & Otto, Christian & Levermann, Anders, 2023. "Resilience of international trade to typhoon-related supply disruptions," Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
    147. Dessertaine, Théo & Moran, José & Benzaquen, Michael & Bouchaud, Jean-Philippe, 2022. "Out-of-equilibrium dynamics and excess volatility in firm networks," Journal of Economic Dynamics and Control, Elsevier, vol. 138(C).
    148. 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, vol. 344(1), pages 8-13.
    149. Nadja König & Ingrid Größl, 2014. "Catching up with the Joneses and Borrowing Constraints: An Agent-based Analysis of Household Debt," Macroeconomics and Finance Series 201404, University of Hamburg, Department of Socioeconomics.
    150. Paul De Grauwe, 2014. "Booms and Busts in Economic Activity: A Behavioral Explanation," World Scientific Book Chapters, in: Exchange Rates and Global Financial Policies, chapter 19, pages 521-556, World Scientific Publishing Co. Pte. Ltd..
    151. Dawid Herbert & Gemkow Simon & Harting Philipp & Kabus Kordian & Wersching Klaus & Neugart Michael, 2008. "Skills, Innovation, and Growth: An Agent-Based Policy Analysis," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 228(2-3), pages 251-275, April.
    152. Ermanno Catullo & Antonio Palestrini & Ruggero Grilli & Mauro Gallegati, 2018. "Early warning indicators and macro-prudential policies: a credit network agent based model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(1), pages 81-115, April.
    153. Paul De Grauwe, 2010. "Top-Down versus Bottom-Up Macroeconomics," CESifo Working Paper Series 3020, CESifo.
    154. Pasquale Cirillo & Mauro Gallegati, 2012. "The Empirical Validation of an Agent-based Model," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 38(4), pages 525-547.
    155. Hiroyasu Inoue, 2021. "Propagation of International Supply-Chain Disruptions between Firms in a Country," JRFM, MDPI, vol. 14(10), pages 1-14, October.
    156. Bernardo A. Furtado & Miguel A. Fuentes & Claudio J. Tessone, 2019. "Policy Modeling and Applications: State-of-the-Art and Perspectives," Complexity, Hindawi, vol. 2019, pages 1-11, February.
    157. Emiliano Brancaccio & Mauro Gallegati & Raffaele Giammetti, 2022. "Neoclassical influences in agent‐based literature: A systematic review," Journal of Economic Surveys, Wiley Blackwell, vol. 36(2), pages 350-385, April.
    158. Daiki Asanuma, 2013. "Lending attitude as a financial accelerator in a credit network economy," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(2), pages 231-247, October.
    159. 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, vol. 135(1), pages 14-23.
    160. Hosseiny, Ali, 2017. "A geometrical imaging of the real gap between economies of China and the United States," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 479(C), pages 151-161.
    161. Di Domenico, Lorenzo & Raberto, Marco & Safarzynska, Karolina, 2023. "Resource scarcity, circular economy and the energy rebound: A macro-evolutionary input-output model," Energy Economics, Elsevier, vol. 128(C).
    162. Alfarano, Simone & Milakovic, Mishael, 2008. "Does classical competition explain the statistical features of firm growth?," Economics Letters, Elsevier, vol. 101(3), pages 272-274, December.
    163. Matthew Oldham, 2019. "Understanding How Short-Termism and a Dynamic Investor Network Affects Investor Returns: An Agent-Based Perspective," Complexity, Hindawi, vol. 2019, pages 1-21, July.
    164. Yuemei Ji, 2023. "Shock Therapy in Transition Countries: A Behavioral Macroeconomic Approach," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 65(3), pages 483-510, September.
    165. Iori, G. & Porter, J., 2012. "Agent-Based Modelling for Financial Markets," Working Papers 12/08, Department of Economics, City University London.
    166. Antonio Palestrini, 2015. "Firm Size Distribution and the Survival Bias," Economics Bulletin, AccessEcon, vol. 35(3), pages 1630-1637.
    167. Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2011. "Debt deleveraging and business cycles: An agent-based perspective," Economics Discussion Papers 2011-31, Kiel Institute for the World Economy (IfW Kiel).
    168. Andrea Borsato, 2021. "Simple Matching Protocols for Agent-based Models," Working Papers of BETA 2021-35, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    169. Andrea Borsato, 2021. "An Agent-based Model for Secular Stagnation in the USA: Theory and Empirical Evidence," LEM Papers Series 2021/09, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    170. 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.
    171. 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.
    172. Gerard Weisbuch & Stefano Battiston, 2005. "Production networks and failure avalanches," Papers physics/0507101, arXiv.org.
    173. Halvarsson, Daniel, 2013. "Identifying High-Growth Firms," Ratio Working Papers 215, The Ratio Institute.
    174. Simone Berardi & Gabriele Tedeschi, 2016. "How banks’ strategies influence financial cycles: An approach to identifying micro behavior," Working Papers 2016/24, Economics Department, Universitat Jaume I, Castellón (Spain).
    175. Leopoldo S'anchez-Cant'u & Carlos Arturo Soto-Campos & Andriy Kryvko, 2016. "Evidence of Self-Organization in Time Series of Capital Markets," Papers 1604.03996, arXiv.org, revised Mar 2017.
    176. 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 1-8.
    177. 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, vol. 334(1), pages 267-273.
    178. Gabriele Tedeschi & Amin Mazloumian & Mauro Gallegati & Dirk Helbing, 2012. "Bankruptcy Cascades in Interbank Markets," PLOS ONE, Public Library of Science, vol. 7(12), pages 1-10, December.
    179. 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.
    180. Giovanni Dosi, 2023. "Why is economics the only discipline with so many curves going up and down? There is an alternative," LEM Papers Series 2023/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    181. Yeh, Kuo-chun, 2017. "Asset price targeting in an open economy with cognitive limitations: The best for macroeconomic and financial stability?," The North American Journal of Economics and Finance, Elsevier, vol. 39(C), pages 288-299.
    182. Mauro Napoletano & Andrea Roventini & Jean Luc Gaffard, 2015. "Toward a low carbon growth in Mexico : is a double dividend possible ? A dynamic general equilibrium assessment," Documents de Travail de l'OFCE 2015-25, Observatoire Francais des Conjonctures Economiques (OFCE).
    183. Gross, Marco, 2022. "Beautiful cycles: A theory and a model implying a curious role for interest," Economic Modelling, Elsevier, vol. 106(C).
    184. Paul De Grauwe & Yuemei Ji, 2017. "Analyzing Structural Reforms Using a Behavioral Macroeconomic Model," CESifo Working Paper Series 6518, CESifo.
    185. Torsten Heinrich, 2018. "A Discontinuity Model of Technological Change: Catastrophe Theory and Network Structure," Computational Economics, Springer;Society for Computational Economics, vol. 51(3), pages 407-425, March.
    186. Di Guilmi, C. & Gallegati, M. & Landini, S. & Stiglitz, J.E., 2020. "An analytical solution for network models with heterogeneous and interacting agents," Journal of Economic Behavior & Organization, Elsevier, vol. 171(C), pages 189-220.
    187. 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.
    188. Maziarz Mariusz, 2019. "A disequilibrium mechanism: When managerial decisions cause macroeconomic instability," Economics and Business Review, Sciendo, vol. 5(1), pages 79-92, March.

  116. Gatti, Domenico Delli & Gallegati, Marco & Gallegati, Mauro, 2005. "On the nature and causes of business fluctuations in Italy, 1861-2000," Explorations in Economic History, Elsevier, vol. 42(1), pages 81-100, January.

    Cited by:

    1. Bartoletto, Silvana & Chiarini, Bruno & Marzano, Elisabetta & Piselli, Paolo, 2019. "Business cycles, credit cycles, and asymmetric effects of credit fluctuations: Evidence from Italy for the period of 1861–2013," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
    2. Sella, Lisa & Marchionatti, Roberto & Cassata, Francesco, 2010. "Economic Growth and Cycles in Italy, 1881-1913 Luigi Einaudi’s Interpretation Revisited," CESMEP Working Papers 201005, University of Turin.
    3. Almeida, Pedro Cameira de & Fuinhas, José Alberto & Marques, António Cardoso, 2011. "A assimetria dos ciclos económicos: Evidência internacional usando o teste triples [The asymmetry of business cycles: International evidence using triples test]," MPRA Paper 35208, University Library of Munich, Germany.

  117. Clementi, F. & Gallegati, M., 2005. "Power law tails in the Italian personal income distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 350(2), pages 427-438.
    See citations under working paper version above.
  118. 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., vol. 1(01), pages 109-128.

    Cited by:

    1. Giri, Federico & Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2016. "Monetary policy and large crises in a financial accelerator agent-based model," FinMaP-Working Papers 65, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.

  119. 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., vol. 7(02), pages 223-240.

    Cited by:

    1. Matteo Richiardi, 2006. "Toward a Non-Equilibrium Unemployment Theory," Computational Economics, Springer;Society for Computational Economics, vol. 28(4), pages 421-446, November.
    2. Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2020. "Business fluctuations in a behavioral switching model: Gridlock effects and credit crunch phenomena in financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 114(C).
    3. Irina Bashkirtseva & Alexander Pisarchik & Lev Ryashko & Tatyana Ryazanova, 2016. "Excitability And Complex Mixed-Mode Oscillations In Stochastic Business Cycle Model," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 19(01n02), pages 1-16, February.

  120. Fujiwara, Yoshi & Di Guilmi, Corrado & Aoyama, Hideaki & Gallegati, Mauro & Souma, Wataru, 2004. "Do Pareto–Zipf and Gibrat laws hold true? An analysis with European firms," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 335(1), pages 197-216.
    See citations under working paper version above.
  121. 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, vol. 344(1), pages 8-13.

    Cited by:

    1. 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, vol. 11(S1), pages 62-79, November.
    2. Corrado DI GUILMI, 2008. "Financial Determinants of Firms Profitability: A Hazard Function Investigation," Working Papers 315, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    3. 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.
    4. Wright, Ian, 2008. "Implicit Microfoundations for Macroeconomics," Economics Discussion Papers 2008-41, Kiel Institute for the World Economy (IfW Kiel).
    5. Michael I.C. Nwogugu, 2019. "Complex Systems, Multi-Sided Incentives and Risk Perception in Companies," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-137-44704-3, September.
    6. Pierpaolo Andriani & Bill McKelvey, 2007. "Beyond Gaussian averages: redirecting international business and management research toward extreme events and power laws," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 38(7), pages 1212-1230, December.

  122. Bischi, Gian Italo & Gatti, Domenico Delli & Gallegati, Mauro, 2004. "Financial conditions, strategic interaction and complex dynamics: a game-theoretic model of financially driven fluctuations," Journal of Economic Behavior & Organization, Elsevier, vol. 53(2), pages 145-171, February.

    Cited by:

    1. Holly, S. & Santoro, E., 2008. "Financial Fragility, Heterogeneous Firms and the Cross Section of the Business Cycle," Cambridge Working Papers in Economics 0846, Faculty of Economics, University of Cambridge.

  123. Fujiwara, Yoshi & Aoyama, Hideaki & Di Guilmi, Corrado & Souma, Wataru & Gallegati, Mauro, 2004. "Gibrat and Pareto–Zipf revisited with European firms," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 344(1), pages 112-116.

    Cited by:

    1. Cirillo, Pasquale & Hüsler, Jürg, 2009. "On the upper tail of Italian firms’ size distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(8), pages 1546-1554.
    2. Ikeda, Yuichi & Aoyama, Hideaki & Iyetomi, Hiroshi & Fujiwara, Yoshi & Souma, Wataru & Kaizoji, Taisei, 2007. "Response of firm agent network to exogenous shock," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(1), pages 138-148.
    3. Kočišová, J. & Horváth, D. & Brutovský, B., 2009. "The efficiency of individual optimization in the conditions of competitive growth," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(17), pages 3585-3592.
    4. Kuscsik, Zoltán & Horváth, Denis & Gmitra, Martin, 2007. "The critical properties of the agent-based model with environmental–economic interactions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 379(1), pages 199-206.
    5. Guo, Jinzhong & Xu, Qi & Chen, Qinghua & Wang, Yougui, 2013. "Firm size distribution and mobility of the top 500 firms in China, the United States and the world," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(13), pages 2903-2914.
    6. Ishikawa, Atushi, 2006. "Pareto index induced from the scale of companies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 363(2), pages 367-376.
    7. Julian di Giovanni & Andrei A. Levchenko, 2009. "Firm Entry, Trade, and Welfare in Zipf's World," Working Papers 591, Research Seminar in International Economics, University of Michigan.
    8. Wang Dahui & Zhou Li & Di Zengru, 2005. "Bipartite Producer-Consumer Networks and the Size Distribution of Firms," Papers physics/0507163, arXiv.org.
    9. Beare, Brendan K & Toda, Alexis Akira, 2020. "On the emergence of a power law in the distribution of COVID-19 cases," University of California at San Diego, Economics Working Paper Series qt9k5027d0, Department of Economics, UC San Diego.
    10. Sun, Churen & Zhang, Tao, 2012. "Export, Productivity Pattern, and Firm Size Distribution," MPRA Paper 36742, University Library of Munich, Germany.
    11. Ishikawa, Atushi, 2006. "Annual change of Pareto index dynamically deduced from the law of detailed quasi-balance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 371(2), pages 525-535.
    12. Ma, Qi & Chen, Yongwang & Tong, Hui & Di, Zengru, 2008. "Production, depreciation and the size distribution of firms," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(13), pages 3209-3217.
    13. Ishikawa, Atushi, 2006. "Derivation of the distribution from extended Gibrat's law," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 367(C), pages 425-434.
    14. Kang, Sang Hoon & Jiang, Zhuhua & Cheong, Chongcheul & Yoon, Seong-Min, 2011. "Changes of firm size distribution: The case of Korea," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(2), pages 319-327.
    15. Misako Takayasu & Hayafumi Watanabe & Hideki Takayasu, 2013. "Generalised central limit theorems for growth rate distribution of complex systems," Papers 1301.2728, arXiv.org, revised Jan 2014.
    16. Hideaki Aoyama & Yoshi Fujiwara & Yuichi Ikeda & Hiroshi Iyetomi & Wataru Souma, 2010. "Econophysics on Real Economy -The First Decade of the Kyoto Econophysics Group-," Papers 1006.5587, arXiv.org, revised Jul 2010.
    17. Junho Na & Jeong-dong Lee & Chulwoo Baek, 2017. "Is the service sector different in size heterogeneity?," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(1), pages 95-120, April.
    18. A. Saichev & Y. Malevergne & D. Sornette, 2008. "Theory of Zipf's Law and of General Power Law Distributions with Gibrat's law of Proportional Growth," Papers 0808.1828, arXiv.org.

  124. 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, vol. 334(1), pages 267-273.

    Cited by:

    1. 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.
    2. Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2012. "Income Distribution, Credit and Fiscal Policies in an Agent-Based Keynesian Model," EconomiX Working Papers 2012-5, University of Paris Nanterre, EconomiX.
    3. Bridget Rosewell & Paul Ormerod, 2004. "How much can firms know?," Computing in Economics and Finance 2004 44, Society for Computational Economics.
    4. 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.
    5. Wang Dahui & Zhou Li & Di Zengru, 2005. "Bipartite Producer-Consumer Networks and the Size Distribution of Firms," Papers physics/0507163, arXiv.org.
    6. Ormerod, Paul, 2015. "The economics of radical uncertainty," Economics Discussion Papers 2015-40, Kiel Institute for the World Economy (IfW Kiel).
    7. Ma, Qi & Chen, Yongwang & Tong, Hui & Di, Zengru, 2008. "Production, depreciation and the size distribution of firms," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(13), pages 3209-3217.
    8. Dahui, Wang & Li, Zhou & Zengru, Di, 2006. "Bipartite producer–consumer networks and the size distribution of firms," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 363(2), pages 359-366.
    9. Gao, Baojun & Chan, Wai Kin (Victor) & Li, Hongyi, 2015. "On the increasing inequality in size distribution of China's listed companies," China Economic Review, Elsevier, vol. 36(C), pages 25-41.
    10. Junho Na & Jeong-dong Lee & Chulwoo Baek, 2017. "Is the service sector different in size heterogeneity?," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(1), pages 95-120, April.
    11. 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.

  125. Marco Gallegati & Mauro Gallegati & Wolfgang Polasek, 2004. "Business Cycle Fluctuations in Mediterranean Countries (1960-2000)," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 40(6), pages 28-47, November.

    Cited by:

    1. Chakrabarti, Anindya S., 2016. "Stochastic Lotka–Volterra equations: A model of lagged diffusion of technology in an interconnected world," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 442(C), pages 214-223.
    2. Chakrabarti, Anindya S., 2015. "Stochastic Lotka-Volterra equations: A model of lagged diffusion of technology in an interconnected world," IIMA Working Papers WP2015-08-05, Indian Institute of Management Ahmedabad, Research and Publication Department.
    3. Dionysios K. Solomos & Dimitrios N. Koumparoulis, 2013. "Financial Sector and Business Cycles Determinants in the EMU: An Empirical Approach (1996-2011)," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 34-58.
    4. Almeida, Pedro Cameira de & Fuinhas, José Alberto & Marques, António Cardoso, 2011. "A assimetria dos ciclos económicos: Evidência internacional usando o teste triples [The asymmetry of business cycles: International evidence using triples test]," MPRA Paper 35208, University Library of Munich, Germany.
    5. Solomos, Dionysios & Papageorgiou, Theofanis & Koumparoulis, Dimitrios, 2012. "Financial Sector and Business Cycles Determinants in the EMU context: An Empirical Approach (1996-2011)," MPRA Paper 43858, University Library of Munich, Germany.

  126. Di Guilmi, Corrado & Gaffeo, Edoardo & Gallegati, Mauro, 2004. "Empirical results on the size distribution of business cycle phases," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 333(C), pages 325-334.

    Cited by:

    1. 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, vol. 11(S1), pages 62-79, November.
    2. Edgardo Bucciarelli & Marcello Silvestri, 2013. "Hyman P. Minsky's unorthodox approach: recent advances in simulation techniques to develop his theoretical assumptions," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 36(2), pages 299-324.
    3. Ruggero GRILLI & Gabriele TEDESCHI & Mauro GALLEGATI, 2012. "Markets connectivity and financial contagion," Working Papers 382, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    4. Neveu, Andre R., 2013. "Fiscal policy and business cycle characteristics in a heterogeneous agent macro model," Journal of Economic Behavior & Organization, Elsevier, vol. 92(C), pages 224-240.
    5. Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2020. "Business fluctuations in a behavioral switching model: Gridlock effects and credit crunch phenomena in financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 114(C).
    6. Funashima, Yoshito, 2016. "Governmentally amplified output volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 469-478.
    7. Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2014. "Bank interlinkages and macroeconomic stability," International Review of Economics & Finance, Elsevier, vol. 34(C), pages 72-88.
    8. Campolieti, Michele, 2019. "The durations of recession and prosperity: What distribution do they follow?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).
    9. Gatti, Domenico Delli & Guilmi, Corrado Di & Gaffeo, Edoardo & Giulioni, Gianfranco & Gallegati, Mauro & Palestrini, Antonio, 2005. "A new approach to business fluctuations: heterogeneous interacting agents, scaling laws and financial fragility," Journal of Economic Behavior & Organization, Elsevier, vol. 56(4), pages 489-512, April.
    10. 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, vol. 334(1), pages 267-273.
    11. Fabio Clementi & Marco Gallegati & Mauro Gallegati, 2015. "Growth and Cycles of the Italian Economy Since 1861: The New Evidence," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 1(1), pages 25-59, March.

  127. Carl Chiarella & Mauro Gallegati & Roberto Leombruni & Antonio Palestrini, 2003. "Asset Price Dynamics among Heterogeneous Interacting Agents," Computational Economics, Springer;Society for Computational Economics, vol. 22(2), pages 213-223, October.
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  128. Gallegati, M. & Gardini, L. & Puu, T. & Sushko, I., 2003. "Hicks’ trade cycle revisited: cycles and bifurcations," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 63(6), pages 505-527.

    Cited by:

    1. Tramontana, Fabio & Gardini, Laura & Puu, Tönu, 2009. "Cournot duopoly when the competitors operate multiple production plants," Journal of Economic Dynamics and Control, Elsevier, vol. 33(1), pages 250-265, January.
    2. Zhusubaliyev, Zhanybai T. & Soukhoterin, Evgeniy & Mosekilde, Erik, 2007. "Quasiperiodicity and torus breakdown in a power electronic dc/dc converter," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 73(6), pages 364-377.
    3. Puu, Tonu & Gardini, Laura & Sushko, Irina, 2005. "A Hicksian multiplier-accelerator model with floor determined by capital stock," Journal of Economic Behavior & Organization, Elsevier, vol. 56(3), pages 331-348, March.

  129. Corrado Di Guilmi & Mauro Gallegati & Edoardo Gaffeo, 2003. "Power Law Scaling in the World Income Distribution," Economics Bulletin, AccessEcon, vol. 15(6), pages 1-7.

    Cited by:

    1. Diego Garlaschelli & Maria I. Loffredo, 2007. "Effects of network topology on wealth distributions," Papers 0711.4710, arXiv.org, revised Jan 2008.
    2. 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, vol. 67(3-4), pages 947-964, September.
    3. González-Val, Rafael & Sanso-Navarro, Marcos, 2008. "Gibrat’s law for countries," MPRA Paper 9733, University Library of Munich, Germany.
    4. Hernández-Ramírez, E. & del Castillo-Mussot, M. & Hernández-Casildo, J., 2021. "World per capita gross domestic product measured nominally and across countries with purchasing power parity: Stretched exponential or Boltzmann–Gibbs distribution?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 568(C).
    5. Biggiero, Lucio & Angelini, Pier Paolo, 2015. "Hunting scale-free properties in R&D collaboration networks: Self-organization, power-law and policy issues in the European aerospace research area," Technological Forecasting and Social Change, Elsevier, vol. 94(C), pages 21-43.
    6. Roki Iwahashi & Tomohiro Machikita, 2004. "A new empirical regularity in world income distribution dynamics, 1960-2001," Economics Bulletin, AccessEcon, vol. 6(19), pages 1-15.
    7. D. Garlaschelli & T. Di Matteo & T. Aste & G. Caldarelli & M. I. Loffredo, 2007. "Interplay between topology and dynamics in the World Trade Web," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 57(2), pages 159-164, May.
    8. Pasquale Cirillo & Carlo Bianchi & Mauro Gallegati & Pietro Vagliasindi, 2006. "Validating and Calibrating Agent-based Models: a Case Study," Computing in Economics and Finance 2006 277, Society for Computational Economics.
    9. Alexander M. Petersen & Boris Podobnik & Davor Horvatic & H. Eugene Stanley, 2010. "Scale invariant properties of public debt growth," Papers 1002.2491, arXiv.org.
    10. Tomson Ogwang, 2011. "Power laws in top wealth distributions: evidence from Canada," Empirical Economics, Springer, vol. 41(2), pages 473-486, October.
    11. G. Fagiolo & M. Napoletano & A. Roventini, 2007. "How do output growth-rate distributions look like? Some cross-country, time-series evidence," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 57(2), pages 205-211, May.
    12. Andrea Monaco & Matteo Ghio & Adamaria Perrotta, 2024. "Wealth dynamics in a multi-aggregate closed monetary system," Papers 2401.09871, arXiv.org.
    13. Fix, Blair, 2021. "Redistributing Income Through Hierarchy," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue 98, pages 58-86.
    14. Jia Shao & Plamen Ch. Ivanov & Boris Podobnik & H. Eugene Stanley, 2007. "Quantitative relations between corruption and economic factors," Papers 0705.0161, arXiv.org.
    15. Pasquale Cirillo & Mauro Gallegati, 2012. "The Empirical Validation of an Agent-based Model," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 38(4), pages 525-547.
    16. Podobnik, Boris & Dabić, Marina & Wild, Dorian & Di Matteo, Tiziana, 2023. "The impact of STEM on the growth of wealth at varying scales, ranging from individuals to firms and countries: The performance of STEM firms during the pandemic across different markets," Technology in Society, Elsevier, vol. 72(C).
    17. Shana M. Sundstrom & David G. Angeler & Ahjond S. Garmestani & Jorge H. García & Craig R. Allen, 2014. "Transdisciplinary Application of Cross-Scale Resilience," Sustainability, MDPI, vol. 6(10), pages 1-24, October.
    18. Anirban Ghatak & Sudarshan Iyengar, 2014. "Corruption Breeds Corruption," Studies in Microeconomics, , vol. 2(1), pages 121-132, June.
    19. Davide Provenzano, 2017. "On the World Distribution of Income," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 63(1), pages 189-196, March.
    20. Blair Fix, 2018. "Hierarchy and the power-law income distribution tail," Journal of Computational Social Science, Springer, vol. 1(2), pages 471-491, September.
    21. D'Orazio, Paola, 2019. "Income inequality, consumer debt, and prudential regulation: An agent-based approach to study the emergence of crises and financial instability," Economic Modelling, Elsevier, vol. 82(C), pages 308-331.

  130. Gaffeo, Edoardo & Gallegati, Mauro & Palestrini, Antonio, 2003. "On the size distribution of firms: additional evidence from the G7 countries," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 324(1), pages 117-123.

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    1. Thomas Brenner & Matthias Duschl, 2014. "Modelling Firm and Market Dynamics - A Flexible Model Reproducing Existing Stylized Facts," Working Papers on Innovation and Space 2014-07, Philipps University Marburg, Department of Geography.
    2. Petra Štamfestová & Lukáš Sobíšek & Jiří Hnilica, 2023. "Firm Size Distribution in the Central European Context," Central European Business Review, Prague University of Economics and Business, vol. 2023(5), pages 151-175.
    3. 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).
    4. Torsten Heinrich & Jangho Yang & Shuanping Dai, 2020. "Growth, development, and structural change at the firmlevel: The example of the PR China," Chemnitz Economic Papers 040, Department of Economics, Chemnitz University of Technology.
    5. Pedro Gil & Fernanda Figueiredo, 2013. "Firm size distribution under horizontal and vertical innovation," Journal of Evolutionary Economics, Springer, vol. 23(1), pages 129-161, January.
    6. Damdinsuren, Erdenebulgan & Zaharieva, Anna, 2018. "Expectation Formation and Learning in the Labour Market with On-the-Job Search and Nash Bargaining," Center for Mathematical Economics Working Papers 604, Center for Mathematical Economics, Bielefeld University.
    7. Lyócsa, Štefan & Výrost, Tomáš, 2018. "Scale-free distribution of firm-size distribution in emerging economies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 508(C), pages 501-505.
    8. Hernan Mondani & Petter Holme & Fredrik Liljeros, 2014. "Fat-Tailed Fluctuations in the Size of Organizations: The Role of Social Influence," PLOS ONE, Public Library of Science, vol. 9(7), pages 1-9, July.
    9. Blair Fix, 2022. "Economic development and the death of the free market," Evolutionary and Institutional Economics Review, Springer, vol. 19(1), pages 1-46, April.
    10. 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, vol. 11(S1), pages 62-79, November.
    11. D’Orazio, Paola & Valente, Marco, 2019. "The role of finance in environmental innovation diffusion: An evolutionary modeling approach," Journal of Economic Behavior & Organization, Elsevier, vol. 162(C), pages 417-439.
    12. Mohammad Bahrami & Narges Chinichian & Ali Hosseiny & Gholamreza Jafari & Marcel Ausloos, 2019. "Optimization of the post-crisis recovery plans in scale-free networks," Papers 1904.10625, arXiv.org, revised Oct 2019.
    13. Stefania VITALI & Gabriele TEDESCHI, 2011. "The impact of classes of innovators on Technology, Financial Fragility and Economic Growth," Working Papers 370, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    14. Cerqueti, Roy & Lupi, Claudio & Pietrovito, Filomena & Pozzolo, Alberto Franco, 2022. "Rank–size distributions for banks: A cross-country analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 585(C).
    15. Thomas Brenner & Matthias Duschl, 2018. "Modeling Firm and Market Dynamics: A Flexible Model Reproducing Existing Stylized Facts on Firm Growth," Computational Economics, Springer;Society for Computational Economics, vol. 52(3), pages 745-772, October.
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    17. Wenzhi Zheng & Yuting Lou & Yu Chen, 2019. "On the Unsustainable Macroeconomy with Increasing Inequality of Firms Induced by Excessive Liquidity," Sustainability, MDPI, vol. 11(11), pages 1-22, May.
    18. Jakob Grazzini & Domenico Massaro, 2016. "Dispersed Information and the Origins of Aggregate Fluctuations," CESifo Working Paper Series 5957, CESifo.
    19. Montebruno, Piero & Bennett, Robert J. & van Lieshout, Carry & Smith, Harry, 2019. "A tale of two tails: Do Power Law and Lognormal models fit firm-size distributions in the mid-Victorian era?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 858-875.
    20. Chiarella, Carl & Di Guilmi, Corrado, 2011. "The financial instability hypothesis: A stochastic microfoundation framework," Journal of Economic Dynamics and Control, Elsevier, vol. 35(8), pages 1151-1171, August.
    21. Emiliano Santoro, 2006. "Macroeconomic fluctuations and the firms' rate of growth distribution: evidence from UK and US quoted companies," Department of Economics Working Papers 0606, Department of Economics, University of Trento, Italia.
    22. Geoff Willis, 2011. "Why Money Trickles Up - Wealth & Income Distributions," Papers 1105.2122, arXiv.org, revised May 2011.
    23. Gallegati, M. & Palestrini, A., 2010. "The complex behavior of firms' size dynamics," Journal of Economic Behavior & Organization, Elsevier, vol. 75(1), pages 69-76, July.
    24. Blair Fix, 2019. "Energy, hierarchy and the origin of inequality," PLOS ONE, Public Library of Science, vol. 14(4), pages 1-32, April.
    25. Mauro Gallegati & Gianfranco Giulioni, 2003. "Complex Dynamics and Financial Fragility in an Agent Based Model," Computing in Economics and Finance 2003 86, Society for Computational Economics.
    26. Guo, Jinzhong & Xu, Qi & Chen, Qinghua & Wang, Yougui, 2013. "Firm size distribution and mobility of the top 500 firms in China, the United States and the world," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(13), pages 2903-2914.
    27. Wang, Yuanjun & You, Shibing, 2016. "An alternative method for modeling the size distribution of top wealth," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 457(C), pages 443-453.
    28. Alex Coad, 2010. "The Exponential Age Distribution and the Pareto Firm Size Distribution," Journal of Industry, Competition and Trade, Springer, vol. 10(3), pages 389-395, September.
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    30. Heinrich, Torsten, 2016. "The Narrow and the Broad Approach to Evolutionary Modeling in Economics," MPRA Paper 75797, University Library of Munich, Germany.
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    32. John Stachurski, 2019. "Firm Entry and Exit with Unbounded Productivity Growth," Papers 1910.14023, arXiv.org, revised Feb 2024.
    33. 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.
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    36. Andreas Hefti & Julia Lareida, 2021. "Competitive attention, Superstars and the Long Tail," ECON - Working Papers 383, Department of Economics - University of Zurich.
    37. 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.
    38. Wright, Ian, 2008. "Implicit Microfoundations for Macroeconomics," Economics Discussion Papers 2008-41, Kiel Institute for the World Economy (IfW Kiel).
    39. Matteo Richiardi, 2006. "Toward a Non-Equilibrium Unemployment Theory," Computational Economics, Springer;Society for Computational Economics, vol. 28(4), pages 421-446, November.
    40. Pascoal, Rui & Augusto, Mário & Monteiro, A.M., 2016. "Size distribution of Portuguese firms between 2006 and 2012," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 458(C), pages 342-355.
    41. Murat ATAN & Emre BOZDAĞ, 2011. "Avrupa Karbonatlı İçecekler Piyasasında Firma Büyüklüğü Ve Büyüklük Genişleme Oranı İlişkisi," Ekonomik Yaklasim, Ekonomik Yaklasim Association, vol. 22(80), pages 19-38.
    42. Fujimoto, S. & Ishikawa, A. & Mizuno, T. & Watanabe, T. & 渡辺, 努 & ワタナベ, ツトム, 2011. "A New Method for Measuring Tail Exponents of Firm Size Distributions," Working Paper Series 7, Center for Interfirm Network, Institute of Economic Research, Hitotsubashi University.
    43. Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2020. "Business fluctuations in a behavioral switching model: Gridlock effects and credit crunch phenomena in financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 114(C).
    44. Vidal-Tomás, David & Ruiz-Buforn, Aba & Blanco-Arroyo, Omar & Alfarano, Simone, 2020. "A cross-sectional analysis of growth and profit rate distribution: the Spanish case," MPRA Paper 102065, University Library of Munich, Germany.
    45. Ciola, Emanuele & Turco, Enrico & Gurgone, Andrea & Bazzana, Davide & Vergalli, Sergio & Menoncin, Francesco, 2023. "Enter the MATRIX model:a Multi-Agent model for Transition Risks with application to energy shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
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    47. Carl Chiarella & Corrado Di Guilmi, 2013. "Monetary Policy and Debt Deflation: Some Computational Experiments," CAMA Working Papers 2013-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    48. Fix, Blair, 2019. "Energy, Hierarchy and the Origin of Inequality," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 14(4, April), pages 1-32.
    49. Fix, Blair, 2019. "How the rich are different: Hierarchical power as the basis of income and class," Working Papers on Capital as Power 2019/02, Capital As Power - Toward a New Cosmology of Capitalism.
    50. Pierpaolo Andriani & Bill McKelvey, 2009. "Perspective ---From Gaussian to Paretian Thinking: Causes and Implications of Power Laws in Organizations," Organization Science, INFORMS, vol. 20(6), pages 1053-1071, December.
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    61. Andrew T. Balthrop, 2021. "Gibrat’s law in the trucking industry," Empirical Economics, Springer, vol. 61(1), pages 339-354, July.
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    63. Hernández-Pérez, R. & Angulo-Brown, F. & Tun, Dionisio, 2006. "Company size distribution for developing countries," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 359(C), pages 607-618.
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    87. Corrado Di Guilmi & Mauro Gallegati & Edoardo Gaffeo, 2003. "Power Law Scaling in the World Income Distribution," Economics Bulletin, AccessEcon, vol. 15(6), pages 1-7.
    88. Fix, Blair, 2018. "The growth of US top income inequality: A hierarchical redistribution hypothesis," Working Papers on Capital as Power 2018/05, Capital As Power - Toward a New Cosmology of Capitalism.
    89. A. Saichev & Y. Malevergne & D. Sornette, 2008. "Theory of Zipf's Law and of General Power Law Distributions with Gibrat's law of Proportional Growth," Papers 0808.1828, arXiv.org.
    90. Elsa de Morais Sarmento & Alcina Nunes, 2012. "The Dynamics of Employer Entreprise Creation in Portugal Over the Last Two Decades: A Firm Size, Regional and Sectoral Perspective," Notas Económicas, Faculty of Economics, University of Coimbra, issue 36, pages 6-22, December.
    91. Zhang, Qi, 2017. "The Balassa–Samuelson relationship: services, manufacturing and product quality," LSE Research Online Documents on Economics 68705, London School of Economics and Political Science, LSE Library.
    92. Ji, Guseon & Dai, Bingcun & Park, Sung-Pil & Ahn, Kwangwon, 2020. "The origin of collective phenomena in firm sizes," Chaos, Solitons & Fractals, Elsevier, vol. 136(C).

  131. Gaffeo, Edoardo & Gallegati, Mauro & Giulioni, Gianfranco & Palestrini, Antonio, 2003. "Power laws and macroeconomic fluctuations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 324(1), pages 408-416.

    Cited by:

    1. Edgardo Bucciarelli & Marcello Silvestri, 2013. "Hyman P. Minsky's unorthodox approach: recent advances in simulation techniques to develop his theoretical assumptions," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 36(2), pages 299-324.
    2. Mauro Gallegati & Gianfranco Giulioni, 2003. "Complex Dynamics and Financial Fragility in an Agent Based Model," Computing in Economics and Finance 2003 86, Society for Computational Economics.
    3. Di Guilmi, Corrado & Gaffeo, Edoardo & Gallegati, Mauro, 2004. "Empirical results on the size distribution of business cycle phases," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 333(C), pages 325-334.
    4. Neveu, Andre R., 2013. "Fiscal policy and business cycle characteristics in a heterogeneous agent macro model," Journal of Economic Behavior & Organization, Elsevier, vol. 92(C), pages 224-240.
    5. Campolieti, Michele, 2019. "The durations of recession and prosperity: What distribution do they follow?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).
    6. 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, vol. 344(1), pages 8-13.
    7. 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, vol. 334(1), pages 267-273.
    8. Paul Ormerod & Amy Heineike, 2009. "Global recessions as a cascade phenomenon with interacting agents," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 4(1), pages 15-26, June.
    9. Michał Brzeziński, 2013. "Robust estimation of the Pareto index: A Monte Carlo Analysis," Working Papers 2013-32, Faculty of Economic Sciences, University of Warsaw.
    10. Fabio Clementi & Marco Gallegati & Mauro Gallegati, 2015. "Growth and Cycles of the Italian Economy Since 1861: The New Evidence," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 1(1), pages 25-59, March.

  132. Delli Gatti, Domenico & Gallegati, Mauro & Giulioni, Gianfranco & Palestrini, Antonio, 2003. "Financial fragility, patterns of firms' entry and exit and aggregate dynamics," Journal of Economic Behavior & Organization, Elsevier, vol. 51(1), pages 79-97, May.
    See citations under working paper version above.
  133. Mauro Gallegati & Gianfranco Giulioni & Nozomi Kichiji, 2003. "Complex Dynamics And Financial Fragility In An Agent-Based Model," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 6(03), pages 267-282.
    See citations under working paper version above.
  134. Stanca, Luca & Gallegati, Mauro, 1999. "The Dynamic Relation between Financial Positions and Investment: Evidence from Company Account Data," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 8(3), pages 551-572, September.

    Cited by:

    1. Lips, Johannes, 2018. "Debt and the Oil Industry - Analysis on the Firm and Production Level," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181504, Verein für Socialpolitik / German Economic Association.
    2. Domenico Delli Gatti, Mauro Gallegati, Gianfranco Giulioni, Antonio Palestrini, -DISCUSSANT: Thomas Brenner, 2000. "Financial Fragility, Patterns Of Firms' Entry And Exit And Aggregate Dynamics," Computing in Economics and Finance 2000 282, Society for Computational Economics.
    3. Stefania VITALI & Gabriele TEDESCHI, 2011. "The impact of classes of innovators on Technology, Financial Fragility and Economic Growth," Working Papers 370, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    4. Daniel BELINGHER, 2015. "A PVAR MODEL BUILT ON THE RICARDIAN APPROACH TO DEFICITS IN CENTRAL AND EASTERN EUROPE Abstract : In the current times, the issue of the deficits became very problematic for the economists, as well as," EcoForum, "Stefan cel Mare" University of Suceava, Romania, Faculty of Economics and Public Administration - Economy, Business Administration and Tourism Department., vol. 4(Special I), pages 1-41, august.
    5. Ruggero GRILLI & Gabriele TEDESCHI & Mauro GALLEGATI, 2012. "Markets connectivity and financial contagion," Working Papers 382, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    6. Tuomas A. Peltonen & Ricardo M. Sousa & Isabel S. Vansteenkiste, 2011. "Fundamentals, Financial Factors, and the Dynamics of Investment in Emerging Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 47(0), pages 88-105, May.
    7. Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2020. "Business fluctuations in a behavioral switching model: Gridlock effects and credit crunch phenomena in financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 114(C).
    8. Alexander Coad, 2007. "Disentangling the firm growth process: evidence from a recursive panel VAR," Papers on Economics and Evolution 2007-15, Philipps University Marburg, Department of Geography.
    9. Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2014. "Bank interlinkages and macroeconomic stability," International Review of Economics & Finance, Elsevier, vol. 34(C), pages 72-88.
    10. Love, Inessa & Zicchino, Lea, 2002. "Financial development and dynamic investment behavior : evidence from panel vector autoregression," Policy Research Working Paper Series 2913, The World Bank.
    11. Love, Inessa & Zicchino, Lea, 2006. "Financial development and dynamic investment behavior: Evidence from panel VAR," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(2), pages 190-210, May.
    12. Gabriele Tedeschi & Amin Mazloumian & Mauro Gallegati & Dirk Helbing, 2012. "Bankruptcy Cascades in Interbank Markets," PLOS ONE, Public Library of Science, vol. 7(12), pages 1-10, December.
    13. Mark Anderson & Soonchul Hyun & Hussein Warsame, 2024. "Corporate social responsibility, earnings management and firm performance: evidence from panel VAR estimation," Review of Quantitative Finance and Accounting, Springer, vol. 62(1), pages 341-364, January.

  135. G.‐I. Bischi & M. Gallegati & A. Naimzada, 1999. "Symmetry‐breaking bifurcations and representativefirm in dynamic duopoly games," Annals of Operations Research, Springer, vol. 89(0), pages 252-271, January.

    Cited by:

    1. Nora Grisáková & Peter Štetka, 2022. "Cournot’s Oligopoly Equilibrium under Different Expectations and Differentiated Production," Games, MDPI, vol. 13(6), pages 1-17, December.
    2. Fanti, Luciano & Gori, Luca, 2011. "The dynamics of a Bertrand duopoly with differentiated products and bounded rational firms revisited," MPRA Paper 33268, University Library of Munich, Germany.
    3. Ahmad Naimzada & Marina Pireddu, 2021. "Differentiated goods in a dynamic Cournot duopoly with emission charges on outputs," Working Papers 471, University of Milano-Bicocca, Department of Economics.
    4. Cerboni Baiardi, Lorenzo & Naimzada, Ahmad K., 2018. "An oligopoly model with best response and imitation rules," Applied Mathematics and Computation, Elsevier, vol. 336(C), pages 193-205.
    5. Lorenzo Cerboni Baiardi & Ahmad K. Naimzada, 2018. "An evolutionary model with best response and imitative rules," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 41(2), pages 313-333, November.
    6. Xie, Lei & Hou, Pengwen & Han, Hongshuai, 2021. "Implications of government subsidy on the vaccine product R&D when the buyer is risk averse," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 146(C).
    7. Agiza, H.N. & Elsadany, A.A., 2003. "Nonlinear dynamics in the Cournot duopoly game with heterogeneous players," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 320(C), pages 512-524.
    8. Askar, S.S. & Elettreby, M.F., 2017. "The impact of cost uncertainty on Cournot oligopoly games," Applied Mathematics and Computation, Elsevier, vol. 312(C), pages 169-176.
    9. Luciano Fanti & Luca Gori, 2011. "Stability analysis in a Bertrand duopoly with different product quality and heterogeneous expectations," Discussion Papers 2011/122, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
    10. Naimzada, Ahmad Kabir & Raimondo, Roberto, 2018. "Chaotic congestion games," Applied Mathematics and Computation, Elsevier, vol. 321(C), pages 333-348.
    11. Antoci, Angelo & Naimzada, Ahmad & Sodini, Mauro, 2009. "Strategic interactions and heterogeneity in a overlapping generations model with negative environmental externalities," MPRA Paper 18221, University Library of Munich, Germany.
    12. Fanti, Luciano & Gori, Luca & Sodini, Mauro, 2012. "Nonlinear dynamics in a Cournot duopoly with relative profit delegation," Chaos, Solitons & Fractals, Elsevier, vol. 45(12), pages 1469-1478.
    13. Zhang, Ming & Wang, Guanghui & Xu, Jin & Qu, Cunquan, 2020. "Dynamic contest model with bounded rationality," Applied Mathematics and Computation, Elsevier, vol. 370(C).
    14. Sameh S Askar & Abdulrahman Al-Khedhairi, 2020. "Local and Global Dynamics of a Constraint Profit Maximization for Bischi–Naimzada Competition Duopoly Game," Mathematics, MDPI, vol. 8(9), pages 1-16, August.
    15. Tomasz Dubiel-Teleszyński, 2010. "Complex Dynamics in a Bertrand Duopoly Game with Heterogeneous Players," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 2(2), pages 95-116, March.
    16. Askar, S.S., 2014. "The impact of cost uncertainty on Cournot oligopoly game with concave demand function," Applied Mathematics and Computation, Elsevier, vol. 232(C), pages 144-149.
    17. Fanti, Luciano & Gori, Luca & Sodini, Mauro, 2015. "Nonlinear dynamics in a Cournot duopoly with isoelastic demand," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 108(C), pages 129-143.
    18. Troy Tassier, 2013. "Handbook of Research on Complexity, by J. Barkley Rosser, Jr. and Edward Elgar," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 39(1), pages 132-133.
    19. Andrea Caravaggio & Luca Gori & Mauro Sodini, 2022. "Monopolistic Dynamics with Endogenous Product Differentiation," Mathematics, MDPI, vol. 10(3), pages 1-15, January.
    20. Bacchiocchi, Andrea & Bischi, Gian Italo & Giombini, Germana, 2022. "Non-performing loans, expectations and banking stability: A dynamic model," Chaos, Solitons & Fractals, Elsevier, vol. 157(C).
    21. Gori, Luca & Sodini, Mauro, 2017. "Price competition in a nonlinear differentiated duopoly," Chaos, Solitons & Fractals, Elsevier, vol. 104(C), pages 557-567.
    22. Lei Xie & Hongshuai Han, 2020. "Capacity Sharing and Capacity Investment of Environment-Friendly Manufacturing: Strategy Selection and Performance Analysis," IJERPH, MDPI, vol. 17(16), pages 1-20, August.
    23. Naimzada, A.K. & Raimondo, Roberto, 2018. "Heterogeneity and chaos in congestion games," Applied Mathematics and Computation, Elsevier, vol. 335(C), pages 278-291.
    24. Lorenzo, Cerboni Baiardi & Ahmad, Naimzada, 2019. "An evolutionary Cournot oligopoly model with imitators and perfect foresight best responders," Working Papers 407, University of Milano-Bicocca, Department of Economics, revised May 2019.
    25. Mikhail Anufriev & Davide Radi & Fabio Tramontana, 2018. "Some reflections on past and future of nonlinear dynamics in economics and finance," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 41(2), pages 91-118, November.
    26. Andrea Caravaggio & Lorenzo Cerboni Baiardi & Mauro Sodini, 2021. "A note on symmetry breaking in a non linear marketing model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 507-531, December.
    27. Andrea Caravaggio & Mauro Sodini, 2018. "Heterogeneous players in a Cournot model with differentiated products," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 41(2), pages 277-295, November.
    28. Chen, Huayi & Zhou, P., 2019. "Modeling systematic technology adoption: Can one calibrated representative agent represent heterogeneous agents?," Omega, Elsevier, vol. 89(C), pages 257-270.
    29. Cerboni Baiardi, Lorenzo & Naimzada, Ahmad K., 2019. "An oligopoly model with rational and imitation rules," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 156(C), pages 254-278.
    30. Bischi, Gian Italo & Kopel, Michael, 2001. "Equilibrium selection in a nonlinear duopoly game with adaptive expectations," Journal of Economic Behavior & Organization, Elsevier, vol. 46(1), pages 73-100, September.
    31. Cavalli, Fausto & Naimzada, Ahmad & Pireddu, Marina, 2015. "Heterogeneity and the (de)stabilizing role of rationality," Chaos, Solitons & Fractals, Elsevier, vol. 79(C), pages 226-244.
    32. Agliari, A. & Naimzada, A.K. & Pecora, N., 2016. "Nonlinear dynamics of a Cournot duopoly game with differentiated products," Applied Mathematics and Computation, Elsevier, vol. 281(C), pages 1-15.
    33. Antonio Doria, Francisco, 2011. "J.B. Rosser Jr. , Handbook of Research on Complexity, Edward Elgar, Cheltenham, UK--Northampton, MA, USA (2009) 436 + viii pp., index, ISBN 978 1 84542 089 5 (cased)," Journal of Economic Behavior & Organization, Elsevier, vol. 78(1-2), pages 196-204, April.

  136. Delli Gatti Domenico & Gallegati Mauro & Mignacca Domenico, 1998. "Nonlinear Dynamics and European GNP Data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 3(1), pages 1-19, April.

    Cited by:

    1. Donauer, Stefanie & Heinen, Florian & Sibbertsen, Philipp, 2010. "Identification problems in ESTAR models and a new model," Hannover Economic Papers (HEP) dp-444, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.

  137. Delli Gatti, Domenico & Gallegati, Mauro, 1997. "Financial Constraints, Aggregate Supply, and the Monetary Transmission Mechanism," The Manchester School of Economic & Social Studies, University of Manchester, vol. 65(2), pages 101-126, March.

    Cited by:

    1. Roberto Tamborini & Riccardo Fiorentini, 2001. "The monetary transmission mechanism in Italy: the credit channel and a missing ring," Department of Economics Working Papers 0101, Department of Economics, University of Trento, Italia.
    2. Yulia Vymyatnina, 2013. "Money Supply and Monetary Policy in Russia: A Post-Keynesian Approach Revisited," EUSP Department of Economics Working Paper Series 2013/04, European University at St. Petersburg, Department of Economics.

  138. Domenico Delli Gatti & Mauro Gallegati, 1997. "At the Root of the Financial Instability Hypothesis: “Induced Investment and Business Cycles”," Journal of Economic Issues, Taylor & Francis Journals, vol. 31(2), pages 527-534, June.

    Cited by:

    1. Ítalo 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 hal-01937186, HAL.
    2. Passarella, Marco, 2011. "From the village fair to Wall Street. The Italian reception of Minsky’s economic thought," MPRA Paper 49593, University Library of Munich, Germany.
    3. Tae-Hee Jo, 2011. "A Heterodox Microfoundation of Business Cycles," Chapters, in: Joëlle Leclaire & Tae-Hee Jo & Jane Knodell (ed.), Heterodox Analysis of Financial Crisis and Reform, chapter 9, Edward Elgar Publishing.
    4. Ítalo Pedrosa & Dany Lang, 2021. "To what extent does aggregate leverage determine financial fragility? New insights from an agent-based stock-flow consistent model," Journal of Evolutionary Economics, Springer, vol. 31(4), pages 1221-1275, September.

  139. Delli Gatti, Domenico & Gallegati, Mauro, 1996. "Financial Market Imperfections and Irregular Growth Cycles," Scottish Journal of Political Economy, Scottish Economic Society, vol. 43(2), pages 146-158, May.

    Cited by:

    1. 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.
    2. J. Barkley Rosser Jr & Richard P.F. Holt & David Colander, 2010. "European Economics at a Crossroads," Books, Edward Elgar Publishing, number 13585, December.
    3. Ben Fine, 1998. "Endogenous Growth Theory: A Critical Assessment," Working Papers 80, Department of Economics, SOAS University of London, UK.
    4. Holly, Sean & Turner, Paul, 2001. "Inventory investment and asymmetric adjustment: Some evidence for the UK," International Journal of Production Economics, Elsevier, vol. 72(3), pages 251-260, August.
    5. Gallegati, Mauro & Kirman, Alan, 2019. "20 years of WEHIA: A journey in search of a safer road," Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 5-14.
    6. Barbara Dluhosch, 2011. "European Economics at a Crossroads, by J. Barkley Rosser, Jr., Richard P. F. Holt, and David Colander," Journal of Regional Science, Wiley Blackwell, vol. 51(3), pages 629-631, August.

  140. Mauro Gallegati & Domenico Mignacca, 1995. "Nonlinearities in business cycle: SETAR models and G7 industrial production data," Applied Economics Letters, Taylor & Francis Journals, vol. 2(11), pages 422-427.

    Cited by:

    1. Gallegati, Mauro & Kirman, Alan, 2019. "20 years of WEHIA: A journey in search of a safer road," Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 5-14.
    2. Hui Feng & Jia Liu, 2002. "A SETAR Model for Canadian GDP: Non-Linearities and Forecast Comparisons," Econometrics Working Papers 0206, Department of Economics, University of Victoria.
    3. Hui Feng, 2005. "Real-Time or Current Vintage: Does the Type of Data Matter for Forecasting and Model Selection?," Econometrics Working Papers 0515, Department of Economics, University of Victoria.

  141. Gallegati, Mauro, 1994. "Composition effect and economic fluctuations," Economics Letters, Elsevier, vol. 44(1-2), pages 123-126.

    Cited by:

    1. Simone Landini & Mauro Gallegati, 2014. "Heterogeneity, interaction and emergence: effects of composition," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 4(3/4), pages 339-361.
    2. Jovanovic, Franck & Schinckus, Christophe, 2017. "Econophysics and Financial Economics: An Emerging Dialogue," OUP Catalogue, Oxford University Press, number 9780190205034.
    3. Gallegati, Mauro & Kirman, Alan, 2019. "20 years of WEHIA: A journey in search of a safer road," Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 5-14.

  142. Gatti, D. Delli & Gallegati, M. & Gardini, L., 1993. "Investment confidence, corporate debt and income fluctuations," Journal of Economic Behavior & Organization, Elsevier, vol. 22(2), pages 161-187, October.

    Cited by:

    1. Eleonora Cavallaro & Marcella Mulino, 2004. "External Debt in Emerging Economies: A Macrodynamical Model of Financial Fragility," STUDI ECONOMICI, FrancoAngeli Editore, vol. 2004(84).
    2. Bischi, Gian Italo & Gardini, Laura & Kopel, Michael, 2000. "Analysis of global bifurcations in a market share attraction model," Journal of Economic Dynamics and Control, Elsevier, vol. 24(5-7), pages 855-879, June.
    3. Corrado Di Guilmi & Laura Carvalho, 2015. "The dynamics of leverage in a Minskyan model with heterogeneous firms," Working Papers, Department of Economics 2015_15, University of São Paulo (FEA-USP).
    4. Charles, Sébastien, 2009. "Explaining persistent cycles in a short-run context: firms’ propensity to invest and omnipotent shareholders," MPRA Paper 18520, University Library of Munich, Germany, revised 2009.
    5. Eleonora Cavallaro & Bernardo Maggi, 2016. "State of confidence, overborrowing and the macroeconomic stabilization puzzle: a system dynamic approach," Working Papers in Public Economics 174, University of Rome La Sapienza, Department of Economics and Law.
    6. Asensio, Angel & Charles, Sébastien & Lang, Dany & Le Heron, Edwin, 2011. "Les développements récents de la macroéconomie post-keynésienne," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, vol. 10.
    7. Corrado Di Guilmi & Laura Carvalho, 2016. "The Dynamics Of Leverage In A Demand-Driven Model With Heterogeneous Firms," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 141, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    8. J. Barkley Rosser Jr & Richard P.F. Holt & David Colander, 2010. "European Economics at a Crossroads," Books, Edward Elgar Publishing, number 13585, December.
    9. Angel Asensio & Sébastien Charles & Edwin Le Héron & Dany Lang, 2011. "Recent developments in Post-Keynesian modeling [Los desarrollos recientes de la macroeconomía post-keynesiana]," Post-Print halshs-00664867, HAL.
    10. Passarella, Marco, 2011. "From the village fair to Wall Street. The Italian reception of Minsky’s economic thought," MPRA Paper 49593, University Library of Munich, Germany.
    11. Richard Arena & Alain Raybaut, 1995. "Cycles et croissance : une approche néo-kaldorienne," Revue Économique, Programme National Persée, vol. 46(6), pages 1433-1444.
    12. Fazzari, Steven & Ferri, Piero & Greenberg, Edward, 2008. "Cash flow, investment, and Keynes-Minsky cycles," Journal of Economic Behavior & Organization, Elsevier, vol. 65(3-4), pages 555-572, March.
    13. Domenico Delli Gatti & Mauro Gallegati & Hyman P. Minsky, 1999. "Financial Institutions, Economic Policy, and the Dynamic Behavior of the Economy," Macroeconomics 9903009, University Library of Munich, Germany.
    14. Gallegati, Mauro & Kirman, Alan, 2019. "20 years of WEHIA: A journey in search of a safer road," Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 5-14.
    15. Alessia Cafferata & Marwil J. Dávila-Fernández & Serena Sordi, 2021. "(Ir)rational explorers in the financial jungle," Journal of Evolutionary Economics, Springer, vol. 31(4), pages 1157-1188, September.
    16. Sébastien Charles, 2008. "Teaching Minsky's financial instability hypothesis: a manageable suggestion," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 31(1), pages 125-138, September.
    17. Laura Gardini, 1993. "Insiemi invarianti globalmente attrattivi nell'interazione fra il “mercato dei beni” ed il “mercato della moneta”," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 16(1), pages 41-71, March.
    18. Franke, Reiner, 1995. "Investment confidence, corporate debt and income fluctuations: A need for reformulation," Journal of Economic Behavior & Organization, Elsevier, vol. 27(2), pages 321-324, July.
    19. Chiarella Carl & Di Guilmi Corrado & Zhi Tianhao, 2020. "“Animal spirits” and bank’s lending behaviour, a disequilibrium approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(2), pages 1-21, April.
    20. Barbara Dluhosch, 2011. "European Economics at a Crossroads, by J. Barkley Rosser, Jr., Richard P. F. Holt, and David Colander," Journal of Regional Science, Wiley Blackwell, vol. 51(3), pages 629-631, August.
    21. Bischi, Gian Italo & Kopel, Michael, 2001. "Equilibrium selection in a nonlinear duopoly game with adaptive expectations," Journal of Economic Behavior & Organization, Elsevier, vol. 46(1), pages 73-100, September.
    22. Gross, Marco, 2022. "Beautiful cycles: A theory and a model implying a curious role for interest," Economic Modelling, Elsevier, vol. 106(C).
    23. Alessia Cafferata & Marwil J. Dávila-Fernández & Serena Sordi, 2020. "(Ir)rational explorers in the financial jungle: modelling Minsky with heterogeneous agents," Department of Economics University of Siena 819, Department of Economics, University of Siena.
    24. Tianhao Zhi, 2016. "Animal Spirits and Financial Instability - A Disequilibrium Macroeconomic Perspective," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 1-2016.

  143. Marco Dardi & Mauro Gallegati, 1992. "Alfred Marshall on Speculation," History of Political Economy, Duke University Press, vol. 24(3), pages 571-594, Fall.

    Cited by:

    1. Rog?rio Arthmar & Michael Emmett Brady, 2018. "Boole, Ramsey and the Keynes-Townshend exchanges on subjective probability," HISTORY OF ECONOMIC THOUGHT AND POLICY, FrancoAngeli Editore, vol. 2018(2), pages 55-74.
    2. Hanin, Frédéric, 2003. "La place du Treatise on Money dans l’oeuvre de Keynes : une théorie de l’instabilité," L'Actualité Economique, Société Canadienne de Science Economique, vol. 79(1), pages 71-86, Mars-Juin.
    3. J. Barkley Rosser Jr & Richard P.F. Holt & David Colander, 2010. "European Economics at a Crossroads," Books, Edward Elgar Publishing, number 13585, December.
    4. Jovanovic, Franck & Schinckus, Christophe, 2017. "Econophysics and Financial Economics: An Emerging Dialogue," OUP Catalogue, Oxford University Press, number 9780190205034.
    5. Barbara Dluhosch, 2011. "European Economics at a Crossroads, by J. Barkley Rosser, Jr., Richard P. F. Holt, and David Colander," Journal of Regional Science, Wiley Blackwell, vol. 51(3), pages 629-631, August.
    6. Marcuzzo, Maria Cristina, 2012. "Speculation and regulation in commodity markets: The Keynesian approach in theory and practice," MPRA Paper 44131, University Library of Munich, Germany.

  144. Domenico Delli Gatti & Mauro Gallegati, 1990. "Financial Instability, Income Distribution, and the Stock Market," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 12(3), pages 356-374, March.

    Cited by:

    1. Sánchez, Julián, 2004. "The Basic Dynamics of the Stock of Money and Capital," Working Papers in Economic Theory 2004/01, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History).
    2. Nikolaidi, Maria & Stockhammer, Engelbert, 2017. "Minsky models: a structured survey," Greenwich Papers in Political Economy 17448, University of Greenwich, Greenwich Political Economy Research Centre.
    3. 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.
    4. Gilberto Tadeu Lima & Antonio J. A. Meirelles, 2004. "A Macrodynamics Of Debt Regimes, Financial Instability And Growth," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting] 074, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    5. Peter Skott, 2011. "Heterodox macro after the crisis," UMASS Amherst Economics Working Papers 2011-23, University of Massachusetts Amherst, Department of Economics.
    6. Soon Ryoo, 2013. "Minsky cycles in Keynesian models of growth and distribution," Review of Keynesian Economics, Edward Elgar Publishing, vol. 1(1), pages 37-60, January.
    7. Hiroaki Sasaki & Shinya Fujita, 2014. "Pro-shareholder income distribution, debt accumulation, and cyclical fluctuations in a post-Keynesian model with labor supply constraints," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 11(1), pages 10-30, April.
    8. Reissl, Severin, 2020. "Minsky from the bottom up – Formalising the two-price model of investment in a simple agent-based framework," Journal of Economic Behavior & Organization, Elsevier, vol. 177(C), pages 109-142.
    9. Leila E. Davis & Joao Paulo A. de Souza & Gonzalo Hernandez, 2017. "An empirical analysis of Minsky regimes in the US economy," UMASS Amherst Economics Working Papers 2017-08, University of Massachusetts Amherst, Department of Economics.
    10. Passarella, Marco, 2011. "From the village fair to Wall Street. The Italian reception of Minsky’s economic thought," MPRA Paper 49593, University Library of Munich, Germany.
    11. Antonio Meirelles & Gilberto Lima, 2006. "Debt, financial fragility, and economic growth: a Post Keynesian macromodel," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 29(1), pages 93-115.
    12. Jovanovic, Franck & Schinckus, Christophe, 2017. "Econophysics and Financial Economics: An Emerging Dialogue," OUP Catalogue, Oxford University Press, number 9780190205034.
    13. Domenico Delli Gatti & Mauro Gallegati & Hyman P. Minsky, 1999. "Financial Institutions, Economic Policy, and the Dynamic Behavior of the Economy," Macroeconomics 9903009, University Library of Munich, Germany.
    14. Gallegati, Mauro & Kirman, Alan, 2019. "20 years of WEHIA: A journey in search of a safer road," Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 5-14.
    15. Engelbert Stockhammer & Giorgos Gouzoulis, 2023. "Debt-GDP cycles in historical perspective: the case of the USA (1889–2014)," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 32(2), pages 317-335.
    16. Hideyuki Adachi & Atsushi Miyake, 2015. "A Macrodynamic Analysis of Financial Instability," World Scientific Book Chapters, in: Hideyuki Adachi & Tamotsu Nakamura & Yasuyuki Osumi (ed.), Studies in Medium-Run Macroeconomics Growth, Fluctuations, Unemployment, Inequality and Policies, chapter 5, pages 117-146, World Scientific Publishing Co. Pte. Ltd..
    17. Toshio Watanabe, 2013. "Net Worth Ratio and Financial Instability," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 2(1), pages 1-18, December.
    18. Nikolaidi, Maria, 2017. "Three decades of modelling Minsky: what we have learned and the way forward," Greenwich Papers in Political Economy 17509, University of Greenwich, Greenwich Political Economy Research Centre.
    19. Ítalo Pedrosa & Dany Lang, 2021. "To what extent does aggregate leverage determine financial fragility? New insights from an agent-based stock-flow consistent model," Journal of Evolutionary Economics, Springer, vol. 31(4), pages 1221-1275, September.

Chapters

  1. Marco Gallegati & Mauro Gallegati & James B. Ramsey & Willi Semmler, 2014. "Does Productivity Affect Unemployment? A Time-Frequency Analysis for the US," Dynamic Modeling and Econometrics in Economics and Finance, in: Marco Gallegati & Willi Semmler (ed.), Wavelet Applications in Economics and Finance, edition 127, pages 23-46, Springer.

    Cited by:

    1. Mihai Mutascu, 2021. "Artificial intelligence and unemployment: New insights," Post-Print hal-03528263, HAL.
    2. Samuel Ajayi-Obe, 2020. "Key Determinants of Job Creation: A Comparative analysis between OECD Countries and Emerging Economies," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 619-647, December.
    3. Disli, Mustafa & Nagayev, Ruslan & Salim, Kinan & Rizkiah, Siti K. & Aysan, Ahmet F., 2021. "In search of safe haven assets during COVID-19 pandemic: An empirical analysis of different investor types," Research in International Business and Finance, Elsevier, vol. 58(C).
    4. Valentina Diana Rusu & Adina Dornean, 2019. "The Quality of Entrepreneurial Activity and Economic Competitiveness in European Union Countries: A Panel Data Approach," Administrative Sciences, MDPI, vol. 9(2), pages 1-21, April.
    5. Mark Partridge & Alexandra Tsvetkova & Michael Betz, 2021. "Are the most productive regions necessarily the most successful? Local effects of productivity growth on employment and earnings," Journal of Regional Science, Wiley Blackwell, vol. 61(1), pages 30-61, January.
    6. Md Hakim Ali & Md Akther Uddin & Md. Atiqur Rahman Khan & Blake Goud, 2021. "Faith‐based versus value‐based finance: Is there any portfolio diversification benefit between responsible and Islamic finance?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5570-5583, October.
    7. Bera, Anil Kumar & Uyar, Umut & Kangalli Uyar, Sinem Guler, 2020. "Analysis of the five-factor asset pricing model with wavelet multiscaling approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 414-423.
    8. Abid, Fathi & Kaffel, Bilel, 2018. "Time–frequency wavelet analysis of the interrelationship between the global macro assets and the fear indexes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1028-1045.
    9. María del Carmen Valls Martínez & Pedro Antonio Martín Cervantes, 2021. "Testing the Resilience of CSR Stocks during the COVID-19 Crisis: A Transcontinental Analysis," Mathematics, MDPI, vol. 9(5), pages 1-24, March.
    10. Hegelund, Erik & Taalbi, Josef, 2023. "What determines unemployment in the long run? Band spectrum regression on ten countries 1913–2016," Structural Change and Economic Dynamics, Elsevier, vol. 64(C), pages 144-167.
    11. Antonis A. Michis, 2021. "Wavelet Multidimensional Scaling Analysis of European Economic Sentiment Indicators," Journal of Classification, Springer;The Classification Society, vol. 38(3), pages 443-480, October.
    12. Patrick M. Crowley & David Hudgins, 2021. "Okun’s law revisited in the time–frequency domain: introducing unemployment into a wavelet-based control model," Empirical Economics, Springer, vol. 61(5), pages 2635-2662, November.
    13. Fousekis, Panos & Grigoriadis, Vasilis, 2016. "Spatial price dependence by time scale: Empirical evidence from the international butter markets," Economic Modelling, Elsevier, vol. 54(C), pages 195-204.
    14. Fernando Vadillo, 2016. "On the Historical Exchange Rates Euro/US Dollar," Computational Economics, Springer;Society for Computational Economics, vol. 48(3), pages 463-472, October.

  2. Domenico Gatti & Mauro Gallegati & Bruce C. Greenwald & Alberto Russo & Joseph E. Stiglitz, 2012. "Sectoral Imbalances and Long-run Crises," International Economic Association Series, in: Franklin Allen & Masahiko Aoki & Jean-Paul Fitoussi & Nobuhiro Kiyotaki & Roger Gordon & Joseph E. S (ed.), The Global Macro Economy and Finance, chapter 4, pages 61-97, Palgrave Macmillan.

    Cited by:

    1. Masahiko Aoki, 2012. "Historical Sources of Institutional Trajectories in Economic Development : China, Japan, and Korea Compared," Governance Working Papers 23378, East Asian Bureau of Economic Research.
    2. Li, Xi Hao & Gallegati, Mauro, 2015. "Sectoral Imbalance in Two-Sector Economy with Mobility Constraint and Firm Migration," MPRA Paper 66002, University Library of Munich, Germany.
    3. Martin Guzman & Joseph E Stiglitz, 2020. "Towards a dynamic disequilibrium theory with randomness," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 36(3), pages 621-674.
    4. Stiglitz, J.E., 2016. "An agenda for sustainable and inclusive growth for emerging markets," Journal of Policy Modeling, Elsevier, vol. 38(4), pages 693-710.
    5. Masahiko Aoki, 2013. "Comparative Institutional Analysis," Books, Edward Elgar Publishing, number 15474, December.
    6. Joseph E. Stiglitz, 2016. "The Theory of Credit and Macro-economic Stability," NBER Working Papers 22837, National Bureau of Economic Research, Inc.
    7. Joseph E. Stiglitz, 2014. "Leaders and Followers: Perspectives on the Nordic Model and the Economics of Innovation," NBER Working Papers 20493, National Bureau of Economic Research, Inc.
    8. Stiglitz Joseph E., 2018. "Working Paper 301 - Structural Transformation, Deep Downturns, and Government Policy," Working Paper Series 2401, African Development Bank.
    9. Collin Constantine, 2017. "Economic structures, institutions and economic performance," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 6(1), pages 1-18, December.

  3. Corrado Di Guilmi & Mauro Gallegati & Simone Landini, 2010. "Financial Fragility, Mean-field Interaction and Macroeconomic Dynamics: A Stochastic Model," Chapters, in: Neri Salvadori (ed.), Institutional and Social Dynamics of Growth and Distribution, chapter 13, Edward Elgar Publishing.

    Cited by:

    1. Di Guilmi, C. & Gallegati, M. & Landini, S. & Stiglitz, J.E., 2020. "An analytical solution for network models with heterogeneous and interacting agents," Journal of Economic Behavior & Organization, Elsevier, vol. 171(C), pages 189-220.

  4. Tiziana Assenza & Domenico Delli Gatti & Mauro Gallegati, 2010. "Financial Instability and Agents’ Heterogenity: A Post Minskyan Research Agenda," Chapters, in: Dimitri B. Papadimitriou & L. Randall Wray (ed.), The Elgar Companion to Hyman Minsky, chapter 10, Edward Elgar Publishing.

    Cited by:

    1. Van den Hauwe, Ludwig, 2014. "Understanding Financial Instability: Minsky Versus the Austrians," MPRA Paper 60718, University Library of Munich, Germany.
    2. Passarella, Marco, 2011. "From the village fair to Wall Street. The Italian reception of Minsky’s economic thought," MPRA Paper 49593, University Library of Munich, Germany.
    3. Vymyatnina, Yulia V. (Вымятнина, Юлия В.) & Grishchenko, Vadim O. (Грищенко, Вадим О.) & Ostapenko, Vsevolod M. (Остапенко, Всеволод М.) & Ryazanov, Viktor T. (Рязанов, Виктор Т.), 2018. "Financial Instability and Economic Crises: Lessons from Minsky [Финансовая Нестабильность И Экономические Кризисы: Уроки Мински]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 4, pages 20-41, August.

  5. Domenico Delli Gatti & Edoardo Gaffeo & Mauro Gallegati & Gianfranco Giulioni & Alan Kirman & Antonio Palestrini & Alberto Russo, 2006. "Complex Dynamics, Financial Fragility and Stylized Facts," Lecture Notes in Economics and Mathematical Systems, in: M. Beckmann & H. P. Künzi & G. Fandel & W. Trockel & A. Basile & A. Drexl & H. Dawid & K. Inderfurth (ed.), Artificial Economics, pages 127-135, Springer.

    Cited by:

    1. Simone Landini & Mariacristina Uberti, 2008. "A Statistical Mechanic View of Macro-dynamics in Economics," Computational Economics, Springer;Society for Computational Economics, vol. 32(1), pages 121-146, September.

  6. Alberto Russo & Domenico Delli Gatti & Mauro Gallegati, 2006. "Technological innovation, financial fragility and complex dynamics," Chapters, in: Neri Salvadori (ed.), Economic Growth and Distribution, chapter 13, pages 311-330, Edward Elgar Publishing.
    See citations under working paper version above.
  7. Domenico Delli Gatti & Corrado Di Guilmi & Edoardo Gaffeo & Gianfranco Giulioni & Mauro Gallegati & Antonio Palestrini, 2004. "Business Cycle Fluctuations And Firms’ Size Distribution Dynamics," World Scientific Book Chapters, in: Roberto Leombruni & Matteo Richiardi (ed.), Industry And Labor Dynamics The Agent-Based Computational Economics Approach, chapter 10, pages 199-221, World Scientific Publishing Co. Pte. Ltd..
    See citations under working paper version above.

Books

  1. 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, November.

    Cited by:

    1. Cathal O'Donoghue & Gijs Dekkers, 2018. "Increasing the Impact of Dynamic Microsimulation Modelling," International Journal of Microsimulation, International Microsimulation Association, vol. 11(1), pages 61-96.
    2. Damdinsuren, Erdenebulgan & Zaharieva, Anna, 2018. "Expectation Formation and Learning in the Labour Market with On-the-Job Search and Nash Bargaining," Center for Mathematical Economics Working Papers 604, Center for Mathematical Economics, Bielefeld University.
    3. Sebastiaan Tieleman, 2022. "Towards a Validation Methodology for Macroeconomic Agent-Based Models," Computational Economics, Springer;Society for Computational Economics, vol. 60(4), pages 1507-1527, December.
    4. Filippo Gusella & Anna Maria Variato, 2021. "Financial Instability and Income Inequality: why the connection Minsky-Piketty matters for Macroeconomics," Working Papers - Economics wp2021_15.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
    5. Chen, Siyan & Desiderio, Saul, 2020. "Job duration and inequality," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-27.
    6. 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.
    7. Riccardo Pariboni & Pasquale Tridico, 2020. "Structural change, institutions and the dynamics of labor productivity in Europe," Journal of Evolutionary Economics, Springer, vol. 30(5), pages 1275-1300, November.
    8. Michael Paul Kramer & Linda Bitsch & Jon Hanf, 2021. "Blockchain and Its Impacts on Agri-Food Supply Chain Network Management," Sustainability, MDPI, vol. 13(4), pages 1-22, February.
    9. 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).
    10. Schmitt, Noemi & Schwartz, Ivonne & Westerhoff, Frank H., 2020. "Heterogeneous speculators and stock market dynamics: A simple agent-based computational model," BERG Working Paper Series 160, Bamberg University, Bamberg Economic Research Group.
    11. 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.

  2. Delli Gatti,Domenico & Fagiolo,Giorgio & Gallegati,Mauro & Richiardi,Matteo & Russo,Alberto (ed.), 2018. "Agent-Based Models in Economics," Cambridge Books, Cambridge University Press, number 9781108414999, November.

    Cited by:

    1. Cathal O'Donoghue & Gijs Dekkers, 2018. "Increasing the Impact of Dynamic Microsimulation Modelling," International Journal of Microsimulation, International Microsimulation Association, vol. 11(1), pages 61-96.
    2. Damdinsuren, Erdenebulgan & Zaharieva, Anna, 2018. "Expectation Formation and Learning in the Labour Market with On-the-Job Search and Nash Bargaining," Center for Mathematical Economics Working Papers 604, Center for Mathematical Economics, Bielefeld University.
    3. Rolf Aaberge & Ugo Colombino, 2018. "Structural Labour Supply Models and Microsimulation," International Journal of Microsimulation, International Microsimulation Association, vol. 11(1), pages 162-197.
    4. Filippo Gusella & Anna Maria Variato, 2021. "Financial Instability and Income Inequality: why the connection Minsky-Piketty matters for Macroeconomics," Working Papers - Economics wp2021_15.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
    5. Chen, Siyan & Desiderio, Saul, 2020. "Job duration and inequality," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-27.
    6. Neugart, Michael & Zaharieva, Anna, 2018. "Social Networks, Promotions, and the Glass-Ceiling Effect," Center for Mathematical Economics Working Papers 601, Center for Mathematical Economics, Bielefeld University.
    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.
    8. Riccardo Pariboni & Pasquale Tridico, 2020. "Structural change, institutions and the dynamics of labor productivity in Europe," Journal of Evolutionary Economics, Springer, vol. 30(5), pages 1275-1300, November.
    9. Michael Paul Kramer & Linda Bitsch & Jon Hanf, 2021. "Blockchain and Its Impacts on Agri-Food Supply Chain Network Management," Sustainability, MDPI, vol. 13(4), pages 1-22, February.
    10. Schmitt, Noemi & Schwartz, Ivonne & Westerhoff, Frank H., 2020. "Heterogeneous speculators and stock market dynamics: A simple agent-based computational model," BERG Working Paper Series 160, Bamberg University, Bamberg Economic Research Group.
    11. 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.
    12. 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.

  3. Guilmi,Corrado Di & Gallegati,Mauro & Landini,Simone, 2017. "Interactive Macroeconomics," Cambridge Books, Cambridge University Press, number 9781107198944, November.

    Cited by:

    1. Gallegati, Mauro & Kirman, Alan, 2019. "20 years of WEHIA: A journey in search of a safer road," Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 5-14.
    2. Isabel Almudi & Francisco Fatas-Villafranca & Jesus Palacio & Julio Sanchez-Choliz, 2020. "Pricing routines and industrial dynamics," Journal of Evolutionary Economics, Springer, vol. 30(3), pages 705-739, July.
    3. Isabel Almudi & Francisco Fatas-Villafranca & Luis R. Izquierdo & Jason Potts, 2017. "The economics of utopia: a co-evolutionary model of ideas, citizenship and socio-political change," Journal of Evolutionary Economics, Springer, vol. 27(4), pages 629-662, September.

  4. Mauro Gallegati & Alan Kirman (ed.), 1999. "Beyond the Representative Agent," Books, Edward Elgar Publishing, number 1375, December.

    Cited by:

    1. Matteo Richiardi, 2003. "The Promises and Perils of Agent-Based Computational Economics," LABORatorio R. Revelli Working Papers Series 29, LABORatorio R. Revelli, Centre for Employment Studies.
    2. Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2012. "An Agent Based Decentralized Matching Macroeconomic Model," MPRA Paper 42211, University Library of Munich, Germany.
    3. Simone Landini & Mauro Gallegati, 2014. "Heterogeneity, interaction and emergence: effects of composition," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 4(3/4), pages 339-361.
    4. Wang, Yougui & Stanley, H.E., 2009. "Statistical approach to partial equilibrium analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(7), pages 1173-1180.
    5. Maria Alejandra Vélez & John K. Stranlund & James J. Murphy, 2005. "What Motivates Common Pool Resource Users? Experimental Evidence from the Field," Working Papers 2005-4, University of Massachusetts Amherst, Department of Resource Economics.
    6. Edgardo Bucciarelli & Marcello Silvestri, 2013. "Hyman P. Minsky's unorthodox approach: recent advances in simulation techniques to develop his theoretical assumptions," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 36(2), pages 299-324.
    7. Dirk Helbing, 2013. "Economics 2.0: The Natural Step towards A Self-Regulating, Participatory Market Society," Papers 1305.4078, arXiv.org, revised Jun 2013.
    8. Sandro Sapio, 2004. "Market Design, Bidding Rules, and Long Memory in Electricity Prices," LEM Papers Series 2004/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    9. Alan Kirman & Sonia Moulet & Rainer Schulz, 2008. "Price Discrimination and Customer Behaviour: Empirical Evidence from Marseille," Working Papers halshs-00349036, HAL.
    10. Hommes, Cars H., 2006. "Heterogeneous Agent Models in Economics and Finance," Handbook of Computational Economics, in: Leigh Tesfatsion & Kenneth L. Judd (ed.), Handbook of Computational Economics, edition 1, volume 2, chapter 23, pages 1109-1186, Elsevier.
    11. Yuri Biondi & Simone Righi, 2013. "What does the financial market pricing do? A simulation analysis with a view to systemic volatility, exuberance and vagary," Papers 1312.7460, arXiv.org.
    12. Josh Cherry & Stephen Salant & Neslihan Uler, 2015. "Experimental departures from self-interest when competing partnerships share output," Experimental Economics, Springer;Economic Science Association, vol. 18(1), pages 89-115, March.
    13. Yuri Biondi & Simone Righi, 2015. "Inequality, mobility and the financial accumulation process: A computational economic analysis," Department of Economics (DEMB) 0058, University of Modena and Reggio Emilia, Department of Economics "Marco Biagi".
    14. Muysken, Joan & Zwick, Thomas, 2000. "Wage divergence and unemployment: the impact of insider power and training costs," ZEW Discussion Papers 00-37, ZEW - Leibniz Centre for European Economic Research.
    15. Tamotsu Onozaki, 2018. "Nonlinearity, Bounded Rationality, and Heterogeneity," Springer Books, Springer, number 978-4-431-54971-0, September.
    16. 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.
    17. Patrascu Diana – Ramona, 2013. "The Representative Economic Agent – An Epistemological Approach," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 2, pages 42-46, April.
    18. Hommes, C.H., 2005. "Heterogeneous Agent Models in Economics and Finance, In: Handbook of Computational Economics II: Agent-Based Computational Economics, edited by Leigh Tesfatsion and Ken Judd , Elsevier, Amsterdam 2006," CeNDEF Working Papers 05-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    19. Anirban Chakraborti & Ioane Muni Toke & Marco Patriarca & Frederic Abergel, 2011. "Econophysics review: II. Agent-based models," Quantitative Finance, Taylor & Francis Journals, vol. 11(7), pages 1013-1041.
    20. Anirban Chakraborti & Ioane Muni Toke & Marco Patriarca & Frédéric Abergel, 2011. "Econophysics review: I. Empirical facts," Post-Print hal-00621058, HAL.
    21. Anirban Chakraborti & Ioane Muni Toke & Marco Patriarca & Frederic Abergel, 2011. "Econophysics review: I. Empirical facts," Quantitative Finance, Taylor & Francis Journals, vol. 11(7), pages 991-1012.
    22. Hailu, Atakelty & Schilizzi, Steven, 2003. "Investigating the performance of market-based instruments for resource conservation: the contribution of agent-based modelling," 2003 Conference (47th), February 12-14, 2003, Fremantle, Australia 57883, Australian Agricultural and Resource Economics Society.
    23. J. Barkley Rosser Jr & Richard P.F. Holt & David Colander, 2010. "European Economics at a Crossroads," Books, Edward Elgar Publishing, number 13585, December.
    24. Carl Chiarella & Corrado Di Guilmi, 2013. "Monetary Policy and Debt Deflation: Some Computational Experiments," CAMA Working Papers 2013-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    25. Atakelty Hailu & Steven Schilizzi, 2004. "Are Auctions More Efficient Than Fixed Price Schemes When Bidders Learn?," Australian Journal of Management, Australian School of Business, vol. 29(2), pages 147-168, December.
    26. James Holehouse & Hector Pollitt, 2021. "Non-equilibrium time-dependent solution to discrete choice with social interactions," Papers 2109.09633, arXiv.org, revised Jan 2022.
    27. Bruno Contini & Roberto Leombruni & Matteo Richiardi, 2004. "Editorial," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 7(02), pages 125-138.
    28. Gallegati, Mauro & Kirman, Alan, 2019. "20 years of WEHIA: A journey in search of a safer road," Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 5-14.
    29. Russo, Alberto & Catalano, Michele & Gaffeo, Edoardo & Gallegati, Mauro & Napoletano, Mauro, 2007. "Industrial dynamics, fiscal policy and R&D: Evidence from a computational experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 64(3-4), pages 426-447.
    30. Piero Ferri, 2011. "Macroeconomics of Growth Cycles and Financial Instability," Books, Edward Elgar Publishing, number 14260, December.
    31. Dima, Bogdan & Dima (Cristea), Stefana Maria, 2009. "A discussion on new cultural and accounting variables and IFRSs’ implementation[:] Empirical study on a sample of Central and Eastern European countries," MPRA Paper 27165, University Library of Munich, Germany.
    32. Grajzl, Peter & Baniak, Andrzej, 2012. "Mandating behavioral conformity in social groups with conformist members," Journal of Economic Behavior & Organization, Elsevier, vol. 82(2), pages 479-493.
    33. Mikhail Anufriev & Giulio Bottazzi, 2006. "Noisy Trading in the Large Market Limit," Lecture Notes in Economics and Mathematical Systems, in: M. Beckmann & H. P. Künzi & G. Fandel & W. Trockel & A. Basile & A. Drexl & H. Dawid & K. Inderfurth (ed.), Artificial Economics, pages 137-145, Springer.
    34. Christophe Faugère, 2021. "Connectalism: A new paradigm for human choice," Systems Research and Behavioral Science, Wiley Blackwell, vol. 38(6), pages 866-889, November.
    35. John S.L. McCombie & Ioana Negru, 2014. "On economic paradigms, rhetoric and the micro-foundations of macroeconomics," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 11(1), pages 53-66, April.
    36. Barbara Dluhosch, 2011. "European Economics at a Crossroads, by J. Barkley Rosser, Jr., Richard P. F. Holt, and David Colander," Journal of Regional Science, Wiley Blackwell, vol. 51(3), pages 629-631, August.
    37. Yuri Biondi & Pierpaolo Giannoccolo, 2015. "Share price formation, market exuberance and financial stability under alternative accounting regimes," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(2), pages 333-362, October.

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