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Publications

by members of

Università degli Studi di Genova → Centro Interdisciplinario in Economia e Finanza (CINEF)

University of Genoa → Center for Interdisciplinary Research on Economics and Financial Engineering

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters |

Working papers

2025

  1. Marcello Nieddu & Marco Raberto & Andrea Teglio, 2025, "The importance of being many: dynamics, interaction and aggregation in a multi-sector economy," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2025: 04.

2024

  1. Holcombe, Mike & Coakley, Simon & Kiran, Mariam & Chin, Shawn & Greenough, Chris & Worth, David & Cincotti, Silvano & Raberto, M. & Teglio, Andrea & Deissenberg, Christophe & Hoog, Sander van der & Da, 2024, "Large-Scale Modeling of Economic Systems," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 149717, Sep, DOI: 10.25088/ComplexSystems.22.2.175.
  2. Mattia Pettena & Marco Raberto, 2024, "Energy transition and structural change: a calibrated Stock-Flow Consistent Input-Output model," CELPE Discussion Papers, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy, number 171, Dec.

2021

  1. Bertani, Filippo & Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2021, "Digital Innovation and its Potential Consequences: the Elasticity Augmenting Approach," MPRA Paper, University Library of Munich, Germany, number 105326, Jan.
  2. Demartini, Melissa & Bertani, Filippo & Tonelli, Flavio & Raberto, Marco & Cincotti, Silvano, 2021, "An investigation into modelling approaches for industrial symbiosis: a literature review," MPRA Paper, University Library of Munich, Germany, number 107448, Apr.

2020

  1. Bertani, Filippo & Raberto, Marco & Teglio, Andrea, 2020, "The Productivity and Unemployment Effects of the Digital Transformation: an Empirical and Modelling Assessment," MPRA Paper, University Library of Munich, Germany, number 98233, Jan.

2019

  1. Bertani, Filippo & Ponta, Linda & Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2019, "An economy under the digital transformation," MPRA Paper, University Library of Munich, Germany, number 94205, May.
  2. Bertani, Filippo & Ponta, Linda & Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2019, "The complexity of the intangible digital economy: an agent-based model," MPRA Paper, University Library of Munich, Germany, number 97071, Nov.

2018

  1. Mazzocchetti, Andrea & Lauretta, Eliana & Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2018, "Systemic Financial Risk Indicators and Securitised Assets: an Agent-Based Framework," MPRA Paper, University Library of Munich, Germany, number 89779, Oct.

2017

  1. Marko Petrovic & Bulent Ozel & Andrea Teglio & Marco Raberto & Silvano Cincotti, 2017, "Eurace Open: An agent-based multi-country model," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2017/09.
  2. Thorir Bjarnason & Einar Jón Erlingsson & Bulent Ozel & Hlynur Stefánsson & Jón Thor Sturluson & Marco Raberto, 2017, "Macroeconomic effects of varied mortgage instruments studied using agent-based model simulations," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2017/10.
  3. Mazzocchetti, Andrea & Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2017, "Securitisation and Business Cycle: An Agent-Based Perspective," MPRA Paper, University Library of Munich, Germany, number 76760, Feb.

2016

  1. Bulent Ozel & Reynold Christian Nathanael & Marco Raberto & Andrea Teglio & Silvano Cincotti, 2016, "Macroeconomic implications of mortgage loans requirements: An agent based approach," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2016/05.
  2. 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, Economics Department, Universitat Jaume I, Castellón (Spain), number 2016/07.
  3. Ponta, Linda & Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2016, "An agent-based stock-flow consistent model of the sustainable transition in the energy sector," MPRA Paper, University Library of Munich, Germany, number 73183, Aug.

2015

  1. 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, Economics Department, Universitat Jaume I, Castellón (Spain), number 2015/07.

2013

  1. Erlingsson, Einar Jon & Cincotti, Silvano & Stefansson, Hlynur & Sturlusson, Jon Thor & Teglio, Andrea & Raberto, Marco, 2013, "Housing market bubbles and business cycles in an agent-based credit economy," Economics Discussion Papers, Kiel Institute for the World Economy, number 2013-32.

2012

  1. Linda Ponta & Mailan Trinh & Marco Raberto & Enrico Scalas & Silvano Cincotti, 2012, "Modeling non-stationarities in high-frequency financial time series," Papers, arXiv.org, number 1212.0479, Dec, revised Feb 2017.
  2. Einar Jón Erlingsson & Simone Alfarano & Marco Raberto & Hlynur Stefánssonn, 2012, "On the distributional properties of size, profit and growth of Icelandic firms," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2012/01.
  3. Marco Raberto & Andrea Teglio & Silvano Cincotti, 2012, "Macroprudential policies in an agent-based artificial economy," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2012/05.

2011

  1. Andrea Teglio & Marco Raberto & Silvano Cincotti, 2011, "The impact of banks’ capital adequacy regulation on the economic system: an agent-based approach," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2011/01.
  2. Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2011, "Debt deleveraging and business cycles: An agent-based perspective," Economics Discussion Papers, Kiel Institute for the World Economy, number 2011-31.

2010

  1. Cincotti, Silvano & Raberto, Marco & Teglio, Andrea, 2010, "Credit money and macroeconomic instability in the agent-based model and simulator Eurace," Economics Discussion Papers, Kiel Institute for the World Economy, number 2010-4.

2007

  1. Eric Guerci & Stefano Ivaldi & Marco Raberto & Silvano Cincotti, 2007, "Learning agents in a monopolistic competition framework," Post-Print, HAL, number hal-05475926, Sep, DOI: 10.1109/CEC.2007.4424515.
  2. Eric Guerci & Stefano Ivaldi & Marco Raberto & Silvano Cincotti, 2007, "Learning Oligopolistic Competition In Electricty Auctions," Post-Print, HAL, number halshs-00871017, DOI: 10.1111/j.1467-8640.2007.00298.x.

2006

  1. Eric Guerci & Stefano Ivaldi & Marco Raberto & Silvano Cincotti, 2006, "Duopolistic competition in an electricity markets with heterogeneous cost functions," Computing in Economics and Finance 2006, Society for Computational Economics, number 412, Jul.

2005

  1. Silvano Cincotti & Eric Guerci & Marco Raberto, 2005, "Price dynamics and market power in an agent-based power exchange," Post-Print, HAL, number hal-05475929, May, DOI: 10.1117/12.609439.
  2. Marco Raberto & Andrea Teglio, 2005, "A dynamic model of a monetary production economy under the disequilibrium economics approach," Computing in Economics and Finance 2005, Society for Computational Economics, number 320, Nov.

2004

  1. Marco Raberto & Silvano Cincotti, 2004, "Multi-agent modeling and simulation of a sequential monetary production economy," Computing in Economics and Finance 2004, Society for Computational Economics, number 260, Aug.

2003

  1. Enrico Scalas & Rudolf Gorenflo & Francesco Mainardi & Maurizio Mantelli & Marco Raberto, 2003, "Anomalous waiting times in high-frequency financial data," Papers, arXiv.org, number cond-mat/0310305, Oct.

2002

  1. M. Raberto & E. Scalas & F. Mainardi, 2002, "Waiting-times and returns in high-frequency financial data: an empirical study," Papers, arXiv.org, number cond-mat/0203596, Mar.
  2. Marco Raberto & Silvano Cincott & Sergio M. Focardi & Michele Marchesi, 2002, "Traders’ long-run wealth in an artificial financial market," Computing in Economics and Finance 2002, Society for Computational Economics, number 301, Jul.

2001

  1. Marco Raberto & Silvano Cincotti & Sergio M. Focardi & Michele Marchesi, 2001, "Agent-based simulation of a financial market," Papers, arXiv.org, number cond-mat/0103600, Mar, revised Mar 2001.

2000

  1. M. Raberto & G. Cuniberti & E. Scalas & M. Riani & F. Mainardi & G. Servizi, 2000, "Learning short-option valuation in the presence of rare events," Papers, arXiv.org, number cond-mat/0001253, Jan.
  2. Francesco Mainardi & Marco Raberto & Rudolf Gorenflo & Enrico Scalas, 2000, "Fractional calculus and continuous-time finance II: the waiting-time distribution," Papers, arXiv.org, number cond-mat/0006454, Jun, revised Nov 2000.
  3. Marco Raberto & Enrico Scalas & Rudolf Gorenflo & Francesco Mainardi, 2000, "The waiting-time distribution of LIFFE bond futures," Papers, arXiv.org, number cond-mat/0012497, Dec.

1999

  1. Gianaurelio Cuniberti & Marco Raberto & Enrico Scalas, 1999, "Correlations in the Bond-Future Market," Papers, arXiv.org, number cond-mat/9903220, Mar.
  2. Marco Raberto & Enrico Scalas & Gianaurelio Cuniberti & Massimo Riani, 1999, "Volatility in the Italian Stock Market: an Empirical Study," Papers, arXiv.org, number cond-mat/9903221, Mar.

Journal articles

2025

  1. Pettena, Mattia & Raberto, Marco, 2025, "Energy transition and structural change: A calibrated Stock-Flow Consistent Input–Output model," Structural Change and Economic Dynamics, Elsevier, volume 75, issue C, pages 949-995, DOI: 10.1016/j.strueco.2025.10.014.

2024

  1. Nieddu, Marcello & Raberto, Marco & Ponta, Linda & Teglio, Andrea & Cincotti, Silvano, 2024, "Evaluating policy mix strategies for the energy transition using an agent-based macroeconomic model," Energy Policy, Elsevier, volume 193, issue C, DOI: 10.1016/j.enpol.2024.114276.

2023

  1. 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, volume 128, issue C, DOI: 10.1016/j.eneco.2023.107155.
  2. Dunz, Nepomuk & Hrast Essenfelder, Arthur & Mazzocchetti, Andrea & Monasterolo, Irene & Raberto, Marco, 2023, "Compounding COVID-19 and climate risks: The interplay of banks’ lending and government’s policy in the shock recovery," Journal of Banking & Finance, Elsevier, volume 152, issue C, DOI: 10.1016/j.jbankfin.2021.106306.

2022

  1. Silvano Cincotti & Marco Raberto & Andrea Teglio, 2022, "Why do we need agent-based macroeconomics?," Review of Evolutionary Political Economy, Springer, volume 3, issue 1, pages 5-29, April, DOI: 10.1007/s43253-022-00071-w.

2021

  1. Bertani, Filippo & Ponta, Linda & Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2021, "The complexity of the intangible digital economy: an agent-based model," Journal of Business Research, Elsevier, volume 129, issue C, pages 527-540, DOI: 10.1016/j.jbusres.2020.03.041.

2020

  1. 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, volume 113, issue C, DOI: 10.1016/j.jedc.2020.103866.
  2. 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, volume 15, issue 1, pages 9-47, January, DOI: 10.1007/s11403-019-00268-z.
  3. Filippo Bertani & Marco Raberto & Andrea Teglio, 2020, "The productivity and unemployment effects of the digital transformation: an empirical and modelling assessment," Review of Evolutionary Political Economy, Springer, volume 1, issue 3, pages 329-355, November, DOI: 10.1007/s43253-020-00022-3.

2019

  1. Bulent Ozel & Reynold Christian Nathanael & Marco Raberto & Andrea Teglio & Silvano Cincotti, 2019, "Macroeconomic implications of mortgage loan requirements: an agent-based approach," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 14, issue 1, pages 7-46, March, DOI: 10.1007/s11403-019-00238-5.
  2. Monasterolo, Irene & Raberto, Marco, 2019, "The impact of phasing out fossil fuel subsidies on the low-carbon transition," Energy Policy, Elsevier, volume 124, issue C, pages 355-370, DOI: 10.1016/j.enpol.2018.08.051.
  3. Teglio, Andrea & Mazzocchetti, Andrea & Ponta, Linda & Raberto, Marco & Cincotti, Silvano, 2019, "Budgetary rigour with stimulus in lean times: Policy advices from an agent-based model," Journal of Economic Behavior & Organization, Elsevier, volume 157, issue C, pages 59-83, DOI: 10.1016/j.jebo.2017.09.016.
  4. Ponta, Linda & Trinh, Mailan & Raberto, Marco & Scalas, Enrico & Cincotti, Silvano, 2019, "Modeling non-stationarities in high-frequency financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 521, issue C, pages 173-196, DOI: 10.1016/j.physa.2019.01.069.
  5. 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, volume 29, issue 1, pages 429-465, March, DOI: 10.1007/s00191-018-0568-2.

2018

  1. Monasterolo, Irene & Raberto, Marco, 2018, "The EIRIN Flow-of-funds Behavioural Model of Green Fiscal Policies and Green Sovereign Bonds," Ecological Economics, Elsevier, volume 144, issue C, pages 228-243, DOI: 10.1016/j.ecolecon.2017.07.029.
  2. Ponta, Linda & Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2018, "An Agent-based Stock-flow Consistent Model of the Sustainable Transition in the Energy Sector," Ecological Economics, Elsevier, volume 145, issue C, pages 274-300, DOI: 10.1016/j.ecolecon.2017.08.022.
  3. 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, volume 27, issue 6, pages 1091-1121.

2016

  1. Einar Jón Erlingsson & Marco Raberto & Hlynur Stefánsson, 2016, "Introduction to the special issue," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 11, issue 2, pages 171-174, October, DOI: 10.1007/s11403-016-0179-7.

2014

  1. Erlingsson, Einar Jon & Teglio, Andrea & Cincotti, Silvano & Stefansson, Hlynur & Sturlusson, Jon Thor & Raberto, Marco, 2014, "Housing market bubbles and business cycles in an agent-based credit economy," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 8, pages 1-42, DOI: 10.5018/economics-ejournal.ja.2014-.

2013

  1. Einar Erlingsson & Simone Alfarano & Marco Raberto & Hlynur Stefánsson, 2013, "On the distributional properties of size, profit and growth of Icelandic firms," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 8, issue 1, pages 57-74, April, DOI: 10.1007/s11403-012-0103-8.
  2. Ehsan Shafiei & Hlynur Stefansson & Eyjolfur Ingi Asgeirsson & Brynhildur Davidsdottir & Marco Raberto, 2013, "Integrated Agent-based and System Dynamics Modelling for Simulation of Sustainable Mobility," Transport Reviews, Taylor & Francis Journals, volume 33, issue 1, pages 44-70, January, DOI: 10.1080/01441647.2012.745632.

2012

  1. Silvano Cincotti & Marco Raberto & Andrea Teglio, 2012, "Macroprudential Policies in an Agent-Based Artificial Economy," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 5, pages 205-234.
  2. Silvano Cincotti & Marco Raberto & Andrea Teglio, 2012, "Reply to Comments," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 5, pages 50-52.
  3. Shafiei, Ehsan & Thorkelsson, Hedinn & Ásgeirsson, Eyjólfur Ingi & Davidsdottir, Brynhildur & Raberto, Marco & Stefansson, Hlynur, 2012, "An agent-based modeling approach to predict the evolution of market share of electric vehicles: A case study from Iceland," Technological Forecasting and Social Change, Elsevier, volume 79, issue 9, pages 1638-1653, DOI: 10.1016/j.techfore.2012.05.011.
  4. Marco Raberto, 2012, "Editorial — Managing Financial Instability In Capitalist Economies," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., volume 15, issue supp0, pages 1-4, DOI: 10.1142/S0219525912030051.
  5. Andrea Teglio & Marco Raberto & Silvano Cincotti, 2012, "The Impact Of Banks' Capital Adequacy Regulation On The Economic System: An Agent-Based Approach," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., volume 15, issue supp0, pages 1-27, DOI: 10.1142/S0219525912500403.
  6. Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2012, "Debt, deleveraging and business cycles: An agent-based perspective," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 6, pages 1-49, DOI: 10.5018/economics-ejournal.ja.2012-.

2011

  1. Marco Raberto & Fabio Rapallo & Enrico Scalas, 2011, "Semi-Markov Graph Dynamics," PLOS ONE, Public Library of Science, volume 6, issue 8, pages 1-13, August, DOI: 10.1371/journal.pone.0023370.

2010

  1. 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, volume 4, pages 1-32, DOI: 10.5018/economics-ejournal.ja.2010-.

2008

  1. Marco Raberto & Andrea Teglio & Silvano Cincotti, 2008, "Integrating Real and Financial Markets in an Agent-Based Economic Model: An Application to Monetary Policy Design," Computational Economics, Springer;Society for Computational Economics, volume 32, issue 1, pages 147-162, September, DOI: 10.1007/s10614-008-9138-2.

2006

  1. Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2006, "A dynamic general disequilibrium model of a sequential monetary production economy," Chaos, Solitons & Fractals, Elsevier, volume 29, issue 3, pages 566-577, DOI: 10.1016/j.chaos.2005.08.090.
  2. Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2006, "A general equilibrium model of a production economy with asset markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 370, issue 1, pages 75-80, DOI: 10.1016/j.physa.2006.04.037.

2005

  1. Raberto, Marco & Cincotti, Silvano, 2005, "Modeling and simulation of a double auction artificial financial market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 355, issue 1, pages 34-45, DOI: 10.1016/j.physa.2005.02.061.

2004

  1. Enrico Scalas & Rudolf Gorenflo & Hugh Luckock & Francesco Mainardi & Maurizio Mantelli & Marco Raberto, 2004, "Anomalous waiting times in high-frequency financial data," Quantitative Finance, Taylor & Francis Journals, volume 4, issue 6, pages 695-702, DOI: 10.1080/14697680500040413.

2003

  1. Cincotti, Silvano & M. Focardi, Sergio & Marchesi, Michele & Raberto, Marco, 2003, "Who wins? Study of long-run trader survival in an artificial stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 324, issue 1, pages 227-233, DOI: 10.1016/S0378-4371(02)01902-7.
  2. Marco Raberto & Silvano Cincotti & Sergio Focardi & Michele Marchesi, 2003, "Traders' Long-Run Wealth in an Artificial Financial Market," Computational Economics, Springer;Society for Computational Economics, volume 22, issue 2, pages 255-272, October, DOI: 10.1023/A:1026146100090.

2002

  1. Raberto, Marco & Scalas, Enrico & Mainardi, Francesco, 2002, "Waiting-times and returns in high-frequency financial data: an empirical study," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 314, issue 1, pages 749-755, DOI: 10.1016/S0378-4371(02)01048-8.

2001

  1. Raberto, Marco & Cincotti, Silvano & Focardi, Sergio M. & Marchesi, Michele, 2001, "Agent-based simulation of a financial market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 299, issue 1, pages 319-327, DOI: 10.1016/S0378-4371(01)00312-0.

2000

  1. Mainardi, Francesco & Raberto, Marco & Gorenflo, Rudolf & Scalas, Enrico, 2000, "Fractional calculus and continuous-time finance II: the waiting-time distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 287, issue 3, pages 468-481, DOI: 10.1016/S0378-4371(00)00386-1.
  2. M. Raberto & G. Cuniberti & M. Riani & E. Scales & F. Mainardi & G. Servizi, 2000, "Learning Short-Option Valuation In The Presence Of Rare Events," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 3, issue 03, pages 563-564, DOI: 10.1142/S0219024900000590.

1999

  1. Raberto, Marco & Scalas, Enrico & Cuniberti, Gianaurelio & Riani, Massimo, 1999, "Volatility in the Italian stock market: an empirical study," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 269, issue 1, pages 148-155, DOI: 10.1016/S0378-4371(99)00089-8.
  2. Cuniberti, Gianaurelio & Raberto, Marco & Scalas, Enrico, 1999, "Correlations in the bond-future market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 269, issue 1, pages 90-97, DOI: 10.1016/S0378-4371(99)00083-7.

Chapters

2014

  1. Andrea Teglio & Silvano Cincotti & Einar Jon Erlingsson & Marco Raberto & Hlynur Stefansson & Jon Thor Sturluson, 2014, "Subprime Lending and Financial Inequality in an Agent-Based Model," Lecture Notes in Economics and Mathematical Systems, Springer, in: Stephan Leitner & Friederike Wall, "Artificial Economics and Self Organization", DOI: 10.1007/978-3-319-00912-4_5.

2012

  1. Einar Jón Erlingsson & Marco Raberto & Hlynur Stefánsson & Jón Thór Sturluson, 2012, "Integrating the housing market into an agent-based economic model," Lecture Notes in Economics and Mathematical Systems, Springer, chapter 0, in: Andrea Teglio & Simone Alfarano & Eva Camacho-Cuena & Miguel Ginés-Vilar, "Managing Market Complexity", DOI: 10.1007/978-3-642-31301-1_6.

2011

  1. Andrea Teglio & Marco Raberto & Silvano Cincotti, 2011, "Do Capital Requirements Affect Long-Run Output Trends?," Lecture Notes in Economics and Mathematical Systems, Springer, in: Sjoukje Osinga & Gert Jan Hofstede & Tim Verwaart, "Emergent Results of Artificial Economics", DOI: 10.1007/978-3-642-21108-9_4.

2010

  1. Andrea Teglio & Marco Raberto & Silvano Cincotti, 2010, "Endogenous Credit Dynamics as Source of Business Cycles in the EURACE Model," Lecture Notes in Economics and Mathematical Systems, Springer, in: Marco Li Calzi & Lucia Milone & Paolo Pellizzari, "Progress in Artificial Economics", DOI: 10.1007/978-3-642-13947-5_17.

2009

  1. Andrea Teglio & Marco Raberto & Silvano Cincotti, 2009, "Explaining Equity Excess Return by Means of an Agent-Based Financial Market," Lecture Notes in Economics and Mathematical Systems, Springer, chapter 0, in: Cesáreo Hernández & Marta Posada & Adolfo López-Paredes, "Artificial Economics", DOI: 10.1007/978-3-642-02956-1_12.

2008

  1. Marco Raberto & Andrea Teglio & Silvano Cincotti, 2008, "Prospect Theory Behavioral Assumptions in an Artificial Financial Economy," Lecture Notes in Economics and Mathematical Systems, Springer, chapter 5, in: Klaus Schredelseker & Florian Hauser, "Complexity and Artificial Markets", DOI: 10.1007/978-3-540-70556-7_5.

2007

  1. Marco Raberto & Andrea Teglio & Silvano Cincotti, 2007, "Monetary Policy Experiments in an Artificial Multi-Market Economy with Reservation Wages," Lecture Notes in Economics and Mathematical Systems, Springer, chapter 3, in: Andrea Consiglio, "Artificial Markets Modeling", DOI: 10.1007/978-3-540-73135-1_3.

2006

  1. Silvano Cincotti & Sergio M. Focardi & Linda Ponta & Marco Raberto & Enrico Scalas, 2006, "The Waiting-Time Distribution of Trading Activity in a Double Auction Artificial Financial Market," Lecture Notes in Economics and Mathematical Systems, Springer, in: Akira Namatame & Taisei Kaizouji & Yuuji Aruka, "The Complex Networks of Economic Interactions", DOI: 10.1007/3-540-28727-2_16.

2005

  1. Marco Raberto & Silvano Cincotti & Christian Dose & Sergio M. Focardi & Michele Marchesi, 2005, "Price Formation in an Artificial Market: Limit Order Book Versus Matching of Supply and Demand," Lecture Notes in Economics and Mathematical Systems, Springer, in: Thomas Lux & Eleni Samanidou & Stefan Reitz, "Nonlinear Dynamics and Heterogeneous Interacting Agents", DOI: 10.1007/3-540-27296-8_20.
  2. Enrico Scalas & Silvano Cincotti & Christian Dose & Marco Raberto, 2005, "Fraudulent Agents in an Artificial Financial Market," Lecture Notes in Economics and Mathematical Systems, Springer, in: Thomas Lux & Eleni Samanidou & Stefan Reitz, "Nonlinear Dynamics and Heterogeneous Interacting Agents", DOI: 10.1007/3-540-27296-8_21.

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