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Jakob Grazzini

Personal Details

First Name:Jakob
Middle Name:
Last Name:Grazzini
Suffix:
RePEc Short-ID:pgr378
[This author has chosen not to make the email address public]
http://www.jakob.altervista.org/

Affiliation

Dipartimento di Scienze Economiche e Aziendali
Università degli Studi di Pavia

Pavia, Italy
http://economiaweb.unipv.it/
RePEc:edi:dppavit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software Chapters

Working papers

  1. Jakob Grazzini & Domenico Massaro, 2021. "Online Appendix to "Great Volatility, Great Moderation and Great Moderation Again"," Online Appendices 19-98, Review of Economic Dynamics.
  2. Jakob Grazzini & Lorenza Rossi, 2020. "New Firms, Capital Intensity and the Labor Share: New Theoretical and Empirical Insights," CESifo Working Paper Series 8255, CESifo.
  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. Jakob Grazzini & Domenico Massaro, 2018. "Great Volatility and Great Moderation," CESifo Working Paper Series 7272, CESifo.
  5. Assenza, Tiziana & Cardaci, Alberto & Delli Gatti, Domenico & Grazzini, Jakob, 2017. "Policy experiments in an agent-based model with credit networks," Economics Discussion Papers 2017-66, Kiel Institute for the World Economy (IfW Kiel).
  6. Tiziana Assenza & Domenico Delli Gatti & Jakob Grazzini & Giorgio Ricchiuti, 2016. "Heterogeneous Firms and International Trade: The Role of Productivity and Financial Fragility," CESifo Working Paper Series 5959, CESifo.
  7. Jakob Grazzini & Domenico Massaro, 2016. "Dispersed Information and the Origins of Aggregate Fluctuations," CESifo Working Paper Series 5957, CESifo.
  8. Jakob Grazzini & Matteo G. Richiardi & Mike Tsionas, 2015. "Bayesian Estimation of Agent-Based Models," LABORatorio R. Revelli Working Papers Series 145, LABORatorio R. Revelli, Centre for Employment Studies.
  9. Jakob Grazzini & Alessandro Spelta, 2015. "An empirical analysis of the global input-output network and its evolution," DISCE - Working Papers del Dipartimento di Economia e Finanza def031, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
  10. Tiziana Assenza & Jakob Grazzini & Cars Hommes & Domenico Massaro, 2014. "PQ Strategies in Monopolistic Competition: Some Insights from the Lab," DISCE - Working Papers del Dipartimento di Economia e Finanza def011, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
  11. Jakob Grazzini & Matteo Richiardi, 2014. "Estimation of Ergodic Agent-Based Models by Simulated Minimum Distance," Economics Papers 2014-W07, Economics Group, Nuffield College, University of Oxford.
  12. Tiziana Assenza & Domenico Delli Gatti & Jakob Grazzini, 2014. "Emergent Dynamics of a Macroeconomic Agent Based Model with Capital and Credit," CESifo Working Paper Series 4765, CESifo.
  13. Bertacchini, Enrico & Grazzini, Jakob & Vallino, Elena, 2013. "Emergence and Evolution of Property Rights: an Agent Based Perspective," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201340, University of Turin.
  14. Jakob Grazzini & Matteo G. Richiardi & Lisa Sella, 2013. "Analysis of Agent-based Models," LABORatorio R. Revelli Working Papers Series 135, LABORatorio R. Revelli, Centre for Employment Studies.
  15. 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.
  16. Jacob Grazzini & Matteo Richiardi & Lisa Sella, 2012. "Indirect estimation of agent-based models.An application to a simple diffusion model," LABORatorio R. Revelli Working Papers Series 118, LABORatorio R. Revelli, Centre for Employment Studies.
  17. Jakob Grazzini, 2011. "Consistent Estimation of Agent Based Models," LABORatorio R. Revelli Working Papers Series 110, LABORatorio R. Revelli, Centre for Employment Studies.
  18. Grazzini, J., 2011. "Experimental Based, Agent Based Stock Market," CeNDEF Working Papers 11-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  19. Grazzini Jakob, 2011. "Estimating Micromotives from Macrobehavior," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201111, University of Turin.

Articles

  1. Grazzini, Jakob & Spelta, Alessandro, 2022. "An empirical analysis of the global input–output network and its evolution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 594(C).
  2. Jakob Grazzini & Domenico Massaro, 2022. "Great Volatility, Great Moderation and Great Moderation Again," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 44, pages 269-283, April.
  3. Jakob Grazzini & Domenico Massaro, 2021. "Dispersed information, social networks, and aggregate behavior," Economic Inquiry, Western Economic Association International, vol. 59(3), pages 1129-1148, July.
  4. Delli Gatti, Domenico & Grazzini, Jakob, 2020. "Rising to the challenge: Bayesian estimation and forecasting techniques for macroeconomic Agent Based Models," Journal of Economic Behavior & Organization, Elsevier, vol. 178(C), pages 875-902.
  5. 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.
  6. Tiziana Assenza & Jakob Grazzini & Domenico Massaro, 2019. "Introduction to the special issue," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(3), pages 431-436, September.
  7. 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.
  8. T Assenza & P Colzani & D Delli Gatti & J Grazzini, 2018. "Does fiscal policy matter? Tax, transfer, and spend in a macro ABM with capital and credit," Industrial and Corporate Change, Oxford University Press, vol. 27(6), pages 1069-1090.
  9. 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.
  10. 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.
  11. Assenza, Tiziana & Grazzini, Jakob & Hommes, Cars & Massaro, Domenico, 2015. "PQ strategies in monopolistic competition: Some insights from the lab," Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 62-77.
  12. Assenza, Tiziana & Delli Gatti, Domenico & Grazzini, Jakob, 2015. "Emergent dynamics of a macroeconomic agent based model with capital and credit," Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 5-28.
  13. Jakob Grazzini, 2013. "Information dissemination in an experimentally based agent-based stock market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(1), pages 179-209, April.
  14. Jakob Grazzini, 2012. "Analysis of the Emergent Properties: Stationarity and Ergodicity," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 15(2), pages 1-7.

Software components

  1. Jakob Grazzini & Domenico Massaro, 2021. "Code and data files for "Great Volatility, Great Moderation and Great Moderation Again"," Computer Codes 19-98, Review of Economic Dynamics.

Chapters

  1. Jakob Grazzini & Matteo Richiardi & Lisa Sella, 2012. "Small sample bias in MSM estimation of agent-based models," Lecture Notes in Economics and Mathematical Systems, in: Andrea Teglio & Simone Alfarano & Eva Camacho-Cuena & Miguel Ginés-Vilar (ed.), Managing Market Complexity, edition 127, chapter 0, pages 237-247, Springer.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CMP: Computational Economics (8) 2013-07-15 2013-09-06 2014-01-24 2014-11-17 2015-12-20 2016-09-25 2017-10-15 2019-11-04. Author is listed
  2. NEP-MAC: Macroeconomics (5) 2016-07-02 2017-10-15 2018-12-03 2019-11-04 2020-05-25. Author is listed
  3. NEP-ECM: Econometrics (4) 2013-07-15 2014-11-17 2015-12-20 2019-11-04
  4. NEP-BEC: Business Economics (2) 2016-07-02 2020-05-25
  5. NEP-EXP: Experimental Economics (2) 2012-04-17 2015-02-28
  6. NEP-HME: Heterodox Microeconomics (2) 2015-11-21 2019-11-04
  7. NEP-ORE: Operations Research (2) 2014-11-17 2019-11-04
  8. NEP-CBA: Central Banking (1) 2017-10-15
  9. NEP-CBE: Cognitive & Behavioural Economics (1) 2012-04-17
  10. NEP-COM: Industrial Competition (1) 2015-02-28
  11. NEP-CTA: Contract Theory & Applications (1) 2012-04-17
  12. NEP-DGE: Dynamic General Equilibrium (1) 2020-05-25
  13. NEP-FMK: Financial Markets (1) 2012-04-17
  14. NEP-FOR: Forecasting (1) 2019-11-04
  15. NEP-HIS: Business, Economic & Financial History (1) 2018-12-03
  16. NEP-INT: International Trade (1) 2016-07-02
  17. NEP-MON: Monetary Economics (1) 2017-10-15
  18. NEP-NET: Network Economics (1) 2015-11-21
  19. NEP-SBM: Small Business Management (1) 2020-05-25

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