The Financial Network Channel of Monetary Policy Transmission: An Agent-Based Model
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- Michel Alexandre & Gilberto Tadeu Lima & Luca Riccetti & Alberto Russo, 2023. "The financial network channel of monetary policy transmission: an agent-based model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(3), pages 533-571, July.
- Michel Alexandre & Gilberto Tadeu Lima & Luca Riccetti & Alberto Russo, 2022. "The financial network channel of monetary policy transmission: An agent-based model," Working Papers 2022/01, Economics Department, Universitat Jaume I, Castellón (Spain).
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- Andrea Boitani & Lorenzo Di Domenico & Giorgio Ricchiuti, 2024. "Monetary policy and inequality: an heterogenous agents’ approach," DISCE - Working Papers del Dipartimento di Economia e Finanza def133, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
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More about this item
Keywords
Financial network; monetary policy shocks; agent-based modeling.;All these keywords.
JEL classification:
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2022-02-07 (Banking)
- NEP-CBA-2022-02-07 (Central Banking)
- NEP-CMP-2022-02-07 (Computational Economics)
- NEP-CWA-2022-02-07 (Central and Western Asia)
- NEP-FDG-2022-02-07 (Financial Development and Growth)
- NEP-HME-2022-02-07 (Heterodox Microeconomics)
- NEP-MAC-2022-02-07 (Macroeconomics)
- NEP-MON-2022-02-07 (Monetary Economics)
- NEP-NET-2022-02-07 (Network Economics)
- NEP-ORE-2022-02-07 (Operations Research)
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