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Citations for "The financial accelerator in an evolving credit network"

by Delli Gatti, Domenico & Gallegati, Mauro & Greenwald, Bruce & Russo, Alberto & Stiglitz, Joseph E.

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  1. 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.
  2. 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.
  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. Ricetti, Luca & Russo, Alberto & Gallegati, Mauro, 2013. "Unemployment benefits and financial leverage in an agent based macroeconomic model," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 7, pages 1-44.
  5. Popoyan, Lilit & Napoletano, Mauro & Roventini, Andrea, 2017. "Taming macroeconomic instability: Monetary and macro-prudential policy interactions in an agent-based model," Journal of Economic Behavior & Organization, Elsevier, vol. 134(C), pages 117-140.
  6. 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.
  7. Giorgio Fagiolo & Andrea Roventini, 2017. "Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 20(1), pages 1-1.
  8. Schasfoort, Joeri & Godin, Antoine & Bezemer, Dirk & Caiani, Alessandro & Kinsella, Stephen, 2017. "Monetary Policy Transmission in a Macroeconomic Agent-Based Model," Research Report 17010-GEM, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  9. 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.
  10. 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.
  11. Dosi, Giovanni & Fagiolo, Giorgio & Napoletano, Mauro & Roventini, Andrea, 2013. "Income distribution, credit and fiscal policies in an agent-based Keynesian model," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1598-1625.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. Giorgio Fagiolo & Andrea Roventini, 2012. "Macroeconomic Policy in DSGE and Agent-Based Models," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(5), pages 67-116.
  17. Galina Hale & Christopher Candelaria & Julián Caballero & Sergey Borisov, 2013. "Bank Linkages and International Trade," IDB Publications (Working Papers) 83660, Inter-American Development Bank.
  18. Antoine Godin & Stephen Kinsella, 2012. "Leverage, liquidity and crisis: A simulation study," ASSRU Discussion Papers 1205, ASSRU - Algorithmic Social Science Research Unit.
  19. Dosi, Giovanni & Fagiolo, Giorgio & Napoletano, Mauro & Roventini, Andrea & Treibich, Tania, 2015. "Fiscal and monetary policies in complex evolving economies," Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages 166-189.
  20. 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.
  21. Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2017. "Micro and macro policies in the Keynes+Schumpeter evolutionary models," Journal of Evolutionary Economics, Springer, vol. 27(1), pages 63-90, January.
  22. Mattia Guerini & Alessio Moneta & Mauro Napoletano & Andrea Roventini, 2017. "The Janus-faced nature of debt : result from a data-driven cointegrated SVAR approach," Documents de Travail de l'OFCE 2017-02, Observatoire Francais des Conjonctures Economiques (OFCE).
  23. 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.
  24. Martin Guzman & Peter Howitt, 2015. "Learning, Expectations, and the Financial Instability Hypothesis," Working Papers Series 33, Institute for New Economic Thinking.
  25. Giovanni Dosi, 2012. "Economic Coordination and Dynamics: Some Elements of an Alternative "Evolutionary" Paradigm," LEM Papers Series 2012/08, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  26. Hale, Galina, 2012. "Bank relationships, business cycles, and financial crises," Journal of International Economics, Elsevier, vol. 88(2), pages 312-325.
  27. 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.
  28. Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2016. "No Man Is an Island: The Impact of Heterogeneity and Local Interactions on Macroeconomic Dynamics," LEM Papers Series 2016/24, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  29. Burrows, Oliver & Cumming, Fergus, 2015. "Mapping the UK financial system," Bank of England Quarterly Bulletin, Bank of England, vol. 55(2), pages 114-129.
  30. Alberto Russo, 2014. "Elements of Novelty, Known Mechanisms, and the Fundamental Causes of the Recent Crisis," Journal of Economic Issues, M.E. Sharpe, Inc., vol. 48(3), pages 743-764, September.
  31. 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.
  32. 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.
  33. repec:spo:wpecon:info:hdl:2441/eu4vqp9ompqllr09j0h130d0n is not listed on IDEAS
  34. 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.
  35. Ashraf, Quamrul & Gershman, Boris & Howitt, Peter, 2017. "Banks, market organization, and macroeconomic performance: An agent-based computational analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 135(C), pages 143-180.
  36. 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.
  37. 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.
  38. 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).
  39. Russo, Alberto, 2016. "An Agent Based Macroeconomic Model with Social Classes and Endogenous Crises," MPRA Paper 77175, University Library of Munich, Germany.
  40. 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.
  41. 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.
  42. Matteo G. Richiardi, 2015. "The future of agent-based modelling," LABORatorio R. Revelli Working Papers Series 141, LABORatorio R. Revelli, Centre for Employment Studies.
  43. 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.
  44. Michel Alexandre da Silva & Gilberto Tadeu Lima, 2015. "Combining Monetary Policy and Prudential Regulation: an agent-based modeling approach," Working Papers Series 394, Central Bank of Brazil, Research Department.
  45. Chiarella, C. & Di Guilmi, C., 2017. "Monetary Policy And Debt Deflation: Some Computational Experiments," Macroeconomic Dynamics, Cambridge University Press, vol. 21(01), pages 214-242, January.
  46. 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.
  47. Mauro Napoletano & Jean-Luc Gaffard & Zakaria Babutsidze, 2012. "Agent Based Models A New Tool for Economic and Policy Analysis," Working Papers hal-01070338, HAL.
  48. Russo, Alberto & Zanini, Adelino, 2010. "On the expansion of finance and financialisation," MPRA Paper 26828, University Library of Munich, Germany.
  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.
  50. 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.
  51. 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.
  52. Matteo G. Richiardi, 2017. "The Future of Agent-Based Modeling," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 43(2), pages 271-287, March.
  53. Yuri Biondi & Feng Zhou, 2017. "Interbank Credit and the Money Manufacturing Process. A Systemic Perspective on Financial Stability," Papers 1702.08774, arXiv.org.
  54. 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.
  55. 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).
  56. Riccetti, Luca & Russo, Alberto & Mauro, Gallegati, 2013. "Financial Regulation in an Agent Based Macroeconomic Model," MPRA Paper 51013, University Library of Munich, Germany.
  57. Russo, Alberto, 2013. "Financial Fragility and Macroeconomic Instability in a Heterogeneous Interacting Agents Framework," MPRA Paper 46578, University Library of Munich, Germany.
  58. 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.
  59. 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.
  60. repec:spo:wpecon:info:hdl:2441/f6h8764enu2lskk9p6go0e900 is not listed on IDEAS
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