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Winter is possibly not coming: mitigating financial instability in an agent-based model with interbank market

Citations

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Cited by:

  1. Pallante, Gianluca & Guerini, Mattia & Napoletano, Mauro & Roventini, Andrea, 2025. "Robust-less-fragile: Tackling systemic risk and financial contagion in a macro agent-based model," Journal of Financial Stability, Elsevier, vol. 76(C).
  2. Morteza Alaeddini & Julie Dugdale & Paul Reaidy & Philippe Madiès & Önder Gürcan, 2021. "An Agent-Oriented, Blockchain-Based Design of the Interbank Money Market Trading System," Post-Print hal-03447648, HAL.
  3. Julia Braun & Hans-Peter Burghof & Dag Einar Sommervoll, 2026. "The Effect of the Countercyclical Capital Buffer on the Stability of the Housing Market," The Journal of Real Estate Finance and Economics, Springer, vol. 72(2), pages 235-283, February.
  4. 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.
  5. Adrian Carro & Marc Hinterschweiger & Arzu Uluc & J Doyne Farmer, 2023. "Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 32(2), pages 386-432.
  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. Enrico Minnella & Ana Pereira & Eugen Tereanu, 2026. "The devil in the DeTail: assessing state-contingent tail effects of a releasable macroprudential capital buffer using a parsimonious agent-based framework," Bank of England Staff Working Paper series 1198, Bank of England.
  8. Paola D’Orazio & Lilit Popoyan, 2022. "Realising Central Banks’ Climate Ambitions Through Financial Stability Mandates," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 57(2), pages 103-111, March.
  9. D’Orazio, Paola & Popoyan, Lilit, 2023. "Do monetary policy mandates and financial stability governance structures matter for the adoption of climate-related financial policies?," International Economics, Elsevier, vol. 173(C), pages 284-295.
  10. 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.
  11. Andrea Vandin & Daniele Giachini & Francesco Lamperti & Francesca Chiaromonte, 2020. "Automated and Distributed Statistical Analysis of Economic Agent-Based Models," LEM Papers Series 2020/31, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  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. Bardoscia, Marco & Carro, Adrian & Hinterschweiger, Marc & Napoletano, Mauro & Popoyan, Lilit & Roventini, Andrea & Uluc, Arzu, 2025. "The impact of prudential regulation on the UK housing market and economy: Insights from an agent-based model," Journal of Economic Behavior & Organization, Elsevier, vol. 229(C).
  14. Morteza Alaeddini & Philippe Madiès & Paul J. Reaidy & Julie Dugdale, 2023. "Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature," Journal of Economic Surveys, Wiley Blackwell, vol. 37(2), pages 573-654, April.
  15. Pereira, Ana & Tereanu, Eugen & Minnella, Enrico, 2026. "The devil in the DeTail: assessing state-contingent tail effects of a releasable macroprudential capital buffer using a parsimonious agent-based framework," Working Paper Series 3257, European Central Bank.
  16. Lilit Popoyan & Alessandro Sapio, 2023. "Prevention first vs. cap-and-trade policies in an agent-based integrated assessment model with GHG emissions permits," LEM Papers Series 2023/29, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  17. Federico Bassi & Andrea Boitani, 2021. "Monetary and macroprudential policy: The multiplier effects of cooperation," DISCE - Working Papers del Dipartimento di Economia e Finanza def110, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
  18. 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).
  19. Davide Bazzana, 2024. "Animal spirits, bankruptcies, and monetary policy effectiveness in a hybrid macroeconomic agent-based financial accelerator model," Journal of Evolutionary Economics, Springer, vol. 34(1), pages 29-61, January.
  20. Morteza Alaeddini & Julie Dugdale & Paul Reaidy & Philippe Madiès, 2023. "Exploring Credit Relationship Dynamics in an Interbank Market Benefiting from Blockchain-based Distributed Trust: Insights from an Agent-based Model," Post-Print hal-04266077, HAL.
  21. Szymon Chudziak, 2025. "Studying economic complexity with agent-based models: advances, challenges and future perspectives," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 20(2), pages 413-449, April.
  22. Lilit Popoyan & Alessandro Sapio, 2025. "Prevention first vs. cap-and-trade policies in an agent-based integrated assessment model with GHG emissions permits," Journal of Evolutionary Economics, Springer, vol. 35(2), pages 309-354, April.
  23. Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2023. "Systemically important banks - emerging risk and policy responses: An agent-based investigation," LEM Papers Series 2023/30, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  24. Gross, Marco, 2022. "Beautiful cycles: A theory and a model implying a curious role for interest," Economic Modelling, Elsevier, vol. 106(C).
  25. Lilit Popoyan, 2020. "Macroprudential Policy: a Blessing or a Curse?," Review of Economics and Institutions, Università di Perugia, vol. 11(1-2).
  26. 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).
  27. Florian Peters & Doris Neuberger & Oliver Reinhardt & Adelinde Uhrmacher, 2022. "A basic macroeconomic agent-based model for analyzing monetary regime shifts," PLOS ONE, Public Library of Science, vol. 17(12), pages 1-39, December.
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