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Andrea Gurgone

Personal Details

First Name:Andrea
Middle Name:
Last Name:Gurgone
Suffix:
RePEc Short-ID:pgu620
[This author has chosen not to make the email address public]

Affiliation

Complexity Lab in Economics (CLE)
Università Cattolica del Sacro Cuore

Milano, Italy
http://centridiricerca.unicatt.it/complexity-home
RePEc:edi:clcatit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Gurgone, Andrea & Iori, Giulia, 2020. "Macroprudential capital buffers in heterogeneous banking networks: Insights from an ABM with liquidity crises," BERG Working Paper Series 164, Bamberg University, Bamberg Economic Research Group.

Articles

  1. Gurgone, Andrea & Iori, Giulia & Jafarey, Saqib, 2018. "The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 257-288.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Gurgone, Andrea & Iori, Giulia, 2020. "Macroprudential capital buffers in heterogeneous banking networks: Insights from an ABM with liquidity crises," BERG Working Paper Series 164, Bamberg University, Bamberg Economic Research Group.

    Cited by:

    1. Schulz, Jan & Mayerhoffer, Daniel M., 2021. "A network approach to consumption," BERG Working Paper Series 173, Bamberg University, Bamberg Economic Research Group.
    2. Sahm, Marco, 2022. "Optimal accuracy of unbiased Tullock contests with two heterogeneous players," BERG Working Paper Series 175, Bamberg University, Bamberg Economic Research Group.
    3. Mundt, Philipp & Savin, Ivan, 2022. "Drivers of productivity change in global value chains: Reallocation vs. innovation," BERG Working Paper Series 179, Bamberg University, Bamberg Economic Research Group.
    4. Schmitt, Sefanie Y. & Bruckner, Dominik, 2022. "Unaware consumers and disclosure of deficiencies," BERG Working Paper Series 178, Bamberg University, Bamberg Economic Research Group.
    5. Carro, Adrian, 2023. "Taming the housing roller coaster: The impact of macroprudential policy on the house price cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
    6. Mundt, Philipp & Cantner, Uwe & Inoue, Hiroyasu & Savin, Ivan & Vannuccini, Simone, 2021. "Market selection in global value chains," BERG Working Paper Series 170, Bamberg University, Bamberg Economic Research Group.

Articles

  1. Gurgone, Andrea & Iori, Giulia & Jafarey, Saqib, 2018. "The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 257-288.

    Cited by:

    1. Gianluca Pallante & Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2024. "Robust-less-fragile: Tackling Systemic Risk and Financial Contagion in a Macro Agent-Based Model," GREDEG Working Papers 2024-10, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
    2. Andrea Gurgone & Giulia Iori, 2022. "Macroprudential capital buffers in heterogeneous banking networks: insights from an ABM with liquidity crises," The European Journal of Finance, Taylor & Francis Journals, vol. 28(13-15), pages 1399-1445, October.
    3. Spiros Bougheas & David I. Harvey & Alan Kirman & Douglas Nelson & Alan P. Kirman & Douglas R. Nelson, 2024. "Systemic Risk in Banking, Fire Sales, and Macroeconomic Disasters," CESifo Working Paper Series 10991, CESifo.
    4. Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2019. "Winter is possibly not coming: mitigating financial instability in an agent-based model with interbank market," SciencePo Working papers Main hal-03403274, HAL.
    5. 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.
    6. Dietmar Maringer & Ben Craig & Sandra Paterlini, 2022. "Constructing banking networks under decreasing costs of link formation," Computational Management Science, Springer, vol. 19(1), pages 41-64, January.
    7. Szymon Chudziak, 2022. "On the sources of economic growth, structural consistency of agent-based models and mental-accounting consumer behaviour," KAE Working Papers 2022-073, Warsaw School of Economics, Collegium of Economic Analysis.
    8. Steinbacher, Mitja & Raddant, Matthias & Karimi, Fariba & Camacho-Cuena, Eva & Alfarano, Simone & Iori, Giulia & Lux, Thomas, 2021. "Advances in the Agent-Based Modeling of Economic and Social Behavior," MPRA Paper 107317, University Library of Munich, Germany.
    9. Simon Cramer & Torsten Trimborn, 2019. "Stylized Facts and Agent-Based Modeling," Papers 1912.02684, arXiv.org.
    10. Ben R. Craig & Dietmar Maringer & Sandra Paterlini, 2019. "Recreating Banking Networks under Decreasing Fixed Costs," Working Papers 19-21, Federal Reserve Bank of Cleveland.
    11. Papadopoulos, Georgios, 2019. "Income inequality, consumption, credit and credit risk in a data-driven agent-based model," Journal of Economic Dynamics and Control, Elsevier, vol. 104(C), pages 39-73.
    12. Mario Eboli & Bulent Ozel & Andrea Teglio & Andrea Toto, 2023. "Connectivity, centralisation and ‘robustness-yet-fragility’ of interbank networks," Annals of Finance, Springer, vol. 19(2), pages 169-200, June.
    13. Tabak, Benjamin Miranda & Silva, Thiago Christiano & Fiche, Marcelo Estrela & Braz, Tércio, 2021. "Citation likelihood analysis of the interbank financial networks literature: A machine learning and bibliometric approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 562(C).
    14. Iori, G. & Gurgone, A., 2019. "A multi-agent methodology to assess the effectiveness of alternative systemic risk adjusted capital requirements," Working Papers 19/05, Department of Economics, City University London.
    15. Papadopoulos, Georgios, 2020. "Probing the mechanism: lending rate setting in a data-driven agent-based model," MPRA Paper 102749, University Library of Munich, Germany.
    16. 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).
    17. Carro, Adrian, 2023. "Taming the housing roller coaster: The impact of macroprudential policy on the house price cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
    18. 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.

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 1 paper 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-BAN: Banking (1) 2020-12-07. Author is listed
  2. NEP-CBA: Central Banking (1) 2020-12-07. Author is listed
  3. NEP-CMP: Computational Economics (1) 2020-12-07. Author is listed
  4. NEP-FDG: Financial Development and Growth (1) 2020-12-07. Author is listed
  5. NEP-HME: Heterodox Microeconomics (1) 2020-12-07. Author is listed
  6. NEP-MAC: Macroeconomics (1) 2020-12-07. Author is listed
  7. NEP-MON: Monetary Economics (1) 2020-12-07. Author is listed
  8. NEP-ORE: Operations Research (1) 2020-12-07. Author is listed
  9. NEP-RMG: Risk Management (1) 2020-12-07. Author is listed

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