Corrado Di Guilmi
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.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Carl Chiarella & Corrado Di Guilmi & Tianhao Zhi, 2015.
"Modelling the "Animal Spirits" of Bank's Lending Behaviour,"
Working Paper Series
183, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
Mentioned in:
- Letture suggerite da Keynes blog - 2 novembre 2015
by keynesblog in Keynes Blog on 2015-11-02 18:33:45
- Letture suggerite da Keynes blog - 2 novembre 2015
RePEc Biblio mentions
As found on the RePEc Biblio, the curated bibliography of Economics:- Baskozos, Giorgos & Galanis, Giorgos & Di Guilmi, Corrado, 2020.
"A Behavioural SIR Model and its Implications for Physical Distancing,"
CRETA Online Discussion Paper Series
58, Centre for Research in Economic Theory and its Applications CRETA.
Mentioned in:
- Giorgos Baskozos & Giorgos Galanis & Corrado Di Guilmi, 2020.
"Social distancing and contagion in a discrete choice model of COVID-19,"
CAMA Working Papers
2020-35, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Baskozos, Giorgos & Galanis, Giorgos & Di Guilmi, Corrado, 2020. "Social distancing and contagion in a discrete choice model of COVID-19," CRETA Online Discussion Paper Series 57, Centre for Research in Economic Theory and its Applications CRETA.
Mentioned in:
Working papers
- Corrado Di Guilmi & Giorgos Galanis & Christian Proaño, 2022.
"A Baseline Model of Behavioral Political Cycles and Macroeconomic Fluctuations,"
Working Papers
106, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research.
- Di Guilmi, Corrado & Galanis, Giorgos & Proaño, Christian R., 2023. "A Baseline Model of Behavioral Political Cycles and Macroeconomic Fluctuations," Journal of Economic Behavior & Organization, Elsevier, vol. 213(C), pages 50-67.
- Corrado Di Guilmi & Giorgos Galanis & Christian R. Proaño, 2022. "A Baseline Model of Behavioral Political Cycles and Macroeconomic Fluctuations," CAMA Working Papers 2022-71, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
Cited by:
- Cahen-Fourot, Louison & Campiglio, Emanuele & Daumas, Louis & Miess, Michael Gregor & Yardley, Andrew, 2023.
"Stranding ahoy? Heterogeneous transition beliefs and capital investment choices,"
Journal of Economic Behavior & Organization, Elsevier, vol. 216(C), pages 535-567.
- Louison Cahen-Fourot & Emanuele Campiglio & Louis Daumas & Michael Gregor Miess & Andrew Yardley, 2023. "Stranding ahoy? Heterogeneous transition beliefs and capital investment choices," Post-Print hal-04505800, HAL.
- Giorgos Baskozos & Giorgos Galanis & Corrado Di Guilmi, 2020.
"Social distancing and contagion in a discrete choice model of COVID-19,"
CAMA Working Papers
2020-35, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Baskozos, Giorgos & Galanis, Giorgos & Di Guilmi, Corrado, 2020. "Social distancing and contagion in a discrete choice model of COVID-19," CRETA Online Discussion Paper Series 57, Centre for Research in Economic Theory and its Applications CRETA.
Cited by:
- Andrew Atkeson, 2020. "On Using SIR Models to Model Disease Scenarios for COVID-19," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 41(01), pages 1-35, June.
- Guilmi, Corrado Di & Galanis, Giorgos, 2020.
"Convergence and divergence in dynamic voting with inequality,"
CRETA Online Discussion Paper Series
61, Centre for Research in Economic Theory and its Applications CRETA.
- Di Guilmi, Corrado & Galanis, Giorgos, 2021. "Convergence and divergence in dynamic voting with inequality," Journal of Economic Behavior & Organization, Elsevier, vol. 187(C), pages 137-158.
- Cassandra Castle & Corrado Di Guilmi & Olena Stavrunova, 2021. "Individualism and Collectivism as predictors of compliance with COVID-19 public health safety expectations," Working Paper Series 2021/03, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Domenico Delli Gatti & Severin Reissl & Enrico Turco, 2021.
"V for Vaccines and Variants,"
CESifo Working Paper Series
9291, CESifo.
- Domenico Delli Gatti & Severin Reissl & Enrico Turco, 2023. "V for vaccines and variants," Journal of Evolutionary Economics, Springer, vol. 33(4), pages 991-1046, September.
- Domenico Delli Gatti & Severin Reissl, 2020. "ABC: An Agent Based Exploration of the Macroeconomic Effects of Covid-19," CESifo Working Paper Series 8763, CESifo.
- Baskozos, Giorgos & Galanis, Giorgos & Di Guilmi, Corrado, 2020.
"A Behavioural SIR Model and its Implications for Physical Distancing,"
CRETA Online Discussion Paper Series
58, Centre for Research in Economic Theory and its Applications CRETA.
Cited by:
- Peter Flaschel & Giorgos Galanis & Daniele Tavani & Roberto Veneziani, 2021.
"Pandemics and aggregate demand: A framework for policy analysis,"
CAMA Working Papers
2021-12, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Peter Flaschel & Giorgos Galanis & Daniele Tavani & Roberto Veneziani, 2021. "Pandemics and Aggregate Demand: a Framework for Policy Analysis," FMM Working Paper 62-2021, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Peter Flaschel & Giorgos Galanis & Daniele Tavani & Roberto Veneziani, 2021. "Pandemics and Aggregate Demand: a Framework for Policy Analysis," Working Papers PKWP2101, Post Keynesian Economics Society (PKES).
- Gans, Joshua Samuel, 2020.
"The Economic Consequences of R=1: Towards a Workable Behavioural Epidemiological Model of Pandemics,"
SocArXiv
yxdc5, Center for Open Science.
- Joshua S. Gans, 2020. "The Economic Consequences of R̂ = 1: Towards a Workable Behavioural Epidemiological Model of Pandemics," NBER Working Papers 27632, National Bureau of Economic Research, Inc.
- Di Guilmi, Corrado & Galanis, Giorgos & Proaño, Christian R., 2023.
"A Baseline Model of Behavioral Political Cycles and Macroeconomic Fluctuations,"
Journal of Economic Behavior & Organization, Elsevier, vol. 213(C), pages 50-67.
- Corrado Di Guilmi & Giorgos Galanis & Christian Proaño, 2022. "A Baseline Model of Behavioral Political Cycles and Macroeconomic Fluctuations," Working Papers 106, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research.
- Corrado Di Guilmi & Giorgos Galanis & Christian R. Proaño, 2022. "A Baseline Model of Behavioral Political Cycles and Macroeconomic Fluctuations," CAMA Working Papers 2022-71, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Galanis, Giorgos & Kollias, Iraklis & Leventidis, Ioanis & Lustenhouwer, Joep, 2022. "Generalizing Heuristic Switching Models," Working Papers 0715, University of Heidelberg, Department of Economics.
- Galanis, Giorgos & Kollias, Iraklis & Leventidis, Ioanis & Lustenhouwer, Joep, 2022. "Generalizing Heterogeneous Dynamic Heuristic Selection," CRETA Online Discussion Paper Series 73, Centre for Research in Economic Theory and its Applications CRETA.
- Peter Flaschel & Giorgos Galanis & Daniele Tavani & Roberto Veneziani, 2021.
"Pandemics and aggregate demand: A framework for policy analysis,"
CAMA Working Papers
2021-12, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Corrado Di Guilmi & Yoshi Fujiwara, 2020.
"Dual labor market, inflation, and aggregate demand in an agent-based model of the Japanese macroeconomy,"
CAMA Working Papers
2020-11, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
Cited by:
- Hideaki Aoyama & Corrado Di Guilmi & Yoshi Fujiwara & Hiroshi Yoshikawa, 2021.
"Dual Labor Market and the "Phillips Curve Puzzle","
Papers
2103.06482, arXiv.org.
- AOYAMA Hideaki & Corrado DI GUILMI & FUJIWARA Yoshi & YOSHIKAWA Hiroshi, 2021. "Dual Labor Market and the "Phillips Curve Puzzle"," Discussion papers 21006, Research Institute of Economy, Trade and Industry (RIETI).
- Hideaki Aoyama & Corrado Di Guilmi & Yoshi Fujiwara & Hiroshi Yoshikawa, 2021. "Dual labor market and the "Phillips curve puzzle"," CAMA Working Papers 2021-49, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Corrado DI GUILMI & FUJIWARA Yoshi, 2022.
"Does the Supply Network Shape the Firm Size Distribution? The Japanese case,"
Discussion papers
22082, Research Institute of Economy, Trade and Industry (RIETI).
- Corrado Di Guilmi & Yoshi Fujiwara, 2020. "Does the supply network shape the firm size distribution? The Japanese case," CAMA Working Papers 2020-66, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hideaki Aoyama & Corrado Di Guilmi & Yoshi Fujiwara & Hiroshi Yoshikawa, 2021.
"Dual Labor Market and the "Phillips Curve Puzzle","
Papers
2103.06482, arXiv.org.
- Laura Carvalho & Corrado Di Guilmi, 2019.
"Technological unemployment and income inequality: a stock-flow consistent agent-based approach,"
Working Papers, Department of Economics
2019_04, University of São Paulo (FEA-USP).
- Laura Carvalho & Corrado Di Guilmi, 2020. "Technological unemployment and income inequality: a stock-flow consistent agent-based approach," Journal of Evolutionary Economics, Springer, vol. 30(1), pages 39-73, January.
Cited by:
- Lilian N. Rolim & Carolina Troncoso Baltar & Gilberto Tadeu Lima, 2023.
"Income distribution, productivity growth, and workers’ bargaining power in an agent-based macroeconomic model,"
Journal of Evolutionary Economics, Springer, vol. 33(2), pages 473-516, April.
- Lilian N. Rolim & Carolina Troncoso Baltar & Gilberto Tadeu Lima, 2021. "Income Distribution, Productivity Growth and Workers's Bargaining Power in an Agent-Based Macroeconomic Model," Working Papers, Department of Economics 2021_27, University of São Paulo (FEA-USP), revised 30 Nov 2021.
- Patrick Mellacher, 2021.
"Growth, Inequality and Declining Business Dynamism in a Unified Schumpeter Mark I + II Model,"
Papers
2111.09407, arXiv.org, revised Nov 2023.
- Patrick Mellacher, 2023. "Growth, Inequality and Declining Business Dynamism in a Unified Schumpeter Mark I + II Model," Graz Economics Papers 2023-04, University of Graz, Department of Economics.
- Canh Phuc Nguyen & Binh Quang Nguyen & Duyen Thuy Le Tran, 2023. "Economic complexity and income inequality: New evidence of a nonlinear effect," Social Science Quarterly, Southwestern Social Science Association, vol. 104(4), pages 829-868, July.
- Yuri Lima & Carlos Eduardo Barbosa & Herbert Salazar dos Santos & Jano Moreira de Souza, 2021. "Understanding Technological Unemployment: A Review of Causes, Consequences, and Solutions," Societies, MDPI, vol. 11(2), pages 1-17, May.
- Gregor Semieniuk & Emanuele Campiglio & Jean-Francois Mercure & Ulrich Volz & Neil R. Edwards, 2020.
"Low-carbon transition risks for finance,"
Working Papers
233, Department of Economics, SOAS University of London, UK.
- Gregor Semieniuk & Emanuele Campiglio & Jean‐Francois Mercure & Ulrich Volz & Neil R. Edwards, 2021. "Low‐carbon transition risks for finance," Wiley Interdisciplinary Reviews: Climate Change, John Wiley & Sons, vol. 12(1), January.
- Nikolas Schiozer & Gilberto Tadeu Lima & Michel Alexandre, 2024. "Heterogeneity in pricing behavior in hybrid DSGE-ABM macrodynamics," Working Papers, Department of Economics 2024_26, University of São Paulo (FEA-USP).
- Guilmi, Corrado Di & Fujiwara, Yoshi, 2022. "Dual labor market, financial fragility, and deflation in an agent-based model of the Japanese macroeconomy," Journal of Economic Behavior & Organization, Elsevier, vol. 196(C), pages 346-371.
- Lilian Rolim & Laura Carvalho & Dany Lang, 2023.
"Monetary policy rules and the inequality-augmented Phillips Curve,"
Working Papers, Department of Economics
2023_06, University of São Paulo (FEA-USP).
- Rolim, Lilian & Carvalho, Laura & Lang, Dany, 2024. "Monetary policy rules and the inequality-augmented Phillips curve," Economic Modelling, Elsevier, vol. 139(C).
- Lilian Rolim & Laura Carvalho & Dany Lang, 2023. "Monetary policy rules and the inequality-augmented Phillips curve," FMM Working Paper 91-2023, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Michele Catalano & Corrado Di Guilmi, 2016.
"Uncertainty, rationality and complexity in a multi sectoral dynamic model: the Dynamic Stochastic Generalized Aggregation approach,"
CAMA Working Papers
2016-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Catalano, Michele & Di Guilmi, Corrado, 2019. "Uncertainty, rationality and complexity in a multi-sectoral dynamic model: The dynamic stochastic generalized aggregation approach," Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 117-144.
Cited by:
- Masciandaro, Donato, 2022. "Independence, conservatism, and beyond: Monetary policy, central bank governance and central banker preferences (1981–2021)," Journal of International Money and Finance, Elsevier, vol. 122(C).
- Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph E. Stiglitz & Tania Treibich, 2020.
"Rational Heuristics? Expectations And Behaviors In Evolving Economies With Heterogeneous Interacting Agents,"
Economic Inquiry, Western Economic Association International, vol. 58(3), pages 1487-1516, July.
- Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph Stiglitz & Tania Treibich, 2017. "Rational Heuristics ? Expectations and behaviors in Evolving Economies with Heterogeneous interacting agents," SciencePo Working papers Main hal-03455368, HAL.
- Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph Stiglitz & Tania Treibich, 2020. "Rational heuristics? Expectations and behaviors in evolving economies with heterogeneous interacting agents," Post-Print halshs-03046977, HAL.
- Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph Stiglitz & Tania Treibich, 2017. "Rational Heuristics ? Expectations and behaviors in Evolving Economies with Heterogeneous interacting agents," Working Papers hal-03455368, HAL.
- Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph E. Stiglitz & Tania Treibich, 2017. "Rational Heuristics? Expectations and Behaviors in Evolving Economies with Heterogeneous Interacting Agents," LEM Papers Series 2017/31, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph Stiglitz & Tania Treibich, 2017. "Rational Heuristics ? Expectations and behaviours in evolving economies with heterogeneous interacting agents," Documents de Travail de l'OFCE 2017-32, Observatoire Francais des Conjonctures Economiques (OFCE).
- Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph E. Stiglitz & Tania Treibich, 2020. "Rational Heuristics? Expectations and Behaviors in Evolving Economies with Heterogeneous Interacting Agents," NBER Working Papers 26922, National Bureau of Economic Research, Inc.
- Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph Stiglitz & Tania Treibich, 2020. "Rational heuristics? Expectations and behaviors in evolving economies with heterogeneous interacting agents," SciencePo Working papers Main halshs-03046977, HAL.
- Proaño, Christian R. & Lojak, Benjamin, 2020.
"Animal spirits, risk premia and monetary policy at the zero lower bound,"
Journal of Economic Behavior & Organization, Elsevier, vol. 171(C), pages 221-233.
- Christian R. Proaño & Benjamin Lojak, 2019. "Animal spirits, risk premia and monetary policy at the zero lower bound," CAMA Working Papers 2019-73, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Proaño Acosta, Christian & Lojak, Benjamin, 2019. "Animal spirits, risk premia and monetary policy at the zero lower bound," BERG Working Paper Series 148, Bamberg University, Bamberg Economic Research Group.
- Di Guilmi, C. & Gallegati, M. & Landini, S. & Stiglitz, J.E., 2020. "An analytical solution for network models with heterogeneous and interacting agents," Journal of Economic Behavior & Organization, Elsevier, vol. 171(C), pages 189-220.
- Corrado Di Guilmi & Laura Carvalho, 2016.
"The Dynamics Of Leverage In A Demand-Driven Model With Heterogeneous Firms,"
Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting]
141, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Di Guilmi, Corrado & Carvalho, Laura, 2017. "The dynamics of leverage in a demand-driven model with heterogeneous firms," Journal of Economic Behavior & Organization, Elsevier, vol. 140(C), pages 70-90.
Cited by:
- Catalano, Michele & Di Guilmi, Corrado, 2019.
"Uncertainty, rationality and complexity in a multi-sectoral dynamic model: The dynamic stochastic generalized aggregation approach,"
Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 117-144.
- Michele Catalano & Corrado Di Guilmi, 2016. "Uncertainty, rationality and complexity in a multi sectoral dynamic model: the Dynamic Stochastic Generalized Aggregation approach," CAMA Working Papers 2016-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Alessia Cafferata & Marwil J. Dávila-Fernández & Serena Sordi, 2021. "(Ir)rational explorers in the financial jungle," Journal of Evolutionary Economics, Springer, vol. 31(4), pages 1157-1188, September.
- Corrado DI GUILMI & FUJIWARA Yoshi, 2022.
"Does the Supply Network Shape the Firm Size Distribution? The Japanese case,"
Discussion papers
22082, Research Institute of Economy, Trade and Industry (RIETI).
- Corrado Di Guilmi & Yoshi Fujiwara, 2020. "Does the supply network shape the firm size distribution? The Japanese case," CAMA Working Papers 2020-66, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Ítalo Pedrosa & Dany Lang, 2018.
"Heterogeneity, distribution and financial fragility of non-financial firms: an agent-based stock-flow consistent (AB-SFC) model,"
Working Papers
hal-01937186, HAL.
- Italo Pedrosa & Dany Lang, 2018. "Heterogeneity, distribution and financial fragility of non-financial firms: an agent-based stock-flow consistent (AB-SFC) model," CEPN Working Papers 2018-11, Centre d'Economie de l'Université de Paris Nord.
- Reissl, Severin, 2020. "Minsky from the bottom up – Formalising the two-price model of investment in a simple agent-based framework," Journal of Economic Behavior & Organization, Elsevier, vol. 177(C), pages 109-142.
- Laura Carvalho & Corrado Di Guilmi, 2019.
"Technological unemployment and income inequality: a stock-flow consistent agent-based approach,"
Working Papers, Department of Economics
2019_04, University of São Paulo (FEA-USP).
- Laura Carvalho & Corrado Di Guilmi, 2020. "Technological unemployment and income inequality: a stock-flow consistent agent-based approach," Journal of Evolutionary Economics, Springer, vol. 30(1), pages 39-73, January.
- Karlis, Alexandros & Galanis, Giorgos & Terovitis, Spyridon & Turner, Matthew, 2015.
"Heterogeneity and Clustering of Defaults,"
The Warwick Economics Research Paper Series (TWERPS)
1083, University of Warwick, Department of Economics.
- A. K. Karlis & G. Galanis & S. Terovitis & M. S. Turner, 2021. "Heterogeneity and clustering of defaults," Quantitative Finance, Taylor & Francis Journals, vol. 21(9), pages 1533-1549, September.
- Di Guilmi, C. & Gallegati, M. & Landini, S. & Stiglitz, J.E., 2020. "An analytical solution for network models with heterogeneous and interacting agents," Journal of Economic Behavior & Organization, Elsevier, vol. 171(C), pages 189-220.
- Alessia Cafferata & Marwil J. Dávila-Fernández & Serena Sordi, 2020. "(Ir)rational explorers in the financial jungle: modelling Minsky with heterogeneous agents," Department of Economics University of Siena 819, Department of Economics, University of Siena.
- Ítalo Pedrosa & Dany Lang, 2021. "To what extent does aggregate leverage determine financial fragility? New insights from an agent-based stock-flow consistent model," Journal of Evolutionary Economics, Springer, vol. 31(4), pages 1221-1275, September.
- Corrado Di Guilmi & Laura Carvalho, 2015.
"The dynamics of leverage in a Minskyan model with heterogeneous firms,"
Working Papers, Department of Economics
2015_15, University of São Paulo (FEA-USP).
- Corrado Di Guilmi & Laura Carvalho, 2015. "The dynamics of leverage in a Minskyan model with heterogenous firms," Working Paper Series 28, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
Cited by:
- Catalano, Michele & Di Guilmi, Corrado, 2019.
"Uncertainty, rationality and complexity in a multi-sectoral dynamic model: The dynamic stochastic generalized aggregation approach,"
Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 117-144.
- Michele Catalano & Corrado Di Guilmi, 2016. "Uncertainty, rationality and complexity in a multi sectoral dynamic model: the Dynamic Stochastic Generalized Aggregation approach," CAMA Working Papers 2016-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Carl Chiarella & Corrado Di Guilmi & Tianhao Zhi, 2015.
"Modelling the "Animal Spirits" of Bank's Lending Behaviour,"
Working Paper Series
183, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
Cited by:
- Serena Sordi & Marwil J. Dávila-Fernández, 2020.
"Investment behaviour and “bull & bear” dynamics: modelling real and stock market interactions,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(4), pages 867-897, October.
- Serena Sordi & Marwil J. Dávila-Fernández, 2019. "Investment behaviour and “bull & bear” dynamics: Modelling real and stock market interactions," Department of Economics University of Siena 800, Department of Economics, University of Siena.
- Kubin, Ingrid & Zörner, Thomas O. & Gardini, Laura & Commendatore, Pasquale, 2019. "A credit cycle model with market sentiments," Structural Change and Economic Dynamics, Elsevier, vol. 50(C), pages 159-174.
- Flaschel, Peter & Charpe, Matthieu & Galanis, Giorgos & Proaño Acosta, Christian & Veneziani, Roberto, 2017.
"Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics,"
BERG Working Paper Series
125, Bamberg University, Bamberg Economic Research Group.
- Flaschel, Peter & Charpe, Matthieu & Galanis, Giorgos & Proaño, Christian R. & Veneziani, Roberto, 2018. "Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 237-256.
- Peter Flaschel & Matthieu Charpe & Giorgos Galanis & Christian R. Proaño & Roberto Veneziani, 2017. "Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics," IMK Working Paper 186-2017, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Peter Flaschel & Matthieu Charpe & Giorgos Galanis & Christian R. Proano & Roberto Veneziani, 2017. "Macroeconomic and Stock Market Interactions with Endogenous Aggregate Sentiment Dynamics," Working Papers 821, Queen Mary University of London, School of Economics and Finance.
- Serena Sordi & Marwil J. Dávila-Fernández, 2020.
"Investment behaviour and “bull & bear” dynamics: modelling real and stock market interactions,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(4), pages 867-897, October.
- Laura Carvalho & Corrado Di Guilmi, 2014.
"Income inequality and macroeconomic instability: a stock-flow consistent approach with heterogeneous agents,"
CAMA Working Papers
2014-60, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
Cited by:
- Jo Michell, 2014. "A Steindlian account of the distribution of corporate profits and leverage: A stock-flow consistent macroeconomic model with agent-based microfoundations," Working Papers PKWP1412, Post Keynesian Economics Society (PKES).
- Gennaro Zezza & Michalis Nikiforos, 2017.
"Stock-flow Consistent Macroeconomic Models: A Survey,"
EcoMod2017
10762, EcoMod.
- Roberto Veneziani & Luca Zamparelli & Michalis Nikiforos & Gennaro Zezza, 2017. "Stock-Flow Consistent Macroeconomic Models: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 31(5), pages 1204-1239, December.
- Michalis Nikiforos & Gennaro Zezza, 2017. "Stock-flow Consistent Macroeconomic Models: A Survey," Economics Working Paper Archive wp_891, Levy Economics Institute.
- Philipp Poppitz, 2016. "Does self-perceptions and income inequality match?," IMK Working Paper 173-2016, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Greg Hannsgen & Tai Young-Taft, 2015. "Inside Money in a Kaldor-Kalecki-Steindl Fiscal Policy Model: The Unit of Account, Inflation, Leverage, and Financial Fragility," Economics Working Paper Archive wp_839, Levy Economics Institute.
- Carl Chiarella & Corrado Di Guilmi, 2013.
"Monetary Policy and Debt Deflation: Some Computational Experiments,"
CAMA Working Papers
2013-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Chiarella, C. & Di Guilmi, C., 2017. "Monetary Policy And Debt Deflation: Some Computational Experiments," Macroeconomic Dynamics, Cambridge University Press, vol. 21(1), pages 214-242, January.
- Carl Chiarella & Corrado Di Guilmi, 2013. "Monetary Policy and Debt Deflation: Some Computational Experiments," Working Paper Series 10, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
Cited by:
- Salle, Isabelle & Seppecher, Pascal, 2018.
"Stabilizing an unstable complex economy on the limitations of simple rules,"
Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 289-317.
- Isabelle Salle & Pascal Seppecher, 2017. "Stabilizing an Unstable Complex Economy-On the limitations of simple rules," CEPN Working Papers 2017-07, Centre d'Economie de l'Université de Paris Nord.
- Deryugina, Elena & Ponomarenko, Alexey & Rozhkova, Anna, 2020.
"When are credit gap estimates reliable?,"
Economic Analysis and Policy, Elsevier, vol. 67(C), pages 221-238.
- Elena Deryugina & Alexey Ponomarenko & Anna Rozhkova, 2018. "When are credit gap estimates reliable?," Bank of Russia Working Paper Series wps34, Bank of Russia.
- Bardoscia, Marco & Carro, Adrian & Hinterschweiger, Marc & Napoletano, Mauro & Popoyan, Lilit & Roventini, Andrea & Uluc, Arzu, 2024.
"The impact of prudential regulations on the UK housing market and economy: insights from an agent-based model,"
Bank of England working papers
1066, Bank of England.
- Marco Bardoscia & Adrian Carro & Marc Hinterschweiger & Mauro Napoletano & Lilit Popoyan & Andrea Roventini & Arzu Uluc, 2024. "The impact of prudential regulations on the UK housing market and economy: Insights from an agent-based model," Working Papers 118, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research.
- Reissl, Severin, 2020. "Minsky from the bottom up – Formalising the two-price model of investment in a simple agent-based framework," Journal of Economic Behavior & Organization, Elsevier, vol. 177(C), pages 109-142.
- Michel Alexandre & Gilberto Tadeu Lima, 2020.
"Combining monetary policy and prudential regulation: an agent-based modeling approach,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(2), pages 385-411, April.
- 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.
- Michel Alexandre & Gilberto Tadeu Lima, 2017. "Combining Monetary Policy and Prudential Regulation: An Agent-Based Modeling Approach," Working Papers, Department of Economics 2017_34, University of São Paulo (FEA-USP), revised 18 Dec 2017.
- Michel Alexandre Da Silva & Gilberto Tadeu Lima, 2016. "Combining Monetary Policy And Prudential Regulation: An Agent-Based Modeling Approach," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 039, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2020.
"Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market,"
Documents de Travail de l'OFCE
2020-14, Observatoire Francais des Conjonctures Economiques (OFCE).
- 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.
- Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2019. "Winter is possibly not coming: mitigating financial instability in an agent-based model with interbank market," Working Papers hal-03403274, HAL.
- Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2019. "Winter is possibly not coming : mitigating financial instability in an agent-based model with interbank market," Documents de Travail de l'OFCE 2019-14, Observatoire Francais des Conjonctures Economiques (OFCE).
- Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2020. "Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market," Post-Print halshs-03046545, HAL.
- Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2019. "Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market," LEM Papers Series 2019/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2020. "Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market," SciencePo Working papers Main halshs-03046545, HAL.
- Popoyan, Lilit & Napoletano, Mauro & Roventini, Andrea, 2020. "Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market," Journal of Economic Dynamics and Control, Elsevier, vol. 117(C).
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- Corrado Di Guilmi & Xue-Zhong He & Kai Li, 2013.
"Herding, Trend Chasing and Market Volatility,"
Research Paper Series
337, Quantitative Finance Research Centre, University of Technology, Sydney.
- Di Guilmi, Corrado & He, Xue-Zhong & Li, Kai, 2014. "Herding, trend chasing and market volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 349-373.
Cited by:
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- Karlis, Alexandros & Galanis, Girogos & Terovitis, Spyridon & Turner, Matthew, 2017. "Heterogeneity and Clustering of Defaults," Economic Research Papers 270011, University of Warwick - Department of Economics.
- Li, Kai, 2021. "Nonlinear effect of sentiment on momentum," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
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- Carl Chiarella & Corrado Di Guilmi & Tianhao Zhi, 2015. "Modelling the "Animal Spirits" of Bank's Lending Behaviour," Working Paper Series 183, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Yi-Fang Liu & Wei Zhang & Chao Xu & Jørgen Vitting Andersen & Hai-Chuan Xu, 2014. "Impact of information cost and switching of trading strategies in an artificial stock market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01215947, HAL.
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"Volatility clustering: A nonlinear theoretical approach,"
Journal of Economic Behavior & Organization, Elsevier, vol. 130(C), pages 274-297.
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- Karlis, Alexandros & Galanis, Giorgos & Terovitis, Spyridon & Turner, Matthew, 2015.
"Heterogeneity and Clustering of Defaults,"
The Warwick Economics Research Paper Series (TWERPS)
1083, University of Warwick, Department of Economics.
- A. K. Karlis & G. Galanis & S. Terovitis & M. S. Turner, 2021. "Heterogeneity and clustering of defaults," Quantitative Finance, Taylor & Francis Journals, vol. 21(9), pages 1533-1549, September.
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"Asymmetry, tail risk and time series momentum,"
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hal-03511436, HAL.
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"Time to build and bond risk premia,"
Journal of Economic Dynamics and Control, Elsevier, vol. 121(C).
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"Limit Distribution of Evolving Strategies in Financial Markets,"
Research Paper Series
294, Quantitative Finance Research Centre, University of Technology, Sydney.
- Chiarella Carl & Di Guilmi Corrado, 2015. "The limit distribution of evolving strategies in financial markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(2), pages 137-159, April.
Cited by:
- Catalano, Michele & Di Guilmi, Corrado, 2019.
"Uncertainty, rationality and complexity in a multi-sectoral dynamic model: The dynamic stochastic generalized aggregation approach,"
Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 117-144.
- Michele Catalano & Corrado Di Guilmi, 2016. "Uncertainty, rationality and complexity in a multi sectoral dynamic model: the Dynamic Stochastic Generalized Aggregation approach," CAMA Working Papers 2016-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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"The Green-MKS system: A baseline environmental macro-dynamic model,"
Department of Economics University of Siena
890, Department of Economics, University of Siena.
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- Corrado Di Guilmi & Xue-Zhong He & Kai Li, 2013.
"Herding, Trend Chasing and Market Volatility,"
Research Paper Series
337, Quantitative Finance Research Centre, University of Technology, Sydney.
- Di Guilmi, Corrado & He, Xue-Zhong & Li, Kai, 2014. "Herding, trend chasing and market volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 349-373.
- Kai Li, 2014. "Asset Price Dynamics with Heterogeneous Beliefs and Time Delays," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 1-2014, January-A.
- Carl Chiarella & Corrado Di Guilmi, 2010.
"The Financial Instability Hypothesis: A Stochastic Microfoundation Framework,"
Research Paper Series
273, Quantitative Finance Research Centre, University of Technology, Sydney.
- Chiarella, Carl & Di Guilmi, Corrado, 2011. "The financial instability hypothesis: A stochastic microfoundation framework," Journal of Economic Dynamics and Control, Elsevier, vol. 35(8), pages 1151-1171, August.
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"The role of cognitive limitations and heterogeneous expectations for aggregate production and credit cycle,"
Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 206-236.
- de Grauwe, Paul & Gerba, Eddie, 2018. "The role of cognitive limitations and heterogeneous expectations for aggregate production and credit cycle," LSE Research Online Documents on Economics 87942, London School of Economics and Political Science, LSE Library.
- Carl Chiarella & Corrado Di Guilmi, 2011.
"Limit Distribution of Evolving Strategies in Financial Markets,"
Research Paper Series
294, Quantitative Finance Research Centre, University of Technology, Sydney.
- Chiarella Carl & Di Guilmi Corrado, 2015. "The limit distribution of evolving strategies in financial markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(2), pages 137-159, April.
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- Catalano, Michele & Di Guilmi, Corrado, 2019.
"Uncertainty, rationality and complexity in a multi-sectoral dynamic model: The dynamic stochastic generalized aggregation approach,"
Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 117-144.
- Michele Catalano & Corrado Di Guilmi, 2016. "Uncertainty, rationality and complexity in a multi sectoral dynamic model: the Dynamic Stochastic Generalized Aggregation approach," CAMA Working Papers 2016-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Salle, Isabelle & Seppecher, Pascal, 2018.
"Stabilizing an unstable complex economy on the limitations of simple rules,"
Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 289-317.
- Isabelle Salle & Pascal Seppecher, 2017. "Stabilizing an Unstable Complex Economy-On the limitations of simple rules," CEPN Working Papers 2017-07, Centre d'Economie de l'Université de Paris Nord.
- Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2012.
"Income Distribution, Credit and Fiscal Policies in an Agent-Based Keynesian Model,"
Documents de Travail de l'OFCE
2012-06, Observatoire Francais des Conjonctures Economiques (OFCE).
- Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2012. "Income Distribution, Credit and Fiscal Policies in an Agent-Based Keynesian Model," EconomiX Working Papers 2012-5, University of Paris Nanterre, EconomiX.
- Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2012. "Income Distribution, Credit and Fiscal Policies in an Agent-Based Keynesian Model," Working Papers hal-04141136, HAL.
- Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2012. "Income distribution, credit and fiscal policies in an agent-based keynesian model," SciencePo Working papers Main hal-01070285, HAL.
- Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2012. "Income Distribution, Credit and Fiscal Policies in an Agent-Based Keynesian Model," LEM Papers Series 2012/03, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2012. "Income Distribution, Credit and Fiscal Policies in an Agent-Based Keynesian Model," Working Papers 03/2012, University of Verona, Department of Economics.
- Giovanni Dosi & Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2012. "Income distribution, credit and fiscal policies in an agent-based keynesian model," Working Papers hal-01070285, HAL.
- 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.
- Alessia Cafferata & Marwil J. Dávila-Fernández & Serena Sordi, 2021. "(Ir)rational explorers in the financial jungle," Journal of Evolutionary Economics, Springer, vol. 31(4), pages 1157-1188, September.
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"Household debt and housing bubble: A Minskian approach to boom-bust cycles,"
UMASS Amherst Economics Working Papers
2015-08, University of Massachusetts Amherst, Department of Economics.
- Soon Ryoo, 2016. "Household debt and housing bubbles: a Minskian approach to boom-bust cycles," Journal of Evolutionary Economics, Springer, vol. 26(5), pages 971-1006, December.
- Nikolaidi, Maria & Stockhammer, Engelbert, 2017.
"Minsky models: a structured survey,"
Greenwich Papers in Political Economy
17448, University of Greenwich, Greenwich Political Economy Research Centre.
- Roberto Veneziani & Luca Zamparelli & Maria Nikolaidi & Engelbert Stockhammer, 2017. "Minsky Models: A Structured Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 31(5), pages 1304-1331, December.
- Nikolaidi, Maria & Stockhammer, Engelbert, 2017. "Minsky models: a structured survey," Greenwich Papers in Political Economy 17739, University of Greenwich, Greenwich Political Economy Research Centre.
- Maria Nikolaidi & Engelbert Stockhammer, 2017. "Minsky models: A structured survey," Working Papers PKWP1706, Post Keynesian Economics Society (PKES).
- Gaël Giraud & Florent MCISAAC & Emmanuel BOVARI & Ekaterina ZATSEPINA, 2017.
"Coping with the Collapse: A Stock-Flow Consistent Monetary Macrodynamics of Global Warming,"
Working Paper
0f12dfef-5625-4dd1-8f2b-d, Agence française de développement.
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- Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2011.
"Debt deleveraging and business cycles: An agent-based perspective,"
Economics Discussion Papers
2011-31, Kiel Institute for the World Economy (IfW Kiel).
- Raberto, Marco & Teglio, Andrea & Cincotti, Silvano, 2012. "Debt, deleveraging and business cycles: An agent-based perspective," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 6, pages 1-49.
- Adam B. Barrett, 2017. "Stability of zero-growth economics analysed with a Minskyan model," Papers 1704.08161, arXiv.org, revised Nov 2017.
- Laura Carvalho & Corrado Di Guilmi, 2014. "Income inequality and macroeconomic instability: a stock-flow consistent approach with heterogeneous agents," CAMA Working Papers 2014-60, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Yannis Dafermos, 2018. "Debt cycles, instability and fiscal rules: a Godley–Minsky synthesis," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 42(5), pages 1277-1313.
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- Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2020.
"Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market,"
Documents de Travail de l'OFCE
2020-14, Observatoire Francais des Conjonctures Economiques (OFCE).
- 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.
- Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2019. "Winter is possibly not coming: mitigating financial instability in an agent-based model with interbank market," Working Papers hal-03403274, HAL.
- Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2019. "Winter is possibly not coming : mitigating financial instability in an agent-based model with interbank market," Documents de Travail de l'OFCE 2019-14, Observatoire Francais des Conjonctures Economiques (OFCE).
- Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2020. "Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market," Post-Print halshs-03046545, HAL.
- Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2019. "Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market," LEM Papers Series 2019/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Lilit Popoyan & Mauro Napoletano & Andrea Roventini, 2020. "Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market," SciencePo Working papers Main halshs-03046545, HAL.
- Popoyan, Lilit & Napoletano, Mauro & Roventini, Andrea, 2020. "Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market," Journal of Economic Dynamics and Control, Elsevier, vol. 117(C).
- Karlis, Alexandros & Galanis, Girogos & Terovitis, Spyridon & Turner, Matthew, 2017. "Heterogeneity and Clustering of Defaults," Economic Research Papers 270011, University of Warwick - Department of Economics.
- Chen, Zhenxi & Lien, Donald & Lin, Yaheng, 2021. "Sentiment: The bridge between financial markets and macroeconomy," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 1177-1190.
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"Technological unemployment and income inequality: a stock-flow consistent agent-based approach,"
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- Laura Carvalho & Corrado Di Guilmi, 2020. "Technological unemployment and income inequality: a stock-flow consistent agent-based approach," Journal of Evolutionary Economics, Springer, vol. 30(1), pages 39-73, January.
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"Herding, Trend Chasing and Market Volatility,"
Research Paper Series
337, Quantitative Finance Research Centre, University of Technology, Sydney.
- Di Guilmi, Corrado & He, Xue-Zhong & Li, Kai, 2014. "Herding, trend chasing and market volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 349-373.
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- Carl Chiarella & Corrado Di Guilmi, 2013. "Monetary Policy and Debt Deflation: Some Computational Experiments," Working Paper Series 10, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Chiarella, C. & Di Guilmi, C., 2017. "Monetary Policy And Debt Deflation: Some Computational Experiments," Macroeconomic Dynamics, Cambridge University Press, vol. 21(1), pages 214-242, January.
- Karlis, Alexandros & Galanis, Giorgos & Terovitis, Spyridon & Turner, Matthew, 2015.
"Heterogeneity and Clustering of Defaults,"
The Warwick Economics Research Paper Series (TWERPS)
1083, University of Warwick, Department of Economics.
- A. K. Karlis & G. Galanis & S. Terovitis & M. S. Turner, 2021. "Heterogeneity and clustering of defaults," Quantitative Finance, Taylor & Francis Journals, vol. 21(9), pages 1533-1549, September.
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- Lena Gerdes & Bernhard Rengs & Manuel Scholz-Wäckerle, 2022. "Labor and environment in global value chains: an evolutionary policy study with a three-sector and two-region agent-based macroeconomic model," Journal of Evolutionary Economics, Springer, vol. 32(1), pages 123-173, January.
- Nikolaidi, Maria, 2017.
"Three decades of modelling Minsky: what we have learned and the way forward,"
Greenwich Papers in Political Economy
17509, University of Greenwich, Greenwich Political Economy Research Centre.
- Maria Nikolaidi, 2017. "Three decades of modelling Minsky: what we have learned and the way forward," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 14(2), pages 222-237, September.
- Yannis Dafermos, 2015. "Debt cycles, instability and fiscal rules: a Godley-Minsky model," Working Papers 20151509, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
- Gross, Marco, 2022. "Beautiful cycles: A theory and a model implying a curious role for interest," Economic Modelling, Elsevier, vol. 106(C).
- Kai Li, 2014. "Asset Price Dynamics with Heterogeneous Beliefs and Time Delays," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 1-2014, January-A.
- Mulligan, Robert F., 2013. "A sectoral analysis of the financial instability hypothesis," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(4), pages 450-459.
- Gallegati, Marco & Delli Gatti, Domenico, 2018. "Macrofinancial imbalances in historical perspective: A global crisis index," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 190-205.
- Cavallaro, Eleonora & Maggi, Bernardo, 2016. "State of confidence, overborrowing and macroeconomic stabilization in out-of-equilibrium dynamics," Economic Modelling, Elsevier, vol. 59(C), pages 210-223.
- Di Guilmi, C. & Gallegati, M. & Landini, S. & Stiglitz, J.E., 2020. "An analytical solution for network models with heterogeneous and interacting agents," Journal of Economic Behavior & Organization, Elsevier, vol. 171(C), pages 189-220.
- Alessia Cafferata & Marwil J. Dávila-Fernández & Serena Sordi, 2020. "(Ir)rational explorers in the financial jungle: modelling Minsky with heterogeneous agents," Department of Economics University of Siena 819, Department of Economics, University of Siena.
- Tianhao Zhi, 2016. "Animal Spirits and Financial Instability - A Disequilibrium Macroeconomic Perspective," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 1-2016, January-A.
- Min Liu & Yamei Li & Jiangfeng Hu, 2024. "Does the Yangtze River Protection Strategy help heavily polluting corporates deleverage? Evidence from corporates in the Yangtze River Economic Belt," Economic Change and Restructuring, Springer, vol. 57(2), pages 1-30, April.
- Domenico Delli Gatti & Corrado Di Guilmi & Mauro Gallegati & Simone Landini, 2012. "Reconstructing Aggregate Dynamics in Heterogeneous Agents Models. A Markovian Approach," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(5), pages 117-146.
- Gaël Giraud & Florent MCISAAC & Emmanuel BOVARI, 2018. "Coping with the Collapse: A Stock-Flow Consistent Monetary Macrodynamics of Global Warming - Updated version dated July 2017," Working Paper 987f5d77-9601-4865-9ce1-4, Agence française de développement.
- Carl Chiarella & Corrado Di Guilmi, 2014. "Financial instability and debt deflation dynamics in a bottom-up approach," Economics Bulletin, AccessEcon, vol. 34(1), pages 125-132.
- Rosser, J. Barkley & Rosser, Marina V., 2023. "The Bielefeld School of economics, Post Keynesian economics, and dynamic complexity," Journal of Economic Behavior & Organization, Elsevier, vol. 212(C), pages 454-465.
- Edoardo Gaffeo & Corrado di Guilmi & Mauro Gallegati & Alberto Russo, 2008.
"On the mean/variance relationship of the firm size distribution: evidence and some theory,"
Department of Economics Working Papers
0805, Department of Economics, University of Trento, Italia.
Cited by:
- Murat ATAN & Emre BOZDAĞ, 2011. "Avrupa Karbonatlı İçecekler Piyasasında Firma Büyüklüğü Ve Büyüklük Genişleme Oranı İlişkisi," Ekonomik Yaklasim, Ekonomik Yaklasim Association, vol. 22(80), pages 19-38.
- Elisabetta De Antoni, 2009. "Money and finance: the heterodox views of R. Clower, A. Leijonhufvud and H. Minsky," Department of Economics Working Papers 0908, Department of Economics, University of Trento, Italia.
- Corrado DI GUILMI, 2008.
"Financial Determinants of Firms Profitability: A Hazard Function Investigation,"
Working Papers
315, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
Cited by:
- Lenzu, Simone & Tedeschi, Gabriele, 2012.
"Systemic risk on different interbank network topologies,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(18), pages 4331-4341.
- Simone LENZU & Gabriele TEDESCHI, 2012. "Systemic risk on different interbank network topologies," Working Papers 375, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Luca RICCETTI, 2011. "A Copula-GARCH Model for Macro Asset Allocation of a Portfolio with Commodities: an Out-of-Sample Analysis," Working Papers 355, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Mazen Kebewar, 2012.
"La structure du capital et la profitabilité : Une étude empirique sur données de panel françaises,"
Working Papers
hal-00751212, HAL.
- Kebewar, mazen, 2012. "La structure du capital et la profitabilité Une étude empirique sur données de panel françaises," MPRA Paper 42446, University Library of Munich, Germany.
- Mazen Kebewar, 2012. "La structure du capital et la profitabilité : Une étude empirique sur données de panel françaises," Working Papers hal-00751211, HAL.
- Luca RICCETTI, 2010. "Minimum Tracking Error Volatility," Working Papers 340, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Ugo FRATESI, 2010. "The National and International Effects;of Regional Policy Choices: Agglomeration Economies, Peripherality and Territorial Characteristics," Working Papers 344, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Ruggero Grilli & Gabriele Tedeschi & Mauro Gallegati, 2015.
"Markets connectivity and financial contagion,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(2), pages 287-304, October.
- Ruggero GRILLI & Gabriele TEDESCHI & Mauro GALLEGATI, 2012. "Markets connectivity and financial contagion," Working Papers 382, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Eralba CELA & Tineke FOKKEMA & Elena AMBROSETTI, 2012. "Links Between Transnationalism Integration and Duration of Residence: The Case of eastern European Migrants in Italy," Working Papers 386, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Fabio FIORILLO & Agnese SACCHI, 2010. "I Want to Free-ride. An Opportunistic View on Decentralization Versus Centralization Problem," Working Papers 346, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Alberto Russo, 2014.
"A Stochastic Model of Wealth Accumulation with Class Division,"
Metroeconomica, Wiley Blackwell, vol. 65(1), pages 1-35, February.
- Alberto RUSSO, 2012. "A Stochastic Model of Wealth Accumulation with Class Division," Working Papers 373, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Elena AMBROSETTI & Eralba CELA & Tineke FOKKEMA, 2011. "The Remittances Behaviour of the Second Generation in Europe: Altruism or Self-Interest?," Working Papers 368, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Alessandro STERLACCHINI, 2012. "Patent Oppositions as Competitive Tools: An Analysis of the Major Players in the European Market of White Goods," Working Papers 374, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Lenzu, Simone & Tedeschi, Gabriele, 2012.
"Systemic risk on different interbank network topologies,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(18), pages 4331-4341.
- Di Guilmi, Corrado & Gallegati, Mauro & Landini, Simone, 2008.
"Modeling Maximum Entropy and Mean-Field Interaction in Macroeconomics,"
Economics Discussion Papers
2008-36, Kiel Institute for the World Economy (IfW Kiel).
Cited by:
- Sander van der Hoog, 2017. "Deep Learning in (and of) Agent-Based Models: A Prospectus," Papers 1706.06302, arXiv.org.
- Corrado Di Guilmi & Mauro Gallegati & Simone Landini, 2007.
"Economic dynamics with financial fragility and mean-field interaction: a model,"
Papers
0709.2083, arXiv.org.
- Di Guilmi, C. & Gallegati, M. & Landini, S., 2008. "Economic dynamics with financial fragility and mean-field interaction: A model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(15), pages 3852-3861.
Cited by:
- Tohmé, Fernando & Larrosa, Juan M.C., 2016. "Architectures engender crises: The emergence of power laws in social networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 450(C), pages 305-316.
- Ramis Khabibullin & Alexey Ponomarenko, 2022.
"An empirical behavioral model of household’s deposit dollarization,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(3), pages 827-847, July.
- Ramis Khabibullin & Alexey Ponomarenko, 2020. "An empirical behavioral model of households’ deposit dollarization," Bank of Russia Working Paper Series wps67, Bank of Russia.
- Gualdi, Stanislao & Tarzia, Marco & Zamponi, Francesco & Bouchaud, Jean-Philippe, 2015. "Tipping points in macroeconomic agent-based models," Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 29-61.
- Corrado Di Guilmi & Edoardo Gaffeo & Mauro Gallegati & Antonio Palestrini, 2004.
"International evidence on business cycle magnitude dependence,"
Papers
cond-mat/0401495, arXiv.org.
Cited by:
- Carl Chiarella & Corrado Di Guilmi, 2010.
"The Financial Instability Hypothesis: A Stochastic Microfoundation Framework,"
Research Paper Series
273, Quantitative Finance Research Centre, University of Technology, Sydney.
- Chiarella, Carl & Di Guilmi, Corrado, 2011. "The financial instability hypothesis: A stochastic microfoundation framework," Journal of Economic Dynamics and Control, Elsevier, vol. 35(8), pages 1151-1171, August.
- Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2014. "Bank interlinkages and macroeconomic stability," International Review of Economics & Finance, Elsevier, vol. 34(C), pages 72-88.
- Ruggero Grilli & Gabriele Tedeschi & Mauro Gallegati, 2015.
"Markets connectivity and financial contagion,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(2), pages 287-304, October.
- Ruggero GRILLI & Gabriele TEDESCHI & Mauro GALLEGATI, 2012. "Markets connectivity and financial contagion," Working Papers 382, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Carl Chiarella & Corrado Di Guilmi, 2010.
"The Financial Instability Hypothesis: A Stochastic Microfoundation Framework,"
Research Paper Series
273, Quantitative Finance Research Centre, University of Technology, Sydney.
- Yoshi Fujiwara & Corrado Di Guilmi & Hideaki Aoyama & Mauro Gallegati & Wataru Souma, 2003.
"Do Pareto-Zipf and Gibrat laws hold true? An analysis with European Firms,"
Papers
cond-mat/0310061, arXiv.org, revised Nov 2003.
- Fujiwara, Yoshi & Di Guilmi, Corrado & Aoyama, Hideaki & Gallegati, Mauro & Souma, Wataru, 2004. "Do Pareto–Zipf and Gibrat laws hold true? An analysis with European firms," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 335(1), pages 197-216.
Cited by:
- Masashi Tomoyose & Shouji Fujimoto & Atushi Ishikawa, 2008. "Non-Gibrat's law in the middle scale region," Papers 0809.3060, arXiv.org.
- Atushi Ishikawa & Shouji Fujimoto & Takayuki Mizuno, 2019. "Statistical law observed in inactive rate of firms," Evolutionary and Institutional Economics Review, Springer, vol. 16(1), pages 201-212, June.
- Gallegati, Mauro & Kirman, Alan, 2019. "20 years of WEHIA: A journey in search of a safer road," Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 5-14.
- Cirillo, Pasquale & Hüsler, Jürg, 2009. "On the upper tail of Italian firms’ size distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(8), pages 1546-1554.
- Tamotsu Onozaki, 2018. "Nonlinearity, Bounded Rationality, and Heterogeneity," Springer Books, Springer, number 978-4-431-54971-0, April.
- Giuseppe Toscani, 2016. "Kinetic and mean field description of Gibrat's law," Papers 1606.04796, arXiv.org.
- Alfaro, Martín, 2020. "Market structures in small open economies: Evidence from Denmark," Research in Economics, Elsevier, vol. 74(4), pages 363-378.
- Xavier Gabaix, 2009.
"Power Laws in Economics and Finance,"
Annual Review of Economics, Annual Reviews, vol. 1(1), pages 255-294, May.
- Xavier Gabaix, 2008. "Power Laws in Economics and Finance," NBER Working Papers 14299, National Bureau of Economic Research, Inc.
- Petra Štamfestová & Lukáš Sobíšek & Jiří Hnilica, 2023. "Firm Size Distribution in the Central European Context," Central European Business Review, Prague University of Economics and Business, vol. 2023(5), pages 151-175.
- Yuichi Ikeda & Hideaki Aoyama & Hiroshi Iyetomi & Yoshi Fujiwara & Wataru Souma, 2008. "Correlated performance of firms in a transaction network," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 3(1), pages 73-80, June.
- Wright, Ian, 2005.
"The social architecture of capitalism,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 346(3), pages 589-620.
- Ian Wright, 2004. "The Social Architecture of Capitalism," Papers cond-mat/0401053, arXiv.org, revised Mar 2011.
- Ying Fan & Menghui Li & Zengru Di, 2004. "Increasing Returns to Scale, Dynamics of Industrial Structure and Size Distribution of Firms," Papers cond-mat/0407383, arXiv.org.
- Ikeda, Yuichi & Souma, Wataru & Aoyama, Hideaki & Iyetomi, Hiroshi & Fujiwara, Yoshi & Kaizoji, Taisei, 2007. "Quantitative agent-based firm dynamics simulation with parameters estimated by financial and transaction data analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 375(2), pages 651-667.
- John Pencavel, 2013.
"The Changing Size Distribution of U.S. Trade Unions and Its Description by Pareto's Distribution,"
Discussion Papers
12-011, Stanford Institute for Economic Policy Research.
- John Pencavel, 2014. "The Changing Size Distribution of U.S. Trade Unions and its Description by Pareto's Distribution," ILR Review, Cornell University, ILR School, vol. 67(1), pages 138-170, January.
- Pencavel, John H., 2013. "The Changing Size Distribution of U.S. Trade Unions and Its Description by Pareto's Distribution," IZA Discussion Papers 7232, Institute of Labor Economics (IZA).
- Mizuno, Takayuki & Ishikawa, Atushi & Fujimoto, Shouji & Watanabe, Tsutomu, 2011. "Power Laws in Firm Productivity," Working Paper Series 11, Center for Interfirm Network, Institute of Economic Research, Hitotsubashi University.
- Kyungsik Kim & S. -M. Yoon & C. Christopher Lee & K. H. Chang, 2004. "Zipf's Law Distributions for Korean Stock Prices," Papers cond-mat/0405390, arXiv.org.
- Hongduo Cao & Ying Li & Yong Tan, 2014. "The synchronization club: classification of global economic groups by inequality," Applied Economics, Taylor & Francis Journals, vol. 46(21), pages 2502-2510, July.
- Gatti, Domenico Delli & Guilmi, Corrado Di & Gaffeo, Edoardo & Giulioni, Gianfranco & Gallegati, Mauro & Palestrini, Antonio, 2005. "A new approach to business fluctuations: heterogeneous interacting agents, scaling laws and financial fragility," Journal of Economic Behavior & Organization, Elsevier, vol. 56(4), pages 489-512, April.
- Ishikawa, Atushi & Fujimoto, Shouji & Mizuno, Takayuki, 2011. "Shape of growth-rate distribution determines the type of Non-Gibrat’s Property," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(23), pages 4273-4285.
- Fujiwara, Yoshi & Aoyama, Hideaki & Di Guilmi, Corrado & Souma, Wataru & Gallegati, Mauro, 2004. "Gibrat and Pareto–Zipf revisited with European firms," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 344(1), pages 112-116.
- Giulio Bottazzi & Davide Pirino & Federico Tamagni, 2013.
"Zipf Law and the Firm Size Distribution: a critical discussion of popular estimators,"
LEM Papers Series
2013/17, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giulio Bottazzi & Davide Pirino & Federico Tamagni, 2015. "Zipf law and the firm size distribution: a critical discussion of popular estimators," Journal of Evolutionary Economics, Springer, vol. 25(3), pages 585-610, July.
- Xavier Gabaix & Augustin Landier, 2006.
"Why Has CEO Pay Increased So Much?,"
NBER Working Papers
12365, National Bureau of Economic Research, Inc.
- Xavier Gabaix & Augustin Landier, 2006. "Why Has CEO Pay Increased So Much?," 2006 Meeting Papers 518, Society for Economic Dynamics.
- Xavier Gabaix & Augustin Landier, 2008. "Why has CEO Pay Increased So Much?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 123(1), pages 49-100.
- Michel Alexandre & Gilberto Tadeu Lima, 2019. "Macroeconomic Impacts of Trade Credit: An Agent-Based Modeling Exploration," Working Papers, Department of Economics 2019_31, University of São Paulo (FEA-USP).
- Andrew T. Balthrop, 2021. "Gibrat’s law in the trucking industry," Empirical Economics, Springer, vol. 61(1), pages 339-354, July.
- Dahui, Wang & Li, Zhou & Zengru, Di, 2006. "Bipartite producer–consumer networks and the size distribution of firms," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 363(2), pages 359-366.
- Segarra, Agustí & Teruel, Mercedes, 2012. "An appraisal of firm size distribution: Does sample size matter?," Journal of Economic Behavior & Organization, Elsevier, vol. 82(1), pages 314-328.
- Lyócsa, Štefan & Výrost, Tomáš, 2018. "Scale-free distribution of firm-size distribution in emerging economies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 508(C), pages 501-505.
- Ikeda, Yuichi & Aoyama, Hideaki & Iyetomi, Hiroshi & Fujiwara, Yoshi & Souma, Wataru & Kaizoji, Taisei, 2007.
"Response of firm agent network to exogenous shock,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(1), pages 138-148.
- Yuichi Ikeda & Hideaki Aoyama & Hiroshi Iyetomi & Yoshi Fujiwara & Wataru Souma & Taisei Kaizoji, 2006. "Response of Firm Agent Network to Exogenous Shock," Papers physics/0607287, arXiv.org.
- Atushi Ishikawa & Shouji Fujimoto & Takayuki Mizuno, 2024. "Statistical laws observed in earthquakes using mesh statistics: an econophysical point of view," Evolutionary and Institutional Economics Review, Springer, vol. 21(2), pages 203-216, September.
- Gatti, Domenico Delli & Di Guilmi, Corrado & Gallegati, Mauro & Giulioni, Gianfranco, 2007. "Financial Fragility, Industrial Dynamics, And Business Fluctuations In An Agent-Based Model," Macroeconomic Dynamics, Cambridge University Press, vol. 11(S1), pages 62-79, November.
- Atushi Ishikawa & Shouji Fujimoto & Takayuki Mizuno, 2021. "Why does production function take the Cobb–Douglas form?," Evolutionary and Institutional Economics Review, Springer, vol. 18(1), pages 79-102, April.
- Atushi Ishikawa & Shouji Fujimoto & Takayuki Mizuno & Tsutomu Watanabe, 2016. "Long-term firm growth properties derived from short-term laws of sales and number of employees in Japan and France," Evolutionary and Institutional Economics Review, Springer, vol. 13(2), pages 409-422, December.
- Yanagita, Tatsuo & Onozaki, Tamotsu, 2010. "Dynamics of market structure driven by the degree of consumer’s rationality," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(5), pages 1041-1054.
- Wright, Ian, 2008.
"Implicit Microfoundations for Macroeconomics,"
Economics Discussion Papers
2008-41, Kiel Institute for the World Economy (IfW Kiel).
- Wright, Ian, 2009. "Implicit Microfoundations for Macroeconomics," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-27.
- Hideaki Aoyama & Yoshi Fujiwara & Yuichi Ikeda & Hiroshi Iyetomi & Wataru Souma, 2010. "Econophysics on Real Economy -The First Decade of the Kyoto Econophysics Group-," Papers 1006.5587, arXiv.org, revised Jul 2010.
- Bai, Chong-En & Mao, Jie & Zhang, Qiong, 2014. "Measuring market concentration in China: the problem with using censored data and its rectification," China Economic Review, Elsevier, vol. 30(C), pages 432-447.
- Massing, Till & Puente-Ajovín, Miguel & Ramos, Arturo, 2020.
"On the parametric description of log-growth rates of cities’ sizes of four European countries and the USA,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 551(C).
- Till Massing & Miguel Puente-Ajov'in & Arturo Ramos, 2023. "On the parametric description of log-growth rates of cities' sizes of four European countries and the USA," Papers 2308.10034, arXiv.org.
- Aktaev, Nurken E. & Bannova, K.A., 2022. "Mathematical modeling of probability distribution of money by means of potential formation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 595(C).
- Xavier Gabaix & Parameswaran Gopikrishnan & Vasiliki Plerou & H. Eugene Stanley, 2005.
"Institutional Investors and Stock Market Volatility,"
NBER Working Papers
11722, National Bureau of Economic Research, Inc.
- Xavier Gabaix & Parameswaran Gopikrishnan & Vasiliki Plerou & H. Eugene Stanley, 2006. "Institutional Investors and Stock Market Volatility," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 121(2), pages 461-504.
- Gao, Baojun & Chan, Wai Kin (Victor) & Li, Hongyi, 2015. "On the increasing inequality in size distribution of China's listed companies," China Economic Review, Elsevier, vol. 36(C), pages 25-41.
- Fujimoto, S. & Ishikawa, A. & Mizuno, T. & Watanabe, T. & 渡辺, 努 & ワタナベ, ツトム, 2011. "A New Method for Measuring Tail Exponents of Firm Size Distributions," Working Paper Series 7, Center for Interfirm Network, Institute of Economic Research, Hitotsubashi University.
- Atushi Ishikawa & Takayuki Mizuno & Shouji Fujimoto, 2022. "Employee Number Dependence in Labor Productivity Distribution," The Review of Socionetwork Strategies, Springer, vol. 16(2), pages 465-477, October.
- Ishikawa, Atushi, 2009. "Power-Law and Log-Normal Distributions in Temporal Changes of Firm-Size Variables," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-25.
- Dion R J O’Neale & Shaun C Hendy, 2012. "Power Law Distributions of Patents as Indicators of Innovation," PLOS ONE, Public Library of Science, vol. 7(12), pages 1-9, December.
- Gerrit de Wit, 2005. "Zipf's Law in Economics," Scales Research Reports N200503, EIM Business and Policy Research.
- Hegyi, Géza & Néda, Zoltán & Augusta Santos, Maria, 2007. "Wealth distribution and Pareto's law in the Hungarian medieval society," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 380(C), pages 271-277.
- Ishikawa, Atushi, 2006. "Pareto index induced from the scale of companies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 363(2), pages 367-376.
- Kitt, Robert & Kalda, Jaan, 2005. "Scaling analysis of multi-variate intermittent time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 353(C), pages 480-492.
- Sarabia, José María & Prieto, Faustino, 2009. "The Pareto-positive stable distribution: A new descriptive model for city size data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(19), pages 4179-4191.
- Watanabe, Hayafumi & Takayasu, Hideki & Takayasu, Misako, 2013. "Relations between allometric scalings and fluctuations in complex systems: The case of Japanese firms," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(4), pages 741-756.
- Băncescu, Irina & Chivu, Luminiţa & Massing, Till & Preda, Vasile & Puente-Ajovín, Miguel & Ramos, Arturo, 2024. "On the parametric description of log-growth rates of Romanian city sizes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 643(C).
- Shouji Fujimoto & Atushi Ishikawa & Takayuki Mizuno, 2022. "Copula-Based Synthetic Data Generation in Firm-Size Variables," The Review of Socionetwork Strategies, Springer, vol. 16(2), pages 479-492, October.
- Kishi, Keiichi, 2019. "Technology diffusion, innovation size, and patent policy," European Economic Review, Elsevier, vol. 118(C), pages 382-410.
- Xavier Gabaix, 2011.
"The Granular Origins of Aggregate Fluctuations,"
Econometrica, Econometric Society, vol. 79(3), pages 733-772, May.
- Xavier Gabaix, 2005. "The Granular Origins of Aggregate Fluctuations," 2005 Meeting Papers 470, Society for Economic Dynamics.
- Xavier Gabaix, 2009. "The Granular Origins of Aggregate Fluctuations," NBER Working Papers 15286, National Bureau of Economic Research, Inc.
- Aoyama, Hideaki & Fujiwara, Yoshi & Souma, Wataru, 2004. "Kinematics and dynamics of Pareto–Zipf's law and Gibrat's law," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 344(1), pages 117-121.
- ARATA Yoshiyuki, 2014. "Firm Growth and Laplace Distribution: The importance of large jumps," Discussion papers 14033, Research Institute of Economy, Trade and Industry (RIETI).
- Robert Kitt & Jaan Kalda, 2005. "Scaling analysis of multivariate intermittent time series," Papers cond-mat/0501325, arXiv.org.
- Montebruno, Piero & Bennett, Robert J. & van Lieshout, Carry & Smith, Harry, 2019. "A tale of two tails: Do Power Law and Lognormal models fit firm-size distributions in the mid-Victorian era?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 858-875.
- Salvador Pueyo, 2014. "Ecological Econophysics for Degrowth," Sustainability, MDPI, vol. 6(6), pages 1-53, May.
- Keiichi Kishi, 2016. "Technology Diffusion, Pareto Distribution, and Patent Policy," Discussion Papers in Economics and Business 16-31, Osaka University, Graduate School of Economics.
- Musa, Hussam & Krištofík, Peter & Medzihorský, Juraj & Klieštik, Tomáš, 2024. "The development of firm size distribution – Evidence from four Central European countries," International Review of Economics & Finance, Elsevier, vol. 91(C), pages 98-110.
- Jan Schulz & Daniel M. Mayerhoffer, 2021. "Equal chances, unequal outcomes? Network-based evolutionary learning and the industrial dynamics of superstar firms," Journal of Business Economics, Springer, vol. 91(9), pages 1357-1385, November.
- Ramón Rufín & Cayetano Medina, 2008. "Market delimitation, firm survival and growth in service industries," The Service Industries Journal, Taylor & Francis Journals, vol. 30(9), pages 1401-1417, September.
- Stefano Battiston & Joao F. Rodrigues & Hamza Zeytinoglu, 2007.
"The Network Of Inter-Regional Direct Investment Stocks Across Europe,"
Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 29-51.
- Stefano Battiston & Jo~ao F. Rodrigues & Hamza Zeytinoglu, 2005. "The Network of Inter-Regional Direct Investment Stocks across Europe," Papers physics/0508206, arXiv.org.
- Atushi Ishikawa, 2007. "The uniqueness of company size distribution function from tent-shaped growth rate distribution," Papers physics/0702248, arXiv.org.
- Ishikawa, Atushi, 2005. "Pareto law and Pareto index in the income distribution of Japanese companies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 349(3), pages 597-608.
- Vsevolod Andreev, 2017. "Territorial Distribution of the Population in the Russian Federation," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, vol. 1(3), pages 803-811.
- Sui, Xin & Li, Liang, 2018. "Guarantee network model and risk contagion," Chaos, Solitons & Fractals, Elsevier, vol. 106(C), pages 323-329.
- Toscani, Giuseppe, 2016. "Kinetic and mean field description of Gibrat’s law," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 461(C), pages 802-811.
- Giulio Bottazzi, 2007.
"On the Irreconcilability of Pareto and Gibrat Laws,"
LEM Papers Series
2007/10, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Bottazzi, Giulio, 2009. "On the irreconcilability of Pareto and Gibrat laws," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(7), pages 1133-1136.
- Anindya S. Chakrabarti, 2013. "Bimodality in the firm size distributions: a kinetic exchange model approach," Papers 1302.3818, arXiv.org, revised May 2013.
- Reginster, Alexandre, 2021. "A stochastic analysis of firm dynamics: Their impact on the firm size distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 570(C).
- Atushi Ishikawa & Shouji Fujimoto & Takayuki Mizuno & Tsutomu Watanabe, 2017. "Dependence of the decay rate of firm activities on firm age," Evolutionary and Institutional Economics Review, Springer, vol. 14(2), pages 351-362, December.
- Chen, Shuo & Li, Yiran & Shi, Guang & Zhu, Zhitao, 2021. "Gone with the wind? Emissions of neighboring coal-fired power plants and local public health in China," China Economic Review, Elsevier, vol. 69(C).
- Wang, Yuanjun & You, Shibing, 2016. "An alternative method for modeling the size distribution of top wealth," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 457(C), pages 443-453.
- Chen Ge & Shu-Guang Zhang & Bin Wang, 2020. "Modeling the joint distribution of firm size and firm age based on grouped data," PLOS ONE, Public Library of Science, vol. 15(7), pages 1-19, July.
- Hayafumi Watanabe & Hideki Takayasu & Misako Takayasu, 2011. "Biased diffusion on Japanese inter-firm trading network: Estimation of sales from network structure," Papers 1111.4852, arXiv.org.
- Faustino Prieto & José María Sarabia & Enrique Calderín-Ojeda, 2021. "The nonlinear distribution of employment across municipalities," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(2), pages 287-307, April.
- Atushi Ishikawa, 2007. "The log-normal distribution from Non-Gibrat's law in the middle scale region of profits," Papers 0705.1056, arXiv.org.
- Balmann, Alfons & Valentinov, Vladislav, 2016. "Towards a Theory of Structural Change in Agriculture: Just Economics?," 149th Seminar, October 27-28, 2016, Rennes, France 246420, European Association of Agricultural Economists.
- Ishikawa, Atushi, 2008. "Power-Law and Log-Normal Distributions in Firm Size Displacement Data," Economics Discussion Papers 2008-45, Kiel Institute for the World Economy (IfW Kiel).
- Kiyoyasu Tanaka & Naomi Hatsukano, 2011.
"The size distribution of all Cambodian establishments,"
Economics Bulletin, AccessEcon, vol. 31(3), pages 2128-2137.
- Tanaka, Kiyoyasu & Hatsukano, Naomi, 2010. "The size distribution of all Cambodian establishments," IDE Discussion Papers 253, Institute of Developing Economies, Japan External Trade Organization(JETRO).
- Ishikawa, Atushi, 2006. "Annual change of Pareto index dynamically deduced from the law of detailed quasi-balance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 371(2), pages 525-535.
- 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.
- A. Saichev & Y. Malevergne & D. Sornette, 2008. "Theory of Zipf's Law and of General Power Law Distributions with Gibrat's law of Proportional Growth," Papers 0808.1828, arXiv.org.
- Coelho, Ricardo & Néda, Zoltán & Ramasco, José J. & Augusta Santos, Maria, 2005. "A family-network model for wealth distribution in societies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 353(C), pages 515-528.
- Ma, Qi & Chen, Yongwang & Tong, Hui & Di, Zengru, 2008. "Production, depreciation and the size distribution of firms," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(13), pages 3209-3217.
- Fujimoto, Shouji & Ishikawa, Atushi & Mizuno, Takayuki & Watanabe, Tsutomu, 2011. "A new method for measuring tail exponents of firm size distributions," Economics Discussion Papers 2011-29, Kiel Institute for the World Economy (IfW Kiel).
- Ian Wright, 2004. "A conjecture on the distribution of firm profit," Papers cond-mat/0407687, arXiv.org, revised Mar 2011.
- Sui, Xin & Li, Liang & Chen, Xiaohui, 2020. "Risk contagion caused by interactions between credit and guarantee networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 539(C).
- Andreev, Vsevolod & Lukiyanova, Violetta & Kadyshev, Evgenii, 2017. "Analysis of people territorial distribution in regions of the Volga Federal District on the base of Zipf and Gibrat laws," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 48, pages 97-121.
- Tatsuo Yanagita & Tamotsu Onozaki, 2008. "Dynamics of a market with heterogeneous learning agents," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 3(1), pages 107-118, June.
- Wang Dahui & Zhou Li & Di Zengru, 2005. "Bipartite Producer-Consumer Networks and the Size Distribution of Firms," Papers physics/0507163, arXiv.org.
- Marko Peric & Vanja Vitezic, 2016. "Impact of global economic crisis on firm growth," Small Business Economics, Springer, vol. 46(1), pages 1-12, January.
- Xu, Yan & Wang, Yougui & Tao, Xiaobo & Ližbetinová, Lenka, 2017. "Evidence of Chinese income dynamics and its effects on income scaling law," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 487(C), pages 143-152.
- Atushi Ishikawa, 2007. "Quasistatically varying log-normal distribution in the middle scale region of Japanese land prices," Papers 0710.1893, arXiv.org.
- Atushi Ishikawa & Shouji Fujimoto & Tsutomu Watanabe & Takayuki Mizuno, 2012. "The Emergence of Different Tail Exponents in the Distributions of Firm Size Variables," UTokyo Price Project Working Paper Series 003, University of Tokyo, Graduate School of Economics, revised Dec 2012.
- Yue Xu & Zebin Wang & Yung-Ho Chiu & Fangrong Ren, 2020. "Research on energy-saving and emissions reduction efficiency in Chinese thermal power companies," Energy & Environment, , vol. 31(5), pages 903-919, August.
- Qigang Yuan & Yanping Zhao & Hui Shang & Wei Zhang & Zaghum Umar, 2016. "Financing constraints on the size distribution of industrial firms: the Chinese experience," Applied Economics, Taylor & Francis Journals, vol. 48(41), pages 3899-3911, September.
Articles
- Di Guilmi, Corrado & Galanis, Giorgos & Proaño, Christian R., 2023.
"A Baseline Model of Behavioral Political Cycles and Macroeconomic Fluctuations,"
Journal of Economic Behavior & Organization, Elsevier, vol. 213(C), pages 50-67.
See citations under working paper version above.
- Corrado Di Guilmi & Giorgos Galanis & Christian Proaño, 2022. "A Baseline Model of Behavioral Political Cycles and Macroeconomic Fluctuations," Working Papers 106, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research.
- Corrado Di Guilmi & Giorgos Galanis & Christian R. Proaño, 2022. "A Baseline Model of Behavioral Political Cycles and Macroeconomic Fluctuations," CAMA Working Papers 2022-71, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Corrado Di Guilmi & Giorgos Galanis & Giorgos Baskozos, 2022.
"A Behavioural SIR Model: Implications for Physical Distancing Decisions,"
Review of Behavioral Economics, now publishers, vol. 9(1), pages 45-63, April.
Cited by:
- Giorgos Galanis & Giorgio Ricchiuti & Ben Tippet, 2023.
"The Global Political Economy of a Green Transition,"
Working Papers
113, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research.
- Giorgos Galanis & Giorgio Ricchiuti & Ben Tippet, 2022. "The Global Political Economy of a Green Transition," Working Papers - Economics wp2022_22.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Galanis, Giorgos & Georgiadis, Andreas, 2024. "Socioeconomic conditions and contagion dynamics of the COVID-19 pandemic with and without mitigation measures: Evidence from 185 countries," World Development, Elsevier, vol. 175(C).
- Giorgos Galanis & Giorgio Ricchiuti & Ben Tippet, 2023.
"The Global Political Economy of a Green Transition,"
Working Papers
113, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research.
- Di Guilmi, Corrado & Galanis, Giorgos, 2021.
"Convergence and divergence in dynamic voting with inequality,"
Journal of Economic Behavior & Organization, Elsevier, vol. 187(C), pages 137-158.
- Guilmi, Corrado Di & Galanis, Giorgos, 2020. "Convergence and divergence in dynamic voting with inequality," CRETA Online Discussion Paper Series 61, Centre for Research in Economic Theory and its Applications CRETA.
Cited by:
- Bodo Knoll & Hans Pitlik & Martin Rode, 2023. "TV Consumption Patterns and the Impact of Media Freedom on Political Trust and Satisfaction with the Government," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 169(1), pages 323-340, September.
- Giorgos Galanis & Giorgio Ricchiuti & Ben Tippet, 2023.
"The Global Political Economy of a Green Transition,"
Working Papers
113, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research.
- Giorgos Galanis & Giorgio Ricchiuti & Ben Tippet, 2022. "The Global Political Economy of a Green Transition," Working Papers - Economics wp2022_22.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Mayerhoffer, Daniel & Schulz-Gebhard, Jan, 2023. "Social segregation, misperceptions, and emergent cyclical choice patterns," BERG Working Paper Series 186, Bamberg University, Bamberg Economic Research Group.
- Di Guilmi, Corrado & Galanis, Giorgos & Proaño, Christian R., 2023.
"A Baseline Model of Behavioral Political Cycles and Macroeconomic Fluctuations,"
Journal of Economic Behavior & Organization, Elsevier, vol. 213(C), pages 50-67.
- Corrado Di Guilmi & Giorgos Galanis & Christian Proaño, 2022. "A Baseline Model of Behavioral Political Cycles and Macroeconomic Fluctuations," Working Papers 106, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research.
- Corrado Di Guilmi & Giorgos Galanis & Christian R. Proaño, 2022. "A Baseline Model of Behavioral Political Cycles and Macroeconomic Fluctuations," CAMA Working Papers 2022-71, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Galanis, Giorgos & Kollias, Iraklis & Leventidis, Ioanis & Lustenhouwer, Joep, 2022. "Generalizing Heuristic Switching Models," Working Papers 0715, University of Heidelberg, Department of Economics.
- Galanis, Giorgos & Kollias, Iraklis & Leventidis, Ioanis & Lustenhouwer, Joep, 2022. "Generalizing Heterogeneous Dynamic Heuristic Selection," CRETA Online Discussion Paper Series 73, Centre for Research in Economic Theory and its Applications CRETA.
- Laura Carvalho & Corrado Di Guilmi, 2020.
"Technological unemployment and income inequality: a stock-flow consistent agent-based approach,"
Journal of Evolutionary Economics, Springer, vol. 30(1), pages 39-73, January.
See citations under working paper version above.
- Laura Carvalho & Corrado Di Guilmi, 2019. "Technological unemployment and income inequality: a stock-flow consistent agent-based approach," Working Papers, Department of Economics 2019_04, University of São Paulo (FEA-USP).
- Di Guilmi, C. & Gallegati, M. & Landini, S. & Stiglitz, J.E., 2020.
"An analytical solution for network models with heterogeneous and interacting agents,"
Journal of Economic Behavior & Organization, Elsevier, vol. 171(C), pages 189-220.
Cited by:
- Ramis Khabibullin & Alexey Ponomarenko, 2022.
"An empirical behavioral model of household’s deposit dollarization,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(3), pages 827-847, July.
- Ramis Khabibullin & Alexey Ponomarenko, 2020. "An empirical behavioral model of households’ deposit dollarization," Bank of Russia Working Paper Series wps67, Bank of Russia.
- Deborah Noguera & Gabriel Montes-Rojas, 2023. "Minskyan model with credit rationing in a network economy," SN Business & Economics, Springer, vol. 3(3), pages 1-26, March.
- Nikolaos Th. Chatzarakis, 2021. "Revisiting the role and consequences of Econophysics from a Marxian perspective," Bulletin of Political Economy, Bulletin of Political Economy, vol. 15(1), pages 45-68, June.
- Esmalifalak, Hamidreza, 2022. "Euclidean (dis)similarity in financial network analysis," Global Finance Journal, Elsevier, vol. 53(C).
- Deborah Noguera & Gabriel Montes-Rojas, 2022. "Credit-constrained fluctuations and uncertainty in a network economy," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(80), pages 5-52, November.
- Ramis Khabibullin & Alexey Ponomarenko, 2022.
"An empirical behavioral model of household’s deposit dollarization,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(3), pages 827-847, July.
- Catalano, Michele & Di Guilmi, Corrado, 2019.
"Uncertainty, rationality and complexity in a multi-sectoral dynamic model: The dynamic stochastic generalized aggregation approach,"
Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 117-144.
See citations under working paper version above.
- Michele Catalano & Corrado Di Guilmi, 2016. "Uncertainty, rationality and complexity in a multi sectoral dynamic model: the Dynamic Stochastic Generalized Aggregation approach," CAMA Working Papers 2016-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Di Guilmi, Corrado & Carvalho, Laura, 2017.
"The dynamics of leverage in a demand-driven model with heterogeneous firms,"
Journal of Economic Behavior & Organization, Elsevier, vol. 140(C), pages 70-90.
See citations under working paper version above.
- Corrado Di Guilmi & Laura Carvalho, 2016. "The Dynamics Of Leverage In A Demand-Driven Model With Heterogeneous Firms," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 141, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Chiarella, C. & Di Guilmi, C., 2017.
"Monetary Policy And Debt Deflation: Some Computational Experiments,"
Macroeconomic Dynamics, Cambridge University Press, vol. 21(1), pages 214-242, January.
See citations under working paper version above.
- Carl Chiarella & Corrado Di Guilmi, 2013. "Monetary Policy and Debt Deflation: Some Computational Experiments," Working Paper Series 10, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Carl Chiarella & Corrado Di Guilmi, 2013. "Monetary Policy and Debt Deflation: Some Computational Experiments," CAMA Working Papers 2013-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Roberto Veneziani & Luca Zamparelli & Corrado Di Guilmi, 2017.
"The Agent-Based Approach To Post Keynesian Macro-Modeling,"
Journal of Economic Surveys, Wiley Blackwell, vol. 31(5), pages 1183-1203, December.
Cited by:
- Luca Eduardo Fierro & Federico Giri & Alberto Russo, 2023.
"Inequality-Constrained Monetary Policy in a Financialized Economy,"
Working Papers
2023/02, Economics Department, Universitat Jaume I, Castellón (Spain).
- Fierro, Luca Eduardo & Giri, Federico & Russo, Alberto, 2023. "Inequality-constrained monetary policy in a financialized economy," Journal of Economic Behavior & Organization, Elsevier, vol. 216(C), pages 366-385.
- Fierro, Luca Eduardo & Giri, Federico & Russo, Alberto, 2022. "Inequality-Constrained Monetary Policy in a Financialized Economy," MPRA Paper 115741, University Library of Munich, Germany.
- Luca Eduardo Fierro & Federico Giri & Alberto Russo, 2023. "Inequality-Constrained Monetary Policy in a Financialized Economy," LEM Papers Series 2023/05, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Luca Eduardo Fierro & Federico Giri & Alberto Russo, 2023. "Inequality-Constrained Monetary Policy in a Financialized Economy," Working Papers 474, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Ítalo Pedrosa & Dany Lang, 2018.
"Heterogeneity, distribution and financial fragility of non-financial firms: an agent-based stock-flow consistent (AB-SFC) model,"
Working Papers
hal-01937186, HAL.
- Italo Pedrosa & Dany Lang, 2018. "Heterogeneity, distribution and financial fragility of non-financial firms: an agent-based stock-flow consistent (AB-SFC) model," CEPN Working Papers 2018-11, Centre d'Economie de l'Université de Paris Nord.
- Deborah Noguera & Gabriel Montes-Rojas, 2023. "Minskyan model with credit rationing in a network economy," SN Business & Economics, Springer, vol. 3(3), pages 1-26, March.
- Kirill S. Glavatskiy & Mikhail Prokopenko & Adrian Carro & Paul Ormerod & Michael Harre, 2020. "Explaining herding and volatility in the cyclical price dynamics of urban housing markets using a large scale agent-based model," Papers 2004.07571, arXiv.org.
- Deborah Noguera & Gabriel Montes-Rojas, 2022. "Credit-constrained fluctuations and uncertainty in a network economy," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(80), pages 5-52, November.
- Luca Eduardo Fierro & Federico Giri & Alberto Russo, 2023.
"Inequality-Constrained Monetary Policy in a Financialized Economy,"
Working Papers
2023/02, Economics Department, Universitat Jaume I, Castellón (Spain).
- Chiarella Carl & Di Guilmi Corrado, 2015.
"The limit distribution of evolving strategies in financial markets,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(2), pages 137-159, April.
See citations under working paper version above.
- Carl Chiarella & Corrado Di Guilmi, 2011. "Limit Distribution of Evolving Strategies in Financial Markets," Research Paper Series 294, Quantitative Finance Research Centre, University of Technology, Sydney.
- Di Guilmi, Corrado & He, Xue-Zhong & Li, Kai, 2014.
"Herding, trend chasing and market volatility,"
Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 349-373.
See citations under working paper version above.
- Corrado Di Guilmi & Xue-Zhong He & Kai Li, 2013. "Herding, Trend Chasing and Market Volatility," Research Paper Series 337, Quantitative Finance Research Centre, University of Technology, Sydney.
- Carl Chiarella & Corrado Di Guilmi, 2014.
"Financial instability and debt deflation dynamics in a bottom-up approach,"
Economics Bulletin, AccessEcon, vol. 34(1), pages 125-132.
Cited by:
- Reissl, Severin, 2020. "Minsky from the bottom up – Formalising the two-price model of investment in a simple agent-based framework," Journal of Economic Behavior & Organization, Elsevier, vol. 177(C), pages 109-142.
- Domenico Delli Gatti & Corrado Di Guilmi & Mauro Gallegati & Simone Landini, 2012.
"Reconstructing Aggregate Dynamics in Heterogeneous Agents Models. A Markovian Approach,"
Revue de l'OFCE, Presses de Sciences-Po, vol. 0(5), pages 117-146.
Cited by:
- Simone Landini & Mauro Gallegati, 2014. "Heterogeneity, interaction and emergence: effects of composition," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 4(3/4), pages 339-361.
- Jean-Luc Gaffard & Mauro Napoletano, 2012.
"Introduction - Improving the Toolbox: New Advances in Agent-Based and Computational Models,"
SciencePo Working papers Main
hal-01053562, HAL.
- Jean-Luc Gaffard & Mauro Napoletano, 2012. "Introduction - Improving the Toolbox: New Advances in Agent-Based and Computational Models," Post-Print hal-01053562, HAL.
- 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.
- Chiarella Carl & Di Guilmi Corrado, 2012.
"The Fiscal Cost of Financial Instability,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(4), pages 1-29, October.
Cited by:
- Reissl, Severin, 2020. "Minsky from the bottom up – Formalising the two-price model of investment in a simple agent-based framework," Journal of Economic Behavior & Organization, Elsevier, vol. 177(C), pages 109-142.
- Carl Chiarella & Corrado Di Guilmi, 2013.
"Monetary Policy and Debt Deflation: Some Computational Experiments,"
CAMA Working Papers
2013-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Carl Chiarella & Corrado Di Guilmi, 2013. "Monetary Policy and Debt Deflation: Some Computational Experiments," Working Paper Series 10, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Chiarella, C. & Di Guilmi, C., 2017. "Monetary Policy And Debt Deflation: Some Computational Experiments," Macroeconomic Dynamics, Cambridge University Press, vol. 21(1), pages 214-242, January.
- Guilmi, Corrado Di & Fujiwara, Yoshi, 2022. "Dual labor market, financial fragility, and deflation in an agent-based model of the Japanese macroeconomy," Journal of Economic Behavior & Organization, Elsevier, vol. 196(C), pages 346-371.
- Carl Chiarella & Corrado Di Guilmi, 2014. "Financial instability and debt deflation dynamics in a bottom-up approach," Economics Bulletin, AccessEcon, vol. 34(1), pages 125-132.
- Chiarella, Carl & Di Guilmi, Corrado, 2011.
"The financial instability hypothesis: A stochastic microfoundation framework,"
Journal of Economic Dynamics and Control, Elsevier, vol. 35(8), pages 1151-1171, August.
See citations under working paper version above.
- Carl Chiarella & Corrado Di Guilmi, 2010. "The Financial Instability Hypothesis: A Stochastic Microfoundation Framework," Research Paper Series 273, Quantitative Finance Research Centre, University of Technology, Sydney.
- D. Delli Gatti & C. Di Guilmi & M. Gallegati & E. Gaffeo & G. Giulioni & A. Palestrini, 2008.
"Scaling Laws In The Macroeconomy,"
Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 131-138.
Cited by:
- Hernan Mondani, 2019. "Sector, industry and inter-organizational movement statistics in the Stockholm Region: informing organizational growth models," Quality & Quantity: International Journal of Methodology, Springer, vol. 53(2), pages 735-755, March.
- Di Guilmi, C. & Gallegati, M. & Landini, S., 2008.
"Economic dynamics with financial fragility and mean-field interaction: A model,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(15), pages 3852-3861.
See citations under working paper version above.
- Corrado Di Guilmi & Mauro Gallegati & Simone Landini, 2007. "Economic dynamics with financial fragility and mean-field interaction: a model," Papers 0709.2083, arXiv.org.
- Gatti, Domenico Delli & Di Guilmi, Corrado & Gallegati, Mauro & Giulioni, Gianfranco, 2007.
"Financial Fragility, Industrial Dynamics, And Business Fluctuations In An Agent-Based Model,"
Macroeconomic Dynamics, Cambridge University Press, vol. 11(S1), pages 62-79, November.
Cited by:
- Döpke, J. & Funke, M. & Holly, S. & Weber, S., 2008.
"The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices,"
Cambridge Working Papers in Economics
0853, Faculty of Economics, University of Cambridge.
- Michael Funke & Sebastian Weber & Jörg Döpke & Sean Holly, 2008. "The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices," Quantitative Macroeconomics Working Papers 20809, Hamburg University, Department of Economics.
- Jörg Döpke & Michael Funke & Sean Holly & Sebastian Weber, 2009. "The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices," Discussion Papers of DIW Berlin 896, DIW Berlin, German Institute for Economic Research.
- Michel Alexandre & Gilberto Tadeu Lima, 2019. "Macroeconomic Impacts of Trade Credit: An Agent-Based Modeling Exploration," Working Papers, Department of Economics 2019_31, University of São Paulo (FEA-USP).
- Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2014. "Bank interlinkages and macroeconomic stability," International Review of Economics & Finance, Elsevier, vol. 34(C), pages 72-88.
- Michel Alexandre & Gilberto Tadeu Lima, 2020.
"Combining monetary policy and prudential regulation: an agent-based modeling approach,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(2), pages 385-411, April.
- 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.
- Michel Alexandre & Gilberto Tadeu Lima, 2017. "Combining Monetary Policy and Prudential Regulation: An Agent-Based Modeling Approach," Working Papers, Department of Economics 2017_34, University of São Paulo (FEA-USP), revised 18 Dec 2017.
- Michel Alexandre Da Silva & Gilberto Tadeu Lima, 2016. "Combining Monetary Policy And Prudential Regulation: An Agent-Based Modeling Approach," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 039, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- 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.
- Stefania Vitali & Stefano Battiston & Mauro Gallegati, "undated".
"Financial fragility and distress propagation in a network of regions,"
Working Papers
ETH-RC-12-016, ETH Zurich, Chair of Systems Design.
- 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.
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"Inequality, Redistributive Policies and Multiplier Dynamics in an Agent-Based Model with Credit Rationing,"
LEM Papers Series
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- Francesco Lamperti & Antoine Mandel & Mauro Napoletano & Alessandro Sapio & Andrea Roventini & Tomas Balint & Igor Khorenzhenko, 2017. "Taming macroeconomic instability," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03399574, HAL.
- Francesco Lamperti & Antoine Mandel & Mauro Napoletano & Alessandro Sapio & Andrea Roventini & Tomas Balint & Igor Khorenzhenko, 2017. "Taming macroeconomic instability," PSE-Ecole d'économie de Paris (Postprint) hal-03399574, HAL.
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"Time-Varying Fiscal Multipliers in an Agent-Based Model with Credit Rationing,"
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- Mauro Napoletano & Andrea Roventini & Jean-Luc Gaffard, 2015. "Time-Varying Fiscal Multipliers in an Agent-Based Model with Credit Rationing," GREDEG Working Papers 2015-30, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Jean-Luc Gaffard & Mauro Napoletano & Andrea Roventini, 2017. "Time-varying fiscal multipliers in an agent based model with credit-rationing," Post-Print hal-03455367, HAL.
- Mauro Napoletano & Andrea Roventini & Jean-Luc Gaffard, 2015. "Time varying fiscal multipliers in an agent-based model with credit rationing," SciencePo Working papers Main hal-03571148, HAL.
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- Mauro Napoletano & Jean-Luc Gaffard & Andrea Roventini, 2014. "Outside the corridor : fiscal multipliers and business cycles into an agent based models with liquidity constraints," SciencePo Working papers Main hal-01063367, HAL.
- Mauro Napoletano & Jean-Luc Gaffard & Andrea Roventini, 2014. "Outside the corridor: fiscal multipliers and business cycles into an agent-based model with liquidity constraints," SciencePo Working papers Main hal-03460253, HAL.
- Mauro Napoletano & Jean Luc Gaffard & Andrea Roventini, 2014. "Outside the corridor : fiscal multipliers and business cycles into an agent-based model with liquidity constraints," Documents de Travail de l'OFCE 2014-16, Observatoire Francais des Conjonctures Economiques (OFCE).
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"Micro and Macro Policies in Keynes+Schumpeter Evolutionary Models,"
LEM Papers Series
2014/21, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
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"Agent-Based Macroeconomics and Classical Political Economy: Some Italian Roots,"
Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 3(3), pages 261-283, November.
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- Giovanni Dosi & Andrea Roventini, 2017. "Agent-Based Macroeconomics and Classical Political Economy: Some Italian Roots," Post-Print hal-03399668, HAL.
- Giovanni Dosi & Andrea Roventini, 2017. "Agent-Based Macroeconomics and Classical Political Economy: Some Italian Roots," LEM Papers Series 2017/19, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
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"Behavioural economics is useful also in macroeconomics : the role of animal spirits,"
LSE Research Online Documents on Economics
87286, London School of Economics and Political Science, LSE Library.
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"Firm-level Simulation of Supply Chain Disruption Triggered by Actual and Predicted Earthquakes,"
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- Ruggero Grilli & Gabriele Tedeschi & Mauro Gallegati, 2015.
"Markets connectivity and financial contagion,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(2), pages 287-304, October.
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- Gabriele Tedeschi & Amin Mazloumian & Mauro Gallegati & Dirk Helbing, 2012. "Bankruptcy Cascades in Interbank Markets," PLOS ONE, Public Library of Science, vol. 7(12), pages 1-10, December.
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"The dynamics of leverage in a demand-driven model with heterogeneous firms,"
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"The future of agent-based modelling,"
Economics Papers
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"Why is economics the only discipline with so many curves going up and down? There is an alternative,"
LEM Papers Series
2023/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giovanni Dosi, 2024. "Why is economics the only discipline with so many curves going up and down? There is an alternative," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 14(1), pages 1-34, March.
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- Paola D’Orazio & Marco Valente, 2018. "Do Financial Constraints Hamper Environmental Innovation Diffusion? An Agent-Based Approach," SPRU Working Paper Series 2018-10, SPRU - Science Policy Research Unit, University of Sussex Business School.
- Arturo Ramos, 2017. "Are the log-growth rates of city sizes distributed normally? Empirical evidence for the USA," Empirical Economics, Springer, vol. 53(3), pages 1109-1123, November.
- 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.
- Giovanni Dosi, 2022. "The Agenda for Evolutionary Economics: Results, Dead Ends, and Challenges Ahead," LEM Papers Series 2022/24, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
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"Structural reforms, animal spirits and monetary policies,"
LSE Research Online Documents on Economics
103502, London School of Economics and Political Science, LSE Library.
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"Role of intensive and extensive variables in a soup of firms in economy to address long run prices and aggregate data,"
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- Dan Farhat, 2014. "Artificial Neural Networks and Aggregate Consumption Patterns in New Zealand:," Working Papers 1404, University of Otago, Department of Economics, revised Mar 2014.
- Nadja König & Ingrid Größl, 2014. "Catching up with the Joneses and Borrowing Constraints: An Agent-based Analysis of Household Debt," Macroeconomics and Finance Series 201404, University of Hamburg, Department of Socioeconomics.
- Torsten Heinrich, 2018. "A Discontinuity Model of Technological Change: Catastrophe Theory and Network Structure," Computational Economics, Springer;Society for Computational Economics, vol. 51(3), pages 407-425, March.
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- Ichiro Takahashi, 2021. "Market Mechanism: Stabilizing or Destabilizing?," Springer Books, in: An Artificial Wicksell—Keynes Macroeconomy, chapter 0, pages 1-20, Springer.
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"Booms and Busts in Economic Activity: A Behavioral Explanation,"
World Scientific Book Chapters, in: Exchange Rates and Global Financial Policies, chapter 19, pages 521-556,
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- Neri Salvadori (ed.), 2010. "Institutional and Social Dynamics of Growth and Distribution," Books, Edward Elgar Publishing, number 13365.
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- Emanuele Ciola & Edoardo Gaffeo & Mauro Gallegati, 2021. "Search for Profits and Business Fluctuations: How Banks' Behaviour Explain Cycles?," Working Papers 450, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
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Publications of Darmstadt Technical University, Institute for Business Studies (BWL)
146365, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Domenico Delli Gatti & Corrado Di Guilmi & Edoardo Gaffeo & Gianfranco Giulioni & Mauro Gallegati & Antonio Palestrini, 2004.
"Business Cycle Fluctuations And Firms' Size Distribution Dynamics,"
Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 7(02), pages 223-240.
- Domenico Delli Gatti & Corrado Di Guilmi & Edoardo Gaffeo & Gianfranco Giulioni & Mauro Gallegati & Antonio Palestrini, 2004. "Business Cycle Fluctuations And Firms’ Size Distribution Dynamics," World Scientific Book Chapters, in: Roberto Leombruni & Matteo Richiardi (ed.), Industry And Labor Dynamics The Agent-Based Computational Economics Approach, chapter 10, pages 199-221, World Scientific Publishing Co. Pte. Ltd..
Cited by:
- Matteo Richiardi, 2006.
"Toward a Non-Equilibrium Unemployment Theory,"
Computational Economics, Springer;Society for Computational Economics, vol. 28(4), pages 421-446, November.
- Matteo Richiardi, 2005. "Towards a Non-Equilibrium Unemployment Theory," LABORatorio R. Revelli Working Papers Series 37, LABORatorio R. Revelli, Centre for Employment Studies.
- Matteo Richiardi, 2006. "Toward a Non-Equilibrium Unemployment Theory," Computational Economics, Springer;Society for Computational Economics, vol. 27(1), pages 135-160, February.
- Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2020. "Business fluctuations in a behavioral switching model: Gridlock effects and credit crunch phenomena in financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 114(C).
- Irina Bashkirtseva & Alexander Pisarchik & Lev Ryashko & Tatyana Ryazanova, 2016. "Excitability And Complex Mixed-Mode Oscillations In Stochastic Business Cycle Model," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 19(01n02), pages 1-16, February.
- Fujiwara, Yoshi & Di Guilmi, Corrado & Aoyama, Hideaki & Gallegati, Mauro & Souma, Wataru, 2004.
"Do Pareto–Zipf and Gibrat laws hold true? An analysis with European firms,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 335(1), pages 197-216.
See citations under working paper version above.
- Yoshi Fujiwara & Corrado Di Guilmi & Hideaki Aoyama & Mauro Gallegati & Wataru Souma, 2003. "Do Pareto-Zipf and Gibrat laws hold true? An analysis with European Firms," Papers cond-mat/0310061, arXiv.org, revised Nov 2003.
- Delli Gatti, Domenico & Di Guilmi, Corrado & Gaffeo, Edoardo & Gallegati, Mauro, 2004.
"Bankruptcy as an exit mechanism for systems with a variable number of components,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 344(1), pages 8-13.
Cited by:
- 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.
- Gatti, Domenico Delli & Di Guilmi, Corrado & Gallegati, Mauro & Giulioni, Gianfranco, 2007. "Financial Fragility, Industrial Dynamics, And Business Fluctuations In An Agent-Based Model," Macroeconomic Dynamics, Cambridge University Press, vol. 11(S1), pages 62-79, November.
- Wright, Ian, 2008.
"Implicit Microfoundations for Macroeconomics,"
Economics Discussion Papers
2008-41, Kiel Institute for the World Economy (IfW Kiel).
- Wright, Ian, 2009. "Implicit Microfoundations for Macroeconomics," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-27.
- Pierpaolo Andriani & Bill McKelvey, 2007. "Beyond Gaussian averages: redirecting international business and management research toward extreme events and power laws," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 38(7), pages 1212-1230, December.
- Corrado DI GUILMI, 2008. "Financial Determinants of Firms Profitability: A Hazard Function Investigation," Working Papers 315, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Michael I.C. Nwogugu, 2019. "Complex Systems, Multi-Sided Incentives and Risk Perception in Companies," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-137-44704-3.
- Fujiwara, Yoshi & Aoyama, Hideaki & Di Guilmi, Corrado & Souma, Wataru & Gallegati, Mauro, 2004.
"Gibrat and Pareto–Zipf revisited with European firms,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 344(1), pages 112-116.
Cited by:
- Cirillo, Pasquale & Hüsler, Jürg, 2009. "On the upper tail of Italian firms’ size distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(8), pages 1546-1554.
- Beare, Brendan K & Toda, Alexis Akira, 2020. "On the emergence of a power law in the distribution of COVID-19 cases," University of California at San Diego, Economics Working Paper Series qt9k5027d0, Department of Economics, UC San Diego.
- Kang, Sang Hoon & Jiang, Zhuhua & Cheong, Chongcheul & Yoon, Seong-Min, 2011. "Changes of firm size distribution: The case of Korea," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(2), pages 319-327.
- Misako Takayasu & Hayafumi Watanabe & Hideki Takayasu, 2013. "Generalised central limit theorems for growth rate distribution of complex systems," Papers 1301.2728, arXiv.org, revised Jan 2014.
- Ikeda, Yuichi & Aoyama, Hideaki & Iyetomi, Hiroshi & Fujiwara, Yoshi & Souma, Wataru & Kaizoji, Taisei, 2007.
"Response of firm agent network to exogenous shock,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(1), pages 138-148.
- Yuichi Ikeda & Hideaki Aoyama & Hiroshi Iyetomi & Yoshi Fujiwara & Wataru Souma & Taisei Kaizoji, 2006. "Response of Firm Agent Network to Exogenous Shock," Papers physics/0607287, arXiv.org.
- Hideaki Aoyama & Yoshi Fujiwara & Yuichi Ikeda & Hiroshi Iyetomi & Wataru Souma, 2010. "Econophysics on Real Economy -The First Decade of the Kyoto Econophysics Group-," Papers 1006.5587, arXiv.org, revised Jul 2010.
- Sun, Churen & Zhang, Tao, 2012. "Export, Productivity Pattern, and Firm Size Distribution," MPRA Paper 36742, University Library of Munich, Germany.
- Ishikawa, Atushi, 2006. "Pareto index induced from the scale of companies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 363(2), pages 367-376.
- Kočišová, J. & Horváth, D. & Brutovský, B., 2009. "The efficiency of individual optimization in the conditions of competitive growth," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(17), pages 3585-3592.
- Julian di Giovanni & Andrei A. Levchenko, 2009.
"Firm Entry, Trade, and Welfare in Zipf's World,"
Working Papers
591, Research Seminar in International Economics, University of Michigan.
- di Giovanni, Julian & Levchenko, Andrei A., 2013. "Firm entry, trade, and welfare in Zipf's world," Journal of International Economics, Elsevier, vol. 89(2), pages 283-296.
- Julian di Giovanni & Andrei A. Levchenko, 2010. "Firm Entry, Trade, and Welfare in Zipf's World," NBER Working Papers 16313, National Bureau of Economic Research, Inc.
- Junho Na & Jeong-dong Lee & Chulwoo Baek, 2017. "Is the service sector different in size heterogeneity?," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(1), pages 95-120, April.
- Kuscsik, Zoltán & Horváth, Denis & Gmitra, Martin, 2007. "The critical properties of the agent-based model with environmental–economic interactions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 379(1), pages 199-206.
- Guo, Jinzhong & Xu, Qi & Chen, Qinghua & Wang, Yougui, 2013. "Firm size distribution and mobility of the top 500 firms in China, the United States and the world," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(13), pages 2903-2914.
- Ishikawa, Atushi, 2006. "Annual change of Pareto index dynamically deduced from the law of detailed quasi-balance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 371(2), pages 525-535.
- A. Saichev & Y. Malevergne & D. Sornette, 2008. "Theory of Zipf's Law and of General Power Law Distributions with Gibrat's law of Proportional Growth," Papers 0808.1828, arXiv.org.
- Ma, Qi & Chen, Yongwang & Tong, Hui & Di, Zengru, 2008. "Production, depreciation and the size distribution of firms," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(13), pages 3209-3217.
- Wang Dahui & Zhou Li & Di Zengru, 2005. "Bipartite Producer-Consumer Networks and the Size Distribution of Firms," Papers physics/0507163, arXiv.org.
- Ishikawa, Atushi, 2006. "Derivation of the distribution from extended Gibrat's law," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 367(C), pages 425-434.
- Di Guilmi, Corrado & Gaffeo, Edoardo & Gallegati, Mauro, 2004.
"Empirical results on the size distribution of business cycle phases,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 333(C), pages 325-334.
Cited by:
- Gatti, Domenico Delli & Guilmi, Corrado Di & Gaffeo, Edoardo & Giulioni, Gianfranco & Gallegati, Mauro & Palestrini, Antonio, 2005. "A new approach to business fluctuations: heterogeneous interacting agents, scaling laws and financial fragility," Journal of Economic Behavior & Organization, Elsevier, vol. 56(4), pages 489-512, April.
- Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2014. "Bank interlinkages and macroeconomic stability," International Review of Economics & Finance, Elsevier, vol. 34(C), pages 72-88.
- Gatti, Domenico Delli & Di Guilmi, Corrado & Gallegati, Mauro & Giulioni, Gianfranco, 2007. "Financial Fragility, Industrial Dynamics, And Business Fluctuations In An Agent-Based Model," Macroeconomic Dynamics, Cambridge University Press, vol. 11(S1), pages 62-79, November.
- 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.
- Edgardo Bucciarelli & Marcello Silvestri, 2013. "Hyman P. Minsky's unorthodox approach: recent advances in simulation techniques to develop his theoretical assumptions," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 36(2), pages 299-324.
- Guilmi, Corrado Di & Gallegati, Mauro & Ormerod, Paul, 2004. "Scaling invariant distributions of firms’ exit in OECD countries," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 334(1), pages 267-273.
- Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2020. "Business fluctuations in a behavioral switching model: Gridlock effects and credit crunch phenomena in financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 114(C).
- Ruggero Grilli & Gabriele Tedeschi & Mauro Gallegati, 2015.
"Markets connectivity and financial contagion,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(2), pages 287-304, October.
- Ruggero GRILLI & Gabriele TEDESCHI & Mauro GALLEGATI, 2012. "Markets connectivity and financial contagion," Working Papers 382, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Campolieti, Michele, 2019. "The durations of recession and prosperity: What distribution do they follow?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).
- Funashima, Yoshito, 2016. "Governmentally amplified output volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 469-478.
- Fabio Clementi & Marco Gallegati & Mauro Gallegati, 2015. "Growth and Cycles of the Italian Economy Since 1861: The New Evidence," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 1(1), pages 25-59, March.
- Corrado Di Guilmi & Mauro Gallegati & Edoardo Gaffeo, 2003.
"Power Law Scaling in the World Income Distribution,"
Economics Bulletin, AccessEcon, vol. 15(6), pages 1-7.
Cited by:
- Podobnik, Boris & Dabić, Marina & Wild, Dorian & Di Matteo, Tiziana, 2023. "The impact of STEM on the growth of wealth at varying scales, ranging from individuals to firms and countries: The performance of STEM firms during the pandemic across different markets," Technology in Society, Elsevier, vol. 72(C).
- Diego Garlaschelli & Maria I. Loffredo, 2007. "Effects of network topology on wealth distributions," Papers 0711.4710, arXiv.org, revised Jan 2008.
- Roki Iwahashi & Tomohiro Machikita, 2004. "A new empirical regularity in world income distribution dynamics, 1960-2001," Economics Bulletin, AccessEcon, vol. 6(19), pages 1-15.
- Shana M. Sundstrom & David G. Angeler & Ahjond S. Garmestani & Jorge H. García & Craig R. Allen, 2014. "Transdisciplinary Application of Cross-Scale Resilience," Sustainability, MDPI, vol. 6(10), pages 1-24, October.
- Anirban Ghatak & Sudarshan Iyengar, 2014. "Corruption Breeds Corruption," Studies in Microeconomics, , vol. 2(1), pages 121-132, June.
- D. Garlaschelli & T. Di Matteo & T. Aste & G. Caldarelli & M. I. Loffredo, 2007. "Interplay between topology and dynamics in the World Trade Web," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 57(2), pages 159-164, May.
- G. Fagiolo & M. Napoletano & A. Roventini, 2007. "How do output growth-rate distributions look like? Some cross-country, time-series evidence," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 57(2), pages 205-211, May.
- Bianchi, Carlo & Cirillo, Pasquale & Gallegati, Mauro & Vagliasindi, Pietro A., 2008. "Validation in agent-based models: An investigation on the CATS model," Journal of Economic Behavior & Organization, Elsevier, vol. 67(3-4), pages 947-964, September.
- Davide Provenzano, 2017. "On the World Distribution of Income," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 63(1), pages 189-196, March.
- Pasquale Cirillo & Carlo Bianchi & Mauro Gallegati & Pietro Vagliasindi, 2006.
"Validating and Calibrating Agent-based Models: a Case Study,"
Computing in Economics and Finance 2006
277, Society for Computational Economics.
- Carlo Bianchi & Pasquale Cirillo & Mauro Gallegati & Pietro Vagliasindi, 2007. "Validating and Calibrating Agent-Based Models: A Case Study," Computational Economics, Springer;Society for Computational Economics, vol. 30(3), pages 245-264, October.
- Rafael González-Val & Marcos Sanso-Navarro, 2010.
"Gibrat’s law for countries,"
Journal of Population Economics, Springer;European Society for Population Economics, vol. 23(4), pages 1371-1389, September.
- González-Val, Rafael & Sanso-Navarro, Marcos, 2008. "Gibrat’s law for countries," MPRA Paper 9733, University Library of Munich, Germany.
- Alexander M. Petersen & Boris Podobnik & Davor Horvatic & H. Eugene Stanley, 2010. "Scale invariant properties of public debt growth," Papers 1002.2491, arXiv.org.
- Hernández-Ramírez, E. & del Castillo-Mussot, M. & Hernández-Casildo, J., 2021. "World per capita gross domestic product measured nominally and across countries with purchasing power parity: Stretched exponential or Boltzmann–Gibbs distribution?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 568(C).
- Tomson Ogwang, 2011. "Power laws in top wealth distributions: evidence from Canada," Empirical Economics, Springer, vol. 41(2), pages 473-486, October.
- Blair Fix, 2018. "Hierarchy and the power-law income distribution tail," Journal of Computational Social Science, Springer, vol. 1(2), pages 471-491, September.
- Andrea Monaco & Matteo Ghio & Adamaria Perrotta, 2024. "Wealth dynamics in a multi-aggregate closed monetary system," Papers 2401.09871, arXiv.org.
- Fix, Blair, 2021. "Redistributing Income Through Hierarchy," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue 98, pages 58-86.
- D'Orazio, Paola, 2019. "Income inequality, consumer debt, and prudential regulation: An agent-based approach to study the emergence of crises and financial instability," Economic Modelling, Elsevier, vol. 82(C), pages 308-331.
- Biggiero, Lucio & Angelini, Pier Paolo, 2015. "Hunting scale-free properties in R&D collaboration networks: Self-organization, power-law and policy issues in the European aerospace research area," Technological Forecasting and Social Change, Elsevier, vol. 94(C), pages 21-43.
- Jia Shao & Plamen Ch. Ivanov & Boris Podobnik & H. Eugene Stanley, 2007. "Quantitative relations between corruption and economic factors," Papers 0705.0161, arXiv.org.
- Monaco, Andrea & Ghio, Matteo & Perrotta, Adamaria, 2024. "Wealth dynamics in a multi-aggregate closed monetary system," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 646(C).
- Pasquale Cirillo & Mauro Gallegati, 2012. "The Empirical Validation of an Agent-based Model," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 38(4), pages 525-547.
Chapters
- Corrado Di Guilmi & Mauro Gallegati & Simone Landini, 2010.
"Financial Fragility, Mean-field Interaction and Macroeconomic Dynamics: A Stochastic Model,"
Chapters, in: Neri Salvadori (ed.), Institutional and Social Dynamics of Growth and Distribution, chapter 13,
Edward Elgar Publishing.
Cited by:
- Di Guilmi, C. & Gallegati, M. & Landini, S. & Stiglitz, J.E., 2020. "An analytical solution for network models with heterogeneous and interacting agents," Journal of Economic Behavior & Organization, Elsevier, vol. 171(C), pages 189-220.
- Domenico Delli Gatti & Corrado Di Guilmi & Edoardo Gaffeo & Gianfranco Giulioni & Mauro Gallegati & Antonio Palestrini, 2004.
"Business Cycle Fluctuations And Firms’ Size Distribution Dynamics,"
World Scientific Book Chapters, in: Roberto Leombruni & Matteo Richiardi (ed.), Industry And Labor Dynamics The Agent-Based Computational Economics Approach, chapter 10, pages 199-221,
World Scientific Publishing Co. Pte. Ltd..
See citations under working paper version above.
- Domenico Delli Gatti & Corrado Di Guilmi & Edoardo Gaffeo & Gianfranco Giulioni & Mauro Gallegati & Antonio Palestrini, 2004. "Business Cycle Fluctuations And Firms' Size Distribution Dynamics," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 7(02), pages 223-240.