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Reconstructing Macroeconomics
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Cited by:
- 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.
- 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.
- 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.
- Aleksejus Kononovicius & Vygintas Gontis, 2012. "Three-state herding model of the financial markets," Papers 1210.1838, arXiv.org, revised Jan 2013.
- 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.
- 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.
- Viaggiu, Stefano & Lionetto, Andrea & Bargigli, Leonardo & Longo, Michele, 2012.
"Statistical ensembles for money and debt,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4839-4849.
- Stefano Viaggiu & Andrea Lionetto & Leonardo Bargigli & Michele Longo, 2011. "Statistical ensembles for money and debt," Papers 1109.0891, arXiv.org, revised Jul 2012.
- Hideaki Aoyama & Hiroshi Yoshikawa & Hiroshi Iyetomi & Yoshi Fujiwara, 2008. "Labour Productivity Superstatistics," Papers 0809.3541, arXiv.org.
- Hiroshi Iyetomi & Hideaki Aoyama & Yoshi Fujiwara & Yuichi Ikeda & Wataru Souma, 2009. "Agent-Based Model Approach to Complex Phenomena in Real Economy," Papers 0901.1794, arXiv.org.
- Jovanović, Mario, 2011. "Does Monetary Policy Affect Stock Market Uncertainty? – Empirical Evidence from the United States," Ruhr Economic Papers 240, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- YOSHIKAWA Hiroshi, 2012. "A New Micro-Foundation for Keynesian Economics," Discussion papers 12025, Research Institute of Economy, Trade and Industry (RIETI).
- Matthias Lengnick & Hans-Werner Wohltmann, 2013.
"Agent-based financial markets and New Keynesian macroeconomics: a synthesis,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(1), pages 1-32, April.
- Lengnick, Matthias & Wohltmann, Hans-Werner, 2010. "Agent-based financial markets and New Keynesian macroeconomics: A synthesis," Economics Working Papers 2010-10, Christian-Albrechts-University of Kiel, Department of Economics.
- Lengnick, Matthias & Wohltmann, Hans-Werner, 2011. "Agent-based financial markets and New Keynesian macroeconomics: A synthesis," Economics Working Papers 2011-09, Christian-Albrechts-University of Kiel, Department of Economics.
- Ikeda, Yuichi & Fujiwara, Yoshi & Aoyama, Hideaki & Iyetomi, Hiroshi & Souma, Wataru, 2008. "Superstatistics of Labour Productivity in Manufacturing and Nonmanufacturing Sectors," Economics Discussion Papers 2008-42, Kiel Institute for the World Economy (IfW Kiel).
- Da Silva, Sergio, 2009.
"Does Macroeconomics Need Microeconomic Foundations?,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-11.
- Da Silva, Sergio, 2009. "Does Macroeconomics Need Microeconomic Foundations?," Economics Discussion Papers 2009-3, Kiel Institute for the World Economy (IfW Kiel).
- Düring, Bertram & Georgiou, Nicos & Merino-Aceituno, Sara & Scalas, Enrico, 2022.
"Continuum and thermodynamic limits for a simple random-exchange model,"
Stochastic Processes and their Applications, Elsevier, vol. 149(C), pages 248-277.
- Bertram During & Nicos Georgiou & Sara Merino-Aceituno & Enrico Scalas, 2020. "Continuum and thermodynamic limits for a simple random-exchange model," Papers 2003.00930, arXiv.org.
- U. Garibaldi & E. Scalas & P. Viarengo, 2007. "Statistical equilibrium in simple exchange games II. The redistribution game," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 60(2), pages 241-246, November.
- 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.
- Muliere, Pietro & Suverato, Davide, 2014. "Income and Wealth Distributions in a Population of Heterogeneous Agents," Discussion Papers in Economics 20928, University of Munich, Department of Economics.
- Y. Ikeda & W. Souma & H. Aoyama & Y. Fujiwara & H. Iyetomi, 2010. "Analysis of labor productivity using large-scale data of firm’s financial statements," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 76(4), pages 491-499, August.
- Shu-Heng Chen & Sai-Ping Li, 2011. "Econophysics: Bridges over a Turbulent Current," Papers 1107.5373, arXiv.org.
- Hiroshi Yoshikawa, 2011. "Stochastic Macro-equilibrium and A Microfoundation for the Keynesian Economics," CIRJE F-Series CIRJE-F-827, CIRJE, Faculty of Economics, University of Tokyo.
- Konno, Tomohiko, 2009. "Network structure of Japanese firms. Scale-free, hierarchy, and degree correlation: analysis from 800,000 firms," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-13.
- Masanao Aoki, 2008.
"Growth Patterns of Two Types of Macro-Models: Limiting Behavior of One- and Two-Parameter Poisson–Dirichlet Models,"
Chapters, in: Roger E.A. Farmer (ed.), Macroeconomics in the Small and the Large, chapter 6,
Edward Elgar Publishing.
- Masanao Aoki, 2006. "Growth Patterns of Two Types of Macro-Models: Limiting Behavior of One-and Two-Parameter Poisson-Dirichlet Models," CIRJE F-Series CIRJE-F-446, CIRJE, Faculty of Economics, University of Tokyo.
- Aßmuth, Pascal, 2017. "Stock price related financial fragility and growth patterns," Economics Discussion Papers 2017-108, Kiel Institute for the World Economy (IfW Kiel).
- Victor M. Yakovenko, 2012. "Applications of statistical mechanics to economics: Entropic origin of the probability distributions of money, income, and energy consumption," Papers 1204.6483, arXiv.org.
- Aßmuth, Pascal, 2020. "Stock price related financial fragility and growth patterns," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-34.
- Hideaki Aoyama & Yoshi Fujiwara & Yuichi Ikeda & Hiroshi Iyetomi & Wataru Souma, 2009. "Superstatistics of Labour Productivity in Manufacturing and Nonmanufacturing Sectors," Papers 0901.1500, arXiv.org.
- T. Kaizoji & M. Leiss & A. Saichev & D. Sornette, 2011. "Super-exponential endogenous bubbles in an equilibrium model of rational and noise traders," Papers 1109.4726, arXiv.org, revised Mar 2014.
- Maria Letizia Bertotti & Amit K Chattopadhyay & Giovanni Modanese, 2017. "Economic inequality and mobility for stochastic models with multiplicative noise," Papers 1702.08391, arXiv.org.
- Scalas, Enrico & Garibaldi, Ubaldo, 2009. "A Dynamic Probabilistic Version of the Aoki-Yoshikawa Sectoral Productivity Model," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-10.
- H. Iyetomi & H. Aoyama & Y. Fujiwara & Y. Ikeda & W. Souma, 2009. "A Paradigm Shift from Production Function to Production Copula: Statistical Description of Production Activity of Firms," Papers 0902.1576, arXiv.org, revised Nov 2010.