Details about Mauro Gallegati

Access statistics for papers by Mauro Gallegati.

Last updated 2009-09-04. Update your information in the RePEc Author Service.

Short-id: pga109

Working Papers

2009

1. A k-generalized statistical mechanics approach to income analysis
   Quantitative Finance Papers, arXiv.org
2. An Analysis of the Japanese Credit Network
   Quantitative Finance Papers, arXiv.org

2008

3. A look at the relationship between industrial dynamics and aggregate fluctuations
   Department of Economics Working Papers, Department of Economics, University of Trento, Italia
4. Adaptive microfoundations for emergent macroeconomics
   Department of Economics Working Papers, Department of Economics, University of Trento, Italia
   See also Journal Article in Eastern Economic Journal (2008)
5. Financially Constrained Fluctuations in an Evolving Network Economy
   NBER Working Papers, National Bureau of Economic Research, Inc
6. Modeling Maximum Entropy and Mean-Field Interaction in Macroeconomics
   Economics Discussion Papers, Kiel Institute for the World Economy
7. On the mean/variance relationship of the firm size distribution: evidence and some theory
   Department of Economics Working Papers, Department of Economics, University of Trento, Italia
8. The k-generalized distribution: A new descriptive model for the size distribution of incomes
   Quantitative Finance Papers, arXiv.org

2007

9. Economic dynamics with financial fragility and mean-field interaction: a model
   Quantitative Finance Papers, arXiv.org
10. Heterogeneity and Aggregation in a Financial Accelerator Model
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance
11. Net Worth, Exchange Rates, and Monetary Policy: The Effects of a Devaluation in a Financially Fragile Environment
    NBER Working Papers, National Bureau of Economic Research, Inc
12. The Asymmetric Effect of Diffusion Processes: Risk Sharing and Contagion
    LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies
13. k-Generalized Statistics in Personal Income Distribution
    Quantitative Finance Papers, arXiv.org

2006

14. Growth and Allocation of Resources in Economics: The Agent-Based Approach
    Quantitative Finance Papers, arXiv.org View citations
15. Pareto's Law of Income Distribution: Evidence for Germany, the United Kingdom, and the United States
    Quantitative Finance Papers, arXiv.org
    Also in Microeconomics, EconWPA (2005)
16. Reflections on Modern Macroeconomics: Can We Travel Along a Safer Road?
    Quantitative Finance Papers, arXiv.org
17. The Power-law Tail Exponent of Income Distributions
    Quantitative Finance Papers, arXiv.org View citations
18. Validating and Calibrating Agent-based Models: a Case Study
    Computing in Economics and Finance 2006, Society for Computational Economics
    See also Journal Article in Computational Economics (2007)

2005

19. Cluster analysis for portfolio optimization
    Quantitative Finance Papers, arXiv.org
    See also Journal Article in Journal of Economic Dynamics and Control (2008)
20. Power Law Tails in the Italian Personal Income Distribution
    Microeconomics, EconWPA View citations
    Also in Quantitative Finance Papers, arXiv.org (2004) View citations
21. Wavelet variance and correlation analyses of output in G7 countries
    Macroeconomics, EconWPA
22. Weird Ties? Growth, Cycles and Firm Dynamics in an Agent-Based Model with Financial-Market Imperfections
    LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy
    Also in Computing in Economics and Finance 2004, Society for Computational Economics (2004)

2004

23. International evidence on business cycle magnitude dependence
    Quantitative Finance Papers, arXiv.org
24. Technological Innovation, Financial Fragility and Complex Dynamics
    Discussion Papers, Dipartimento di Scienze Economiche (DSE), University of Pisa, Pisa, Italy
25. The U.S. Phillips-curve by time scale using waveletsMarco
    Computing in Economics and Finance 2004, Society for Computational Economics

2003

26. Complex Dynamics and Financial Fragility in an Agent Based Model
    Computing in Economics and Finance 2003, Society for Computational Economics
    See also Journal Article in Advances in Complex Systems (ACS) (2003)
27. Do Pareto-Zipf and Gibrat laws hold true? An analysis with European Firms
    Quantitative Finance Papers, arXiv.org

2002

28. Asset Price Dynamics among Heterogeneous Interacting Agents
    Computing in Economics and Finance 2002, Society for Computational Economics
    See also Journal Article in Computational Economics (2003)

2001

29. Asymmetries and Interaction cycles in Financial Markets
    CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance
30. European Business Cycles: 1960-1998
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Economia

2000

31. FINANCIAL FRAGILITY, PATTERNS OF FIRMS' ENTRY AND EXIT AND AGGREGATE DYNAMICS
    Computing in Economics and Finance 2000, Society for Computational Economics View citations
    See also Journal Article in Journal of Economic Behavior & Organization (2003)

1999

32. Financial Institutions, Economic Policy, and the Dynamic Behavior of the Economy
    Macroeconomics, EconWPA View citations

1994

33. Is Money Neutral? Some Evidence for Italy
    Working papers, Wisconsin Madison - Social Systems
34. Is US Real GNP Chaotic? On Using the BDS Test to Decide Whether an ARMA Model for US GNP Generates I.I.D. Residuals
    Working papers, Wisconsin Madison - Social Systems
35. Is US Real GNP Chaotic? On Using the BDS test to Decide Whether an ARMA Model forthe US GNP Genreates I.I.D. Residuals
    International Finance, EconWPA

1993

36. Technological Innovation and Diffusion, Fluctuations and Growth (I): Modeling Technological Change and Productivity Growth
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna
37. Technological Innovation and Diffusion, Fluctuations and Growth (II): Deterministic and Stochastic Laws of Motion
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna

1989

38. Divergent Trajectories in Europe: An Analysis of the Recently Developed Countries
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Economia

Undated

39. Financial Fragility, Bounded Rationality and Agents Heterogeneity
    Computing in Economics and Finance 1997, Society for Computational Economics

Journal Articles

2008

1. A MAXENT MODEL FOR MACROSCENARIO ANALYSIS
   Advances in Complex Systems (ACS), 2008, 11, (05), 719-744 View citations
2. Adaptive Microfoundations for Emergent Macroeconomics
   Eastern Economic Journal, 2008, 34, (4), 441-463
   See also Working Paper (2008)
3. CYCLICAL BEHAVIOR OF PRICES IN THE G7 COUNTRIES THROUGH WAVELET ANALYSIS
   Advances in Complex Systems (ACS), 2008, 11, (01), 119-130
4. Cluster analysis for portfolio optimization
   Journal of Economic Dynamics and Control, 2008, 32, (1), 235-258
   See also Working Paper (2005)
5. SCALING LAWS IN THE MACROECONOMY
   Advances in Complex Systems (ACS), 2008, 11, (01), 131-138
6. Social networks and labour productivity in Europe: an empirical investigation
   Journal of Economic Interaction and Coordination, 2008, 3, (1), 43-57
7. Validation in agent-based models: An investigation on the CATS model
   Journal of Economic Behavior & Organization, 2008, 67, (3-4), 947-964 View citations

2007

8. Credit chains and bankruptcy propagation in production networks
   Journal of Economic Dynamics and Control, 2007, 31, (6), 2061-2084 View citations
9. FINANCIAL FRAGILITY, INDUSTRIAL DYNAMICS, AND BUSINESS FLUCTUATIONS IN AN AGENT-BASED MODEL
   Macroeconomic Dynamics, 2007, 11, (S1), 62-79 View citations
10. Industrial dynamics, fiscal policy and R&D: Evidence from a computational experiment
    Journal of Economic Behavior & Organization, 2007, 64, (3-4), 426-447 View citations
11. Validating and Calibrating Agent-Based Models: A Case Study
    Computational Economics, 2007, 30, (3), 245-264
    See also Working Paper (2006)

2006

12. Aggregation of Heterogeneous Interacting Agents: The Variant Representative Agent Framework
    Journal of Economic Interaction and Coordination, 2006, 1, (1), 5-19 View citations
13. HERD BEHAVIOR AND NONFUNDAMENTAL ASSET PRICE FLUCTUATIONS IN FINANCIAL MARKETS
    Macroeconomic Dynamics, 2006, 10, (04), 502-528 View citations
14. The complex dynamics of financially constrained heterogeneous firms
    Journal of Economic Behavior & Organization, 2006, 61, (4), 784-803

2005

15. A new approach to business fluctuations: heterogeneous interacting agents, scaling laws and financial fragility
    Journal of Economic Behavior & Organization, 2005, 56, (4), 489-512 View citations
16. International Evidence on Business Cycle Magnitude Dependence: An Analyisis of 16 Industrialized Countries, 1881-2000
    International Journal of Applied Econometrics and Quantitative Studies, 2005, 2, (1), 5-16
17. On the nature and causes of business fluctuations in Italy, 1861-2000
    Explorations in Economic History, 2005, 42, (1), 81-100 View citations
18. Requiem for the unit root in per capita real GDP? Additional evidence from historical data
    Empirical Economics, 2005, 30, (1), 37-63 View citations
19. THE APPRENTICE WIZARD: MONTETARY POLICY, COMPLEXITY AND LEARNING
    New Mathematics and Natural Computation (NMNC), 2005, 01, (01), 109-128

2004

20. BUSINESS CYCLE FLUCTUATIONS AND FIRMS' SIZE DISTRIBUTION DYNAMICS
    Advances in Complex Systems (ACS), 2004, 07, (02), 223-240 View citations
21. Business Cycle Fluctuations in Mediterranean Countries (1960-2000)
    Emerging Markets Finance and Trade, 2004, 40, (6), 28-47
22. Financial conditions, strategic interaction and complex dynamics: a game-theoretic model of financially driven fluctuations
    Journal of Economic Behavior & Organization, 2004, 53, (2), 145-171 View citations

2003

23. Asset Price Dynamics among Heterogeneous Interacting Agents
    Computational Economics, 2003, 22, (2), 213-223 View citations
    See also Working Paper (2002)
24. COMPLEX DYNAMICS AND FINANCIAL FRAGILITY IN AN AGENT-BASED MODEL
    Advances in Complex Systems (ACS), 2003, 06, (03), 267-282 View citations
    See also Working Paper (2003)
25. Financial fragility, patterns of firms' entry and exit and aggregate dynamics
    Journal of Economic Behavior & Organization, 2003, 51, (1), 79-97 View citations
    See also Working Paper (2000)
26. Power Law Scaling in the World Income Distribution
    Economics Bulletin, 2003, 15, (6), 1-7 View citations

1999

27. Financial Fragility, Heterogeneous Agents, and Aggregate Fluctuations: Evidence form a Panel of US Firms
    Applied Financial Economics, 1999, 9, (1), 87-99
28. The Dynamic Relation between Financial Positions and Investment: Evidence from Company Account Data
    Industrial and Corporate Change, 1999, 8, (3), 551-72 View citations

1997

29. Financial Constraints, Aggregate Supply, and the Monetary Transmission Mechanism
    The Manchester School of Economic & Social Studies, 1997, 65, (2), 101-26 View citations

1996

30. An Annual Chain Index of Italy's "Real" Product, 1861-1989
    Review of Income and Wealth, 1996, 42, (2), 207-24
31. Financial Market Imperfections and Irregular Growth Cycles
    Scottish Journal of Political Economy, 1996, 43, (2), 146-58

1995

32. Investment confidence, corporate debt and income fluctuations: A reply to Franke
    Journal of Economic Behavior & Organization, 1995, 27, (2), 325-328
33. Nonlinearities in Business Cycle: SETAR Models and G7 Industrial Production Data
    Applied Economics Letters, 1995, 2, (11), 422-27 View citations
34. Volatility and Persistence of Fluctuations: Individual Production Series in Italy, 1890-1985
    Applied Economics, 1995, 27, (8), 677-88

1994

35. Composition effect and economic fluctuations
    Economics Letters, 1994, 44, (1-2), 123-126

1993

36. Investment confidence, corporate debt and income fluctuations
    Journal of Economic Behavior & Organization, 1993, 22, (2), 161-187 View citations