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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
Jump to Journal Articles
Working Papers
2009
- A k-generalized statistical mechanics approach to income analysis
Quantitative Finance Papers, arXiv.org
- An Analysis of the Japanese Credit Network
Quantitative Finance Papers, arXiv.org
2008
- A look at the relationship between industrial dynamics and aggregate fluctuations
Department of Economics Working Papers, Department of Economics, University of Trento, Italia
- 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)
- Financially Constrained Fluctuations in an Evolving Network Economy
NBER Working Papers, National Bureau of Economic Research, Inc
- Modeling Maximum Entropy and Mean-Field Interaction in Macroeconomics
Economics Discussion Papers, Kiel Institute for the World Economy
- 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
- The k-generalized distribution: A new descriptive model for the size distribution of incomes
Quantitative Finance Papers, arXiv.org
2007
- Economic dynamics with financial fragility and mean-field interaction: a model
Quantitative Finance Papers, arXiv.org
- Heterogeneity and Aggregation in a Financial Accelerator Model
CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance
- 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
- The Asymmetric Effect of Diffusion Processes: Risk Sharing and Contagion
LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies
- k-Generalized Statistics in Personal Income Distribution
Quantitative Finance Papers, arXiv.org
2006
- Growth and Allocation of Resources in Economics: The Agent-Based Approach
Quantitative Finance Papers, arXiv.org View citations
- 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)
- Reflections on Modern Macroeconomics: Can We Travel Along a Safer Road?
Quantitative Finance Papers, arXiv.org
- The Power-law Tail Exponent of Income Distributions
Quantitative Finance Papers, arXiv.org View citations
- 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
- Cluster analysis for portfolio optimization
Quantitative Finance Papers, arXiv.org 
See also Journal Article in Journal of Economic Dynamics and Control (2008)
- Power Law Tails in the Italian Personal Income Distribution
Microeconomics, EconWPA View citations
Also in Quantitative Finance Papers, arXiv.org (2004) View citations
- Wavelet variance and correlation analyses of output in G7 countries
Macroeconomics, EconWPA
- 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
- International evidence on business cycle magnitude dependence
Quantitative Finance Papers, arXiv.org
- Technological Innovation, Financial Fragility and Complex Dynamics
Discussion Papers, Dipartimento di Scienze Economiche (DSE), University of Pisa, Pisa, Italy
- The U.S. Phillips-curve by time scale using waveletsMarco
Computing in Economics and Finance 2004, Society for Computational Economics
2003
- 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)
- Do Pareto-Zipf and Gibrat laws hold true? An analysis with European Firms
Quantitative Finance Papers, arXiv.org
2002
- 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
- Asymmetries and Interaction cycles in Financial Markets
CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance
- European Business Cycles: 1960-1998
Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Economia
2000
- 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
- Financial Institutions, Economic Policy, and the Dynamic Behavior of the Economy
Macroeconomics, EconWPA View citations
1994
- Is Money Neutral? Some Evidence for Italy
Working papers, Wisconsin Madison - Social Systems
- 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
- 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
- Technological Innovation and Diffusion, Fluctuations and Growth (I): Modeling Technological Change and Productivity Growth
Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna
- Technological Innovation and Diffusion, Fluctuations and Growth (II): Deterministic and Stochastic Laws of Motion
Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna
1989
- Divergent Trajectories in Europe: An Analysis of the Recently Developed Countries
Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Economia
Undated
- Financial Fragility, Bounded Rationality and Agents Heterogeneity
Computing in Economics and Finance 1997, Society for Computational Economics
Journal Articles
2008
- A MAXENT MODEL FOR MACROSCENARIO ANALYSIS
Advances in Complex Systems (ACS), 2008, 11, (05), 719-744 View citations
- Adaptive Microfoundations for Emergent Macroeconomics
Eastern Economic Journal, 2008, 34, (4), 441-463 
See also Working Paper (2008)
- CYCLICAL BEHAVIOR OF PRICES IN THE G7 COUNTRIES THROUGH WAVELET ANALYSIS
Advances in Complex Systems (ACS), 2008, 11, (01), 119-130
- Cluster analysis for portfolio optimization
Journal of Economic Dynamics and Control, 2008, 32, (1), 235-258 
See also Working Paper (2005)
- SCALING LAWS IN THE MACROECONOMY
Advances in Complex Systems (ACS), 2008, 11, (01), 131-138
- Social networks and labour productivity in Europe: an empirical investigation
Journal of Economic Interaction and Coordination, 2008, 3, (1), 43-57
- 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
- Credit chains and bankruptcy propagation in production networks
Journal of Economic Dynamics and Control, 2007, 31, (6), 2061-2084 View citations
- FINANCIAL FRAGILITY, INDUSTRIAL DYNAMICS, AND BUSINESS FLUCTUATIONS IN AN AGENT-BASED MODEL
Macroeconomic Dynamics, 2007, 11, (S1), 62-79 View citations
- 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
- Validating and Calibrating Agent-Based Models: A Case Study
Computational Economics, 2007, 30, (3), 245-264 
See also Working Paper (2006)
2006
- Aggregation of Heterogeneous Interacting Agents: The Variant Representative Agent Framework
Journal of Economic Interaction and Coordination, 2006, 1, (1), 5-19 View citations
- HERD BEHAVIOR AND NONFUNDAMENTAL ASSET PRICE FLUCTUATIONS IN FINANCIAL MARKETS
Macroeconomic Dynamics, 2006, 10, (04), 502-528 View citations
- The complex dynamics of financially constrained heterogeneous firms
Journal of Economic Behavior & Organization, 2006, 61, (4), 784-803
2005
- 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
- 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
- On the nature and causes of business fluctuations in Italy, 1861-2000
Explorations in Economic History, 2005, 42, (1), 81-100 View citations
- Requiem for the unit root in per capita real GDP? Additional evidence from historical data
Empirical Economics, 2005, 30, (1), 37-63 View citations
- THE APPRENTICE WIZARD: MONTETARY POLICY, COMPLEXITY AND LEARNING
New Mathematics and Natural Computation (NMNC), 2005, 01, (01), 109-128
2004
- BUSINESS CYCLE FLUCTUATIONS AND FIRMS' SIZE DISTRIBUTION DYNAMICS
Advances in Complex Systems (ACS), 2004, 07, (02), 223-240 View citations
- Business Cycle Fluctuations in Mediterranean Countries (1960-2000)
Emerging Markets Finance and Trade, 2004, 40, (6), 28-47
- 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
- Asset Price Dynamics among Heterogeneous Interacting Agents
Computational Economics, 2003, 22, (2), 213-223 View citations
See also Working Paper (2002)
- 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)
- 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)
- Power Law Scaling in the World Income Distribution
Economics Bulletin, 2003, 15, (6), 1-7 View citations
1999
- Financial Fragility, Heterogeneous Agents, and Aggregate Fluctuations: Evidence form a Panel of US Firms
Applied Financial Economics, 1999, 9, (1), 87-99
- 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
- Financial Constraints, Aggregate Supply, and the Monetary Transmission Mechanism
The Manchester School of Economic & Social Studies, 1997, 65, (2), 101-26 View citations
1996
- An Annual Chain Index of Italy's "Real" Product, 1861-1989
Review of Income and Wealth, 1996, 42, (2), 207-24
- Financial Market Imperfections and Irregular Growth Cycles
Scottish Journal of Political Economy, 1996, 43, (2), 146-58
1995
- Investment confidence, corporate debt and income fluctuations: A reply to Franke
Journal of Economic Behavior & Organization, 1995, 27, (2), 325-328
- Nonlinearities in Business Cycle: SETAR Models and G7 Industrial Production Data
Applied Economics Letters, 1995, 2, (11), 422-27 View citations
- Volatility and Persistence of Fluctuations: Individual Production Series in Italy, 1890-1985
Applied Economics, 1995, 27, (8), 677-88
1994
- Composition effect and economic fluctuations
Economics Letters, 1994, 44, (1-2), 123-126
1993
- Investment confidence, corporate debt and income fluctuations
Journal of Economic Behavior & Organization, 1993, 22, (2), 161-187 View citations
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