Details about Mauro Gallegati

Access statistics for papers by Mauro Gallegati.

Last updated 2008-03-26. Update your information in the RePEc Author Service.

Short-id: pga109

Working Papers

2007

1. 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

2006

2. 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

3. Pareto's Law of Income Distribution: Evidence for Grermany, the United Kingdom, and the United States
   Microeconomics, EconWPA
4. Power Law Tails in the Italian Personal Income Distribution
   Microeconomics, EconWPA View citations
5. Wavelet variance and correlation analyses of output in G7 countries
   Macroeconomics, EconWPA
6. 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

2004

7. The U.S. Phillips-curve by time scale using waveletsMarco
   Computing in Economics and Finance 2004, Society for Computational Economics
8. Weird Ties?: Growth, Cycles and Firms Dynamics in an Agent Based-Model with Financial Market Imperfections
   Computing in Economics and Finance 2004, Society for Computational Economics

2003

9. Complex Dynamics and Financial Fragility in an Agent Based Model
   Computing in Economics and Finance 2003, Society for Computational Economics

2002

10. 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

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

2000

13. 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

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

1994

15. Is Money Neutral? Some Evidence for Italy
    Working papers, Wisconsin Madison - Social Systems
16. 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
17. 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

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

1989

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

Undated

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

Journal Articles

2008

1. Cluster analysis for portfolio optimization
   Journal of Economic Dynamics and Control, 2008, 32, (1), 235-258

2007

2. Credit chains and bankruptcy propagation in production networks
   Journal of Economic Dynamics and Control, 2007, 31, (6), 2061-2084 View citations
3. FINANCIAL FRAGILITY, INDUSTRIAL DYNAMICS, AND BUSINESS FLUCTUATIONS IN AN AGENT-BASED MODEL
   Macroeconomic Dynamics, 2007, 11, (S1), 62-79 View citations
4. Validating and Calibrating Agent-Based Models: A Case Study
   Computational Economics, 2007, 30, (3), 245-264
   See Also Working Paper (2006)
5. Wavelet Variance Analysis of Output in G-7 Countries
   Studies in Nonlinear Dynamics & Econometrics, 2007, 11, (3), 1435-1435

2006

6. HERD BEHAVIOR AND NONFUNDAMENTAL ASSET PRICE FLUCTUATIONS IN FINANCIAL MARKETS
   Macroeconomic Dynamics, 2006, 10, (04), 502-528
7. The complex dynamics of financially constrained heterogeneous firms
   Journal of Economic Behavior & Organization, 2006, 61, (4), 784-803

2005

8. 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
9. 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
10. On the nature and causes of business fluctuations in Italy, 1861-2000
    Explorations in Economic History, 2005, 42, (1), 81-100
11. Requiem for the unit root in per capita real GDP? Additional evidence from historical data
    Empirical Economics, 2005, 30, (1), 37-63 View citations

2004

12. Business Cycle Fluctuations in Mediterranean Countries (1960-2000)
    Emerging Markets Finance and Trade, 2004, 40, (6), 28-47
13. 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

14. Asset Price Dynamics among Heterogeneous Interacting Agents
    Computational Economics, 2003, 22, (2), 213-223 View citations
    See Also Working Paper (2002)
15. 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)
16. Power Law Scaling in the World Income Distribution
    Economics Bulletin, 2003, 15, (6), 1-7 View citations

1999

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

1998

19. Nonlinear Dynamics and European GNP Data
    Studies in Nonlinear Dynamics & Econometrics, 1998, 3, (1), 43-59

1997

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

1996

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

1995

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

1994

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

1993

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