Details about Andrea Teglio
Access statistics for papers by Andrea Teglio.
Last updated 2024-09-20. Update your information in the RePEc Author Service.
Short-id: pte141
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Working Papers
2024
- Large-Scale Modeling of Economic Systems
Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL) ![Downloads](/downloads_econpapers.gif)
Also in Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL) (2013) View citations (10)
- Myopic households on a stable path: the neoclassical growth model with rule-based expectations
Working Papers, Department of Economics, University of Venice "Ca' Foscari" ![Downloads](/downloads_econpapers.gif)
Also in MPRA Paper, University Library of Munich, Germany (2014)
2021
- Digital Innovation and its Potential Consequences: the Elasticity Augmenting Approach
MPRA Paper, University Library of Munich, Germany View citations (1)
2020
- On the typicality of the representative agent
MPRA Paper, University Library of Munich, Germany
- The Productivity and Unemployment Effects of the Digital Transformation: an Empirical and Modelling Assessment
MPRA Paper, University Library of Munich, Germany View citations (11)
See also Journal Article The productivity and unemployment effects of the digital transformation: an empirical and modelling assessment, Review of Evolutionary Political Economy, Springer (2020) View citations (14) (2020)
2019
- An economy under the digital transformation
MPRA Paper, University Library of Munich, Germany
- The complexity of the intangible digital economy: an agent-based model
MPRA Paper, University Library of Munich, Germany View citations (1)
See also Journal Article The complexity of the intangible digital economy: an agent-based model, Journal of Business Research, Elsevier (2021) View citations (23) (2021)
2018
- Robust-yet-fragile: A simulation model on exposure and concentration at interbank networks
Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain)
- Systemic Financial Risk Indicators and Securitised Assets: an Agent-Based Framework
MPRA Paper, University Library of Munich, Germany ![Downloads](/downloads_econpapers.gif)
See also Journal Article Systemic financial risk indicators and securitised assets: an agent-based framework, Journal of Economic Interaction and Coordination, Springer (2020) View citations (3) (2020)
2017
- Centralizing information improves market efficiency more than increasing information: Results from experimental asset markets
Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (8)
- Eurace Open: An agent-based multi-country model
Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) View citations (19)
- Securitisation and Business Cycle: An Agent-Based Perspective
MPRA Paper, University Library of Munich, Germany View citations (18)
See also Journal Article Securitization and business cycle: an agent-based perspective, Industrial and Corporate Change, Oxford University Press and the Associazione ICC (2018) View citations (18) (2018)
2016
- An agent-based stock-flow consistent model of the sustainable transition in the energy sector
MPRA Paper, University Library of Munich, Germany View citations (10)
See also Journal Article An Agent-based Stock-flow Consistent Model of the Sustainable Transition in the Energy Sector, Ecological Economics, Elsevier (2018) View citations (78) (2018)
- From financial instability to green finance: the role of banking and monetary policies in the Eurace model
Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) View citations (4)
- Macroeconomic implications of mortgage loans requirements: An agent based approach
Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) View citations (15)
See also Journal Article Macroeconomic implications of mortgage loan requirements: an agent-based approach, Journal of Economic Interaction and Coordination, Springer (2019) View citations (15) (2019)
- The impact of information-based familiarity on the stock market
Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain)
- The role of bank credit allocation: Evidence from the Spanish economy
Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) View citations (1)
2015
- Budgetary rigour with stimulus in lean times: Policy advices from an agent-based model
Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) View citations (28)
See also Journal Article Budgetary rigour with stimulus in lean times: Policy advices from an agent-based model, Journal of Economic Behavior & Organization, Elsevier (2019) View citations (21) (2019)
- R2 and Idiosyncratic Volatility: Which Captures the Firm-specific Return Variation?
Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) ![Downloads](/downloads_econpapers.gif)
See also Journal Article R2 and idiosyncratic volatility: Which captures the firm-specific return variation?, Economic Modelling, Elsevier (2016) View citations (23) (2016)
2013
- Housing market bubbles and business cycles in an agent-based credit economy
Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (2)
See also Journal Article Housing market bubbles and business cycles in an agent-based credit economy, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2014) View citations (23) (2014)
2012
- Macroprudential policies in an agent-based artificial economy
Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) View citations (32)
See also Journal Article Macroprudential Policies in an Agent-Based Artificial Economy, Revue de l'OFCE, Presses de Sciences-Po (2012) View citations (44) (2012)
2011
- Debt deleveraging and business cycles: An agent-based perspective
Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (39)
See also Journal Article 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) (2012) View citations (124) (2012)
- The impact of banks’ capital adequacy regulation on the economic system: an agent-based approach
Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) View citations (23)
See also Journal Article THE IMPACT OF BANKS' CAPITAL ADEQUACY REGULATION ON THE ECONOMIC SYSTEM: AN AGENT-BASED APPROACH, Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd. (2012) View citations (43) (2012)
2010
- Credit money and macroeconomic instability in the agent-based model and simulator Eurace
Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (164)
See also Journal Article Credit money and macroeconomic instability in the agent-based model and simulator Eurace, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2010) View citations (151) (2010)
2005
- A dynamic model of a monetary production economy under the disequilibrium economics approach
Computing in Economics and Finance 2005, Society for Computational Economics
- Multi-agent modeling and simulation of a sequential monetary production economy
Computational Economics, University Library of Munich, Germany
Journal Articles
2024
- Evaluating policy mix strategies for the energy transition using an agent-based macroeconomic model
Energy Policy, 2024, 193, (C) View citations (1)
- Voluntary insurance vs. stabilization funds: An experimental analysis on bank runs
Journal of Behavioral and Experimental Finance, 2024, 42, (C)
2023
- Connectivity, centralisation and ‘robustness-yet-fragility’ of interbank networks
Annals of Finance, 2023, 19, (2), 169-200
2022
- Credit allocation and the financial crisis: evidence from Spanish companies
Journal of Economic Interaction and Coordination, 2022, 17, (4), 1069-1114
- Why do we need agent-based macroeconomics?
Review of Evolutionary Political Economy, 2022, 3, (1), 5-29 View citations (5)
2021
- The complexity of the intangible digital economy: an agent-based model
Journal of Business Research, 2021, 129, (C), 527-540 View citations (23)
See also Working Paper The complexity of the intangible digital economy: an agent-based model, MPRA Paper (2019) View citations (1) (2019)
2020
- Should I stay or should I go? An agent-based setup for a trading and monetary union
Journal of Economic Dynamics and Control, 2020, 113, (C) View citations (1)
- Systemic financial risk indicators and securitised assets: an agent-based framework
Journal of Economic Interaction and Coordination, 2020, 15, (1), 9-47 View citations (3)
See also Working Paper Systemic Financial Risk Indicators and Securitised Assets: an Agent-Based Framework, MPRA Paper (2018) (2018)
- The productivity and unemployment effects of the digital transformation: an empirical and modelling assessment
Review of Evolutionary Political Economy, 2020, 1, (3), 329-355 View citations (14)
See also Working Paper The Productivity and Unemployment Effects of the Digital Transformation: an Empirical and Modelling Assessment, MPRA Paper (2020) View citations (11) (2020)
2019
- Budgetary rigour with stimulus in lean times: Policy advices from an agent-based model
Journal of Economic Behavior & Organization, 2019, 157, (C), 59-83 View citations (21)
See also Working Paper Budgetary rigour with stimulus in lean times: Policy advices from an agent-based model, Working Papers (2015) View citations (28) (2015)
- From financial instability to green finance: the role of banking and credit market regulation in the Eurace model
Journal of Evolutionary Economics, 2019, 29, (1), 429-465 View citations (35)
- Macroeconomic implications of mortgage loan requirements: an agent-based approach
Journal of Economic Interaction and Coordination, 2019, 14, (1), 7-46 View citations (15)
See also Working Paper Macroeconomic implications of mortgage loans requirements: An agent based approach, Working Papers (2016) View citations (15) (2016)
2018
- An Agent-based Stock-flow Consistent Model of the Sustainable Transition in the Energy Sector
Ecological Economics, 2018, 145, (C), 274-300 View citations (78)
See also Working Paper An agent-based stock-flow consistent model of the sustainable transition in the energy sector, MPRA Paper (2016) View citations (10) (2016)
- Securitization and business cycle: an agent-based perspective
Industrial and Corporate Change, 2018, 27, (6), 1091-1121 View citations (18)
See also Working Paper Securitisation and Business Cycle: An Agent-Based Perspective, MPRA Paper (2017) View citations (18) (2017)
2016
- Daily happiness and stock returns: Some international evidence
Physica A: Statistical Mechanics and its Applications, 2016, 460, (C), 201-209 View citations (52)
- R2 and idiosyncratic volatility: Which captures the firm-specific return variation?
Economic Modelling, 2016, 55, (C), 298-304 View citations (23)
See also Working Paper R2 and Idiosyncratic Volatility: Which Captures the Firm-specific Return Variation?, Working Papers (2015) (2015)
2014
- Housing market bubbles and business cycles in an agent-based credit economy
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2014, 8, 1-42 View citations (23)
See also Working Paper Housing market bubbles and business cycles in an agent-based credit economy, Economics Discussion Papers (2013) View citations (2) (2013)
2012
- Debt, deleveraging and business cycles: An agent-based perspective
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2012, 6, 1-49 View citations (124)
See also Working Paper Debt deleveraging and business cycles: An agent-based perspective, Economics Discussion Papers (2011) View citations (39) (2011)
- Macroprudential Policies in an Agent-Based Artificial Economy
Revue de l'OFCE, 2012, N° 124, (5), 205-234 View citations (44)
See also Working Paper Macroprudential policies in an agent-based artificial economy, Working Papers (2012) View citations (32) (2012)
- Reply to Comments
Revue de l'OFCE, 2012, N° 124, (5), 50a-52a
- THE IMPACT OF BANKS' CAPITAL ADEQUACY REGULATION ON THE ECONOMIC SYSTEM: AN AGENT-BASED APPROACH
Advances in Complex Systems (ACS), 2012, 15, (supp0), 1-27 View citations (43)
See also Working Paper The impact of banks’ capital adequacy regulation on the economic system: an agent-based approach, Working Papers (2011) View citations (23) (2011)
2010
- Credit money and macroeconomic instability in the agent-based model and simulator Eurace
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2010, 4, 1-32 View citations (151)
See also Working Paper Credit money and macroeconomic instability in the agent-based model and simulator Eurace, Economics Discussion Papers (2010) View citations (164) (2010)
2008
- Integrating Real and Financial Markets in an Agent-Based Economic Model: An Application to Monetary Policy Design
Computational Economics, 2008, 32, (1), 147-162 View citations (35)
2006
- A dynamic general disequilibrium model of a sequential monetary production economy
Chaos, Solitons & Fractals, 2006, 29, (3), 566-577 View citations (6)
- A general equilibrium model of a production economy with asset markets
Physica A: Statistical Mechanics and its Applications, 2006, 370, (1), 75-80 View citations (1)
Edited books
2013
- Managing Market Complexity
Lecture Notes in Economics and Mathematical Systems, Springer View citations (2)
Chapters
2014
- Subprime Lending and Financial Inequality in an Agent-Based Model
Springer
2011
- Do Capital Requirements Affect Long-Run Output Trends?
Springer View citations (1)
2010
- Endogenous Credit Dynamics as Source of Business Cycles in the EURACE Model
Springer View citations (4)
2009
- Explaining Equity Excess Return by Means of an Agent-Based Financial Market
Springer View citations (6)
2008
- Prospect Theory Behavioral Assumptions in an Artificial Financial Economy
Springer View citations (7)
2007
- Monetary Policy Experiments in an Artificial Multi-Market Economy with Reservation Wages
Springer View citations (1)
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