Details about Simone Alfarano

Access statistics for papers by Simone Alfarano.

Last updated 2023-03-17. Update your information in the RePEc Author Service.

Short-id: pal340

Working Papers

2022

1. Banking Sector Concentration, Credit Supply Shocks and Aggregate Fluctuations
   MPRA Paper, University Library of Munich, Germany
2. The effect of time-varying fundamentals in Learning-to-Forecast Experiments
   MPRA Paper, University Library of Munich, Germany

2021

3. Advances in the Agent-Based Modeling of Economic and Social Behavior
   MPRA Paper, University Library of Munich, Germany View citations (2)
   See also Journal Article in SN Business & Economics (2021)

2020

4. A cross-sectional analysis of growth and profit rate distribution: the Spanish case
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article in Mathematics (2022)
5. Centralized vs decentralized markets in the laboratory: The role of connectivity
   MPRA Paper, University Library of Munich, Germany View citations (1)
6. Overweighting of public information in financial markets: A lesson from the lab
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article in Journal of Banking & Finance (2021)
7. Single vs. multiple disclosures in an experimental asset market with information acquisition
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article in The European Journal of Finance (2022)
8. Survival and the ergodicity of corporate profitability
   BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group View citations (4)

2019

9. Empresas granulares y desagregación regional: un análisis del caso español
   (Granular firms and regional disaggregation: an analysis of the Spanish case)
   MPRA Paper, University Library of Munich, Germany
10. Exploiting ergodicity in forecasts of corporate profitability
    BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group View citations (7)
    See also Journal Article in Journal of Economic Dynamics and Control (2020)
11. Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: A comparison
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain)
    Also in MPRA Paper, University Library of Munich, Germany (2019)
    See also Journal Article in Computational Economics (2020)
12. Price distortions and public information: theory, experiments and simulations
    MPRA Paper, University Library of Munich, Germany
13. Welfare effects of public information in a laboratory financial market
    MPRA Paper, University Library of Munich, Germany

2018

14. An agent based early warning indicator for financial market instability
    MPRA Paper, University Library of Munich, Germany
    Also in Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) (2018) View citations (1)
    See also Journal Article in Journal of Economic Interaction and Coordination (2020)
15. Crowding out effect and traders' overreliance on public information in financial markets: a lesson from the lab
    MPRA Paper, University Library of Munich, Germany View citations (2)
16. On the determination of the granular size of the economy
    MPRA Paper, University Library of Munich, Germany View citations (11)
    See also Journal Article in Economics Letters (2018)
17. The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2018) View citations (2)
    See also Journal Article in Journal of Economic Interaction and Coordination (2019)

2017

18. Long-run expectations in a Learning-to-Forecast Experiment: A Simulation Approach
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) View citations (6)
    Also in MPRA Paper, University Library of Munich, Germany (2017) View citations (6)
    See also Journal Article in Journal of Evolutionary Economics (2020)

2016

19. Designing public communication and disclusure strategies for central banks and other policy bodies
    FinMaP-Policy Letters, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents
20. Granularity of the business cycle fluctuations: The Spanish case
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) View citations (3)
    See also Journal Article in Economia Coyuntural,Revista de temas de perspectivas y coyuntura (2017)
21. Long-run expectations in a Learning-to-Forecast Experiment
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) View citations (10)
    Also in MPRA Paper, University Library of Munich, Germany (2016) View citations (7)
    See also Journal Article in Applied Economics Letters (2018)
22. The role of bank credit allocation: Evidence from the Spanish economy
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) View citations (1)

2015

23. Do investors rely too much on public information to be justified by its accuracy? An experimental study
    FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents View citations (5)

2014

24. A spectral perspective on excess volatility
    FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents
    Also in Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) (2014) View citations (1)
    See also Journal Article in Applied Economics Letters (2015)
25. Gibrat's law redux: Think profitability instead of growth
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) View citations (10)
    Also in BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group (2014) View citations (1)
    See also Journal Article in Industrial and Corporate Change (2016)
26. The Interplay between Public and Private Information in Asset Markets: Theoretical and Experimental Approaches
    FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents

2013

27. The real versus the financial economy: A global tale of stability versus volatility
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (2)
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2007-2020) (2014)

2012

28. On the distributional properties of size, pro fit and growth of Icelandic firms
    MPRA Paper, University Library of Munich, Germany
    Also in Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) (2012) View citations (3)
    See also Journal Article in Journal of Economic Interaction and Coordination (2013)

2011

29. A Note on institutional hierarchy and volatility in financial markets
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article in The European Journal of Finance (2013)
30. Extreme value theory as a theoretical background for power law behavior
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) View citations (4)
    Also in Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) (2010) View citations (4)
    MPRA Paper, University Library of Munich, Germany (2010) View citations (3)
31. The fine structure of spectral properties for random correlation matrices: an application to financial markets
    MPRA Paper, University Library of Munich, Germany View citations (16)
    Also in Papers, arXiv.org (2011) View citations (21)
32. The role of public and private information in a laboratory financial market
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (25)
33. The small core of the German corporate board network: New evidence from 2010
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (3)

2010

34. Estimation of a simple genetic algorithm applied to a laboratory experiment
    MPRA Paper, University Library of Munich, Germany
35. Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation
    MPRA Paper, University Library of Munich, Germany View citations (9)
36. Identification of Interaction Effects in Survey Expectations: A Cautionary Note
    MPRA Paper, University Library of Munich, Germany View citations (15)
    Also in BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group (2010) View citations (15)
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2012)

2009

37. Network hierarchy in Kirman's ant model: fund investment can create systemic risk
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics View citations (3)

2008

38. A Statistical Equilibrium Model of Competitive Firms
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics View citations (5)
    See also Journal Article in Journal of Economic Dynamics and Control (2012)
39. Does Classical Competition Explain the Statistical Features of Firm Growth?
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics View citations (27)
    See also Journal Article in Economics Letters (2008)
40. Should Network Structure Matter in Agent-Based Finance?
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics View citations (8)
41. The small core of the German corporate board network
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (15)
    See also Journal Article in Computational and Mathematical Organization Theory (2010)

2006

42. A minimal noise trader model with realistic time series properties
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics View citations (1)
    Also in Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics (2003) View citations (5)
    See also Chapter (2007)
43. Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics
    Also in Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics (2005) View citations (6)
    See also Journal Article in Journal of Economic Dynamics and Control (2008)

2005

44. A noise trader model as a generator of apparent financial power laws and long memory
    Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics View citations (16)
    See also Journal Article in Macroeconomic Dynamics (2007)

2004

45. Critical behaviour and system size in agent-based models: an explanation
    Computing in Economics and Finance 2004, Society for Computational Economics

2002

46. A minimal noise trader model with realistic time series
    Computing in Economics and Finance 2002, Society for Computational Economics View citations (8)

Journal Articles

2022

1. A Cross-Sectional Analysis of Growth and Profit Rate Distribution: The Spanish Case
   Mathematics, 2022, 10, (6), 1-0
   See also Working Paper (2020)
2. Banking sector concentration, credit shocks and aggregate fluctuations
   Economics Letters, 2022, 218, (C)
3. Credit allocation and the financial crisis: evidence from Spanish companies
   Journal of Economic Interaction and Coordination, 2022, 17, (4), 1069-1114
4. Single vs. multiple disclosures in an experimental asset market with information acquisition
   The European Journal of Finance, 2022, 28, (13-15), 1513-1539
   See also Working Paper (2020)

2021

5. Advances in the agent-based modeling of economic and social behavior
   SN Business & Economics, 2021, 1, (7), 1-24 View citations (2)
   See also Working Paper (2021)
6. Overweighting of public information in financial markets: A lesson from the lab
   Journal of Banking & Finance, 2021, 133, (C)
   See also Working Paper (2020)

2020

7. An agent-based early warning indicator for financial market instability
   Journal of Economic Interaction and Coordination, 2020, 15, (1), 49-87 View citations (6)
   See also Working Paper (2018)
8. Exploiting ergodicity in forecasts of corporate profitability
   Journal of Economic Dynamics and Control, 2020, 111, (C) View citations (8)
   See also Working Paper (2019)
9. Heuristic Switching Model and Exploration-Exploitation Algorithm to Describe Long-Run Expectations in LtFEs: a Comparison
   Computational Economics, 2020, 56, (3), 623-658
   See also Working Paper (2019)
10. Long-run expectations in a learning-to-forecast experiment: a simulation approach
    Journal of Evolutionary Economics, 2020, 30, (1), 75-116 View citations (5)
    See also Working Paper (2017)

2019

11. Alternative approaches for the reformulation of economics
    Journal of Economic Interaction and Coordination, 2019, 14, (1), 1-6 View citations (2)
12. The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment
    Journal of Economic Interaction and Coordination, 2019, 14, (3), 491-520 View citations (3)
    See also Working Paper (2018)

2018

13. Long-run expectations in a learning-to-forecast experiment
    Applied Economics Letters, 2018, 25, (10), 681-687 View citations (14)
    See also Working Paper (2016)
14. On the determination of the granular size of the economy
    Economics Letters, 2018, 173, (C), 35-38 View citations (11)
    See also Working Paper (2018)

2017

15. Granularity of the Business Cycle Fluctuations: The Spanish Case
    Economia Coyuntural,Revista de temas de perspectivas y coyuntura, 2017, 2, (1), 31-58 View citations (5)
    See also Working Paper (2016)

2016

16. Financial power laws: Empirical evidence, models, and mechanisms
    Chaos, Solitons & Fractals, 2016, 88, (C), 3-18 View citations (45)
17. Gibrat’s Law Redux: think profitability instead of growth
    Industrial and Corporate Change, 2016, 25, (4), 549-571 View citations (21)
    See also Working Paper (2014)
18. Network Approaches to Interbank Markets: Foreword
    Computational Economics, 2016, 47, (1), 1-2

2015

19. A spectral perspective on excess volatility
    Applied Economics Letters, 2015, 22, (9), 745-750 View citations (1)
    See also Working Paper (2014)

2014

20. The real versus the financial economy: A global tale of stability versus volatility
    Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2014, 8, 1-26 View citations (5)
    See also Working Paper (2013)

2013

21. A note on institutional hierarchy and volatility in financial markets
    The European Journal of Finance, 2013, 19, (6), 449-465 View citations (13)
    See also Working Paper (2011)
22. On the distributional properties of size, profit and growth of Icelandic firms
    Journal of Economic Interaction and Coordination, 2013, 8, (1), 57-74 View citations (16)
    See also Working Paper (2012)

2012

23. A statistical equilibrium model of competitive firms
    Journal of Economic Dynamics and Control, 2012, 36, (1), 136-149 View citations (56)
    See also Working Paper (2008)
24. Der dichte Kern des Netzwerks deutscher Aufsichtsräte und Unternehmensvorstände
    Wirtschaftsdienst, 2012, 92, (11), 770-776
25. Identification of Interaction Effects in Survey Expectations: A Cautionary Note
    Studies in Nonlinear Dynamics & Econometrics, 2012, 16, (4), 1-23 View citations (2)
    See also Working Paper (2010)

2010

26. Firm profitability and the network of organizational capabilities
    Physica A: Statistical Mechanics and its Applications, 2010, 389, (21), 4769-4775 View citations (3)
27. The small core of the German corporate board network
    Computational and Mathematical Organization Theory, 2010, 16, (2), 201-215 View citations (15)
    See also Working Paper (2008)
28. What distinguishes individual stocks from the index?
    The European Physical Journal B: Condensed Matter and Complex Systems, 2010, 73, (1), 23-28 View citations (3)

2009

29. Network structure and N-dependence in agent-based herding models
    Journal of Economic Dynamics and Control, 2009, 33, (1), 78-92 View citations (63)

2008

30. Does classical competition explain the statistical features of firm growth?
    Economics Letters, 2008, 101, (3), 272-274 View citations (38)
    See also Working Paper (2008)
31. Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach
    Journal of Economic Dynamics and Control, 2008, 32, (1), 101-136 View citations (113)
    See also Working Paper (2006)

2007

32. A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY
    Macroeconomic Dynamics, 2007, 11, (S1), 80-101 View citations (52)
    See also Working Paper (2005)
33. Empirical validation of stochastic models of interacting agents
    The European Physical Journal B: Condensed Matter and Complex Systems, 2007, 55, (2), 183-187 View citations (21)

2006

34. Estimation of a simple agent-based model of financial markets: An application to Australian stock and foreign exchange data
    Physica A: Statistical Mechanics and its Applications, 2006, 370, (1), 38-42 View citations (43)
35. On the role of heterogeneous and imperfect information in a laboratory financial market
    Central European Journal of Operations Research, 2006, 14, (4), 417-433 View citations (16)

2005

36. Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model
    Computational Economics, 2005, 26, (1), 19-49 View citations (240)

Edited books

2013

1. Managing Market Complexity
   Lecture Notes in Economics and Mathematical Systems, Springer View citations (2)

Chapters

2007

1. A Minimal Noise Trader Model with Realistic Time Series Properties
   Springer View citations (4)
   See also Working Paper (2006)