Details about Adrian Carro

Access statistics for papers by Adrian Carro.

Last updated 2026-01-16. Update your information in the RePEc Author Service.

Short-id: pca1778

Working Papers

2025

1. A literature review on ex-ante and ex-post analysis of the implications of borrower-based macroprudential measures
   Occasional Papers, Banco de España
2. Agent-based modeling at central banks: recent developments and new challenges
   Bank of England working papers, Bank of England View citations (1)
   Also in Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area (2025) View citations (1)
   Occasional Papers, Banco de España (2025) View citations (1)
   INET Oxford Working Papers, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford (2025) View citations (1)
3. The impact of prudential regulation on the UK housing market and economy: Insights from an agent-based model
   Post-Print, HAL View citations (1)
   Also in Working Papers, Banco de España (2024)
   Sciences Po Economics Publications (main), HAL (2025)
   Working Papers, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research (2024)
   Bank of England working papers, Bank of England (2024)
   See also Journal Article The impact of prudential regulation on the UK housing market and economy: Insights from an agent-based model, Journal of Economic Behavior & Organization, Elsevier (2025) View citations (1) (2025)

2022

4. Could Spain be less different? Exploring the effects of macroprudential policy on the house price cycle
   Working Papers, Banco de España View citations (2)
   Also in INET Oxford Working Papers, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford (2022) View citations (2)
5. Heterogeneous Effects and Spillovers of Macroprudential Policy in an Agent-Based Model of the UK Housing Market
   INET Oxford Working Papers, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford View citations (5)
   Also in Bank of England working papers, Bank of England (2022) View citations (5)
   Working Papers, Banco de España (2022) View citations (8)
   See also Journal Article Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market, Industrial and Corporate Change, Oxford University Press and the Associazione ICC (2023) View citations (6) (2023)
6. Uncertainty, non-linear contagion and the credit quality channel: an application to the Spanish interbank market
   Working Papers, Banco de España View citations (1)
   See also Journal Article Uncertainty, non-linear contagion and the credit quality channel: An application to the Spanish interbank market, Journal of Financial Stability, Elsevier (2024) View citations (3) (2024)

2020

7. Explaining herding and volatility in the cyclical price dynamics of urban housing markets using a large scale agent-based model
   Papers, arXiv.org View citations (2)
   See also Journal Article Explaining herding and volatility in the cyclical price dynamics of urban housing markets using a large-scale agent-based model, SN Business & Economics, Springer (2021) View citations (10) (2021)

Journal Articles

2025

1. The impact of prudential regulation on the UK housing market and economy: Insights from an agent-based model
   Journal of Economic Behavior & Organization, 2025, 229, (C) View citations (1)
   See also Working Paper The impact of prudential regulation on the UK housing market and economy: Insights from an agent-based model, Post-Print (2025) View citations (1) (2025)

2024

2. Uncertainty, non-linear contagion and the credit quality channel: An application to the Spanish interbank market
   Journal of Financial Stability, 2024, 71, (C) View citations (3)
   See also Working Paper Uncertainty, non-linear contagion and the credit quality channel: an application to the Spanish interbank market, Working Papers (2022) View citations (1) (2022)

2023

3. Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market
   Industrial and Corporate Change, 2023, 32, (2), 386-432 View citations (6)
   See also Working Paper Heterogeneous Effects and Spillovers of Macroprudential Policy in an Agent-Based Model of the UK Housing Market, INET Oxford Working Papers (2022) View citations (5) (2022)
4. Taming the housing roller coaster: The impact of macroprudential policy on the house price cycle
   Journal of Economic Dynamics and Control, 2023, 156, (C) View citations (8)

2021

5. Explaining herding and volatility in the cyclical price dynamics of urban housing markets using a large-scale agent-based model
   SN Business & Economics, 2021, 1, (6), 1-21 View citations (10)
   See also Working Paper Explaining herding and volatility in the cyclical price dynamics of urban housing markets using a large scale agent-based model, Papers (2020) View citations (2) (2020)

2015

6. Markets, Herding and Response to External Information
   PLOS ONE, 2015, 10, (7), 1-28 View citations (14)