Details about Emanuele Citera

Access statistics for papers by Emanuele Citera.

Last updated 2024-08-10. Update your information in the RePEc Author Service.

Short-id: pci159

Working Papers

2023

1. An Information Theory Approach to the Stock and Cryptocurrency Market: A Statistical Equilibrium Perspective
   Papers, arXiv.org View citations (1)

2021

2. Stock Returns, Market Trends, and Information Theory: A Statistical Equilibrium Approach
   Working Papers, New School for Social Research, Department of Economics View citations (1)
3. The network origins of aggregate Fluctuations: A demand-side approach
   FMM Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute
   Also in Working Papers, New School for Social Research, Department of Economics (2021)
   See also Journal Article The network origins of aggregate fluctuations: A demand-side approach, Structural Change and Economic Dynamics, Elsevier (2023) View citations (3) (2023)

2019

4. Complexity, Conventions and Instability: the role of monetary policy
   Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin

Journal Articles

2023

1. Inequalities and the Progressive Era: Breakthroughs and Legacies
   Review of Political Economy, 2023, 35, (4), 1191-1193
2. The network origins of aggregate fluctuations: A demand-side approach
   Structural Change and Economic Dynamics, 2023, 64, (C), 111-123 View citations (3)
   See also Working Paper The network origins of aggregate Fluctuations: A demand-side approach, FMM Working Paper (2021) (2021)

2021

3. Reflexivity, Financial Instability and Monetary Policy: A ‘Convention-Based’ Approach
   Review of Political Economy, 2021, 33, (2), 327-343 View citations (1)

2017

4. Keynes' and the Santa Fe Institute's Complexity: Same Concepts, Different Methods?
   Annals of the Fondazione Luigi Einaudi. An Interdisciplinary Journal of Economics, History and Political Science, 2017, 51, (1), 207-222 View citations (2)

Chapters

2022

1. What Can We Learn from Statistical Regularities in Stock Returns? Insights from An Entropy-Constrained Framework
   Springer