Details about Silvano Cincotti

Access statistics for papers by Silvano Cincotti.

Last updated 2018-09-07. Update your information in the RePEc Author Service.

Short-id: pci28

Working Papers

2017

1. Eurace Open: An agent-based multi-country model
   Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) View citations (19)
2. Modeling non-stationarities in high-frequency financial time series
   Papers, arXiv.org
3. Securitisation and Business Cycle: An Agent-Based Perspective
   MPRA Paper, University Library of Munich, Germany View citations (18)

2016

4. 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 (79) (2018)
5. 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)
6. Macroeconomic implications of mortgage loans requirements: An agent based approach
   Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) View citations (15)

2015

7. 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)

2013

8. 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

9. 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

10. 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 (128) (2012)
11. 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

12. 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 (165)
    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 (152) (2010)

2006

13. Duopolistic competition in an electricity markets with heterogeneous cost functions
    Computing in Economics and Finance 2006, Society for Computational Economics

2005

14. A dynamic model of a monetary production economy under the disequilibrium economics approach
    Computing in Economics and Finance 2005, Society for Computational Economics
15. Agent-based simulation of power exchange with heterogeneous production companies
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (2)
16. Multi-agent modeling and simulation of a sequential monetary production economy
    Computational Economics, University Library of Munich, Germany
    Also in Computing in Economics and Finance 2004, Society for Computational Economics (2004)

2004

17. A double-auction artificial market with time-irregularly spaced orders
    Computing in Economics and Finance 2004, Society for Computational Economics

2002

18. Traders’ long-run wealth in an artificial financial market
    Computing in Economics and Finance 2002, Society for Computational Economics View citations (6)
    See also Journal Article Traders' Long-Run Wealth in an Artificial Financial Market, Computational Economics, Springer (2003) View citations (31) (2003)

2001

19. Agent-based simulation of a financial market
    Papers, arXiv.org View citations (92)
    See also Journal Article Agent-based simulation of a financial market, Physica A: Statistical Mechanics and its Applications, Elsevier (2001) View citations (89) (2001)

Journal Articles

2018

1. An Agent-based Stock-flow Consistent Model of the Sustainable Transition in the Energy Sector
   Ecological Economics, 2018, 145, (C), 274-300 View citations (79)
   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)

2014

2. 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

3. 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 (128)
   See also Working Paper Debt deleveraging and business cycles: An agent-based perspective, Economics Discussion Papers (2011) View citations (39) (2011)
4. 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)
5. Reply to Comments
   Revue de l'OFCE, 2012, N° 124, (5), 50a-52a
6. 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

7. 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 (152)
   See also Working Paper Credit money and macroeconomic instability in the agent-based model and simulator Eurace, Economics Discussion Papers (2010) View citations (165) (2010)

2008

8. 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)
9. Learning Agents in an Artificial Power Exchange: Tacit Collusion, Market Power and Efficiency of Two Double-auction Mechanisms
   Computational Economics, 2008, 32, (1), 73-98 View citations (16)
10. New Advances in Financial Economics: Heterogeneity and Simulation
    Computational Economics, 2008, 32, (1), 1-2 View citations (5)

2006

11. 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)

2005

12. Clustering of financial time series with application to index and enhanced index tracking portfolio
    Physica A: Statistical Mechanics and its Applications, 2005, 355, (1), 145-151 View citations (38)
13. Modeling and implementation of an artificial electricity market using agent-based technology
    Physica A: Statistical Mechanics and its Applications, 2005, 355, (1), 69-76 View citations (19)
14. Modeling and simulation of a double auction artificial financial market
    Physica A: Statistical Mechanics and its Applications, 2005, 355, (1), 34-45 View citations (10)

2003

15. Traders' Long-Run Wealth in an Artificial Financial Market
    Computational Economics, 2003, 22, (2), 255-272 View citations (31)
    See also Working Paper Traders’ long-run wealth in an artificial financial market, Computing in Economics and Finance 2002 (2002) View citations (6) (2002)
16. Who wins? Study of long-run trader survival in an artificial stock market
    Physica A: Statistical Mechanics and its Applications, 2003, 324, (1), 227-233 View citations (14)

2002

17. Self-organization and market crashes
    Journal of Economic Behavior & Organization, 2002, 49, (2), 241-267 View citations (18)

2001

18. Agent-based simulation of a financial market
    Physica A: Statistical Mechanics and its Applications, 2001, 299, (1), 319-327 View citations (89)
    See also Working Paper Agent-based simulation of a financial market, Papers (2001) View citations (92) (2001)