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Details about Domenico Delli Gatti

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Homepage:https://docenti.unicatt.it/ppd2/it/#/it/docenti/03684/domenico-delli-gatti/profilo
Workplace:Dipartimento di Economia e Finanza (Department of Economics and Finance), Dipartimenti e Istituti di Scienze Economiche (Departments and Institutes of Economics), Università Cattolica del Sacro Cuore (Catholic University of the Sacred Heart), (more information at EDIRC)

Access statistics for papers by Domenico Delli Gatti.

Last updated 2020-02-05. Update your information in the RePEc Author Service.

Short-id: pde349


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Working Papers

2019

  1. Perceived Wealth, Cognitive Sophistication and Behavioral Inattention
    CESifo Working Paper Series, CESifo Group Munich Downloads
    Also in IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS) (2019) Downloads
    TSE Working Papers, Toulouse School of Economics (TSE) (2019) Downloads
  2. Rising to the Challenge: Bayesian Estimation and Forecasting Techniques for Macroeconomic Agent-Based Models
    CESifo Working Paper Series, CESifo Group Munich Downloads

2017

  1. Policy experiments in an agent-based model with credit networks
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (2)
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2018)

2016

  1. Bank networks: contagion, systemic risk and prudential policy
    BIS Working Papers, Bank for International Settlements Downloads View citations (2)
    Also in SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE (2015) Downloads View citations (20)
    CESifo Working Paper Series, CESifo Group Munich (2015) Downloads View citations (20)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads View citations (24)

    See also Journal Article in Journal of Economic Behavior & Organization (2017)
  2. Heterogeneous Firms and International Trade: The Role of Productivity and Financial Fragility
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (10)
    Also in DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE) (2016) Downloads View citations (10)

2014

  1. Emergent Dynamics of a Macroeconomic Agent Based Model with Capital and Credit
    CESifo Working Paper Series, CESifo Group Munich Downloads
    See also Journal Article in Journal of Economic Dynamics and Control (2015)

2013

  1. Intertemporal Greenwald-Stiglitz
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance Downloads

2012

  1. E Pluribus Unum: Macroeconomic Modelling for Multi-agent Economies
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance Downloads View citations (1)
    Also in GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France (2012) Downloads View citations (1)

    See also Journal Article in Journal of Economic Dynamics and Control (2013)

2010

  1. Business fluctuations in a credit-network economy
    Papers, arXiv.org Downloads View citations (12)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2006)

2009

  1. Asset Prices and Monetary Policy: A New View of the Cost Channel
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance Downloads View citations (1)
  2. Borrowing Constraints and Complex Dynamics in an OLG Framework
    Post-Print, HAL Downloads
    See also Journal Article in Journal of Economic Behavior & Organization (2009)
  3. Liaisons Dangereuses: Increasing Connectivity, Risk Sharing, and Systemic Risk
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (52)
    See also Journal Article in Journal of Economic Dynamics and Control (2012)

2008

  1. A look at the relationship between industrial dynamics and aggregate fluctuations
    Department of Economics Working Papers, Department of Economics, University of Trento, Italia Downloads
  2. Adaptive microfoundations for emergent macroeconomics
    Department of Economics Working Papers, Department of Economics, University of Trento, Italia Downloads View citations (64)
    See also Journal Article in Eastern Economic Journal (2008)
  3. Financially Constrained Fluctuations in an Evolving Network Economy
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)

2007

  1. "Credit Cycle" in an OLG Economy with Money and Bequest
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance Downloads
    Also in Computing in Economics and Finance 2006, Society for Computational Economics (2006)
    Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group (2007) Downloads
  2. Heterogeneity and Aggregation in a Financial Accelerator Model
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance Downloads View citations (1)
  3. Net Worth, Exchange Rates, and Monetary Policy: The Effects of a Devaluation in a Financially Fragile Environment
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)

2006

  1. Reflections on Modern Macroeconomics: Can We Travel Along a Safer Road?
    Papers, arXiv.org Downloads View citations (7)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2007)
  2. The Non-Superneutrality of Money and its Distributional Effects when Agents are Heterogeneous and Capital Markets are Imperfect
    Working Papers, University of Milano-Bicocca, Department of Economics Downloads View citations (1)

2005

  1. Weird Ties? Growth, Cycles and Firm Dynamics in an Agent-Based Model with Financial-Market Imperfections
    LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy Downloads
    Also in Computing in Economics and Finance 2004, Society for Computational Economics (2004)

2004

  1. Technological Innovation, Financial Fragility and Complex Dynamics
    Discussion Papers, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy Downloads View citations (6)

2002

  1. Monetary Policy and the Distribution of Wealth in a OLG Economy with Heterogeneous Agents, Money and Bequests
    Working Papers, University of Milano-Bicocca, Department of Economics Downloads View citations (1)

2001

  1. Asymmetries and Interaction cycles in Financial Markets
    CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance

2000

  1. FINANCIAL FRAGILITY, PATTERNS OF FIRMS' ENTRY AND EXIT AND AGGREGATE DYNAMICS
    Computing in Economics and Finance 2000, Society for Computational Economics Downloads View citations (15)
    See also Journal Article in Journal of Economic Behavior & Organization (2003)

1999

  1. Financial Institutions, Economic Policy, and the Dynamic Behavior of the Economy
    Macroeconomics, University Library of Munich, Germany Downloads View citations (14)
    Also in Economics Working Paper Archive, Levy Economics Institute (1994) Downloads View citations (8)

Undated

  1. Default Cascades: When Does Risk Diversification Increase Stability?
    Working Papers, ETH Zurich, Chair of Systems Design Downloads View citations (8)
  2. Financial Fragility, Bounded Rationality and Agents Heterogeneity
    Computing in Economics and Finance 1997, Society for Computational Economics

Journal Articles

2019

  1. The financial transmission of shocks in a simple hybrid macroeconomic agent based model
    Journal of Evolutionary Economics, 2019, 29, (1), 265-297 Downloads View citations (1)

2018

  1. Does fiscal policy matter? Tax, transfer, and spend in a macro ABM with capital and credit
    Industrial and Corporate Change, 2018, 27, (6), 1069-1090 Downloads View citations (2)
  2. Macrofinancial imbalances in historical perspective: A global crisis index
    Journal of Economic Dynamics and Control, 2018, 91, (C), 190-205 Downloads
  3. Policy experiments in an agent-based model with credit networks
    Economics - The Open-Access, Open-Assessment E-Journal, 2018, 12, 1-17 Downloads View citations (1)
    See also Working Paper (2017)

2017

  1. Bank networks: Contagion, systemic risk and prudential policy
    Journal of Economic Behavior & Organization, 2017, 142, (C), 164-188 Downloads View citations (6)
    See also Working Paper (2016)
  2. The Crisis of Economic Theory and the Complexity View: A Note
    Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, 2017, 3, (3), 419-422 Downloads

2015

  1. Emergent dynamics of a macroeconomic agent based model with capital and credit
    Journal of Economic Dynamics and Control, 2015, 50, (C), 5-28 Downloads View citations (61)
    See also Working Paper (2014)
  2. Monetary policy experiments in an agent-based model with financial frictions
    Journal of Economic Interaction and Coordination, 2015, 10, (2), 265-286 Downloads View citations (20)

2013

  1. E Pluribus Unum: Macroeconomic modelling for multi-agent economies
    Journal of Economic Dynamics and Control, 2013, 37, (8), 1659-1682 Downloads View citations (14)
    See also Working Paper (2012)

2012

  1. Comments on the paper. "Macroeconomic Policy in DSGE and Agent-Based Models" by G. Fagiolo and A. Roventini
    Revue de l'OFCE, 2012, N° 124, (5), 15a-17a Downloads
  2. Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk
    Journal of Economic Dynamics and Control, 2012, 36, (8), 1121-1141 Downloads View citations (201)
    See also Working Paper (2009)
  3. Reconstructing Aggregate Dynamics in Heterogeneous Agents Models. A Markovian Approach
    Revue de l'OFCE, 2012, N° 124, (5), 117-146 Downloads View citations (2)
  4. Reply to Comments
    Revue de l'OFCE, 2012, N° 124, (5), 25a-31a Downloads

2010

  1. The financial accelerator in an evolving credit network
    Journal of Economic Dynamics and Control, 2010, 34, (9), 1627-1650 Downloads View citations (162)

2009

  1. Borrowing constraints and complex dynamics in an OLG framework
    Journal of Economic Behavior & Organization, 2009, 72, (2), 656-669 Downloads View citations (1)
    See also Working Paper (2009)
  2. Business fluctuations and bankruptcy avalanches in an evolving network economy
    Journal of Economic Interaction and Coordination, 2009, 4, (2), 195-212 Downloads View citations (36)

2008

  1. Adaptive Microfoundations for Emergent Macroeconomics
    Eastern Economic Journal, 2008, 34, (4), 441-463 Downloads View citations (62)
    See also Working Paper (2008)
  2. SCALING LAWS IN THE MACROECONOMY
    Advances in Complex Systems (ACS), 2008, 11, (01), 131-138 Downloads View citations (1)

2007

  1. Credit chains and bankruptcy propagation in production networks
    Journal of Economic Dynamics and Control, 2007, 31, (6), 2061-2084 Downloads View citations (100)
  2. FINANCIAL FRAGILITY, INDUSTRIAL DYNAMICS, AND BUSINESS FLUCTUATIONS IN AN AGENT-BASED MODEL
    Macroeconomic Dynamics, 2007, 11, (S1), 62-79 Downloads View citations (13)
  3. Reflections on modern macroeconomics: Can we travel along a safer road?
    Physica A: Statistical Mechanics and its Applications, 2007, 382, (1), 89-97 Downloads View citations (10)
    See also Working Paper (2006)

2006

  1. Aggregation of Heterogeneous Interacting Agents: The Variant Representative Agent Framework
    Journal of Economic Interaction and Coordination, 2006, 1, (1), 5-19 Downloads View citations (15)
  2. Business fluctuations in a credit-network economy
    Physica A: Statistical Mechanics and its Applications, 2006, 370, (1), 68-74 Downloads View citations (27)
    See also Working Paper (2010)
  3. The complex dynamics of financially constrained heterogeneous firms
    Journal of Economic Behavior & Organization, 2006, 61, (4), 784-803 Downloads View citations (3)

2005

  1. A new approach to business fluctuations: heterogeneous interacting agents, scaling laws and financial fragility
    Journal of Economic Behavior & Organization, 2005, 56, (4), 489-512 Downloads View citations (197)
  2. On the nature and causes of business fluctuations in Italy, 1861-2000
    Explorations in Economic History, 2005, 42, (1), 81-100 Downloads View citations (3)
  3. THE APPRENTICE WIZARD: MONTETARY POLICY, COMPLEXITY AND LEARNING
    New Mathematics and Natural Computation (NMNC), 2005, 01, (01), 109-128 Downloads View citations (1)

2004

  1. BUSINESS CYCLE FLUCTUATIONS AND FIRMS' SIZE DISTRIBUTION DYNAMICS
    Advances in Complex Systems (ACS), 2004, 07, (02), 223-240 Downloads View citations (1)
    See also Chapter (2004)
  2. Bankruptcy as an exit mechanism for systems with a variable number of components
    Physica A: Statistical Mechanics and its Applications, 2004, 344, (1), 8-13 Downloads View citations (6)
  3. Financial conditions, strategic interaction and complex dynamics: a game-theoretic model of financially driven fluctuations
    Journal of Economic Behavior & Organization, 2004, 53, (2), 145-171 Downloads View citations (3)

2003

  1. Financial fragility, patterns of firms' entry and exit and aggregate dynamics
    Journal of Economic Behavior & Organization, 2003, 51, (1), 79-97 Downloads View citations (23)
    See also Working Paper (2000)

2001

  1. Effective Demand and Coordination Failures
    Journal of Post Keynesian Economics, 2001, 23, (3), 411-440 Downloads

1999

  1. Financial fragility, heterogeneous agents, and aggregate fluctuations: evidence from a panel of US firms
    Applied Financial Economics, 1999, 9, (1), 87-99 Downloads View citations (1)

1998

  1. Nonlinear Dynamics and European GNP Data
    Studies in Nonlinear Dynamics & Econometrics, 1998, 3, (1), 1-19 Downloads View citations (1)

1997

  1. At the Root of the Financial Instability Hypothesis: “Induced Investment and Business Cyclesâ€
    Journal of Economic Issues, 1997, 31, (2), 527-534 Downloads View citations (3)
  2. Financial Constraints, Aggregate Supply, and the Monetary Transmission Mechanism
    The Manchester School of Economic & Social Studies, 1997, 65, (2), 101-26 View citations (1)

1996

  1. Financial Market Imperfections and Irregular Growth Cycles
    Scottish Journal of Political Economy, 1996, 43, (2), 146-58 View citations (5)

1995

  1. Investment confidence, corporate debt and income fluctuations: A reply to Franke
    Journal of Economic Behavior & Organization, 1995, 27, (2), 325-328 Downloads

1993

  1. Investment confidence, corporate debt and income fluctuations
    Journal of Economic Behavior & Organization, 1993, 22, (2), 161-187 Downloads View citations (21)

1990

  1. Financial Instability, Income Distribution, and the Stock Market
    Journal of Post Keynesian Economics, 1990, 12, (3), 356-374 Downloads View citations (11)

Edited books

2018

  1. Agent-Based Models in Economics
    Cambridge Books, Cambridge University Press
  2. Agent-Based Models in Economics
    Cambridge Books, Cambridge University Press

Chapters

2015

  1. Was Bernanke Right? Targeting Asset Prices May: not: be a Good Idea After All
    A chapter in Monetary Policy in the Context of the Financial Crisis: New Challenges and Lessons, 2015, vol. 24, pp 451-496 Downloads

2010

  1. Financial Instability and Agents’ Heterogenity: A Post Minskyan Research Agenda
    Chapter 10 in The Elgar Companion to Hyman Minsky, 2010 Downloads View citations (4)

2004

  1. BUSINESS CYCLE FLUCTUATIONS AND FIRMS’ SIZE DISTRIBUTION DYNAMICS
    Chapter 10 in Industry And Labor Dynamics The Agent-Based Computational Economics Approach, 2004, pp 199-221 Downloads View citations (1)
    See also Journal Article in Advances in Complex Systems (ACS) (2004)

2001

  1. Financial instability revisited: aggregate fluctuations due to changing financial conditions of heterogeneous firms
    Chapter 8 in Financial Fragility and Investment in the Capitalist Economy, 2001 Downloads
 
Page updated 2020-02-26