Details about Corrado Di Guilmi

Access statistics for papers by Corrado Di Guilmi.

Last updated 2024-04-06. Update your information in the RePEc Author Service.

Short-id: pdi147

Working Papers

2024

1. Behind the Curve: Econometric Estimation and Sectoral Decomposition of the Japanese Beveridge Curve’s Evolution Around the COVID-19 Pandemic
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University

2022

2. A Baseline Model of Behavioral Political Cycles and Macroeconomic Fluctuations
   Working Papers, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research View citations (1)
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2022)
   See also Journal Article A Baseline Model of Behavioral Political Cycles and Macroeconomic Fluctuations, Journal of Economic Behavior & Organization, Elsevier (2023) (2023)
3. Does the Supply Network Shape the Firm Size Distribution? The Japanese case
   Discussion papers, Research Institute of Economy, Trade and Industry (RIETI)
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020)

2021

4. Dual Labor Market and the "Phillips Curve Puzzle"
   Discussion papers, Research Institute of Economy, Trade and Industry (RIETI)
   Also in Papers, arXiv.org (2021)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2021)
5. Individualism and Collectivism as predictors of compliance with COVID-19 public health safety expectations
   Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney

2020

6. A Behavioural SIR Model and its Implications for Physical Distancing
   CRETA Online Discussion Paper Series, Centre for Research in Economic Theory and its Applications CRETA View citations (9)
7. Dual labor market, inflation, and aggregate demand in an agent-based model of the Japanese macroeconomy
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (4)
8. Social distancing and contagion in a discrete choice model of COVID-19
   CRETA Online Discussion Paper Series, Centre for Research in Economic Theory and its Applications CRETA View citations (2)
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) View citations (5)

2019

9. Technological unemployment and income inequality: a stock-flow consistent agent-based approach
   Working Papers, Department of Economics, University of São Paulo (FEA-USP) View citations (1)
   See also Journal Article Technological unemployment and income inequality: a stock-flow consistent agent-based approach, Journal of Evolutionary Economics, Springer (2020) View citations (8) (2020)

2016

10. THE DYNAMICS OF LEVERAGE IN A DEMAND-DRIVEN MODEL WITH HETEROGENEOUS FIRMS
    Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics]
    See also Journal Article The dynamics of leverage in a demand-driven model with heterogeneous firms, Journal of Economic Behavior & Organization, Elsevier (2017) View citations (12) (2017)
11. Uncertainty, rationality and complexity in a multi sectoral dynamic model: the Dynamic Stochastic Generalized Aggregation approach
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (2)
    See also Journal Article Uncertainty, rationality and complexity in a multi-sectoral dynamic model: The dynamic stochastic generalized aggregation approach, Journal of Economic Behavior & Organization, Elsevier (2019) View citations (4) (2019)

2015

12. Modelling the "Animal Spirits" of Bank's Lending Behaviour
    Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney View citations (4)
13. The dynamics of leverage in a Minskyan model with heterogeneous firms
    Working Papers, Department of Economics, University of São Paulo (FEA-USP) View citations (1)
    Also in Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney (2015)

2014

14. Income inequality and macroeconomic instability: a stock-flow consistent approach with heterogeneous agents
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (6)

2013

15. Herding, Trend Chasing and Market Volatility
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (11)
    See also Journal Article Herding, trend chasing and market volatility, Journal of Economic Dynamics and Control, Elsevier (2014) View citations (26) (2014)
16. Monetary Policy and Debt Deflation: Some Computational Experiments
    Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney View citations (1)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2013) View citations (1)
    See also Journal Article MONETARY POLICY AND DEBT DEFLATION: SOME COMPUTATIONAL EXPERIMENTS, Macroeconomic Dynamics, Cambridge University Press (2017) View citations (13) (2017)

2011

17. Limit Distribution of Evolving Strategies in Financial Markets
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (4)
    See also Journal Article The limit distribution of evolving strategies in financial markets, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2015) View citations (3) (2015)

2010

18. The Financial Instability Hypothesis: A Stochastic Microfoundation Framework
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (3)
    See also Journal Article The financial instability hypothesis: A stochastic microfoundation framework, Journal of Economic Dynamics and Control, Elsevier (2011) View citations (70) (2011)

2008

19. Financial Determinants of Firms Profitability: A Hazard Function Investigation
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali View citations (11)
20. Modeling Maximum Entropy and Mean-Field Interaction in Macroeconomics
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (1)
21. On the mean/variance relationship of the firm size distribution: evidence and some theory
    Department of Economics Working Papers, Department of Economics, University of Trento, Italia View citations (2)

2007

22. Economic dynamics with financial fragility and mean-field interaction: a model
    Papers, arXiv.org
    See also Journal Article Economic dynamics with financial fragility and mean-field interaction: A model, Physica A: Statistical Mechanics and its Applications, Elsevier (2008) View citations (4) (2008)

2004

23. International evidence on business cycle magnitude dependence
    Papers, arXiv.org View citations (3)

2003

24. Do Pareto-Zipf and Gibrat laws hold true? An analysis with European Firms
    Papers, arXiv.org View citations (19)
    See also Journal Article Do Pareto–Zipf and Gibrat laws hold true? An analysis with European firms, Physica A: Statistical Mechanics and its Applications, Elsevier (2004) View citations (96) (2004)

Journal Articles

2023

1. A Baseline Model of Behavioral Political Cycles and Macroeconomic Fluctuations
   Journal of Economic Behavior & Organization, 2023, 213, (C), 50-67
   See also Working Paper A Baseline Model of Behavioral Political Cycles and Macroeconomic Fluctuations, Working Papers (2022) View citations (1) (2022)

2022

2. A Behavioural SIR Model: Implications for Physical Distancing Decisions
   Review of Behavioral Economics, 2022, 9, (1), 45-63 View citations (2)

2021

3. Convergence and divergence in dynamic voting with inequality
   Journal of Economic Behavior & Organization, 2021, 187, (C), 137-158 View citations (8)

2020

4. An analytical solution for network models with heterogeneous and interacting agents
   Journal of Economic Behavior & Organization, 2020, 171, (C), 189-220 View citations (6)
5. Technological unemployment and income inequality: a stock-flow consistent agent-based approach
   Journal of Evolutionary Economics, 2020, 30, (1), 39-73 View citations (8)
   See also Working Paper Technological unemployment and income inequality: a stock-flow consistent agent-based approach, Working Papers, Department of Economics (2019) View citations (1) (2019)
6. “Animal spirits” and bank’s lending behaviour, a disequilibrium approach
   Studies in Nonlinear Dynamics & Econometrics, 2020, 24, (2), 21

2019

7. Uncertainty, rationality and complexity in a multi-sectoral dynamic model: The dynamic stochastic generalized aggregation approach
   Journal of Economic Behavior & Organization, 2019, 157, (C), 117-144 View citations (4)
   See also Working Paper Uncertainty, rationality and complexity in a multi sectoral dynamic model: the Dynamic Stochastic Generalized Aggregation approach, CAMA Working Papers (2016) View citations (2) (2016)

2017

8. MONETARY POLICY AND DEBT DEFLATION: SOME COMPUTATIONAL EXPERIMENTS
   Macroeconomic Dynamics, 2017, 21, (1), 214-242 View citations (13)
   See also Working Paper Monetary Policy and Debt Deflation: Some Computational Experiments, Working Paper Series (2013) View citations (1) (2013)
9. THE AGENT-BASED APPROACH TO POST KEYNESIAN MACRO-MODELING
   Journal of Economic Surveys, 2017, 31, (5), 1183-1203 View citations (10)
10. The dynamics of leverage in a demand-driven model with heterogeneous firms
    Journal of Economic Behavior & Organization, 2017, 140, (C), 70-90 View citations (12)
    See also Working Paper THE DYNAMICS OF LEVERAGE IN A DEMAND-DRIVEN MODEL WITH HETEROGENEOUS FIRMS, Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] (2016) (2016)

2015

11. The limit distribution of evolving strategies in financial markets
    Studies in Nonlinear Dynamics & Econometrics, 2015, 19, (2), 137-159 View citations (3)
    See also Working Paper Limit Distribution of Evolving Strategies in Financial Markets, Research Paper Series (2011) View citations (4) (2011)

2014

12. Financial instability and debt deflation dynamics in a bottom-up approach
    Economics Bulletin, 2014, 34, (1), 125-132 View citations (1)
13. Herding, trend chasing and market volatility
    Journal of Economic Dynamics and Control, 2014, 48, (C), 349-373 View citations (26)
    See also Working Paper Herding, Trend Chasing and Market Volatility, Research Paper Series (2013) View citations (11) (2013)

2012

14. Reconstructing Aggregate Dynamics in Heterogeneous Agents Models. A Markovian Approach
    Revue de l'OFCE, 2012, N° 124, (5), 117-146 View citations (5)
15. Reply to Comments
    Revue de l'OFCE, 2012, N° 124, (5), 25a-31a
16. The Fiscal Cost of Financial Instability
    Studies in Nonlinear Dynamics & Econometrics, 2012, 16, (4), 29 View citations (5)

2011

17. The financial instability hypothesis: A stochastic microfoundation framework
    Journal of Economic Dynamics and Control, 2011, 35, (8), 1151-1171 View citations (70)
    See also Working Paper The Financial Instability Hypothesis: A Stochastic Microfoundation Framework, Research Paper Series (2010) View citations (3) (2010)

2008

18. A MAXENT MODEL FOR MACROSCENARIO ANALYSIS
    Advances in Complex Systems (ACS), 2008, 11, (05), 719-744
19. Economic dynamics with financial fragility and mean-field interaction: A model
    Physica A: Statistical Mechanics and its Applications, 2008, 387, (15), 3852-3861 View citations (4)
    See also Working Paper Economic dynamics with financial fragility and mean-field interaction: a model, Papers (2007) (2007)
20. SCALING LAWS IN THE MACROECONOMY
    Advances in Complex Systems (ACS), 2008, 11, (01), 131-138 View citations (1)

2007

21. FINANCIAL FRAGILITY, INDUSTRIAL DYNAMICS, AND BUSINESS FLUCTUATIONS IN AN AGENT-BASED MODEL
    Macroeconomic Dynamics, 2007, 11, (S1), 62-79 View citations (22)

2005

22. A new approach to business fluctuations: heterogeneous interacting agents, scaling laws and financial fragility
    Journal of Economic Behavior & Organization, 2005, 56, (4), 489-512 View citations (296)
23. International Evidence on Business Cycle Magnitude Dependence: An Analyisis of 16 Industrialized Countries, 1881-2000
    International Journal of Applied Econometrics and Quantitative Studies, 2005, 2, (1), 5-16 View citations (8)

2004

24. BUSINESS CYCLE FLUCTUATIONS AND FIRMS' SIZE DISTRIBUTION DYNAMICS
    Advances in Complex Systems (ACS), 2004, 07, (02), 223-240 View citations (2)
    See also Chapter BUSINESS CYCLE FLUCTUATIONS AND FIRMS’ SIZE DISTRIBUTION DYNAMICS, World Scientific Book Chapters, 2004, 199-221 (2004) View citations (2) (2004)
25. 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 View citations (7)
26. Do Pareto–Zipf and Gibrat laws hold true? An analysis with European firms
    Physica A: Statistical Mechanics and its Applications, 2004, 335, (1), 197-216 View citations (96)
    See also Working Paper Do Pareto-Zipf and Gibrat laws hold true? An analysis with European Firms, Papers (2003) View citations (19) (2003)
27. Empirical results on the size distribution of business cycle phases
    Physica A: Statistical Mechanics and its Applications, 2004, 333, (C), 325-334 View citations (11)
28. Gibrat and Pareto–Zipf revisited with European firms
    Physica A: Statistical Mechanics and its Applications, 2004, 344, (1), 112-116 View citations (19)

2003

29. Power Law Scaling in the World Income Distribution
    Economics Bulletin, 2003, 15, (6), 1-7 View citations (23)

Chapters

2010

1. Financial Fragility, Mean-field Interaction and Macroeconomic Dynamics: A Stochastic Model
   Chapter 13 in Institutional and Social Dynamics of Growth and Distribution, 2010 View citations (1)

2004

2. 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 View citations (2)
   See also Journal Article BUSINESS CYCLE FLUCTUATIONS AND FIRMS' SIZE DISTRIBUTION DYNAMICS, World Scientific Publishing Co. Pte. Ltd. (2004) View citations (2) (2004)