Details about Jakob Grazzini

Access statistics for papers by Jakob Grazzini.

Last updated 2024-10-09. Update your information in the RePEc Author Service.

Short-id: pgr378

Working Papers

2024

1. Great Layoff, Great Retirement and Post-pandemic Inflation
   Working Papers, DNB
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2024)

2022

2. The Impact of Growth on the Transmission of Patience
   CESifo Working Paper Series, CESifo View citations (5)

2021

3. Online Appendix to "Great Volatility, Great Moderation and Great Moderation Again"
   Online Appendices, Review of Economic Dynamics View citations (2)
   See also Journal Article Great Volatility, Great Moderation and Great Moderation Again, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2022) View citations (2) (2022)

2020

4. New Firms, Capital Intensity and the Labor Share: New Theoretical and Empirical Insights
   CESifo Working Paper Series, CESifo View citations (1)

2019

5. Rising to the Challenge: Bayesian Estimation and Forecasting Techniques for Macroeconomic Agent-Based Models
   CESifo Working Paper Series, CESifo View citations (4)
   See also Journal Article Rising to the challenge: Bayesian estimation and forecasting techniques for macroeconomic Agent Based Models, Journal of Economic Behavior & Organization, Elsevier (2020) View citations (24) (2020)

2018

6. Great Volatility and Great Moderation
   CESifo Working Paper Series, CESifo

2017

7. Policy experiments in an agent-based model with credit networks
   Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (2)
   See also Journal Article Policy experiments in an agent-based model with credit networks, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2018) View citations (5) (2018)

2016

8. Dispersed Information and the Origins of Aggregate Fluctuations
   CESifo Working Paper Series, CESifo
9. Heterogeneous Firms and International Trade: The Role of Productivity and Financial Fragility
   CESifo Working Paper Series, CESifo View citations (27)
   Also in DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE) (2016) View citations (26)

2015

10. An empirical analysis of the global input-output network and its evolution
    DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE) View citations (32)
    See also Journal Article An empirical analysis of the global input–output network and its evolution, Physica A: Statistical Mechanics and its Applications, Elsevier (2022) View citations (1) (2022)
11. Bayesian Estimation of Agent-Based Models
    LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies View citations (8)
    Also in Economics Papers, Economics Group, Nuffield College, University of Oxford (2015) View citations (6)
    See also Journal Article Bayesian estimation of agent-based models, Journal of Economic Dynamics and Control, Elsevier (2017) View citations (87) (2017)

2014

12. Emergent Dynamics of a Macroeconomic Agent Based Model with Capital and Credit
    CESifo Working Paper Series, CESifo
    See also Journal Article Emergent dynamics of a macroeconomic agent based model with capital and credit, Journal of Economic Dynamics and Control, Elsevier (2015) View citations (157) (2015)
13. Estimation of Ergodic Agent-Based Models by Simulated Minimum Distance
    Economics Papers, Economics Group, Nuffield College, University of Oxford View citations (9)
    See also Journal Article Estimation of ergodic agent-based models by simulated minimum distance, Journal of Economic Dynamics and Control, Elsevier (2015) View citations (119) (2015)
14. PQ Strategies in Monopolistic Competition: Some Insights from the Lab
    DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE) View citations (25)
    See also Journal Article PQ strategies in monopolistic competition: Some insights from the lab, Journal of Economic Dynamics and Control, Elsevier (2015) View citations (15) (2015)

2013

15. Analysis of Agent-based Models
    LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies View citations (2)
16. Consistent Estimation of Agent-Based Models by Simulated Minimum Distance
    Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin View citations (9)
    Also in LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies (2013) View citations (3)
17. Emergence and Evolution of Property Rights: an Agent Based Perspective
    Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin

2012

18. Indirect estimation of agent-based models.An application to a simple diffusion model
    LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies View citations (15)

2011

19. Consistent Estimation of Agent Based Models
    LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies View citations (3)
20. Estimating Micromotives from Macrobehavior
    Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin View citations (2)
21. Experimental Based, Agent Based Stock Market
    CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance

Journal Articles

2023

1. Endogenous uncertainty and the macroeconomic impact of shocks to inflation expectations
   Journal of Monetary Economics, 2023, 140, (S), S48-S63 View citations (5)
2. Firm Ex Ante Heterogeneity, Entry and the Labour Share
   The Economic Journal, 2023, 133, (649), 235-257 View citations (1)

2022

3. An empirical analysis of the global input–output network and its evolution
   Physica A: Statistical Mechanics and its Applications, 2022, 594, (C) View citations (1)
   See also Working Paper An empirical analysis of the global input-output network and its evolution, DISCE - Working Papers del Dipartimento di Economia e Finanza (2015) View citations (32) (2015)
4. Great Volatility, Great Moderation and Great Moderation Again
   Review of Economic Dynamics, 2022, 44, 269-283 View citations (2)
   See also Software Item Code and data files for "Great Volatility, Great Moderation and Great Moderation Again", Computer Codes (2021) (2021)
   Working Paper Online Appendix to "Great Volatility, Great Moderation and Great Moderation Again", Online Appendices (2021) View citations (2) (2021)

2021

5. Dispersed information, social networks, and aggregate behavior
   Economic Inquiry, 2021, 59, (3), 1129-1148

2020

6. Rising to the challenge: Bayesian estimation and forecasting techniques for macroeconomic Agent Based Models
   Journal of Economic Behavior & Organization, 2020, 178, (C), 875-902 View citations (24)
   See also Working Paper Rising to the Challenge: Bayesian Estimation and Forecasting Techniques for Macroeconomic Agent-Based Models, CESifo Working Paper Series (2019) View citations (4) (2019)

2019

7. A basic New Keynesian DSGE model with dispersed information: An agent-based approach
   Journal of Economic Behavior & Organization, 2019, 157, (C), 101-116 View citations (14)
8. Introduction to the special issue
   Journal of Economic Interaction and Coordination, 2019, 14, (3), 431-436

2018

9. 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 View citations (10)
10. Policy experiments in an agent-based model with credit networks
    Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2018, 12, 1-17 View citations (5)
    See also Working Paper Policy experiments in an agent-based model with credit networks, Economics Discussion Papers (2017) View citations (2) (2017)

2017

11. Bayesian estimation of agent-based models
    Journal of Economic Dynamics and Control, 2017, 77, (C), 26-47 View citations (87)
    See also Working Paper Bayesian Estimation of Agent-Based Models, LABORatorio R. Revelli Working Papers Series (2015) View citations (8) (2015)

2015

12. Emergent dynamics of a macroeconomic agent based model with capital and credit
    Journal of Economic Dynamics and Control, 2015, 50, (C), 5-28 View citations (157)
    See also Working Paper Emergent Dynamics of a Macroeconomic Agent Based Model with Capital and Credit, CESifo Working Paper Series (2014) (2014)
13. Estimation of ergodic agent-based models by simulated minimum distance
    Journal of Economic Dynamics and Control, 2015, 51, (C), 148-165 View citations (119)
    See also Working Paper Estimation of Ergodic Agent-Based Models by Simulated Minimum Distance, Economics Papers (2014) View citations (9) (2014)
14. PQ strategies in monopolistic competition: Some insights from the lab
    Journal of Economic Dynamics and Control, 2015, 50, (C), 62-77 View citations (15)
    See also Working Paper PQ Strategies in Monopolistic Competition: Some Insights from the Lab, DISCE - Working Papers del Dipartimento di Economia e Finanza (2014) View citations (25) (2014)

2013

15. Information dissemination in an experimentally based agent-based stock market
    Journal of Economic Interaction and Coordination, 2013, 8, (1), 179-209

2012

16. Analysis of the Emergent Properties: Stationarity and Ergodicity
    Journal of Artificial Societies and Social Simulation, 2012, 15, (2), 7 View citations (51)

Chapters

2012

1. Small sample bias in MSM estimation of agent-based models
   Springer View citations (2)

Software Items

2021

1. Code and data files for "Great Volatility, Great Moderation and Great Moderation Again"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Great Volatility, Great Moderation and Great Moderation Again, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2022) View citations (2) (2022)