Details about Filippo Gusella
Access statistics for papers by Filippo Gusella.
Last updated 2023-03-16. Update your information in the RePEc Author Service.
Short-id: pgu763
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Working Papers
2022
- A State-Space Approach for Time-Series Prediction of an Heterogeneous Agent Model
Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa
- Detecting and Measuring Financial Cycles in Heterogeneous Agents Models: An Empirical Analysis
Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa View citations (1)
See also Journal Article DETECTING AND MEASURING FINANCIAL CYCLES IN HETEROGENEOUS AGENTS MODELS: AN EMPIRICAL ANALYSIS, Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd. (2022) View citations (3) (2022)
2021
- Financial Instability and Income Inequality: why the connection Minsky-Piketty matters for Macroeconomics
Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa
- State Space Model to Detect Cycles in Heterogeneous Agents Models
Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa
2020
- Notes on Piketty's model
Department of Economics University of Siena, Department of Economics, University of Siena
- Testing fundamentalist-momentum trader financial cycles. An empirical analysis via the Kalman filter
Working Papers, Post Keynesian Economics Society (PKES) View citations (1)
See also Journal Article Testing fundamentalist–momentum trader financial cycles: An empirical analysis via the Kalman filter, Metroeconomica, Wiley Blackwell (2021) View citations (7) (2021)
2019
- Modelling Minskyan financial cycles with fundamentalist and extrapolative price strategies: An empirical analysis via the Kalman filter approach
Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa
Journal Articles
2022
- DETECTING AND MEASURING FINANCIAL CYCLES IN HETEROGENEOUS AGENTS MODELS: AN EMPIRICAL ANALYSIS
Advances in Complex Systems (ACS), 2022, 25, (02n03), 1-22 View citations (3)
See also Working Paper Detecting and Measuring Financial Cycles in Heterogeneous Agents Models: An Empirical Analysis, Working Papers - Economics (2022) View citations (1) (2022)
2021
- Testing fundamentalist–momentum trader financial cycles: An empirical analysis via the Kalman filter
Metroeconomica, 2021, 72, (4), 758-797 View citations (7)
See also Working Paper Testing fundamentalist-momentum trader financial cycles. An empirical analysis via the Kalman filter, Working Papers (2020) View citations (1) (2020)
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