Details about Marco Raberto

Phone:	+39 010 3532028
Postal address:	Prof. Marco Raberto DIME - University of Genoa Via Opera Pia 15 I-16145 Genova, Italy
Workplace:	Centro Interdisciplinario in Economia e Finanza (CINEF) (Center for Interdisciplinary Research on Economics and Financial Engineering), Università degli Studi di Genova (University of Genoa), (more information at EDIRC)

Access statistics for papers by Marco Raberto.

Last updated 2025-03-27. Update your information in the RePEc Author Service.

Short-id: pra66

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Working Papers

2024

1. Energy transition and structural change: a calibrated Stock-Flow Consistent Input-Output model
   CELPE Discussion Papers, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy
2. Large-Scale Modeling of Economic Systems
   Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL)
   Also in Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL) (2013) View citations (10)

2021

3. An investigation into modelling approaches for industrial symbiosis: a literature review
   MPRA Paper, University Library of Munich, Germany View citations (1)
4. Digital Innovation and its Potential Consequences: the Elasticity Augmenting Approach
   MPRA Paper, University Library of Munich, Germany View citations (1)

2020

5. The Productivity and Unemployment Effects of the Digital Transformation: an Empirical and Modelling Assessment
   MPRA Paper, University Library of Munich, Germany View citations (11)
   See also Journal Article The productivity and unemployment effects of the digital transformation: an empirical and modelling assessment, Review of Evolutionary Political Economy, Springer (2020) View citations (14) (2020)

2019

6. An economy under the digital transformation
   MPRA Paper, University Library of Munich, Germany
7. The complexity of the intangible digital economy: an agent-based model
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article The complexity of the intangible digital economy: an agent-based model, Journal of Business Research, Elsevier (2021) View citations (26) (2021)

2018

8. Systemic Financial Risk Indicators and Securitised Assets: an Agent-Based Framework
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Systemic financial risk indicators and securitised assets: an agent-based framework, Journal of Economic Interaction and Coordination, Springer (2020) View citations (3) (2020)

2017

9. Eurace Open: An agent-based multi-country model
   Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) View citations (19)
   See also Journal Article Should I stay or should I go? An agent-based setup for a trading and monetary union, Journal of Economic Dynamics and Control, Elsevier (2020) View citations (1) (2020)
10. Macroeconomic effects of varied mortgage instruments studied using agent-based model simulations
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) View citations (1)
11. Modeling non-stationarities in high-frequency financial time series
    Papers, arXiv.org
    See also Journal Article Modeling non-stationarities in high-frequency financial time series, Physica A: Statistical Mechanics and its Applications, Elsevier (2019) View citations (7) (2019)
12. Securitisation and Business Cycle: An Agent-Based Perspective
    MPRA Paper, University Library of Munich, Germany View citations (18)
    See also Journal Article Securitization and business cycle: an agent-based perspective, Industrial and Corporate Change, Oxford University Press and the Associazione ICC (2018) View citations (19) (2018)

2016

13. 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)
14. 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)
15. Macroeconomic implications of mortgage loans requirements: An agent based approach
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) View citations (15)
    See also Journal Article Macroeconomic implications of mortgage loan requirements: an agent-based approach, Journal of Economic Interaction and Coordination, Springer (2019) View citations (16) (2019)

2015

16. 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)
    See also Journal Article Budgetary rigour with stimulus in lean times: Policy advices from an agent-based model, Journal of Economic Behavior & Organization, Elsevier (2019) View citations (22) (2019)

2013

17. 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

18. 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)
19. On the distributional properties of size, pro fit and growth of Icelandic firms
    MPRA Paper, University Library of Munich, Germany
    Also in Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) (2012) View citations (3)
    See also Journal Article On the distributional properties of size, profit and growth of Icelandic firms, Journal of Economic Interaction and Coordination, Springer (2013) View citations (16) (2013)

2011

20. 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 (125) (2012)
21. 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

22. 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 (164)
    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 (151) (2010)

2007

23. Learning Oligopolistic Competition In Electricty Auctions
    Post-Print, HAL View citations (1)

2006

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

2005

25. A dynamic model of a monetary production economy under the disequilibrium economics approach
    Computing in Economics and Finance 2005, Society for Computational Economics
26. Anomalous waiting times in high-frequency financial data
    Papers, arXiv.org View citations (2)
    Also in Papers, arXiv.org (2003) View citations (3)
    See also Journal Article Anomalous waiting times in high-frequency financial data, Quantitative Finance, Taylor & Francis Journals (2004) View citations (20) (2004)
27. 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

28. Correlations in the Bond–Future Market
    Finance, University Library of Munich, Germany
    Also in Papers, arXiv.org (1999) View citations (2)
    See also Journal Article Correlations in the bond-future market, Physica A: Statistical Mechanics and its Applications, Elsevier (1999) View citations (2) (1999)
29. Fractional calculus and continuous-time finance II: the waiting- time distribution
    Finance, University Library of Munich, Germany View citations (8)
    Also in Papers, arXiv.org (2000) View citations (137)
    See also Journal Article Fractional calculus and continuous-time finance II: the waiting-time distribution, Physica A: Statistical Mechanics and its Applications, Elsevier (2000) View citations (125) (2000)
30. Volatility in the Italian Stock Market: An Empirical Study
    Finance, University Library of Munich, Germany
    Also in Papers, arXiv.org (1999) View citations (6)
    See also Journal Article Volatility in the Italian stock market: an empirical study, Physica A: Statistical Mechanics and its Applications, Elsevier (1999) View citations (6) (1999)
31. Waiting-times and returns in high-frequency financial data: an empirical study
    Finance, University Library of Munich, Germany View citations (4)
    Also in Papers, arXiv.org (2002) View citations (74)
    See also Journal Article Waiting-times and returns in high-frequency financial data: an empirical study, Physica A: Statistical Mechanics and its Applications, Elsevier (2002) View citations (74) (2002)

2002

32. 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

33. Agent-based simulation of a financial market
    Papers, arXiv.org View citations (91)
    See also Journal Article Agent-based simulation of a financial market, Physica A: Statistical Mechanics and its Applications, Elsevier (2001) View citations (88) (2001)

2000

34. Learning short-option valuation in the presence of rare events
    Papers, arXiv.org View citations (1)
    See also Journal Article LEARNING SHORT-OPTION VALUATION IN THE PRESENCE OF RARE EVENTS, International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd. (2000) View citations (1) (2000)
35. The waiting-time distribution of LIFFE bond futures
    Papers, arXiv.org View citations (1)

Journal Articles

2024

1. Evaluating policy mix strategies for the energy transition using an agent-based macroeconomic model
   Energy Policy, 2024, 193, (C) View citations (1)

2023

2. Compounding COVID-19 and climate risks: The interplay of banks’ lending and government’s policy in the shock recovery
   Journal of Banking & Finance, 2023, 152, (C) View citations (2)
3. Resource scarcity, circular economy and the energy rebound: A macro-evolutionary input-output model
   Energy Economics, 2023, 128, (C) View citations (3)

2022

4. Why do we need agent-based macroeconomics?
   Review of Evolutionary Political Economy, 2022, 3, (1), 5-29 View citations (6)

2021

5. The complexity of the intangible digital economy: an agent-based model
   Journal of Business Research, 2021, 129, (C), 527-540 View citations (26)
   See also Working Paper The complexity of the intangible digital economy: an agent-based model, MPRA Paper (2019) View citations (1) (2019)

2020

6. Should I stay or should I go? An agent-based setup for a trading and monetary union
   Journal of Economic Dynamics and Control, 2020, 113, (C) View citations (1)
   See also Working Paper Eurace Open: An agent-based multi-country model, Working Papers (2017) View citations (19) (2017)
7. Systemic financial risk indicators and securitised assets: an agent-based framework
   Journal of Economic Interaction and Coordination, 2020, 15, (1), 9-47 View citations (3)
   See also Working Paper Systemic Financial Risk Indicators and Securitised Assets: an Agent-Based Framework, MPRA Paper (2018) (2018)
8. The productivity and unemployment effects of the digital transformation: an empirical and modelling assessment
   Review of Evolutionary Political Economy, 2020, 1, (3), 329-355 View citations (14)
   See also Working Paper The Productivity and Unemployment Effects of the Digital Transformation: an Empirical and Modelling Assessment, MPRA Paper (2020) View citations (11) (2020)

2019

9. Budgetary rigour with stimulus in lean times: Policy advices from an agent-based model
   Journal of Economic Behavior & Organization, 2019, 157, (C), 59-83 View citations (22)
   See also Working Paper Budgetary rigour with stimulus in lean times: Policy advices from an agent-based model, Working Papers (2015) View citations (28) (2015)
10. From financial instability to green finance: the role of banking and credit market regulation in the Eurace model
    Journal of Evolutionary Economics, 2019, 29, (1), 429-465 View citations (36)
11. Macroeconomic implications of mortgage loan requirements: an agent-based approach
    Journal of Economic Interaction and Coordination, 2019, 14, (1), 7-46 View citations (16)
    See also Working Paper Macroeconomic implications of mortgage loans requirements: An agent based approach, Working Papers (2016) View citations (15) (2016)
12. Modeling non-stationarities in high-frequency financial time series
    Physica A: Statistical Mechanics and its Applications, 2019, 521, (C), 173-196 View citations (7)
    See also Working Paper Modeling non-stationarities in high-frequency financial time series, Papers (2017) (2017)
13. The impact of phasing out fossil fuel subsidies on the low-carbon transition
    Energy Policy, 2019, 124, (C), 355-370 View citations (45)

2018

14. 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)
15. Securitization and business cycle: an agent-based perspective
    Industrial and Corporate Change, 2018, 27, (6), 1091-1121 View citations (19)
    See also Working Paper Securitisation and Business Cycle: An Agent-Based Perspective, MPRA Paper (2017) View citations (18) (2017)
16. The EIRIN Flow-of-funds Behavioural Model of Green Fiscal Policies and Green Sovereign Bonds
    Ecological Economics, 2018, 144, (C), 228-243 View citations (96)

2016

17. Introduction to the special issue
    Journal of Economic Interaction and Coordination, 2016, 11, (2), 171-174

2014

18. 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)

2013

19. Integrated Agent-based and System Dynamics Modelling for Simulation of Sustainable Mobility
    Transport Reviews, 2013, 33, (1), 44-70 View citations (14)
20. On the distributional properties of size, profit and growth of Icelandic firms
    Journal of Economic Interaction and Coordination, 2013, 8, (1), 57-74 View citations (16)
    See also Working Paper On the distributional properties of size, pro fit and growth of Icelandic firms, MPRA Paper (2012) (2012)

2012

21. An agent-based modeling approach to predict the evolution of market share of electric vehicles: A case study from Iceland
    Technological Forecasting and Social Change, 2012, 79, (9), 1638-1653 View citations (74)
22. 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 (125)
    See also Working Paper Debt deleveraging and business cycles: An agent-based perspective, Economics Discussion Papers (2011) View citations (39) (2011)
23. EDITORIAL — MANAGING FINANCIAL INSTABILITY IN CAPITALIST ECONOMIES
    Advances in Complex Systems (ACS), 2012, 15, (supp0), 1-4
24. 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)
25. Reply to Comments
    Revue de l'OFCE, 2012, N° 124, (5), 50a-52a
26. 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)

2011

27. Semi-Markov Graph Dynamics
    PLOS ONE, 2011, 6, (8), 1-13 View citations (5)

2010

28. 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 (151)
    See also Working Paper Credit money and macroeconomic instability in the agent-based model and simulator Eurace, Economics Discussion Papers (2010) View citations (164) (2010)

2008

29. 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)

2006

30. A dynamic general disequilibrium model of a sequential monetary production economy
    Chaos, Solitons & Fractals, 2006, 29, (3), 566-577 View citations (6)
31. 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

32. 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)

2004

33. Anomalous waiting times in high-frequency financial data
    Quantitative Finance, 2004, 4, (6), 695-702 View citations (20)
    See also Working Paper Anomalous waiting times in high-frequency financial data, Papers (2005) View citations (2) (2005)

2003

34. 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)
35. 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

36. Waiting-times and returns in high-frequency financial data: an empirical study
    Physica A: Statistical Mechanics and its Applications, 2002, 314, (1), 749-755 View citations (74)
    See also Working Paper Waiting-times and returns in high-frequency financial data: an empirical study, Finance (2004) View citations (4) (2004)

2001

37. Agent-based simulation of a financial market
    Physica A: Statistical Mechanics and its Applications, 2001, 299, (1), 319-327 View citations (88)
    See also Working Paper Agent-based simulation of a financial market, Papers (2001) View citations (91) (2001)

2000

38. Fractional calculus and continuous-time finance II: the waiting-time distribution
    Physica A: Statistical Mechanics and its Applications, 2000, 287, (3), 468-481 View citations (125)
    See also Working Paper Fractional calculus and continuous-time finance II: the waiting- time distribution, Finance (2004) View citations (8) (2004)
39. LEARNING SHORT-OPTION VALUATION IN THE PRESENCE OF RARE EVENTS
    International Journal of Theoretical and Applied Finance (IJTAF), 2000, 03, (03), 563-564 View citations (1)
    See also Working Paper Learning short-option valuation in the presence of rare events, Papers (2000) View citations (1) (2000)

1999

40. Correlations in the bond-future market
    Physica A: Statistical Mechanics and its Applications, 1999, 269, (1), 90-97 View citations (2)
    See also Working Paper Correlations in the Bond–Future Market, Finance (2004) (2004)
41. Volatility in the Italian stock market: an empirical study
    Physica A: Statistical Mechanics and its Applications, 1999, 269, (1), 148-155 View citations (6)
    See also Working Paper Volatility in the Italian Stock Market: An Empirical Study, Finance (2004) (2004)

Chapters

2014

1. Subprime Lending and Financial Inequality in an Agent-Based Model
   Springer

2012

2. Integrating the housing market into an agent-based economic model
   Springer

2011

3. Do Capital Requirements Affect Long-Run Output Trends?
   Springer View citations (1)

2010

4. Endogenous Credit Dynamics as Source of Business Cycles in the EURACE Model
   Springer View citations (4)

2009

5. Explaining Equity Excess Return by Means of an Agent-Based Financial Market
   Springer View citations (6)

2008

6. Prospect Theory Behavioral Assumptions in an Artificial Financial Economy
   Springer View citations (7)

2007

7. Monetary Policy Experiments in an Artificial Multi-Market Economy with Reservation Wages
   Springer View citations (1)

2006

8. The Waiting-Time Distribution of Trading Activity in a Double Auction Artificial Financial Market
   Springer View citations (1)

2005

9. Fraudulent Agents in an Artificial Financial Market
   Springer View citations (3)
10. Price Formation in an Artificial Market: Limit Order Book Versus Matching of Supply and Demand
    Springer View citations (6)