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Details about Marco Raberto

E-mail:
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 2021-03-30. Update your information in the RePEc Author Service.

Short-id: pra66


Jump to Journal Articles Chapters

Working Papers

2021

  1. Digital Innovation and its Potential Consequences: the Elasticity Augmenting Approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2020

  1. The Productivity and Unemployment Effects of the Digital Transformation: an Empirical and Modelling Assessment
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Review of Evolutionary Political Economy (2020)

2019

  1. An economy under the digital transformation
    MPRA Paper, University Library of Munich, Germany Downloads
  2. The complexity of the intangible digital economy: an agent-based model
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2018

  1. Systemic Financial Risk Indicators and Securitised Assets: an Agent-Based Framework
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Journal of Economic Interaction and Coordination (2020)

2017

  1. Eurace Open: An agent-based multi-country model
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) Downloads View citations (10)
  2. Macroeconomic effects of varied mortgage instruments studied using agent-based model simulations
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) Downloads
  3. Modeling non-stationarities in high-frequency financial time series
    Papers, arXiv.org Downloads
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2019)
  4. Securitisation and Business Cycle: An Agent-Based Perspective
    MPRA Paper, University Library of Munich, Germany Downloads View citations (17)
    See also Journal Article in Industrial and Corporate Change (2018)

2016

  1. An agent-based stock-flow consistent model of the sustainable transition in the energy sector
    MPRA Paper, University Library of Munich, Germany Downloads View citations (10)
    See also Journal Article in Ecological Economics (2018)
  2. 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) Downloads View citations (4)
  3. Macroeconomic implications of mortgage loans requirements: An agent based approach
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) Downloads View citations (12)
    See also Journal Article in Journal of Economic Interaction and Coordination (2019)

2015

  1. Budgetary rigour with stimulus in lean times: Policy advices from an agent-based model
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) Downloads View citations (27)
    See also Journal Article in Journal of Economic Behavior & Organization (2019)

2013

  1. Housing market bubbles and business cycles in an agent-based credit economy
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (1)
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2007-2020) (2014)
  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) Downloads View citations (5)

2012

  1. Macroprudential policies in an agent-based artificial economy
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) Downloads View citations (21)
    See also Journal Article in Revue de l'OFCE (2012)
  2. On the distributional properties of size, pro fit and growth of Icelandic firms
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) (2012) Downloads View citations (2)

    See also Journal Article in Journal of Economic Interaction and Coordination (2013)

2011

  1. Debt deleveraging and business cycles: An agent-based perspective
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (33)
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2007-2020) (2012)
  2. The impact of banks’ capital adequacy regulation on the economic system: an agent-based approach
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) Downloads View citations (23)
    See also Journal Article in Advances in Complex Systems (ACS) (2012)

2010

  1. Credit money and macroeconomic instability in the agent-based model and simulator Eurace
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (47)
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2007-2020) (2010)

2007

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

2006

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

2005

  1. A dynamic model of a monetary production economy under the disequilibrium economics approach
    Computing in Economics and Finance 2005, Society for Computational Economics Downloads
  2. Anomalous waiting times in high-frequency financial data
    Papers, arXiv.org Downloads View citations (2)
    Also in Papers, arXiv.org (2003) Downloads View citations (3)

    See also Journal Article in Quantitative Finance (2004)
  3. Multi-agent modeling and simulation of a sequential monetary production economy
    Computational Economics, University Library of Munich, Germany Downloads
    Also in Computing in Economics and Finance 2004, Society for Computational Economics (2004) Downloads

2004

  1. Correlations in the Bond–Future Market
    Finance, University Library of Munich, Germany Downloads
    Also in Papers, arXiv.org (1999) Downloads View citations (1)

    See also Journal Article in Physica A: Statistical Mechanics and its Applications (1999)
  2. Fractional calculus and continuous-time finance II: the waiting- time distribution
    Finance, University Library of Munich, Germany Downloads View citations (8)
    Also in Papers, arXiv.org (2000) Downloads View citations (108)

    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2000)
  3. Volatility in the Italian Stock Market: An Empirical Study
    Finance, University Library of Munich, Germany Downloads
    Also in Papers, arXiv.org (1999) Downloads View citations (6)

    See also Journal Article in Physica A: Statistical Mechanics and its Applications (1999)
  4. Waiting-times and returns in high-frequency financial data: an empirical study
    Finance, University Library of Munich, Germany Downloads View citations (4)
    Also in Papers, arXiv.org (2002) Downloads View citations (50)

    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2002)

2002

  1. 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 in Computational Economics (2003)

2001

  1. Agent-based simulation of a financial market
    Papers, arXiv.org Downloads View citations (60)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2001)

2000

  1. Learning short-option valuation in the presence of rare events
    Papers, arXiv.org Downloads View citations (1)
    See also Journal Article in International Journal of Theoretical and Applied Finance (IJTAF) (2000)
  2. The waiting-time distribution of LIFFE bond futures
    Papers, arXiv.org Downloads View citations (1)

Journal Articles

2020

  1. 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) Downloads
  2. Systemic financial risk indicators and securitised assets: an agent-based framework
    Journal of Economic Interaction and Coordination, 2020, 15, (1), 9-47 Downloads View citations (1)
    See also Working Paper (2018)
  3. The productivity and unemployment effects of the digital transformation: an empirical and modelling assessment
    Review of Evolutionary Political Economy, 2020, 1, (3), 329-355 Downloads View citations (2)
    See also Working Paper (2020)

2019

  1. Budgetary rigour with stimulus in lean times: Policy advices from an agent-based model
    Journal of Economic Behavior & Organization, 2019, 157, (C), 59-83 Downloads View citations (10)
    See also Working Paper (2015)
  2. 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 Downloads View citations (10)
  3. Macroeconomic implications of mortgage loan requirements: an agent-based approach
    Journal of Economic Interaction and Coordination, 2019, 14, (1), 7-46 Downloads View citations (9)
    See also Working Paper (2016)
  4. Modeling non-stationarities in high-frequency financial time series
    Physica A: Statistical Mechanics and its Applications, 2019, 521, (C), 173-196 Downloads View citations (3)
    See also Working Paper (2017)
  5. The impact of phasing out fossil fuel subsidies on the low-carbon transition
    Energy Policy, 2019, 124, (C), 355-370 Downloads View citations (9)

2018

  1. An Agent-based Stock-flow Consistent Model of the Sustainable Transition in the Energy Sector
    Ecological Economics, 2018, 145, (C), 274-300 Downloads View citations (41)
    See also Working Paper (2016)
  2. Securitization and business cycle: an agent-based perspective
    Industrial and Corporate Change, 2018, 27, (6), 1091-1121 Downloads View citations (12)
    See also Working Paper (2017)
  3. The EIRIN Flow-of-funds Behavioural Model of Green Fiscal Policies and Green Sovereign Bonds
    Ecological Economics, 2018, 144, (C), 228-243 Downloads View citations (38)

2016

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

2014

  1. 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 Downloads View citations (19)
    See also Working Paper (2013)

2013

  1. Integrated Agent-based and System Dynamics Modelling for Simulation of Sustainable Mobility
    Transport Reviews, 2013, 33, (1), 44-70 Downloads View citations (9)
  2. On the distributional properties of size, profit and growth of Icelandic firms
    Journal of Economic Interaction and Coordination, 2013, 8, (1), 57-74 Downloads View citations (11)
    See also Working Paper (2012)

2012

  1. 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 Downloads View citations (46)
  2. Debt, deleveraging and business cycles: An agent-based perspective
    Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2012, 6, 1-49 Downloads View citations (89)
    See also Working Paper (2011)
  3. EDITORIAL — MANAGING FINANCIAL INSTABILITY IN CAPITALIST ECONOMIES
    Advances in Complex Systems (ACS), 2012, 15, (supp0), 1-4 Downloads
  4. Macroprudential Policies in an Agent-Based Artificial Economy
    Revue de l'OFCE, 2012, N° 124, (5), 205-234 Downloads View citations (35)
    See also Working Paper (2012)
  5. Reply to Comments
    Revue de l'OFCE, 2012, N° 124, (5), 50a-52a Downloads
  6. 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 Downloads View citations (12)
    See also Working Paper (2011)

2011

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

2010

  1. 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 Downloads View citations (101)
    See also Working Paper (2010)

2008

  1. Integrating Real and Financial Markets in an Agent-Based Economic Model: An Application to Monetary Policy Design
    Computational Economics, 2008, 32, (1), 147-162 Downloads View citations (32)

2006

  1. A dynamic general disequilibrium model of a sequential monetary production economy
    Chaos, Solitons & Fractals, 2006, 29, (3), 566-577 Downloads View citations (1)
  2. A general equilibrium model of a production economy with asset markets
    Physica A: Statistical Mechanics and its Applications, 2006, 370, (1), 75-80 Downloads View citations (1)

2005

  1. Modeling and simulation of a double auction artificial financial market
    Physica A: Statistical Mechanics and its Applications, 2005, 355, (1), 34-45 Downloads View citations (7)

2004

  1. Anomalous waiting times in high-frequency financial data
    Quantitative Finance, 2004, 4, (6), 695-702 Downloads View citations (19)
    See also Working Paper (2005)

2003

  1. Traders' Long-Run Wealth in an Artificial Financial Market
    Computational Economics, 2003, 22, (2), 255-272 Downloads View citations (27)
    See also Working Paper (2002)
  2. 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 Downloads View citations (9)

2002

  1. Waiting-times and returns in high-frequency financial data: an empirical study
    Physica A: Statistical Mechanics and its Applications, 2002, 314, (1), 749-755 Downloads View citations (45)
    See also Working Paper (2004)

2001

  1. Agent-based simulation of a financial market
    Physica A: Statistical Mechanics and its Applications, 2001, 299, (1), 319-327 Downloads View citations (59)
    See also Working Paper (2001)

2000

  1. Fractional calculus and continuous-time finance II: the waiting-time distribution
    Physica A: Statistical Mechanics and its Applications, 2000, 287, (3), 468-481 Downloads View citations (98)
    See also Working Paper (2004)
  2. LEARNING SHORT-OPTION VALUATION IN THE PRESENCE OF RARE EVENTS
    International Journal of Theoretical and Applied Finance (IJTAF), 2000, 03, (03), 563-564 Downloads View citations (1)
    See also Working Paper (2000)

1999

  1. Correlations in the bond-future market
    Physica A: Statistical Mechanics and its Applications, 1999, 269, (1), 90-97 Downloads View citations (1)
    See also Working Paper (2004)
  2. Volatility in the Italian stock market: an empirical study
    Physica A: Statistical Mechanics and its Applications, 1999, 269, (1), 148-155 Downloads View citations (6)
    See also Working Paper (2004)

Chapters

2014

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

2012

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

2011

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

2010

  1. Endogenous Credit Dynamics as Source of Business Cycles in the EURACE Model
    Springer View citations (2)

2009

  1. Explaining Equity Excess Return by Means of an Agent-Based Financial Market
    Springer View citations (3)

2008

  1. Prospect Theory Behavioral Assumptions in an Artificial Financial Economy
    Springer View citations (2)

2007

  1. Monetary Policy Experiments in an Artificial Multi-Market Economy with Reservation Wages
    Springer

2006

  1. The Waiting-Time Distribution of Trading Activity in a Double Auction Artificial Financial Market
    Springer

2005

  1. Fraudulent Agents in an Artificial Financial Market
    Springer
  2. Price Formation in an Artificial Market: Limit Order Book Versus Matching of Supply and Demand
    Springer
 
Page updated 2021-09-18