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Details about Luca Riccetti

E-mail:
Homepage:http://docenti.unimc.it/luca.riccetti
Workplace:Facoltà di Economia e Diritto (Faculty of Economics and Law), Università degli Studi di Macerata (University of Macerata), (more information at EDIRC)
Facoltà di Economia "Giorgio Fuà" (Faculty of Economics), Università Politecnica delle Marche (Polytechnic University of Marche), (more information at EDIRC)

Access statistics for papers by Luca Riccetti.

Last updated 2019-07-21. Update your information in the RePEc Author Service.

Short-id: pri191


Jump to Journal Articles

Working Papers

2016

  1. Monetary Policy and Large Crises in a Financial Accelerator Agent-Based Model
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
    Also in FinMaP-Working Papers, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents (2016) Downloads View citations (4)

    See also Journal Article in Journal of Economic Behavior & Organization (2019)
  2. Network Calibration and Metamodeling of a Financial Accelerator Agent Based Model
    Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa Downloads View citations (18)

2015

  1. Stock Market Dynamics, Leveraged Network-Based Financial Accelerator and Monetary Policy
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in International Review of Economics & Finance (2016)

2013

  1. Financial Regulation in an Agent Based Macroeconomic Model
    MPRA Paper, University Library of Munich, Germany Downloads View citations (7)
  2. Financialisation and Crisis in an Agent Based Macroeconomomic Model
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Economic Modelling (2016)
  3. Increasing Inequality and Financial Fragility in an An Agent Based Macroeconomic Model
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  4. Unemployment benefits and financial factors in an agent-based macroeconomic model
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (6)

2012

  1. An Agent Based Decentralized Matching Macroeconomic Model
    MPRA Paper, University Library of Munich, Germany Downloads View citations (22)
    See also Journal Article in Journal of Economic Interaction and Coordination (2015)

2011

  1. A Copula-GARCH Model for Macro Asset Allocation of a Portfolio with Commodities: an Out-of-Sample Analysis
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali Downloads View citations (8)
  2. Leveraged Network-Based Financial Accelerator
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali Downloads View citations (17)
    See also Journal Article in Journal of Economic Dynamics and Control (2013)
  3. Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali Downloads
    See also Journal Article in Journal of Banking & Finance (2012)

2010

  1. From Moments, Co-Moments and Mean-Variance weights to Copula Portfolio Allocation
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali Downloads View citations (7)
  2. Minimum Tracking Error Volatility
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali Downloads View citations (10)

Journal Articles

2019

  1. Macro Asset Allocation with Social Impact Investments
    Sustainability, 2019, 11, (11), 1-19 Downloads
  2. Monetary policy and large crises in a financial accelerator agent-based model
    Journal of Economic Behavior & Organization, 2019, 157, (C), 42-58 Downloads
    See also Working Paper (2016)

2018

  1. FINANCIAL REGULATION AND ENDOGENOUS MACROECONOMIC CRISES
    Macroeconomic Dynamics, 2018, 22, (4), 896-930 Downloads View citations (8)

2016

  1. Financialisation and crisis in an agent based macroeconomic model
    Economic Modelling, 2016, 52, (PA), 162-172 Downloads View citations (13)
    See also Working Paper (2013)
  2. Increasing inequality, consumer credit and financial fragility in an agent based macroeconomic model
    Journal of Evolutionary Economics, 2016, 26, (1), 25-47 Downloads View citations (57)
  3. Stock market dynamics, leveraged network-based financial accelerator and monetary policy
    International Review of Economics & Finance, 2016, 43, (C), 509-524 Downloads View citations (2)
    See also Working Paper (2015)

2015

  1. An agent based decentralized matching macroeconomic model
    Journal of Economic Interaction and Coordination, 2015, 10, (2), 305-332 Downloads View citations (70)
    See also Working Paper (2012)

2014

  1. Network analysis and calibration of the “leveraged network-based financial accelerator”
    Journal of Economic Behavior & Organization, 2014, 99, (C), 109-125 Downloads View citations (10)

2013

  1. A copula–GARCH model for macro asset allocation of a portfolio with commodities
    Empirical Economics, 2013, 44, (3), 1315-1336 Downloads View citations (6)
  2. Leveraged network-based financial accelerator
    Journal of Economic Dynamics and Control, 2013, 37, (8), 1626-1640 Downloads View citations (66)
    See also Working Paper (2011)

2012

  1. Portfolio frontiers with restrictions to tracking error volatility and value at risk
    Journal of Banking & Finance, 2012, 36, (9), 2604-2615 Downloads View citations (4)
    See also Working Paper (2011)
  2. Using tracking error volatility to check active management and fee level of investment funds
    Global Business and Economics Review, 2012, 14, (3), 139-158 Downloads View citations (1)
 
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