Journal of Economic Interaction and Coordination

2006 - 2025

Current editor(s): A. Namatame, Thomas Lux and Shu-Heng Chen

From:
Springer
Society for Economic Science with Heterogeneous Interacting Agents
Contact information at EDIRC.
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Volume 16, issue 4, 2021

Liquidity shocks and interbank market failures: the role of deposit flights, non-performing loans, and competition pp. 705-746

Demian Macedo and Victor Troster

Public cooperation statements pp. 747-767

Ann-Kathrin Koessler, Lionel Page and Uwe Dulleck

Why is parochialism prevalent?: an evolutionary approach pp. 769-796

Nathan Berg, Jeong-Yoo Kim and Kyu Min Lee

Modelling Facebook and Outlook event attendance decisions: coordination traps and herding pp. 797-815

Julian Inchauspe

A statistical field approach to capital accumulation pp. 817-908

Pierre Gosselin, Aïleen Lotz and Marc Wambst

Poverty traps across levels of aggregation pp. 909-953

Dylan Fitz and Shyam Gouri Suresh

Communication, choice continuity, and player number in a continuous-time public goods experiment pp. 955-988

Yoshio Iida

Volume 16, issue 3, 2021

Estimating the proportion of informed and speculative traders in financial markets: evidence from exchange rate pp. 443-470

Ping-Chen Tsai and Chi-Ming Tsai

Information flows and crashes in dynamic social networks pp. 471-495

Phillip J. Monin and Richard Bookstaber

On optimal regimes of knowledge exchange: a model of recombinant growth and firm networks pp. 497-527

Ivan Savin

The evolution of norms within a society of captives pp. 529-556

Chad W. Seagren and David Skarbek

Can loss framing improve coordination in the minimum effort game? pp. 557-588

Christopher Roby

Financial development, income and income inequality pp. 589-628

George Vachadze

The effect of social distancing on the reach of an epidemic in social networks pp. 629-647

Gregory Gutin, Tomohiro Hirano, Sung-Ha Hwang, Philip R. Neary and Alexis Akira Toda

From agent-based modeling to actor-based reactive systems in the analysis of financial networks pp. 649-673

Silvia Crafa

Dynamic bank runs: an agent-based approach pp. 675-703

Toni Ricardo dos Santos and Marcio Nakane

Volume 16, issue 2, 2021

Hand-to-mouth consumers, rule-of-thumb savers, and optimal control pp. 229-263

Orlando Gomes

Participation in and provision of public goods: Does granularity matter? pp. 265-285

Ricardo Arlegi, Juan M. Benito-Ostolaza and Nuria Osés-Eraso

The nonlinear distribution of employment across municipalities pp. 287-307

Faustino Prieto, José María Sarabia and Enrique Calderín-Ojeda

Measuring income inequality based on unequally distributed income pp. 309-322

Joongyang Park, Youngsoon Kim and Ae-Jin Ju

Decision-facilitating information in hidden-action setups: an agent-based approach pp. 323-358

Stephan Leitner and Friederike Wall

3% rules the market: herding behavior of a group of investors, asset market volatility, and return to the group in an agent-based model pp. 359-380

Sunyoung Lee and Keun Lee

Of pride and prejudice: agent learning under sticky and persistent stereotype pp. 381-410

Georg Blind and Stefania Lottanti von Mandach

Studying the correlation structure based on market geometry pp. 411-441

Chun-Xiao Nie

Volume 16, issue 1, 2021

A model of market making with heterogeneous speculators pp. 1-28

Leonardo Bargigli

Predator–prey model for stock market fluctuations pp. 29-57

Miquel Montero

Firms in financial distress: evidence from inter-firm payment networks with volatility driven by ‘animal spirits’ pp. 59-101

Rémi Stellian, Gabriel Penagos and Jenny P. Danna-Buitrago

Quantifying the importance of different contagion channels as sources of systemic risk pp. 103-131

Christoph Siebenbrunner

Productivity and unemployment: an ABM approach pp. 133-151

Carlos M. Fernández-Márquez, Matías Fuentes, Juan José Martínez and Francisco J. Vázquez

Collective rationality and functional wisdom of the crowd in far-from-rational institutional investors pp. 153-171

Kevin Primicerio, Damien Challet and Stanislao Gualdi

Bayesian estimation and likelihood-based comparison of agent-based volatility models pp. 173-210

Nils Bertschinger and Iurii Mozzhorin

Risk sharing and financial stability: a welfare analysis pp. 211-228

Weijia Wang and Shaoan Huang

Volume 15, issue 4, 2020

Arbitrage, speculation and futures price fluctuations with boundedly rational and heterogeneous agents pp. 763-791

Qingbin Gong and Zhe Yang

Does a ‘financial transaction tax’ drive out information mirages? An experimental analysis pp. 793-820

Andrea Morone, Pasquale Marcello Falcone, Simone Nuzzo and Piergiuseppe Morone

Quantifying the risk of price fluctuations based on weighted Granger causality networks of consumer price indices: evidence from G7 countries pp. 821-844

Qingru Sun, Xiangyun Gao, Ze Wang, Siyao Liu, Sui Guo and Yang Li

Financial contagion in inter-bank networks with overlapping portfolios pp. 845-865

Peilong Shen and Zhinan Li

Investment behaviour and “bull & bear” dynamics: modelling real and stock market interactions pp. 867-897

Serena Sordi and Marwil Dávila-Fernández

A path integral approach to business cycle models with large number of agents pp. 899-942

Pierre Gosselin, Aïleen Lotz and Marc Wambst

Financial accumulation implies ever-increasing wealth inequality pp. 943-951

Yuri Biondi and Stefano Olla

An artificial Wicksell–Keynes economy integrating short-run business cycle and long-term cumulative trend pp. 953-998

Ichiro Takahashi and Isamu Okada

Volume 15, issue 3, 2020

Convergence to Walrasian equilibrium with minimal information pp. 553-578

Ratul Lahkar

Macroprudential regulation for a dynamic Chinese banking system with a scale-free network pp. 579-611

Qianqian Gao and Hong Fan

Information versus imitation in a real-time agent-based model of financial markets pp. 613-631

Alessio Emanuele Biondo

Does social learning promote cooperation in social dilemmas? pp. 633-648

Ozgur Aydogmus, Hasan Cagatay and Erkan Gürpinar

Epidemiology of inflation expectations and internet search: an analysis for India pp. 649-671

Saakshi, Sohini Sahu and Siddhartha Chattopadhyay

Margin trade, short sales and financial stability pp. 673-702

Hui Ying Sng, Yang Zhang and Huanhuan Zheng

Innovation, finance, and economic growth: an agent-based approach pp. 703-736

Giorgio Fagiolo, Daniele Giachini and Andrea Roventini

Tradability, closeness to market prices, and expected profit: their measurement for a binomial model of options pricing in a heterogeneous market pp. 737-762

Yossi Shvimer and Avi Herbon

Volume 15, issue 2, 2020

Much ado about making money: the impact of disclosure, news and rumors on the formation of security market prices over time pp. 333-362

Yuri Biondi and Simone Righi

Racial residential segregation in multiple neighborhood markets: a dynamic sorting study pp. 363-383

Sheng Li, Kuo-Liang Chang and Lanlan Wang

Combining monetary policy and prudential regulation: an agent-based modeling approach pp. 385-411

Michel Alexandre and Gilberto Lima

Network calibration and metamodeling of a financial accelerator agent based model pp. 413-440

Leonardo Bargigli, Luca Riccetti, Alberto Russo and Mauro Gallegati

Spatial distribution of economic activities: a network approach pp. 441-470

Federico Pablo-Martí and Josep-Maria Arauzo-Carod

Interbank rules during economic declines: Can banks safeguard capital base? pp. 471-499

Mitja Steinbacher and Timotej Jagrič

Adhere to the rules or be discretionary? Empirical evidence from the euro area pp. 501-525

Zongsen Zou, Xiuling Wang and Dengtian Feng

Aspects of complexity in citizen–bureaucrat corruption: an agent-based simulation model pp. 527-552

Jana Zausinová, Martin Zoričak, Marcel Vološin and Vladimír Gazda

Volume 15, issue 1, 2020

Taming financial systemic risk: models, instruments and early warning indicators pp. 1-7

Gabriele Tedeschi, Fabio Caccioli and Maria Cristina Recchioni

Systemic financial risk indicators and securitised assets: an agent-based framework pp. 9-47

Andrea Mazzocchetti, Eliana Lauretta, Marco Raberto, Andrea Teglio and Silvano Cincotti

An agent-based early warning indicator for financial market instability pp. 49-87

David Vidal-Tomás and Simone Alfarano

Financial sector bargaining power, aggregate growth and systemic risk pp. 89-109

Emanuele Ciola

Voluntary contributions in a system with uncertain returns: a case of systemic risk pp. 111-132

Annarita Colasante, Aurora García-Gallego, Nikolaos Georgantzís and Andrea Morone

From FDI network topology to macroeconomic instability pp. 133-158

Giulia Masi and Giorgio Ricchiuti

Networks and market-based measures of systemic risk: the European banking system in the aftermath of the financial crisis pp. 159-181

Gian Paolo Clemente, Rosanna Grassi and Chiara Pederzoli

Systemic risk governance in a dynamical model of a banking system with stochastic assets and liabilities pp. 183-219

Lorella Fatone and Francesca Mariani

Identifying financial instability conditions using high frequency data pp. 221-242

Maria Elvira Mancino and Simona Sanfelici

A simulation analysis of systemic counterparty risk in over-the-counter derivatives markets pp. 243-281

Yuji Sakurai and Tetsuo Kurosaki

Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis pp. 283-331

Burcu Kapar, Giulia Iori, Giampaolo Gabbi and Guido Germano