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 14, issue 4, 2019

The role of the world’s major steel markets in price spillover networks: an analysis based on complex network motifs pp. 697-720

Yanxin Liu, Huajiao Li, Jianhe Guan, Xueyong Liu and Yajie Qi

Dissecting the myth of the house price in Chinese metropolises: allowing for behavioral heterogeneity among investors pp. 721-740

Ling Zhang, Wenlong Bian and Hao Zhang

Are the stock and real estate markets integrated in China? pp. 741-760

Chi-Wei Su, Xiao-Cui Yin, Hsu-Ling Chang and Hai-Gang Zhou

Crowdworking: working with or against the crowd? pp. 761-788

Georg Jäger, Laura S. Zilian, Christian Hofer and Manfred Füllsack

Contagion of network products in small-world networks pp. 789-809

Hüseyin İkizler

Agent-based modeling of systemic risk in the European banking sector pp. 811-833

Petr Teply and Tomas Klinger

Modeling the impulse response complex network for studying the fluctuation transmission of price indices pp. 835-858

Qingru Sun, Xiangyun Gao, Shaobo Wen, Sida Feng and Ze Wang

Differences in the effects of seller-initiated versus buyer-initiated crowded trades in stock markets pp. 859-890

Liyun Zhou and Chunpeng Yang

Mis-measurement of inequality: a critical reflection and new insights pp. 891-921

Fabio Clementi, Mauro Gallegati, Lisa Gianmoena, Simone Landini and Joseph Stiglitz

Correction to: Mis-measurement of inequality: a critical reflection and new insights pp. 923-923

Fabio Clementi, Mauro Gallegati, Lisa Gianmoena, Simone Landini and Joseph Stiglitz

Volume 14, issue 3, 2019

Introduction to the special issue pp. 431-436

Tiziana Assenza, Jakob Grazzini and Domenico Massaro

Interbank credit and the money manufacturing process: a systemic perspective on financial stability pp. 437-468

Yuri Biondi and Feng Zhou

Order book modeling and financial stability pp. 469-489

Alessio Emanuele Biondo

The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment pp. 491-520

Annarita Colasante, Simone Alfarano and Eva Camacho-Cuena

Exchange rate dynamics under limits of arbitrage and heterogeneous expectations pp. 521-550

Soumya Datta

Frontier markets’ efficiency: mutual information and detrended fluctuation analyses pp. 551-572

Wahbeeah Mohti, Andreia Dionisio, Paulo Ferreira and Isabel Vieira

Growth, unemployment and heterogeneity pp. 573-593

Piero Ferri, Annalisa Cristini and Anna Maria Variato

The economics of netting in financial networks pp. 595-622

Edoardo Gaffeo, Lucio Gobbi and Massimo Molinari

From constrained optimization to constrained dynamics: extending analogies between economics and mechanics pp. 623-642

Erhard Glötzl, Florentin Glötzl and Oliver Richters

Fast traders and slow price adjustments: an artificial market with strategic interaction and transaction costs pp. 643-662

Danilo Liuzzi, Paolo Pellizzari and Marco Tolotti

Degree-correlations in a bursting dynamic network model pp. 663-695

Fabio Vanni and Paolo Barucca

Volume 14, issue 2, 2019

Emergence of anti-coordination through reinforcement learning in generalized minority games pp. 225-245

Anindya S. Chakrabarti and Diptesh Ghosh

Asset diversification and systemic risk in the financial system pp. 247-272

Yichen Zhou and Honggang Li

Understanding the consequences of diversification on financial stability pp. 273-292

Opeoluwa Banwo, Paul Harrald and Francesca Medda

Partnership duration and concurrent partnering: implications for models of HIV prevalence pp. 293-315

Alan Isaac and Larry Sawers

Market efficiency, trading institutions and information mirages: evidence from a laboratory asset market pp. 317-344

Andrea Morone and Simone Nuzzo

Exponential structure of income inequality: evidence from 67 countries pp. 345-376

Yong Tao, Xiangjun Wu, Tao Zhou, Weibo Yan, Yanyuxiang Huang, Han Yu, Benedict Mondal and Victor Yakovenko

Trading volume and return volatility of Bitcoin market: evidence for the sequential information arrival hypothesis pp. 377-418

Pengfei Wang, Wei Zhang, Xiao Li and Dehua Shen

A note on the relationship between the total factor productivity and the network of firms pp. 419-423

Antonio Palestrini and Enrico Guzzini

Franck Jovanovic and Christophe Schinckus: Econophysics and financial economics: an emerging dialogue pp. 425-430

Tobias Henschen

Volume 14, issue 1, 2019

Alternative approaches for the reformulation of economics pp. 1-6

Simone Alfarano, Eva Camacho Cuena and Gabriele Tedeschi

Macroeconomic implications of mortgage loan requirements: an agent-based approach pp. 7-46

Bulent Ozel, Reynold Nathanael, Marco Raberto, Andrea Teglio and Silvano Cincotti

Heterogeneity in social values and capital accumulation in a changing world pp. 47-92

Pierre Gosselin, Aïleen Lotz and Marc Wambst

Inequality, mobility and the financial accumulation process: a computational economic analysis pp. 93-119

Yuri Biondi and Simone Righi

Learning to save in a voluntary pension system: toward an agent-based model pp. 121-145

Balázs Király and Andras Simonovits

Prospect Theory in the Heterogeneous Agent Model pp. 147-174

Jan Polach and Jiri Kukacka

Efficient coordination in the lab pp. 175-201

Aurora García-Gallego, Penélope Hernández-Rojas and Amalia Rodrigo-González

Coordination in a skeptical two-group population pp. 203-214

Juan Carlos González-Avella, Haydée Lugo and Maxi San Miguel

Stagnation proofness in n-agent bargaining problems pp. 215-224

Jaume García-Segarra and Miguel Gines-Vilar

Volume 13, issue 3, 2018

Quantifying invariant features of within-group inequality in consumption across groups pp. 469-490

Anindya S. Chakrabarti, Arnab Chatterjee, Tushar Nandi, Asim Ghosh and Anirban Chakraborti

Estimating heterogeneous agents behavior in a two-market financial system pp. 491-510

Zhenxi Chen, Weihong Huang and Huanhuan Zheng

Artificial stock markets with different maturity levels: simulation of information asymmetry and herd behavior using agent-based and network models pp. 511-535

Hazem Krichene and Mhamed-Ali El-Aroui

Revisiting the issue of survivability and market efficiency with the Santa Fe Artificial Stock Market pp. 537-560

Chueh-Yung Tsao and Ya-Chi Huang

The creative response and the endogenous dynamics of pecuniary knowledge externalities: an agent based simulation model pp. 561-599

Cristiano Antonelli and Gianluigi Ferraris

The economics analysis of a Q-learning model of cooperation with punishment and risk taking preferences pp. 601-613

Nazaria Solferino, Viviana Solferino and Serena F. Taurino

Zero-intelligence agents looking for a job pp. 615-640

André Veski and Kaire Põder

An agent-based model of the observed distribution of wealth in the United States pp. 641-656

Hunter A. Vallejos, James J. Nutaro and Kalyan S. Perumalla

Volume 13, issue 2, 2018

Competitive moment matching of a New-Keynesian and an Old-Keynesian model pp. 201-239

Reiner Franke

A survey of network-based analysis and systemic risk measurement pp. 241-281

Andre Neveu

Band or point inflation targeting? An experimental approach pp. 283-309

Camille Cornand and Cheick Kader M’baye

Capability-based governance patterns over the product life-cycle: an agent-based model pp. 311-349

Ben Vermeulen, Andreas Pyka, J. A. Poutré and A. G. Kok

Mathematical models describing the effects of different tax evasion behaviors pp. 351-363

M. L. Bertotti and G. Modanese

Long-run consequences of debt pp. 365-383

Siyan Chen and Saul Desiderio

“Speculative Influence Network” during financial bubbles: application to Chinese stock markets pp. 385-431

Li Lin and Didier Sornette

An agent-based model for financial vulnerability pp. 433-466

Richard Bookstaber, Mark Paddrik and Brian Tivnan

Correction to: Heterogeneity in social values and capital accumulation in a changing world pp. 467-467

Pierre Gosselin, Aïleen Lotz and Marc Wambst

Volume 13, issue 1, 2018

Recent advances in financial networks and agent-based model validation pp. 1-7

Mauro Napoletano, Eric Guerci and Nobuyuki Hanaki

Does a central clearing counterparty reduce liquidity needs? pp. 9-50

Hitoshi Hayakawa

A functional perspective on financial networks pp. 51-79

Edoardo Gaffeo and Massimo Molinari

Early warning indicators and macro-prudential policies: a credit network agent based model pp. 81-115

Ermanno Catullo, Antonio Palestrini, Ruggero Grilli and Mauro Gallegati

Structural comparisons of networks and model-based detection of small-worldness pp. 117-141

Gian Paolo Clemente, Marco Fattore and Rosanna Grassi

Empirical validation of simulated models through the GSL-div: an illustrative application pp. 143-171

Francesco Lamperti

On the robustness of the fat-tailed distribution of firm growth rates: a global sensitivity analysis pp. 173-193

Giovanni Dosi, Marcelo Pereira and Maria Enrica Virgillito

Realistic simulation of financial markets: analyzing market behaviors by the third mode of science pp. 195-196

Damien Challet

Economics with heterogeneous interacting agents: a practical guide to agent-based modeling, Edited by Alessandro Caiani, Alberto Russo, Antonio Palestrini, Mauro Gallegati pp. 197-200

Wei-Bin Zhang