Details about Edoardo Gaffeo

Access statistics for papers by Edoardo Gaffeo.

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Short-id: pga494

Working Papers

2021

1. MIGRATION AND THE STRUCTURE OF MANUFACTURING PRODUCTION. A VIEW FROM ITALIAN PROVINCES
   Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali
2. Risk and Strategic Complementarities: Banks Behavior, Supervision and Macroprudential Policies
   Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali
3. Search for Profits and Business Fluctuations: How Banks' Behaviour Explain Cycles?
   Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali

2018

4. Bilateral netting and systemic liquidity shortages in banking networks
   DEM Working Papers, Department of Economics and Management View citations (1)
5. Leverage and evolving heterogeneous beliefs in a simple agent-based financial market
   DEM Working Papers, Department of Economics and Management
   See also Journal Article Leverage and evolving heterogeneous beliefs in a simple agent-based financial market, Finance Research Letters, Elsevier (2019) View citations (1) (2019)
6. Matching frictions, credit reallocation and macroeconomic activity: how harmful are financial crises?
   DEM Working Papers, Department of Economics and Management

2017

7. A functional perspective on financial networks
   Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Roma View citations (1)
   See also Journal Article A functional perspective on financial networks, Journal of Economic Interaction and Coordination, Springer (2018) View citations (2) (2018)

2016

8. Taxing financial transactions in fundamentally heterogeneous markets
   DEM Working Papers, Department of Economics and Management View citations (2)
   Also in Working Papers in Public Economics, Department of Economics and Law, Sapienza University of Roma (2016) View citations (2)
   See also Journal Article Taxing financial transactions in fundamentally heterogeneous markets, Economic Modelling, Elsevier (2017) View citations (1) (2017)

2015

9. Bilateral netting and contagion dynamics in financial networks
   DEM Discussion Papers, Department of Economics and Management View citations (1)

2014

10. Competition in the banking sector and economic growth: panel-based international evidence
    DEM Discussion Papers, Department of Economics and Management View citations (11)
11. Macroprudential Consolidation Policy in Interbank Networks
    DEM Discussion Papers, Department of Economics and Management View citations (5)
    See also Journal Article Macroprudential consolidation policy in interbank networks, Journal of Evolutionary Economics, Springer (2016) View citations (16) (2016)

2013

12. At the core of the international financial system
    DEM Discussion Papers, Department of Economics and Management
    See also Journal Article At the Core of the International Financial System, Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd. (2014) (2014)
13. Interbank contagion and resolution procedures: inspecting the mechanism
    DEM Discussion Papers, Department of Economics and Management View citations (2)
    See also Journal Article Interbank contagion and resolution procedures: inspecting the mechanism, Quantitative Finance, Taylor & Francis Journals (2015) View citations (15) (2015)
14. Using information markets in grantmaking. An assessment of the issues involved and an application to Italian banking foundations
    DEM Discussion Papers, Department of Economics and Management

2012

15. An agent-based "proof of principle" for Walrasian macroeconomic theory
    CEEL Working Papers, Cognitive and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia View citations (4)
    See also Journal Article An agent-based “proof of principle” for Walrasian macroeconomic theory, Computational and Mathematical Organization Theory, Springer (2015) View citations (1) (2015)
16. Loss Aversion and the Asymmetric Transmission of Monetary Policy
    Discussion Papers, University of Copenhagen. Department of Economics View citations (15)
    See also Journal Article Loss aversion and the asymmetric transmission of monetary policy, Journal of Monetary Economics, Elsevier (2014) View citations (69) (2014)

2010

17. Reference-Dependent Preferences and the Transmission of Monetary Policy
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (3)
    Also in Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven (2010) View citations (3)
    Other publications TiSEM, Tilburg University, School of Economics and Management (2010) View citations (3)
    Discussion Paper, Tilburg University, Center for Economic Research (2010) View citations (4)

2008

18. A look at the relationship between industrial dynamics and aggregate fluctuations
    Department of Economics Working Papers, Department of Economics, University of Trento, Italia View citations (1)
19. Adaptive microfoundations for emergent macroeconomics
    Department of Economics Working Papers, Department of Economics, University of Trento, Italia View citations (81)
    See also Journal Article Adaptive Microfoundations for Emergent Macroeconomics, Eastern Economic Journal, Palgrave Macmillan (2008) View citations (80) (2008)
20. Demand Distribution Dynamics in Creative Industries: the Market for Books in Italy
    Working Paper series, Rimini Centre for Economic Analysis View citations (15)
    Also in Department of Economics Working Papers, Department of Economics, University of Trento, Italia (2008) View citations (16)
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (2008) View citations (17)
    See also Journal Article Demand distribution dynamics in creative industries: The market for books in Italy, Information Economics and Policy, Elsevier (2008) View citations (15) (2008)
21. On the mean/variance relationship of the firm size distribution: evidence and some theory
    Department of Economics Working Papers, Department of Economics, University of Trento, Italia View citations (2)

2006

22. Reflections on Modern Macroeconomics: Can We Travel Along a Safer Road?
    Papers, arXiv.org View citations (8)
    See also Journal Article Reflections on modern macroeconomics: Can we travel along a safer road?, Physica A: Statistical Mechanics and its Applications, Elsevier (2007) View citations (12) (2007)

2005

23. Fiscal and monetary policy, unfortunate events, and the SGP arithmetics - Evidence from a growth-gaps model
    Department of Economics Working Papers, Department of Economics, University of Trento, Italia

2004

24. International evidence on business cycle magnitude dependence
    Papers, arXiv.org View citations (3)

2001

25. Inflation Regimes in a Simple Model with Interacting Price-Setting Firms
    CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance

1999

26. Financial Market Imperfections, Heterogeneity and growth
    Department of Economics Working Papers, Department of Economics, University of Trento, Italia View citations (2)

1997

27. Competition-led Endogenous Growth with Localized Technological Change
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali
    See also Journal Article Competition-Led Endogenous Growth With Localized Technological Change, Economics of Innovation and New Technology, Taylor & Francis Journals (1999) (1999)
28. Multilevel Interactions with a Keynesian Flavour in a Stochastic Macroeconomic Model
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali

1995

29. Macroeconomics without the representative agent: Difficulties and new perspectives
    Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali

Journal Articles

2022

1. Correction to: Achieving financial stability during a liquidity crisis: a multi‑objective approach
   Risk Management, 2022, 24, (1), 100-100
2. Endogenous clearinghouse formation in payment networks
   Review of Evolutionary Political Economy, 2022, 3, (1), 109-136
3. Search for profits and business fluctuations: How does banks’ behaviour explain cycles?
   Journal of Economic Dynamics and Control, 2022, 135, (C) View citations (4)

2021

4. Achieving financial stability during a liquidity crisis: a multi-objective approach
   Risk Management, 2021, 23, (1), 48-74 View citations (4)

2020

5. How diverse are national banking systems? An analysis on banking business models, profitability, and riskiness
   Economic Notes, 2020, 49, (2)

2019

6. Leverage and evolving heterogeneous beliefs in a simple agent-based financial market
   Finance Research Letters, 2019, 29, (C), 272-279 View citations (1)
   See also Working Paper Leverage and evolving heterogeneous beliefs in a simple agent-based financial market, DEM Working Papers (2018) (2018)
7. Liquidity contagion with a “first-in/first-out†seniority of claims
   Economics Bulletin, 2019, 39, (4), 2572-2579 View citations (1)
8. The economics of netting in financial networks
   Journal of Economic Interaction and Coordination, 2019, 14, (3), 595-622 View citations (6)
9. “The price is right”: using auction theory to enhance competition in the NPL market
   Journal of Banking Regulation, 2019, 20, (1), 104-112

2018

10. A functional perspective on financial networks
    Journal of Economic Interaction and Coordination, 2018, 13, (1), 51-79 View citations (2)
    See also Working Paper A functional perspective on financial networks, Working Papers in Public Economics (2017) View citations (1) (2017)

2017

11. Taxing financial transactions in fundamentally heterogeneous markets
    Economic Modelling, 2017, 64, (C), 322-333 View citations (1)
    See also Working Paper Taxing financial transactions in fundamentally heterogeneous markets, DEM Working Papers (2016) View citations (2) (2016)

2016

12. Macroprudential consolidation policy in interbank networks
    Journal of Evolutionary Economics, 2016, 26, (1), 77-99 View citations (16)
    See also Working Paper Macroprudential Consolidation Policy in Interbank Networks, DEM Discussion Papers (2014) View citations (5) (2014)

2015

13. An agent-based “proof of principle” for Walrasian macroeconomic theory
    Computational and Mathematical Organization Theory, 2015, 21, (2), 150-183 View citations (1)
    See also Working Paper An agent-based "proof of principle" for Walrasian macroeconomic theory, CEEL Working Papers (2012) View citations (4) (2012)
14. Interbank contagion and resolution procedures: inspecting the mechanism
    Quantitative Finance, 2015, 15, (4), 637-652 View citations (15)
    See also Working Paper Interbank contagion and resolution procedures: inspecting the mechanism, DEM Discussion Papers (2013) View citations (2) (2013)

2014

15. At the Core of the International Financial System
    Global Economy Journal (GEJ), 2014, 14, (2), 163-188
    Also in Global Economy Journal, 2014, 14, (2), 163-188 (2014)
    See also Working Paper At the core of the international financial system, DEM Discussion Papers (2013) (2013)
16. Loss aversion and the asymmetric transmission of monetary policy
    Journal of Monetary Economics, 2014, 68, (C), 19-36 View citations (69)
    See also Working Paper Loss Aversion and the Asymmetric Transmission of Monetary Policy, Discussion Papers (2012) View citations (15) (2012)
17. On the finance-growth nexus: additional evidence from Central and Eastern Europe countries
    Economic Change and Restructuring, 2014, 47, (2), 89-115 View citations (20)

2011

18. If the Financial System Is Complex, How Can We Regulate It?
    International Journal of Political Economy, 2011, 40, (2), 79-97 View citations (2)
19. The distribution of sectoral TFP growth rates: International evidence
    Economics Letters, 2011, 113, (3), 252-255 View citations (4)
20. The psychology of inflation, monetary policy and macroeconomic instability
    Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), 2011, 40, (5), 660-670 View citations (8)

2010

21. Complex agent-based macroeconomics: a manifesto for a new paradigm
    Journal of Economic Interaction and Coordination, 2010, 5, (2), 111-135 View citations (60)

2008

22. Adaptive Microfoundations for Emergent Macroeconomics
    Eastern Economic Journal, 2008, 34, (4), 441-463 View citations (80)
    See also Working Paper Adaptive microfoundations for emergent macroeconomics, Department of Economics Working Papers (2008) View citations (81) (2008)
23. Demand distribution dynamics in creative industries: The market for books in Italy
    Information Economics and Policy, 2008, 20, (3), 257-268 View citations (15)
    See also Working Paper Demand Distribution Dynamics in Creative Industries: the Market for Books in Italy, Working Paper series (2008) View citations (15) (2008)
24. LÉVY-STABLE PRODUCTIVITY SHOCKS
    Macroeconomic Dynamics, 2008, 12, (3), 425-443 View citations (2)
25. SCALING LAWS IN THE MACROECONOMY
    Advances in Complex Systems (ACS), 2008, 11, (01), 131-138 View citations (1)

2007

26. Industrial dynamics, fiscal policy and R&D: Evidence from a computational experiment
    Journal of Economic Behavior & Organization, 2007, 64, (3-4), 426-447 View citations (102)
27. Reflections on modern macroeconomics: Can we travel along a safer road?
    Physica A: Statistical Mechanics and its Applications, 2007, 382, (1), 89-97 View citations (12)
    See also Working Paper Reflections on Modern Macroeconomics: Can We Travel Along a Safer Road?, Papers (2006) View citations (8) (2006)

2005

28. A new approach to business fluctuations: heterogeneous interacting agents, scaling laws and financial fragility
    Journal of Economic Behavior & Organization, 2005, 56, (4), 489-512 View citations (291)
29. INFLATION REGIMES AND PRICE-SETTING INTERACTIONS
    International Journal of Theoretical and Applied Finance (IJTAF), 2005, 08, (03), 339-355
30. International Evidence on Business Cycle Magnitude Dependence: An Analyisis of 16 Industrialized Countries, 1881-2000
    International Journal of Applied Econometrics and Quantitative Studies, 2005, 2, (1), 5-16 View citations (8)
31. Requiem for the unit root in per capita real GDP? Additional evidence from historical data
    Empirical Economics, 2005, 30, (1), 37-63 View citations (24)
32. THE APPRENTICE WIZARD: MONTETARY POLICY, COMPLEXITY AND LEARNING
    New Mathematics and Natural Computation (NMNC), 2005, 01, (01), 109-128 View citations (1)

2004

33. BUSINESS CYCLE FLUCTUATIONS AND FIRMS' SIZE DISTRIBUTION DYNAMICS
    Advances in Complex Systems (ACS), 2004, 07, (02), 223-240 View citations (2)
    See also Chapter BUSINESS CYCLE FLUCTUATIONS AND FIRMS’ SIZE DISTRIBUTION DYNAMICS, World Scientific Book Chapters, 2004, 199-221 (2004) View citations (2) (2004)
34. Bankruptcy as an exit mechanism for systems with a variable number of components
    Physica A: Statistical Mechanics and its Applications, 2004, 344, (1), 8-13 View citations (7)
35. Empirical results on the size distribution of business cycle phases
    Physica A: Statistical Mechanics and its Applications, 2004, 333, (C), 325-334 View citations (11)

2003

36. On the size distribution of firms: additional evidence from the G7 countries
    Physica A: Statistical Mechanics and its Applications, 2003, 324, (1), 117-123 View citations (112)
37. Power Law Scaling in the World Income Distribution
    Economics Bulletin, 2003, 15, (6), 1-7 View citations (23)
38. Power laws and macroeconomic fluctuations
    Physica A: Statistical Mechanics and its Applications, 2003, 324, (1), 408-416 View citations (10)

1999

39. Alcuni aspetti analitici dell'economia delle interazioni sociali
    Economia politica, 1999, (3), 459-506
40. Competition-Led Endogenous Growth With Localized Technological Change
    Economics of Innovation and New Technology, 1999, 8, (3), 225-251
    See also Working Paper Competition-led Endogenous Growth with Localized Technological Change, Working Papers (1997) (1997)

Chapters

2009

1. Keynes in the Computer Laboratory. An Agent-Based Model with MEC, MPC, LP
   Springer View citations (1)

2006

2. Complex Dynamics, Financial Fragility and Stylized Facts
   Springer View citations (1)
3. Financial Fragility and Scaling Distributions in the Laboratory
   Springer

2004

4. BUSINESS CYCLE FLUCTUATIONS AND FIRMS’ SIZE DISTRIBUTION DYNAMICS
   Chapter 10 in Industry And Labor Dynamics The Agent-Based Computational Economics Approach, 2004, pp 199-221 View citations (2)
   See also Journal Article BUSINESS CYCLE FLUCTUATIONS AND FIRMS' SIZE DISTRIBUTION DYNAMICS, World Scientific Publishing Co. Pte. Ltd. (2004) View citations (2) (2004)