References

This folder holds the following references to publications, sorted by year and author.

There are 53 references in this bibliography folder.

Teglio, A, Raberto, M, and Cincotti, S (in press).
The impact of banks' capital adequacy regulation on the economic system: an agent-based approach
Advances in Complex Systems.

Chiarella, C and Di Guilmi, C (2011).
The financial instability hypothesis: A stochastic microfoundation framework
Journal of Economic Dynamics & Control, 35(8):1151-1171.

Teglio, A, Raberto, M, and Cincotti, S (2011).
Do capital requirements affect long-run output trends?
In: Emergent results of artificial economics, ed. by Osinga, Sjoukje and Hofstede, Gert Jan and Verwaart, Tim, vol. 652, pp. 41-52, Springer Berlin Heidelberg. Lecture Notes in Economics and Mathematical Systems.

Adrian, T and Shin, H (2010).
Liquidity and leverage
Journal of Financial Intermediation, 19:418-437.

Cincotti, S, Raberto, M, and Teglio, A (2010).
Credit money and macroeconomic instability in the agent-based model and simulator Eurace
The Open-Access, Open-Assessment E-Journal, 4(2010-26).

De Grauwe, P (2010).
The scientific foundation of dynamic stochastic general equilibrium (DSGE) models
Public Choice, 144(3-4):413-443.

Eggertsson, GB and Krugman, P (2010).
Debt, deleveraging and the liquidity trap: A Fisher-Minsky-Koo approach
Unpublished.

Geanakoplos, J (2010).
Solving the present crisis and managing the leverage cycle
FRBNY Economic Policy Review:101-131.

Institute, MG (2010).
Debt and deleveraging: The global credit bubble and its economic consequences
MCKinsey Global Institute.

Saunders, A and Allen, L (2010).
Credit risk management in and out of the financial crisis: New approaches to value at risk and other paradigms
Woley.

Teglio, A, Raberto, M, and Cincotti, S (2010).
Endogenous credit dynamics as source of business cycles in the EURACE model
In: Progress in artificial economics, ed. by Li Calzi, Marco and Milone, Lucia and Pellizzari, Paolo, vol. 645, pp. 203-214, Springer Berlin Heidelberg. Lecture Notes in Economics and Mathematical Systems.

Teglio, A, Raberto, M, and Cincotti, S (2010).
Balance sheet approach to agent-based computational economics: The EURACE project
In: Combining soft computing and statistical methods in data analysis, ed. by Borgelt, Christian and Gonz�lez-Rodr�guez, Gil and Trutschnig, Wolfgang and Lubiano, Mar�a and Gil, Mar�a and Grzegorzewski, Przemyslaw and Hryniewicz, Olgierd, vol. 77, pp. 603-610, Springer Berlin / Heidelberg. Advances in Intelligent and Soft Computing.

Dawid, H, Gemkow, S, Harting, P, and Neugart, M (2009).
On the effects of skill upgrading in the presence of spatial labor market frictions: an agent-based analysis of spatial policy design
Journal of Artificial Societies and Social Simulation, 12(4).

Delli Gatti, D, Gallegati, M, Greenwald, B, Russo, A, and Stiglitz, J (2009).
Business fluctuations and bankruptcy avalanches in an evolving network economy
Journal of Economic Interaction and Organization, 4(2):195-212.

Keen, S (2009).
The global financial crisis, credit crunches and deleveraging
Journal of Australian Political Economy(64):22-36.

Teglio, A, Raberto, M, and Cincotti, S (2009).
Explaining equity excess return by means of an agent-based financial market
In: Artificial economics, ed. by Hern�ndez, Ces�reo and Posada, Marta and L�pez-Paredes, Adolfo, vol. 631, pp. 145-156, Springer Berlin Heidelberg. Lecture Notes in Economics and Mathematical Systems.

Dawid, H, Gemkow, S, Harting, P, Kabus, K, Neugart, M, and Wersching, K (2008).
Skills, innovation, and growth: An agent-based policy analysis
Journal of Economics and Statistics, 228(2+3):251-275.

Fazzari, S, Ferri, P, and Greenberg, E (2008).
Cash flow, investment, and Keynes–Minsky cycles
Journal of Economic Behavior & Organization, 65:555-572.

Koo, R (2008).
The Holy Graal of macroeconomics: Lessons from Japan's great recession
Wiley.

Raberto, M, Teglio, A, and Cincotti, S (2008).
Integrating real and financial markets in an agent-based economic model: an application to monetary policy design
Computational Economics, 32(1):147-162.

Kriesler, P and Lavoie, M (2007).
The new consensus on monetary policy and its post-Keynesian critique
Review of Political Economy, 19(3):387-404.

Arestis, P and Sawyer, M (2006).
The nature and role of monetary policy when money is endogenous
Cambridge Journal of Economics, 30(6):847-860.

Fabiani, F, Druant, M, Hernando, I, Kwapil, C, Landau, B, Loupias, C, Martins, F, Matha, F, Sabbatini, R, Stahl, H, and Stokman, A (2006).
What firms' surveys tell us about price-setting behavior in the Euro Area
International Journal of Central Banking, 2(3):1-45.

No names specified (2006).
Basel II: International convergence of capital measurement and capital standards: A revised framework – comprehensive version
BIS, Basel Committee on Banking Supervision.

Tesfatsion, L and Judd, K (2006).
Agent-based computational economics
North Holland, vol. 2. Handbook of Computational Economics.