FINANCIAL FRAGILITY, INDUSTRIAL DYNAMICS, AND BUSINESS FLUCTUATIONS IN AN AGENT-BASED MODEL

DOI10.1017/S136510050706018XzbMath1171.91014OpenAlexW141841876MaRDI QIDQ5439972

Mauro Gallegati, Corrado Di Guilmi, Domenico Delli Gatti, Gianfranco Giulioni

Publication date: 30 January 2008

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s136510050706018x

zbMATH Keywords

heterogeneityagent-based modelbusiness fluctuation

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (1)

Financial fragility and distress propagation in a network of regions

Cites Work

• Scaling the volatility of GDP growth rates
• On the size distribution of firms: additional evidence from the G7 countries
• Entry, Exit, and firm Dynamics in Long Run Equilibrium
• Aggregate fluctuations from independent sectoral shocks: self-organized criticality in a model of production and inventory dynamics
• COMPLEX DYNAMICS AND FINANCIAL FRAGILITY IN AN AGENT-BASED MODEL

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