The financial instability hypothesis: a stochastic microfoundation framework
From MaRDI portal
Publication:550828
DOI10.1016/J.JEDC.2011.02.005zbMATH Open1217.91129OpenAlexW3023371443MaRDI QIDQ550828FDOQ550828
Authors: Carl Chiarella, Corrado Di Guilmi 
Publication date: 13 July 2011
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://www.uts.edu.au/sites/default/files/qfr-archive-03/QFR-rp273.pdf
Recommendations
- A reconsideration of the formal Minskyan analysis: microfoundations, endogenous money and the public sector
- Contagion in financial networks
- The role of bank capital in the propagation of shocks
- On the systemic fragility of finance-led growth
- FINANCIAL FRAGILITY, INDUSTRIAL DYNAMICS, AND BUSINESS FLUCTUATIONS IN AN AGENT-BASED MODEL
Cites Work
- A Rational Route to Randomness
- On the unstable behaviour of stock exchanges
- Time variation of higher moments in a financial market with heterogeneous agents: an analytical approach
- Dynamics of beliefs and learning under \(a_{L}\)-processes -- the heterogeneous case
- A statistical mechanic view of macro-dynamics in economics
- Title not available (Why is that?)
- On the size distribution of firms: additional evidence from the G7 countries
- BUSINESS CYCLE FLUCTUATIONS AND FIRMS' SIZE DISTRIBUTION DYNAMICS
- The generation of business fluctuations. Financial fragility and mean-field interactions.
- Financial distress, bankruptcy law and the business cycle
Cited In (16)
- On the instability of private intertemporal liquidity provision
- Herding, trend chasing and market volatility
- Organizational dynamics and aggregate fluctuations: the role of financial relationships
- Winter is possibly not coming: mitigating financial instability in an agent-based model with interbank market
- Stabilizing an unstable complex economy on the limitations of simple rules
- An approach for measuring corporation financial stability by econophysics and Bayesian method
- Macro-financial dynamics: theories, empirical methods, and time scales
- Macrofinancial imbalances in historical perspective: a global crisis index
- The role of cognitive limitations and heterogeneous expectations for aggregate production and credit cycle
- A reconsideration of the formal Minskyan analysis: microfoundations, endogenous money and the public sector
- On the systemic fragility of finance-led growth
- The Fiscal Cost of Financial Instability
- A time series analysis of financial fragility in the UK banking system
- Income distribution, credit and fiscal policies in an agent-based Keynesian model
- ``Animal spirits and bank's lending behaviour, a disequilibrium approach
- Financial fragility and credit risk: a simulation model
This page was built for publication: The financial instability hypothesis: a stochastic microfoundation framework
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q550828)
