Listar ECO_Articles por autoría "dbac290e-1aad-4139-bbef-5e5798838123"
Mostrando ítems 1-5 de 5
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Firm–bank credit network, business cycle and macroprudential policy
Springer (2021-02-13)We present an agent-based model to study firm–bank credit market interactions in different phases of the business cycle. The business cycle is exogenously set, and it can give rise to various scenarios. Compared to other ... -
Network calibration and metamodeling of a financial accelerator agent based model
Springer (2020-03-13)We introduce a simple financially constrained production framework in which heterogeneous firms and banks maintain multiple credit connections. The parameters of credit market interaction are estimated from real data in ...
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On the consistency of the individual behavior when facing higher-order risk attitudes
Elsevier Inc. (2022-08-27)We propose and analyze three procedures to elicit participants’ behavior regarding their higherorder risk attitudes. Our procedures relax the rigidity of having to choose among only two alternatives (as usual in the ...
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Risk aversion, prudence and temperance: It is a matter of gap between moments
Elsevier (2020-01-07)Higher order risk preferences are important determinants of choices under uncertainty. We build a questionnaire different from usually adopted ones: our questionnaire is simpler in order to reduce the number of random ...
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The financial network channel of monetary policy transmission: an agent-based model
Springer (2023-01-13)The purpose of this paper is to explore the impact of monetary policy shocks on a financial network, which we dub the “financial network channel of monetary policy transmission”. To this aim, we develop a agent-based model ...
