• openAccess   Firm–bank credit network, business cycle and macroprudential policy 

      RICCETTI, LUCA; Russo, Alberto; Gallegati, Mauro 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 ...
    • openAccess   The financial network channel of monetary policy transmission: an agent-based model 

      Alexandre, Michel; Lima, Gilberto Tadeu; RICCETTI, LUCA; Russo, Alberto 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 ...