Publications

Journals

  • E.J. Erlingsson, A. Teglio, S. Cincotti, H. Stefansson, J. T. Sturluson, and M. Raberto (2014), “Housing market bubbles and business cycles in an agent-based credit economy”, ECONOMICS: THE OPEN-ACCESS, OPEN-ASSESSMENT E-JOURNAL, vol. 8, 2014-8, DOI: 10.5018/economics-ejournal.ja.2014-8
  • M. Holcombe, S. Coakley, M. Kiran, S. Chin, C. Greenough, D. Worth, S. Cincotti, M. Raberto, A. Teglio, C. Deissenberg, S. van der Hoog, H. Dawid, S. Gemkow, P. Harting, M. Neugart (2013), “Large-scale modeling of economic systems”, COMPLEX SYSTEMS, vol. 22, pp. 175-191, http://www.complex-systems.com/abstracts/v22_i02_a03.html
  • M. Raberto, A. Teglio, S. Cincotti (2012), “Debt, deleveraging and business cycles. An agent-based perspective”, ECONOMICS: THE OPEN-ACCESS, OPEN-ASSESSMENT E-JOURNAL, vol. 6, 2012-27, DOI: 10.5018/economics-ejournal.ja.2012-27
  • S. Cincotti, M. Raberto, A. Teglio (2012a), “Macroprudential policies in an agent-based artificial economy”, REVUE DE L’OFCE, vol. 124, pp. 205-234, DOI: 10.3917/reof.124.0205
  • A. Teglio, M. Raberto, S. Cincotti (2012), “The impact of banks’ capital adequacy regulation on the economic system: an agent-based approach”, ADVANCES IN COMPLEX SYSTEM, vol. 15, pp.1250040-1-1250040-27, DOI: 10.1142/S0219525912500403
  • S. Cincotti, M. Raberto, A. Teglio (2010). “Credit Money and Macroeconomic Instability in the Agent-based Model and Simulator Eurace”, ECONOMICS: THE OPEN-ACCESS, OPEN-ASSESSMENT E-JOURNAL, vol. 4, 2010-26, DOI: 10.5018/economics-ejournal.ja.2010-26

Working Papers

  • Mazzocchetti, M. Raberto, A. Teglio, S. Cincotti (2016), “Securitisation and Business Cycle: an Agent-Based Perspetive”, MPRA Paper No. 76760, https://mpra.ub.uni-muenchen.de/76760/
  • L. Ponta, M. Raberto, A. Teglio, S. Cincotti (2016), “An agent-based stock-flow consistent model of the sustainable transition in the energy sector”, MPRA Paper No. 73183, https://mpra.ub.uni-muenchen.de/73183/
  • M. Raberto, B. Ozel, L. Ponta, A. Teglio, S. Cincotti (2016). “From financial instability to green finance: the role of banking and monetary policies in the Eurace model,” Working Papers 2016/07, Economics Department, Universitat Jaume I, Castellón (Spain). https://ideas.repec.org/p/jau/wpaper/2016-07.html
  • B. Ozel, R.C. Nathanael, M. Raberto, A. Teglio, S. Cincotti (2016), “Macroeconomic implications of mortgage loans requirements: An agent based approach,” Working Papers 2016/05, Economics Department, Universitat Jaume I, Castellón (Spain). https://ideas.repec.org/p/jau/wpaper/2016-05.html
  • A. Teglio, A. Mazzocchetti. L. Ponta, M. Raberto, S. Cincotti (2015). “Budgetary rigour with stimulus in lean times: Policy advices from an agent-based model”, Working Papers 2015/07, Economics Department, Universitat Jaume I, Castellón (Spain). https://ideas.repec.org/p/jau/wpaper/2015-07.html

Book Chapters

  • M. Raberto, R.C. Nathanael, B. Ozel, A. Teglio, S. Cincotti (2017), “Credit-driven business cycles in an agent-based macro model”, in H. Hanappi, S.s Katsikides, M. Scholz-Wäckerle (Eds) “Theory and method of evolutionary political economy”, pp. 182-192. Routledge, DOI: 10.4324/9781315470214
  • F. Tonelli, T. Fadiran, M. Raberto, S. Cincotti (2016), “Approaching Industrial Sustainability Investments in Resource Efficiency through Agent-Based Simulation”, T. Borangiu, D. Trentesaux, A. Thomas, McFarlane (Eds), “Service Orientation in Holonic and Multi-Agent Manufacturing”, SERIES STUDIES IN COMPUTATIONAL INTELLIGENCE, vol 640, pp 145-155. Springer, DOI: 10.1007/978-3-319-30337-6_14
  • M. Raberto, S. Cincotti, A. Teglio. (2014), “Fiscal consolidation and sovereign debt risk in balance-sheet recessions: an agent-based approach”, in L. Manica, P. Tridico (Eds), Economic Policy and the Financial Crisis, pp. 163-178, Routledge, DOI: 10.4324/9781315886930
  • A. Teglio, S. Cincotti, E. J. Erlingsson, M. Raberto, H. Stefansson, J. T.Sturluson (2014), “Subprime lending and financial inequality in an agent-based model”, in S. Leitner, F. Wall (Eds). Artificial Economics and Self Organization, LECTURE NOTES IN ECONOMICS AND MATHEMATICAL SYSTEMS, vol. 669, pp. 55-67, Springer, DOI: 10.1007/978-3-319-00912-4_5
  • E. J. Erlingsson, M. Raberto, H. Stefánsson, J. T. Sturluson (2013), “Integrating the housing market into an agent-based economic model”, in: A. Teglio, S. Alfarano, E. Camacho-Cuena, M. Ginés-Vilar. (Eds), Managing market complexity, LECTURE NOTES IN ECONOMICS AND MATHEMATICAL SYSTEMS, vol. 662, pp. 65-76, Springer, DOI: 10.1007/978-3-642-31301-1_6
  • S. Cincotti, M. Raberto, A. Teglio (2012b), “The EURACE macroeconomic model and simulator”, in: M. Aoki, K. Binmore, S. Deakin, H. Gintis. (Eds), Complexity and Institutions: Markets, Norms and Corporations, pp. 81-106. Palgrave McMillan, https://www.researchgate.net/publication/266291038_The_EURACE_macroeconomic_model_and_simulator
  • A. Teglio, M. Raberto, S. Cincotti (2011), “Do capital requirements affect long-run output trends?”, in: S. Osinga, G.J. Hofstede, T. Verwaart. (2011), Emergent Results of Artificial Economics. LECTURE NOTES IN ECONOMICS AND MATHEMATICAL SYSTEMS, vol. 652, pp. 41-52, Springer, DOI: 10.1007/978-3-642-21108-9_4
  • A. Teglio, M. Raberto, S. Cincotti (2010), “Balance Sheet Approach to Agent-Based Computational Economics: The EURACE Project”, in C. Borgelt; G.G. Rodriguez; W. Trutschnig; MA Lubiano; MA Gil; P. Grzegorzewski; O. Hryniewicz (Eds), Combining Soft Computing and Statistical Methods in Data Analysis, ADVANCES IN INTELLIGENT AND SOFT COMPUTING, vol. 77, pp. 603-610, Springer, DOI 10.1007/978-3-642-14746-3_74
  • A. Teglio, M. Raberto, S. Cincotti (2010), “Endogenous Credit Dynamics as Source of Business Cycles in the EURACE Model”, in M. Li Calzi, L. Milone, P. Pellizzari (Eds), Progress in Artificial Economics. Computational and Agent-Based Models, LECTURE NOTES IN ECONOMICS AND MATHEMATICAL SYSTEMS, vol. 645, pp. 203-214, Springer, DOI: 10.1007/978-3-642-13947-5_17