Corrado Di Guilmi

University of Technology Sydney (UTS) - UTS Business School

Sydney

Australia

SCHOLARLY PAPERS

11

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16

Scholarly Papers (11)

1.

Towards an Analytical Solution for Agent Based Models: An Application to a Credit Network Economy

Number of pages: 66 Posted: 23 Mar 2012
University of Technology Sydney (UTS) - UTS Business School, Università Politecnica delle Marche - Faculty of Economics, IRES Piemonte, Socio-Economic Research Institute of Piedmont and Columbia Business School - Finance and Economics
Downloads 180 (166,045)
Citation 3

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heterogeneity, financial fragility, master equation, interaction, dynamic aggregation

2.

Income Inequality and Macroeconomic Instability: A Stock-Flow Consistent Approach with Heterogeneous Agents

CAMA Working Paper No. 60/2014
Number of pages: 23 Posted: 23 Sep 2014 Last Revised: 24 Sep 2014
Laura Carvalho and Corrado Di Guilmi
Sao Paulo School of Economics - FGV and University of Technology Sydney (UTS) - UTS Business School
Downloads 174 (171,166)
Citation 3

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Stock-flow consistent model, heterogeneous agents, master equation, income inequality, financial instability

3.

Financial Fragility, Mean-Field Interaction and Macroeconomic Dynamics: A Stochastic Model

Number of pages: 30 Posted: 27 Aug 2008
Corrado Di Guilmi, Mauro Gallegati and Simone Landini
University of Technology Sydney (UTS) - UTS Business School, Università Politecnica delle Marche - Faculty of Economics and IRES Piemonte, Socio-Economic Research Institute of Piedmont
Downloads 91 (279,978)
Citation 4

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business cycles, heterogeneity, financial fragility, stochastic aggregation

4.

The Fiscal Cost of Financial Instability

Number of pages: 31 Posted: 12 Feb 2011
Corrado Di Guilmi and Carl Chiarella
University of Technology Sydney (UTS) - UTS Business School and University of Technology, Sydney - UTS Business School, Finance Discipline Group
Downloads 81 (300,945)
Citation 1

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financial fragility, agent based model, fiscal policy, public deficit

5.

The Financial Instability Hypothesis: A Stochastic Microfoundation Framework

Number of pages: 28 Posted: 25 Mar 2010
Carl Chiarella and Corrado Di Guilmi
University of Technology, Sydney - UTS Business School, Finance Discipline Group and University of Technology Sydney (UTS) - UTS Business School
Downloads 79 (305,456)
Citation 1

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Financial fragility, complex dynamics, stochastic aggregation

6.

Herding, Trend Chasing and Market Volatility

Number of pages: 43 Posted: 06 Mar 2014
Corrado Di Guilmi, Xuezhong He and Kai Li
University of Technology Sydney (UTS) - UTS Business School, University of Technology Sydney (UTS) - Finance Discipline Group, Business School and Macquarie Business School, Macquarie University
Downloads 73 (319,717)
Citation 1

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Heterogeneous beliefs, herding, switching, stability, volatility, stochastic delay differential equations

7.

A Reconsideration of the Formal Minskyan Analysis: Microfundations, Endogenous Money and the Public Sector

Number of pages: 20 Posted: 22 Mar 2012 Last Revised: 09 Oct 2012
Carl Chiarella and Corrado Di Guilmi
University of Technology, Sydney - UTS Business School, Finance Discipline Group and University of Technology Sydney (UTS) - UTS Business School
Downloads 69 (329,791)

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financial instability hypothesis, endogenous money, agent based modelling, complex dynamics

8.

Monetary Policy and Debt Deflation: Some Computational Experiments

CAMA Working Paper 42/2013, July 2013, FIRN Research Paper
Number of pages: 28 Posted: 04 Jul 2013
Carl Chiarella and Corrado Di Guilmi
University of Technology, Sydney - UTS Business School, Finance Discipline Group and University of Technology Sydney (UTS) - UTS Business School
Downloads 63 (345,906)
Citation 1

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Financial fragility, monetary policy, debt deflation, agent based modelling, complex dynamics

9.

Uncertainty, Rationality and Complexity in a Multi Sectoral Dynamic Model: The Dynamic Stochastic Generalized Aggregation Approach

CAMA Working Paper No. 16/2016
Number of pages: 48 Posted: 10 Apr 2016
Michele Catalano and Corrado Di Guilmi
Prometeia and University of Technology Sydney (UTS) - UTS Business School
Downloads 25 (490,165)

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aggregation, uncertainty, opinion dynamics, master equation, optimal control

10.

Limit Distribution of Evolving Strategies in Financial Markets

Research Paper Number: 294, Quantitative Finance Research Centre, University of Technology, Sydney
Number of pages: 28 Posted: 23 Oct 2012
Carl Chiarella and Corrado Di Guilmi
University of Technology, Sydney - UTS Business School, Finance Discipline Group and University of Technology Sydney (UTS) - UTS Business School
Downloads 16 (541,825)
Citation 1

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11.

The Agent‐Based Approach to Post Keynesian Macro‐Modeling

Journal of Economic Surveys, Vol. 31, Issue 5, pp. 1183-1203, 2017
Number of pages: 21 Posted: 13 Nov 2017
Corrado Di Guilmi
University of Technology Sydney (UTS) - UTS Business School
Downloads 0 (665,900)
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Agent‐based Modeling, Stock‐flow consistent modeling, Post Keynesian economics