Filtered By: Financial stability
191 results: page 1 of 6
Jul 2025
Jul 2025
May 2025
Complex systems approaches to 21st century challenges: Introduction to the Special Issue
in Journal of Economic Behavior & Organization
Jenna Bednar , Maria del Rio-Chanona , J. Doyne Farmer , Jagoda Kaszowska-Mojsa , François Lafond , Penny Mealy , Marco Pangallo , Anton Pichler
in Journal of Economic Behavior & Organization
Jenna Bednar , Maria del Rio-Chanona , J. Doyne Farmer , Jagoda Kaszowska-Mojsa , François Lafond , Penny Mealy , Marco Pangallo , Anton Pichler
Mar 2025
Agent-Based Modeling in Economics and Finance: Past, Present, and Future
in Journal of Economic Literature
Robert Axtell , J. Doyne Farmer
in Journal of Economic Literature
Robert Axtell , J. Doyne Farmer
Mar 2025
Feb 2025
Feb 2025
No. 2025-05 - Agent-based modeling at central banks: recent developments and new challenges
András Borsos , Adrián Carro , Aldo Glielmo , Marc Hinterschweiger , Jagoda Kaszowska-Mojsa , Arzu Uluc
András Borsos , Adrián Carro , Aldo Glielmo , Marc Hinterschweiger , Jagoda Kaszowska-Mojsa , Arzu Uluc
Feb 2025
A data-driven econo-financial stress-testing framework to estimate the effect of supply chain networks on financial systemic risk
Jan Fialkowski , Christian Diem , András Borsos , Stefan Thurner
Jan Fialkowski , Christian Diem , András Borsos , Stefan Thurner
Jan 2025
No. 2025-04 - Combined climate stress testing of supply-chain networks and the financial system with nation-wide firm-level emission estimates
Zlata Tabachová , Christian Diem , Johannes Stangl , András Borsos , Stefan Thurner
Zlata Tabachová , Christian Diem , Johannes Stangl , András Borsos , Stefan Thurner
Jan 2025
Enabling Adaptation: Sustainable Fiscal Policies for Climate Resilient Development and Infrastructure
Nicola Ranger , Mathias Weidinger , Mark Bernhofen , Matt Burke , Roosa Lambin , Akaraseth Puranasamriddhi , Juan Sabuco , Roberto Spacey Martín
Nicola Ranger , Mathias Weidinger , Mark Bernhofen , Matt Burke , Roosa Lambin , Akaraseth Puranasamriddhi , Juan Sabuco , Roberto Spacey Martín
Dec 2024
The impact of prudential regulation on the UK housing market and economy: Insights from an agent-based model
in Journal of Economic Behavior & Organization
Marco Bardoscia , Adrián Carro , Marc Hinterschweiger , Mauro Napoletano , Lilit Popoyan , Andrea Roventini , Arzu Uluc
in Journal of Economic Behavior & Organization
Marco Bardoscia , Adrián Carro , Marc Hinterschweiger , Mauro Napoletano , Lilit Popoyan , Andrea Roventini , Arzu Uluc
Nov 2024
Geographical variations in risk tolerance and the use of financial instruments: evidence from a multi-jurisdictional survey
in Finance and Space
Gordon L. Clark , Mads Höfer , Stefania Innocenti
in Finance and Space
Gordon L. Clark , Mads Höfer , Stefania Innocenti
Nov 2024
Nov 2024
Estimating the impact of supply chain network contagion on financial stability
in Journal of Financial Stability
Zlata Tabachová , Christian Diem , András Borsos , Csaba Burger , Stefan Thurner
in Journal of Financial Stability
Zlata Tabachová , Christian Diem , András Borsos , Csaba Burger , Stefan Thurner
Nov 2024
Oct 2024
A Climate Scenario Taxonomy for the Financial Sector
David Wilkinson , Moritz Baer , Chris Cormack , Alexandre C. Köberle , Jason Lowe , Erica Thompson
David Wilkinson , Moritz Baer , Chris Cormack , Alexandre C. Köberle , Jason Lowe , Erica Thompson
Sept 2024
No. 2024-06 - Forecasting Macroeconomic Dynamics using a Calibrated Data-Driven Agent-based Model
Samuel Wiese , Jagoda Kaszowska-Mojsa , Joel Dyer , Jose Moran , Marco Pangallo , François Lafond , John Muellbauer , Anisoara Calinescu , J. Doyne Farmer
Samuel Wiese , Jagoda Kaszowska-Mojsa , Joel Dyer , Jose Moran , Marco Pangallo , François Lafond , John Muellbauer , Anisoara Calinescu , J. Doyne Farmer
Sept 2024
Approximate Bayesian Computation with Path Signatures
in Proceedings of the Fortieth Conference on Uncertainty in Artificial Intelligence
Joel Dyer , Patrick Cannon , Sebastian M Schmon
in Proceedings of the Fortieth Conference on Uncertainty in Artificial Intelligence
Joel Dyer , Patrick Cannon , Sebastian M Schmon
Sept 2024
A Review of the Bernanke Report on Economic Forecasting at the Bank of England
David F. Hendry , John Muellbauer
David F. Hendry , John Muellbauer
Aug 2024
Inferring firm-level supply chain networks with realistic systemic risk from industry sector-level data
Massimiliano Fessina , Giulio Cimini , Tiziano Squartini , Pablo Astudillo-Estévez , Stefan Thurner , Diego Garlaschelli
Massimiliano Fessina , Giulio Cimini , Tiziano Squartini , Pablo Astudillo-Estévez , Stefan Thurner , Diego Garlaschelli
Jun 2024
Global economic order and global economic governance
in Oxford Review of Economic Policy
Daniel Susskind , David Vines
in Oxford Review of Economic Policy
Daniel Susskind , David Vines
May 2024
Forecasting the UK Top 1% Income Share in a Shifting World
in Economica
Jennifer L. Castle , Jurgen A Doornik , David F. Hendry
in Economica
Jennifer L. Castle , Jurgen A Doornik , David F. Hendry
May 2024
What a Puzzle! Unravelling Why UK Phillips Curves were Unstable
in Oxford Bulletin of Economics and Statistics
Jennifer L. Castle , David F. Hendry
in Oxford Bulletin of Economics and Statistics
Jennifer L. Castle , David F. Hendry
Apr 2024
Apr 2024
Inequality in economic shock exposures across the global firm-level supply network
in Nature Communications
Abhijit Chakraborty , Tobias Reisch , Christian Diem , Pablo Astudillo-Estévez , Stefan Thurner
in Nature Communications
Abhijit Chakraborty , Tobias Reisch , Christian Diem , Pablo Astudillo-Estévez , Stefan Thurner
Apr 2024
Model-based financial regulations impair the transition to net-zero carbon emissions
in Nature Climate Change
Matteo Gasparini , Matthew Ives , Ben Carr , Sophie Fry , Eric Beinhocker
in Nature Climate Change
Matteo Gasparini , Matthew Ives , Ben Carr , Sophie Fry , Eric Beinhocker
Mar 2024
Reconstructing supply networks
in Journal of Physics: Complexity
Luca Mungo , Alexandra Brintrup , Diego Garlaschelli , François Lafond
in Journal of Physics: Complexity
Luca Mungo , Alexandra Brintrup , Diego Garlaschelli , François Lafond
Mar 2024
The impact of prudential regulations on the UK housing market and economy: insights from an agent-based model
Marco Bardoscia , Adrián Carro , Marc Hinterschweiger , Mauro Napoletano , Lilit Popoyan , Andrea Roventini , Arzu Uluc
Marco Bardoscia , Adrián Carro , Marc Hinterschweiger , Mauro Napoletano , Lilit Popoyan , Andrea Roventini , Arzu Uluc
Feb 2024
How agent-based models powered by HPC are enabling large scale economic simulations
Ilan Gleiser , J. Doyne Farmer , Jagoda Kaszowska-Mojsa , Sam Bydlon
Ilan Gleiser , J. Doyne Farmer , Jagoda Kaszowska-Mojsa , Sam Bydlon
Jan 2024
Uncertainty, non-linear contagion and the credit quality channel: An application to the Spanish interbank market
in Journal of Financial Stability
Adrián Carro , Patricia Stupariu
in Journal of Financial Stability
Adrián Carro , Patricia Stupariu
Jan 2024
Jan 2024
Counterparty choice, maturity shifts and market freezes: Lessons from the European interbank market
in Journal of Economic Dynamics and Control
Susanna Saroyan
in Journal of Economic Dynamics and Control
Susanna Saroyan