Publications

Filtered Results: 86 found

Jan 2024
Journal
Counterparty choice, maturity shifts and market freezes: Lessons from the European interbank market
in Journal of Economic Dynamics and Control
Susanna Saroyan
Dec 2023
Working Paper
Discounting the distant future: What do historical bond prices imply about the long term discount rate?
J. Doyne Farmer, John Geanakoplos, Matteo Richiardi, Miquel Montero, Josep Perelló, Jaume Masoliver
Nov 2023
Journal
Gradient-assisted calibration for financial agent-based models
in Proceedings of the Fourth ACM International Conference on AI in Finance (ICAIF '23)
Joel Dyer, Arnau Quera-Bofarull, Ayush Chopra, J. Doyne Farmer, Anisoara Calinescu, Michael Wooldridge
Sept 2023
INET Working Paper
No. 2023-16 - Liquidity Spirals
Garbrand Wiersema, Esti Kemp, J. Doyne Farmer
Jul 2023
INET Working Paper
No. 2023-12 - Why we need a green land value tax and how to design it
John Muellbauer
Jul 2023
Working Paper
EURAXI: A Benchmark for Euro Credit Spreads
Susanna Saroyan, Rama Cont
Jul 2023
INET Working Paper
No. 2023-02 - Revealing production networks from firm growth dynamics
Jose Moran, Luca Mungo
May 2023
INET Working Paper
No. 2023-10 - Automation and Taxation
Kerstin Hötte, Pantelis Koutroumpis, Angelos Theodorakopoulos
Apr 2023
Paper
Toward a framework for assessing and using current climate risk scenarios within financial decisions
Matteo Gasparini, Moritz Baer, Ryan Lancaster, Nicola Ranger
Mar 2023
Journal
Biophilic Markets
in Dædalus
Eric Beinhocker
Jan 2023
INET Working Paper
No. 2022-02 - Reconstructing production networks using machine learning
Luca Mungo, François Lafond, Pablo Astudillo-Estévez, J. Doyne Farmer
Dec 2022
INET Working Paper
No.2022-28 - Counterparty choice, maturity shifts and market freezes: lessons from the e-MID interbank market
Susanna Saroyan
Nov 2022
Article
Three growth-friendly reforms for the UK’s broken planning system
John Muellbauer
Nov 2022
Paper
The Thatcher Legacy: Lessons for the future of the UK economy
John Muellbauer, David Soskice
Sept 2022
Journal
Forecasting the propagation of pandemic shocks with a dynamic input-output model
in Journal of Economic Dynamics and Control
Anton Pichler, Marco Pangallo, R. Maria del Rio-Chanona, François Lafond, J. Doyne Farmer
Aug 2022
INET Working Paper
No. 2022-25 - Could Spain be less different? Exploring the effects of macroprudential policy on the house price cycle
Adrián Carro