Apr 2024
Journal

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

Apr 2024
Journal

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

Mar 2024
Journal

Reconstructing supply networks
in Journal of Physics: Complexity
Luca Mungo , Alexandra Brintrup , Diego Garlaschelli , François Lafond

Mar 2024
Working Paper

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

Feb 2024
Blog

How agent-based models powered by HPC are enabling large scale economic simulations
Ilan Gleiser , J. Doyne Farmer , Jagoda Kaszowska-Mojsa , Sam Bydlon

Jan 2024
Journal

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

Jan 2024
Chapter

Keynes's Arc of Discovery: From The Economic Consequences to Bretton Woods
David Vines

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

Jan 2024
Journal

Financial market linkages and the sovereign debt crisis
in Journal of International Money and Finance
Susana Campos-Martins , Cristina Amado

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

Nov 2023
Journal

A Brief History of General-to-specific Modelling
in Oxford Bulletin of Economics and Statistics
David F. Hendry

Oct 2023
Journal

Improving models and forecasts after equilibrium-mean shifts
in International Journal of Forecasting
Jennifer L. Castle , Jurgen A Doornik , David F. Hendry

Oct 2023
Journal

Taming the housing roller coaster: The impact of macroprudential policy on the house price cycle
in Journal of Economic Dynamics and Control
Adrián Carro

Oct 2023
INET Working Paper

No. 2023-19 - Reconstructing supply networks
Luca Mungo , Alexandra Brintrup , Diego Garlaschelli , François Lafond

Sept 2023
INET Working Paper

No. 2023-18 - Temporal criticality
Jose Moran , Matthijs Romeijnders , Pierre Le Doussal , Frank P. Pijpers , Utz Weitzel , Debabrata Panja , Jean-Philippe Bouchaud

Sept 2023
INET Working Paper

No. 2023-16 - Liquidity Spirals
Garbrand Wiersema , Esti Kemp , J. Doyne Farmer

Aug 2023
Journal

The historical role of energy in UK inflation and productivity with implications for price inflation
in Energy Economics
Jennifer L. Castle , David F. Hendry , Andrew B. Martinez

Aug 2023
INET Working Paper

No. 2023-13 - Temporal criticality in socio-technical systems
Jose Moran , Frank P Pijpers , Utz Weitzel , Jean-Philippe Bouchaud , Debabrata Panja

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
Journal

“All scenarios are wrong, but some are useful”—Toward a framework for assessing and using current climate risk scenarios within financial decisions
in Frontiers in Climate
Moritz Baer , Matteo Gasparini , Ryan Lancaster , Nicola Ranger

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

Jun 2023
Article

Why can economic forecasts go wrong?
Jennifer L. Castle , David F. Hendry

May 2023
INET Working Paper

No. 2023-10 - Automation and Taxation
Kerstin Hötte , Pantelis Koutroumpis , Angelos Theodorakopoulos

Apr 2023
Journal

From the Bretton Woods system to the global nonsystem: the trials and tribulations of slow learning
in Oxford Review of Economic Policy
David Vines , Paola Subacchi

Apr 2023
Journal

Fifty years on: what the Bretton Woods System can teach us about global macroeconomic policy-making
in Oxford Review of Economic Policy
Paola Subacchi , David Vines

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

Feb 2023
Working Paper

Approximate Bayesian Computation with Path Signatures
Joel Dyer , Patrick Cannon , Sebastian M Schmon

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
Journal

TRISK - A Climate Stress Test for Transition Risk
in SSRN Electronic Journal
Moritz Baer , Ben Caldecott , Jacob Kastl , Alissa M. Kleinnijenhuis , Nicola Ranger

Publications