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

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
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
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

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

Nov 2022
Journal

What are the events that shake our world? Measuring and hedging global COVOL
in Journal of Financial Economics
Rob F. Engle , Susana Campos-Martins

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

Sept 2022
Journal

Scenario-free analysis of financial stability with interacting contagion channels
in Journal of Banking & Finance
Garbrand Wiersema , Alissa M. Kleinnijenhuis , Thom Wetzer , 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

Aug 2022
INET Working Paper

No. 2022-23 - Quantifying the structure of controversial discussions with unsupervised methods: a look into the Twitter climate change conversation
Blas Kolic , Fabián Aguirre-López , Sergio Hernández-Williams , Guillermo Garduño-Hernández

Jul 2022
Paper

New Econometric Models for South African House Prices, Mortgage Debt and Residential Investment
Janine Aron , John Muellbauer

Jul 2022
Paper

Enhancing Financial Stability and Monetary Analysis in the Core Model of the SARB
Janine Aron , John Muellbauer

Jul 2022
Paper

Non-Performing Loans in South Africa: a Scoping paper for Future Model Development
John Muellbauer , Janine Aron

Jul 2022
Journal

Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market
in Industrial and Corporate Change
Adrián Carro , Marc Hinterschweiger , Arzu Uluc , J. Doyne Farmer

Jul 2022
Paper

Real Estate Booms and Busts: Implications for Monetary and Macroprudential Policy in Europe
John Muellbauer

Jul 2022
Paper

Evology: an Empirically-Calibrated Market Ecology Agent-Based Model for Trading Strategy Search
Aymeric Vié , Maarten Scholl , J. Doyne Farmer

Jun 2022
INET Working Paper

No. 2022-10 - Agent-Based Modeling in Economics and Finance: Past, Present, and Future
Robert Axtell , J. Doyne Farmer

May 2022
Video

'From swimming in data to drowning' with Prof Robert Axtell
Robert Axtell

Mar 2022
Journal

Modelling COVID-19 contagion: risk assessment and targeted mitigation policies
in Royal Society Open Science
Rama Cont , Artur Kotlicki , Renyuan Xu

Mar 2022
Blog

The global climate accelerator and the financial accelerator: Clarifying the commonalities, and implications from Putin’s war
John Muellbauer , Janine Aron

Dec 2021
INET Working Paper

No. 2021-24 - Excess mortality versus COVID-19 death rates: a spatial analysis of socioeconomic disparities and political allegiance across US states
Janine Aron , John Muellbauer

Oct 2021
Journal

The Frequency of Convergent Games under Best-Response Dynamics
in Dynamic Games and Applications
Samuel C. Wiese , Torsten Heinrich

Oct 2021
Journal

Macroprudential Policy in a Heterogeneous Environment—An Application of Agent-Based Approach in Systemic Risk Modelling
in Entropy
Jagoda Kaszowska-Mojsa

Sept 2021
Blog

Blog: Is the Too-Big-To-Fail Problem Resolved?
J. Doyne Farmer , Charles Goodhart , Alissa M. Kleinnijenhuis

Sept 2021
Journal

Levels of structural change: An analysis of China’s development push 1998-2014
in Journal of Evolutionary Economics
Shuanping Dai , Jangho Yang , Torsten Heinrich

Publications