Mar 2025
Journal

Agent-Based Modeling in Economics and Finance: Past, Present, and Future
in Journal of Economic Literature
Robert Axtell , J. Doyne Farmer

Mar 2025
Podcast

The Life Scientific: Doyne Farmer on making sense of chaos for a better world
J. Doyne Farmer

Feb 2025
Working Paper

New models for South African consumption, house prices, and mortgage and non-mortgage debt: Insights for financial stability and monetary transmission
Janine Aron , John Muellbauer

Feb 2025
INET Working Paper

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

Jan 2025
INET Working Paper

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

Jan 2025
Report

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

Dec 2024
Journal

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

Nov 2024
Journal

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

Nov 2024
Paper

Housing and Macroprudential Policy
John Muellbauer

Nov 2024
Report

External Monetary Policy Review of the Czech National Bank: A Review of the Analytical Framework used for Policy Analysis and Forecasting for Monetary Policy Making
John Muellbauer , Janine Aron

Oct 2024
Paper

A Climate Scenario Taxonomy for the Financial Sector
David Wilkinson , Moritz Baer , Chris Cormack , Alexandre C. Köberle , Jason Lowe , Erica Thompson

Sept 2024
INET Working Paper

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

Sept 2024
Journal

Approximate Bayesian Computation with Path Signatures
in Proceedings of the Fortieth Conference on Uncertainty in Artificial Intelligence
Joel Dyer , Patrick Cannon , Sebastian M Schmon

Sept 2024
Chapter

A Review of the Bernanke Report on Economic Forecasting at the Bank of England
David F. Hendry , John Muellbauer

Aug 2024
Paper

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

Jun 2024
Journal

Global economic order and global economic governance
in Oxford Review of Economic Policy
Daniel Susskind , David Vines

May 2024
Journal

Forecasting the UK Top 1% Income Share in a Shifting World
in Economica
Jennifer L. Castle , Jurgen A Doornik , David F. Hendry

May 2024
Journal

What a Puzzle! Unravelling Why UK Phillips Curves were Unstable
in Oxford Bulletin of Economics and Statistics
Jennifer L. Castle , David F. Hendry

Apr 2024
Book

Making Sense of Chaos: A Better Economics for a Better World
J. Doyne Farmer

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

Publications