Pages that link to "Item:Q602859"
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The following pages link to The financial accelerator in an evolving credit network (Q602859):
Displaying 34 items.
- Guarantee network model and risk contagion (Q722993) (← links)
- Systemic credit freezes in financial lending networks (Q829216) (← links)
- Income distribution, credit and fiscal policies in an agent-based Keynesian model (Q900390) (← links)
- Leveraged network-based financial accelerator (Q900392) (← links)
- Credit chains and bankruptcy propagation in production networks (Q1017081) (← links)
- An endogenous model of the credit network (Q1618857) (← links)
- Towards a credit network based early warning indicator for crises (Q1623965) (← links)
- Price dynamics, financial fragility and aggregate volatility (Q1624000) (← links)
- Fiscal and monetary policies in complex evolving economies (Q1624043) (← links)
- Introduction to the special issue on large economic crises (Q1655594) (← links)
- Agent based-stock flow consistent macroeconomics: towards a benchmark model (Q1655744) (← links)
- Modeling loss-propagation in the global supply network: the dynamic agent-based model acclimate (Q1655768) (← links)
- Financial fragility and distress propagation in a network of regions (Q1656507) (← links)
- The effects of interbank networks on efficiency and stability in a macroeconomic agent-based model (Q1657375) (← links)
- Transient fluctuation of the prosperity of firms in a network economy (Q1673057) (← links)
- Network entropy and systemic risk in dynamic banking systems (Q1687399) (← links)
- Economic convergence: policy implications from a heterogeneous agent model (Q1994573) (← links)
- Measuring the covariance risk of consumer debt portfolios (Q2002659) (← links)
- Search for profits and business fluctuations: how does banks' behaviour explain cycles? (Q2115960) (← links)
- Forecasting in a complex environment: machine learning sales expectations in a stock flow consistent agent-based simulation model (Q2152314) (← links)
- Risk contagion caused by interactions between credit and guarantee networks (Q2164801) (← links)
- Business fluctuations in a behavioral switching model: gridlock effects and credit crunch phenomena in financial networks (Q2191454) (← links)
- Corruption and economic growth with non constant labor force growth (Q2205809) (← links)
- Double-layer network model of bank-enterprise counterparty credit risk contagion (Q2221641) (← links)
- Contagion risk in endogenous financial networks (Q2410452) (← links)
- Winter is possibly not coming: mitigating financial instability in an agent-based model with interbank market (Q2661645) (← links)
- Managerial overconfidence in initial public offering decisions and its impact on macrodynamics and financial stability: analysis using an agent-based model (Q2661666) (← links)
- The impact of Basel III on financial (in)stability: an agent-based credit network approach (Q4683107) (← links)
- Enter the MATRIX model:a multi-agent model for transition risks with application to energy shocks (Q6106655) (← links)
- Resilience of international trade to typhoon-related supply disruptions (Q6111425) (← links)
- TRADE CREDIT NETWORK WITH A GUARANTEE MECHANISM AND RISK CONTAGION (Q6203297) (← links)
- Editorial: Networks, heterogeneity and evolution in economics: a short review (Q6497618) (← links)
- Countercyclical capital buffers, bank concentration and macrofinancial stability in an agent-based macro-financial framework (Q6497620) (← links)
- Interbank decisions and margins of stability: an agent-based stock-flow consistent approach (Q6558582) (← links)
