Vidal Tomás, David (Date of defense: 2020-09-03)
With this doctoral dissertation, we aim to contribute to the literature in two different ways. On the one hand, using an agent based model, we provide policymakers and investors with new methods that ...
Petrovic, Marko (Date of defense: 2017-11-03)
In this thesis we use methodologies that are grounded on a ``bottom-up'' approach, denoting the importance of considering the emergence of the aggregate economic behavior from the interaction of ...
Toto, Andrea (Date of defense: 2016-04-16)
The present PhD thesis consists of three papers. In the 1st paper we review credit risk models and models of counterparty risk and contagion and their application in credit risk management, and compare ...
Mundt, Philipp (Date of defense: 2017-04-24)
The thesis shows how the dynamics a large pool of publicly traded firms can be meaningful described by a single stochastic equation under statistical equilibrium approximation. The whole dynamics of ...
Ruiz Buforn, Alba (Date of defense: 2019-05-29)
The debate on the “limits of transparency” of the central banks’ communication policy is the inspiration of the present thesis. Specifically, this thesis investigates whether it exists an optimal level ...
Teglio, Andrea (Date of defense: 2011-10-03)
The aim of this thesis is to propose and illustrate an alternative approach to economic modeling and policy design that is grounded in the innovative field of agent-based computational economics (ACE). ...
Blanco Arroyo, Omar (Date of defense: 2022-04-08)
This thesis aims to quantify the granular size of an economy, i.e., the number of granular firms. Empirically, we find that the contribution of idiosyncratic shocks to gross domestic product (GDP) ...
Pulcini, Cinzia (Date of defense: 2017-07-20)
In this Doctoral thesis we use an Agent- Based Model (ABM) to analyze variables and dynamics of the economy, building a complex system that is very close to the real world behavior. The main aims of ...
Provenzano, Giulia (Date of defense: 2017-09-11)
The global financial crisis of 2007-2009 has demonstrated that the financial system should be regarded as a complex network whose nodes are financial institutions and links are financial dependencies. ...
Babirat, Christian (Date of defense: 2024-02-20)
Three research projects are at the core of this thesis. Their common point of departure is the seminalpaper by Alfarano et al. (2012), in which the authors analyze the statistical and distributional ...