Search Results - "Gaffeo, Edoardo"

Journal Article

“The price is right”: using auction theory to enhance competition in the NPL market

by Gaffeo, Edoardo Mazzocchi, Ronny Published in Journal of banking regulation (01.03.2019)

“...Almost a decade after the onset of the global financial crisis, the stock of non-performing loans (NPLs) still represents a major burden for European banks’...”

Journal Article

How diverse are national banking systems? An analysis on banking business models, profitability, and riskiness

by Caterini, Giacomo Gaffeo, Edoardo Gobbi, Lucio Published in Economic notes - Monte Paschi Siena (01.07.2020)

“...In this paper, we apply an algorithm developed by Martin Weitzman to quantify the extent of diversity among the business models of financial intermediaries at...”

Journal Article

The distribution of sectoral TFP growth rates: International evidence

by Gaffeo, Edoardo Published in Economics letters (2011)

“...This paper investigates the distributional properties of TFP growth rates for countries in the G7 group. Our findings lend support to the hypothesis that...”

Journal Article

Loss aversion and the asymmetric transmission of monetary policy

by Santoro, Emiliano Petrella, Ivan Pfajfar, Damjan Gaffeo, Edoardo Published in Journal of monetary economics (01.11.2014)

“...There is widespread evidence that monetary policy exerts asymmetric effects on output over contractions and expansions in economic activity, while price...”

Journal Article

On the finance-growth nexus: additional evidence from Central and Eastern Europe countries

by Gaffeo, Edoardo Gaffeo, Edoardo Garalova, Petya Garalova, Petya Published in Economic change and restructuring (01.05.2014)

“...We investigate the finance-growth nexus for a sample of thirteen transition economies over the period 1995–2007 using panel cointegration tests and a panel...”

Journal Article

LÉVY-STABLE PRODUCTIVITY SHOCKS

by GAFFEO, EDOARDO Published in Macroeconomic dynamics (01.06.2008)

“...In this paper, we analyze the distribution of TFP growth rates at the four-digit sectoral level for the United States. We find that, contrary to the usual...”

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Journal Article

Business failures, macroeconomic risk and the effect of recessions on long-run growth: A panel cointegration approach

by Santoro, Emiliano Gaffeo, Edoardo Published in Journal of economics and business (2009)

“...This paper uses panel data on Italian regions to test two competing theories of long-run productivity dynamics: the opportunity-cost model, according to which...”

Journal Article

Adaptive Microfoundations for Emergent Macroeconomics

by Edoardo Gaffeo Domenico Delli Gatti Saul Desiderio Mauro Gallegati Published in Eastern economic journal (01.10.2008)

“...In this paper we present the basics of a research program aimed at providing microfoundations to macroeconomic theory on the basis of computational agent-based...”

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Journal Article

If the Financial System Is Complex, How Can We Regulate It?

by Gaffeo, Edoardo Tamborini, Roberto Published in International journal of political economy (01.07.2011)

“...The great financial crisis that erupted in 2007 has shaken not only the world economy but also the so-called mainstream of economics. As a major corollary, the...”

Journal Article

Demand distribution dynamics in creative industries: The market for books in Italy

by Gaffeo, Edoardo Scorcu, Antonello E Vici, Laura Published in Information economics and policy (2008)

“...We studied the distribution dynamics of the demand for books in Italy. We found that for each of the three broad sub-markets into which the book publishing...”

Journal Article

Leverage and evolving heterogeneous beliefs in a simple agent-based financial market

by Gaffeo, Edoardo Published in Finance research letters (01.06.2019)

“...•A “2-type” agent-based financial market model is offered where leverage constraints and evolving beliefs interact.•Leverage is a double-edged sword: it...”

Journal Article

A functional perspective on financial networks

by Gaffeo, Edoardo Molinari, Massimo Published in Journal of economic interaction and coordination (01.04.2018)

“...To access, purchase, authenticate, or subscribe to the full-text of this article, please visit this link: http://dx.doi.org/10.1007/s11403-017-0210-7 The...”

Journal Article

Requiem for the unit root in per capita real GDP? Additional evidence from historical data

by Gaffeo, Edoardo Gallegati, Marco Gallegati, Mauro Published in Empirical economics (01.05.2005)

“...We present new evidence on the uncertain nature of nonstationarity – that is, trend stationarity vs. difference stationarity – of aggregate per capita real...”

Journal Article

INFLATION REGIMES AND PRICE-SETTING INTERACTIONS

by GAFFEO, EDOARDO Published in International journal of theoretical and applied finance (01.05.2005)

“...A large body of empirical work is clear-cut in suggesting that the international post-war inflation experience may be described in terms of switches among...”

Journal Article

Taxing financial transactions in fundamentally heterogeneous markets

by Gaffeo, Edoardo Molinari, Massimo Published in Economic modelling (01.08.2017)

“...The recent global financial crisis has revived a long-standing debate on the desirability and feasibility of taxing financial activities to curb speculation...”

Journal Article

Complex agent-based macroeconomics: a manifesto for a new paradigm

by Gatti, Domenico Delli Gaffeo, Edoardo Gallegati, Mauro Published in Journal of economic interaction and coordination (01.12.2010)

“...This article discusses some issues and challenges facing modern macroeconomics. We argue for the necessity to replace the reductionist approach at the heart of...”

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