1. Endogenous cycles in heterogeneous agent models: a state-space approach. (2024). Ricchiuti, Giorgio ; Gusella, Filippo.
   In: Journal of Evolutionary Economics.
   RePEc:spr:joevec:v:34:y:2024:i:4:d:10.1007_s00191-024-00870-w.

   Full description at Econpapers || Download paper

2. A tale of housing cycles and fiscal policy, not competitiveness. Growth drivers in Southern Europe. (2023). Stockhammer, Engelbert ; Otero, Andre Novas.
   In: New Political Economy.
   RePEc:taf:cnpexx:v:28:y:2023:i:3:p:483-505.

   Full description at Econpapers || Download paper

3. Minskyan model with credit rationing in a network economy. (2023). Montes-Rojas, Gabriel ; Noguera, Deborah.
   In: SN Business & Economics.
   RePEc:spr:snbeco:v:3:y:2023:i:3:d:10.1007_s43546-023-00446-z.

   Full description at Econpapers || Download paper

4. House price cycles, housing systems, and growth models. (2022). Stockhammer, Engelbert ; Kohler, Karsten ; Tippet, Ben.
   In: IPE Working Papers.
   RePEc:zbw:ipewps:1942022.

   Full description at Econpapers || Download paper

5. A tale of housing cycles and fiscal policy, not competitiveness. Growth drivers in southern Europe. (2022). Stockhammer, Engelbert ; Otero, Andre Novas.
   In: Working Papers.
   RePEc:pke:wpaper:pkwp2224.

   Full description at Econpapers || Download paper

6. A State-Space Approach for Time-Series Prediction of an Heterogeneous Agent Model. (2022). Ricchiuti, Giorgio ; Gusella, Filippo.
   In: Working Papers - Economics.
   RePEc:frz:wpaper:wp2022_20.rdf.

   Full description at Econpapers || Download paper

7. State Space Model to Detect Cycles in Heterogeneous Agents Models. (2021). Ricchiuti, Giorgio ; Gusella, Filippo.
   In: Working Papers - Economics.
   RePEc:frz:wpaper:wp2021_10.rdf.

   Full description at Econpapers || Download paper

1. Beaudry, P., Galizia, D., & Portier, F. (2017). Is the macroeconomy locally unstable and why should we care? NBER Macroeconomics Annual, 31(1), 479–530. https://doi.org/10.3386/w22275.

2. Beja, A., & Goldman, M. B. (1980). On the dynamic behavior of prices in disequilibrium. The Journal of Finance, 35(2), 235–248.https://doi.org/1540‐6261.1980.tb02151.x.

3. Bofinger, P., Debes, S., Gareis, J., & Mayer, E. (2013). Monetary policy transmission in a model with animal spirits and house price booms and busts. Journal of Economic Dynamics and Control, 37, 2862–2881. https://doi.org/10.1016/j.jedc.2013.08.002.

4. Brock, W. A., & Hommes, C. H. (1998). Heterogeneous beliefs and routes to chaos in a simple asset pricing model. Journal of Economic Dynamics and Control, 22(8–9), 1235–1274. https://doi.org/10.1016/S0165‐1889(98)00011‐6.

5. Bulligan, G., Burlon, L., Delle Monache, D., & Silvestrini, A. (2019). Real and financial cycles: Estimates using unobserved component models for the Italian economy. Statistical Methods & Applications, 28, 541–569. https://doi.org/10.1007/s10260‐019‐00453‐1.

6. Charles, S. (2008). Teaching Minsky’s financial instability hypothesis: A manageable suggestion. Journal of Post Keynesian Economics, 31(1), 125–138. https://doi.org/10.2753/PKE0160‐3477310106.

7. Chiarella, C., & di Guilmi, C. (2011). The financial instability hypothesis: A stochastic microfoundation framework. Journal of Economic Dynamics and Control, 35(8), 1151–1171. https://doi.org/10.1016/j.jedc.2011.02.005.

8. Chiarella, C., He, X.‐Z., & Zwinkels, R. C. (2014). Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500. Journal of Economic Behavior and Organization, 105, 1–16. https://doi.org/10.1016/j.jebo.2014.03.003.

9. Davis, L. E., de Souza, J. P. A., & Hernandez, G. (2019). An empirical analysis of Minsky regimes in the US economy. Cambridge Journal of Economics, 43(3), 541–583. https://doi.org/10.1093/cje/bey061.

10. De Grauwe, P. (2008). Stock prices and monetary policy (CEPS Working Document No. 304, September). https://doi.org/10.2139/ssrn.1337027.
    Paper not yet in RePEc: Add citation now
    

11. De Grauwe, P. (2012). Booms and busts in economic activity: A behavioral explanation. Journal of Economic Behavior and Organization, 83, 484–501. https://doi.org/10.1016/j.jebo.2012.02.013.

12. De Jong, E., Verschoor, W. F. C., & Zwinkels, R. C. J. (2010). Heterogeneity of agents and ex‐change rate dynamics: Evidence from the EMS. Journal of International Money and Finance, 2(8), 1652–1669. https://doi.org/10.1016/j.jimonfin.2010.05.007.

13. De Winter, J., Koopman, S. J., Hindrayanto, I., & Chouhan, A. (2017). Modeling the business and financial cycle in a multivariate structural time series model (DNB Working Papers 573). Netherlands Central Bank, Research Department. https://doi.org/10.2139/ssrn.3057349.

14. Dieci, R., & Westerhoff, F. (2012). A simple model of a speculative housing market. Journal of Evolutionary Economics, 22, 303–329. https://doi.org/10.1007/s00191‐011‐0259‐8.

15. Enders, W. (2016). Applied econometric time series. Supplementary Manual. New York, Wiley.
    Paper not yet in RePEc: Add citation now
    

16. Ferri, P., & Minsky, H. P. (1992). Market processes and thwarting systems. Structural Change and Economic Dynamics, 3(1), 79–91. https://doi.org/10.1016/0954‐349X(92)90027‐4.

17. Franke, R. (2008). Models of asset price dynamics from Beja‐Goldman to Brock‐Hommes: A synopsis of specification details. University of Kiel.
    Paper not yet in RePEc: Add citation now
    
18. Franke, R., & Westerhoff, F. (2011). Estimation of a structural stochastic volatility model of asset pricing. Computational Economics, 38(1), 53–83. https://doi.org/10.1007/s10614‐010‐9238‐7.
    Paper not yet in RePEc: Add citation now
    

19. Franke, R., & Westerhoff, F. (2017). Taking stock: Rigorous modeling of animal spirits in macroeconomics. Journal of Economic Surveys, 31(5), 1152–1182. https://doi.org/10.1111/joes.12219.

20. Frankel, J. A., & Froot, K. A. (1990). Chartists, fundamentalists, and trading in the foreign exchange market. American Economic Review, 80(2), 181–185.

21. Galati, G., Hindrayanto, I., Koopman, S. J., & Vlekke, M. (2016). Measuring financial cycles in a model‐based analysis: Empirical evidence for the United States and the euro area. Economics Letters, 145, 83–87. https://doi.org/10.1016/j.econlet.2016.05.034.

22. Gandolfo, G. (2009). Economic dynamics. Springer.
    Paper not yet in RePEc: Add citation now
    

23. Greenwood‐Nimmo, M., & Tarassow, A. (2016). Monetary shocks, macroprudential shocks and financial stability. Economic Modelling, 56, 11–24. https://doi.org/10.1016/j.econmod.2016.03.003.

24. Hamilton, J. D. (2018). Why you should never use the Hodrick‐Prescott filter. Review of Economics and Statistics, 100(5), 831–843. https://doi.org/10.1162/rest‐a‐00706.

25. Harvey, A. C. (1989). Forecasting, structural time series models and the Kalman filter. Cambridge University Press.
    Paper not yet in RePEc: Add citation now
    

26. Hommes, C. H. (2006). Heterogeneous agent models in economics and finance. Handbook of Computational Economics, 1109–1186. Chapter 23.

27. Hommes, C., & ’t Veld, D. (2017). Booms, busts and behavioural heterogeneity in stock prices. Journal of Economic Dynamics and Control, 80, 101–124.https://doi.org/0.1016/j.jedc.2017.05.006.

28. Jordà, O., Schularick, M., & Taylor, A. M. (2016). The great mortgaging: housing finance, crises and business cycles. Economic Policy, 31, 107–152.https://doi.org/doi.org/10.1093/epolic/eiv017.

29. Kim, Y. K. (2016). Macroeconomic effects of household debt: An empirical analysis. Review of Keynesian Economics, 4(2), 127–150. https://doi.org/10.4337/roke.2016.02.01.

30. Klinger, S., & Weber, E. (2019). GDP‐employment decoupling in Germany. Structural Change and Economic Dynamics, https://doi.org/10.1016/j.strueco.2019.10.003.
    Paper not yet in RePEc: Add citation now
    
31. Knell, M. (2014). Schumpeter, Minsky and the financial instability hypothesis. Journal of Evolutionary Economics, 25(1), 293–310. https://doi.org/10.1007/s00191‐014‐0370‐8.
    Paper not yet in RePEc: Add citation now
    

32. Kohler, K. (2019). Exchange rate dynamics, balance sheet effects, and capital flows. A Minskyan model of emerging market boom‐bust cycles. Structural Change and Economic Dynamics, 51, 250–273. https://doi.org/10.1016/j.strueco.2019.09.006.

33. Kukacka, J., & Barunik, J. (2017). Estimation of financial agent‐based models with simulated maximum likelihood. Journal of Economic Dynamics and Control, 85, 21–45. https://doi.org/10.1016/j.jedc.2017.09.006.

34. Lavoie, M., & Daigle, G. (2010). A behavioural finance model of exchange rate expectations within a stock‐flow consistent framework. Metroeconomica, 62(3), 434–458. https://doi.org/10.1111/j.1467‐999X.2010.04116.x.
    Paper not yet in RePEc: Add citation now
    
35. Levy, M. (2010). Chapter from book: Complex systems in finance and econometrics. Selected entries from the Encyclopedia of Complexity and Systems Science, 1–21.
    Paper not yet in RePEc: Add citation now
    

36. Lines, M., & Westerhoff, F. (2006). Expectations and the multiplier‐accelerator model. In T. Puu & I. Sushko (Eds.), Business cycle dynamics. Springer.

37. Lof, M. (2012). Heterogeneity in stock prices: A STAR model with multivariate transition function. Journal of Economic Dynamics and Control, 36(12), 1845–1854. https://doi.org/10.1016/j.jedc.2012.06.006.

38. Lux, T. (2018). Estimation of agent‐based models using sequential Monte Carlo methods. Journal of Economic Dynamics and Control, 91, 391–408. https://doi.org/10.1016/j.jedc.2018.01.021.

39. Lux, T., & Zwinkels, R. C. J. (2018). Empirical validation of agent‐based models. Handbook of Computational Economics, 4, 437–488. https://doi.org/10.1016/bs.hescom.2018.02.003.
    Paper not yet in RePEc: Add citation now
    

40. Mian, A., Sufi, A., & Verner, E. (2017). Household debt and business cycles worldwide. The Quarterly Journal of Economics, 132(4), 1755–1817. https://doi.org/10.1093/qje/qjx017.

41. Minsky, H. (1975). John Maynard Keynes. Columbia University Press.
    Paper not yet in RePEc: Add citation now
    
42. Minsky, H. (1985). The financial instability hypothesis: A restatement. In P. Arestis, & T. Skouras (Eds.), Post Keynesian economic theory. A challenge to Neo classical economics. Weatsheaf Books.
    Paper not yet in RePEc: Add citation now
    

43. Mulligan, R. (2013). A sectoral analysis of the financial instability hypothesis. The Quarterly Review of Economics and Finance, 53(4), 450–459. https://doi.org/10.1016/j.qref.2013.05.010.

44. Nikolaidi, M. (2014). Margins of safety and instability in a macrodynamic model with Minskyan insights. Structural Change and Economic Dynamics, 31, 1–16. https://doi.org/10.1016/j.strueco.2014.07.001.

45. Nikolaidi, M., & Stockhammer, E. (2017). Minsky models: A structured survey. Journal of Economic Surveys, 31(5), 1304–1331. https://doi.org/10.1111/joes.12222.

46. Nishi, H. (2012). A dynamic analysis of debt‐led and debt‐burdened growth regimes with minskian financial structure. Metroeconomica, 63(4), 634–660. https://doi.org/10.1111/j.1467‐999X.2012.04158.x.

47. Nishi, H. (2016). An empirical contribution to Minsky’s financial fragility: Evidence from non‐financial sectors in Japan. Cambridge Journal of Economics, 43(3), 585–622. https://doi.org/10.1093/cje/bey031.

48. Ryoo, S. (2010). Long waves and short cycles in a model of endogenous financial fragility. Journal of Economic Behavior and Organization, 74(3), 163–186. https://doi.org/10.1016/j.jebo.2010.03.015.

49. Ryoo, S. (2012). The paradox of debt and minsky’s financial instability hypothesis. Metroeconomica, 64(1), 1–24. https://doi.org/10.1111/j.1467‐999X.2012.04163.x.
    Paper not yet in RePEc: Add citation now
    

50. Ryoo, S. (2013). Minsky cycles in Keynesian models of growth and distribution. Review of Keynesian Economics, 1(1), 37–60. https://doi.org/10.4337/roke.2013.01.03.

51. Ryoo, S. (2016). Household debt and housing bubble: A Minskian approach to boom‐bust cycles. Journal of Evolutionary Economics, 26(5), 971–1006. https://doi.org/10.1007/s00191‐016‐0473‐5.

52. Samuelson, P. (1939). Interactions between the multiplier analysis and the principle of acceleration. The Review of Economics and Statistics, 21(2), 75–78.
    Paper not yet in RePEc: Add citation now
    

53. Schleifer, A., & Summers, L. (1990). The noise trader approach to finance. Journal of Economic Perspectives, 4(2), 19–34. https://doi.org/10.1257/jep.4.2.19.

54. Schroeder, S. (2009). Defining and detecting financial fragility: New Zealand’s experience. International Journal of Social Economics, 36(3), 287–307. https://doi.org/10.1108/03068290910932765.

55. Shiller, R. J. (2003). From efficient markets theory to behavioral finance. Journal of Economic Perspectives, 17(1), 83–104. https://doi.org/10.1257/089533003321164967.

56. Shiller, R. J. (2005). Irrational exuberance. 2nd ed. Princeton University Press.
    Paper not yet in RePEc: Add citation now
    

57. Shiller, R. J. (2007). Understanding recent trends in house prices and home ownership (Cowles foundation discussion paper, no. 1630). Yale University, New Haven. https://doi.org/10.3386/w13553.

58. Sordi, S., & Vercelli, A. (2012). Heterogeneous expectations and strong uncertainty in a Minskyian model of financial fluctuations. Journal of Economic Behavior and Organization, 83(3), 544–557. https://doi.org/10.1016/j.jebo.2012.05.012.

59. Stockhammer, E. (2019). An update on Kalecki‐Minsky modelling. European Journal of Economics and Economic Policies: Intervention, 16(2), 179–192. https://doi.org/10.4337/ejeep.2019.02.04.

60. Stockhammer, E., Calvert Jump, R., Kohler, K., & Cavallero, J. (2019). Short and medium‐term financial‐real cycles: An empirical assessment. Journal of International Money and Finance, 94, 81–96. https://doi.org/10.1016/j.jimonfin.2019.02.006.

61. Stoffer, D., & Wall, K. (1991). Bootstrapping state‐space models: Gaussian maximum likelihood estimation and the Kalman filter. Journal of the American Statistical Association, 86, 1024–1033. https://doi.org/10.2307/2290521.
    Paper not yet in RePEc: Add citation now
    

62. Stoffer, D., & Wall, K. (2004). Resampling in state space models. In A. Harvey, S. Koopman, & N. Shephard (Eds.), State Space and Unobserved Component Models: Theory and Applications (pp. 171–202). Cambridge University Press.

63. Taylor, L., & O’Connell, S. A. (1985). A Minsky crisis. Quarterly Journal of Economics, 100(Supplement), 871–885. https://doi.org/10.1093/qje/100.Supplement.871.
    Paper not yet in RePEc: Add citation now
    

64. Vercelli, A. (2000). Structural financial instability and cyclical fluctuations. Structural Change and Economic Dynamics, 11(1–2), 139–156. https://doi.org/10.1016/S0954‐349X(00)00015‐1.

65. Vikash, R., Xiaoming, X., & Imad, A. M. (2015). Neoclassical finance, behavioral finance and noise traders: A review and assessment of the literature. International Review of Financial Analysis, 41, 89–100. https://doi.org/10.1016/j.irfa.2015.05.021.
    Paper not yet in RePEc: Add citation now
    

66. Westerhoff, F. (2006a). Nonlinear expectation formation, endogenous business cycles and stylized facts. Studies in Nonlinear Dynamics and Econometrics, 10(4), https://doi.org/10.2202/1558‐3708.1324.

67. Westerhoff, F. (2006b). Samuelson’s multiplier‐accelerator model revisited. Applied Economics Letters, 13, 89–92. https://doi.org/10.1080/13504850500390663.

68. Westerhoff, F. (2008b). The use of agent‐based financial market models to test the effectiveness of regulatory policies. Journal of Economics and Statistics, 228(2–3), 195–227. https://doi.org/10.1515/jbnst‐2008‐2‐305.

69. Westerhoff, F., & Reitz, S. (2003). Nonlinearities and cyclical behaviour: The role of chartists and fundamentalists. Studies in Nonlinear Dynamics and Econometrics, 7(4), 1–13. https://doi.org/10.2202/1558‐3708.1125.

1. Convergence? Thoughts About the Evolution of Mainstream Macroeconomics over the Last 40 Years. (2025). Blanchard, Olivier.
   In: NBER Chapters.
   RePEc:nbr:nberch:15152.

   Full description at Econpapers || Download paper

2. Endogenous cycles in heterogeneous agent models: a state-space approach. (2024). Ricchiuti, Giorgio ; Gusella, Filippo.
   In: Journal of Evolutionary Economics.
   RePEc:spr:joevec:v:34:y:2024:i:4:d:10.1007_s00191-024-00870-w.

   Full description at Econpapers || Download paper

3. Technology Shocks and Predictable Minsky Cycles. (2023). Phelan, Gregory ; Wieman, Hunter ; Lhuillier, Jean-Paul.
   In: Working Papers.
   RePEc:ofr:wpaper:23-06.

   Full description at Econpapers || Download paper

4. Endogenous business cycles and economic policy. (2023). Skott, Peter.
   In: Journal of Economic Behavior & Organization.
   RePEc:eee:jeborg:v:210:y:2023:i:c:p:61-82.

   Full description at Econpapers || Download paper

5. Medium term endogenous fluctuations in three-sector optimal growth models. (2023). Venditti, Alain ; Nishimura, Kazuo ; Pelgrin, Florian.
   In: AMSE Working Papers.
   RePEc:aim:wpaimx:2235.

   Full description at Econpapers || Download paper

6. Expectations, self-fulfilling prophecies and the business cycle. (2023). Venditti, Alain ; Nishimura, Kazuo ; Dufourt, Frédéric.
   In: AMSE Working Papers.
   RePEc:aim:wpaimx:2234.

   Full description at Econpapers || Download paper

7. Medium term endogenous fluctuations in three-sector optimal growth models. (2022). Venditti, Alain ; Nishimura, Kazuo ; Pelgrin, Florian.
   In: Working Papers.
   RePEc:hal:wpaper:hal-03923999.

   Full description at Econpapers || Download paper

8. Expectations, self-fulfilling prophecies and the business cycle. (2022). Venditti, Alain ; Nishimura, Kazuo ; Dufourt, Frédéric.
   In: Working Papers.
   RePEc:hal:wpaper:hal-03923946.

   Full description at Econpapers || Download paper

9. Financial destabilization. (2022). Shibata, Akihisa ; Kunieda, Takuma ; Hashimoto, Ken-ichi.
   In: Journal of Mathematical Economics.
   RePEc:eee:mateco:v:103:y:2022:i:c:s0304406822000982.

   Full description at Econpapers || Download paper

10. On the long-run fluctuations of inheritance in two-sector OLG models. (2022). Venditti, Alain ; Pelgrin, Florian.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:101:y:2022:i:c:s030440682200026x.

    Full description at Econpapers || Download paper

11. Estimating Nonlinear Business Cycle Mechanisms with Linear Vector Autoregressions: A Monte Carlo Study. (2022). Kohler, Karsten ; Jump, Robert Calvert.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:84:y:2022:i:5:p:1077-1100.

    Full description at Econpapers || Download paper

12. Financial Destabilization. (2021). Shibata, Akihisa ; Kunieda, Takuma ; Hashimoto, Ken-ichi.
    In: KIER Working Papers.
    RePEc:kyo:wpaper:1054.

    Full description at Econpapers || Download paper

13. Financial Destabilization. (2021). Shibata, Akihisa ; Kunieda, Takuma ; Hashimoto, Ken-ichi.
    In: Discussion Papers.
    RePEc:koe:wpaper:2103.

    Full description at Econpapers || Download paper

14. Financial Destabilization. (2021). Shibata, Akihisa ; Kunieda, Takuma ; Hashimoto, Ken-ichi.
    In: Discussion Paper Series.
    RePEc:kgu:wpaper:225.

    Full description at Econpapers || Download paper

15. Endogenous fluctuations in demand and distribution: An empirical investigation. (2021). von Arnim, Rudiger ; Barrales-Ruiz, Jose.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:58:y:2021:i:c:p:204-220.

    Full description at Econpapers || Download paper

16. Financial Destabilization. (2021). Hashimoto, Ken-ichi ; Kunieda, Takuma ; Shibata, Akihisa.
    In: ISER Discussion Paper.
    RePEc:dpr:wpaper:1118.

    Full description at Econpapers || Download paper

17. Testing fundamentalist–momentum trader financial cycles: An empirical analysis via the Kalman filter. (2021). Stockhammer, Engelbert ; Gusella, Filippo.
    In: Metroeconomica.
    RePEc:bla:metroe:v:72:y:2021:i:4:p:758-797.

    Full description at Econpapers || Download paper

18. On the long-run fluctuations of inheritance in two-sector OLG models. (2020). Venditti, Alain ; Pelgrin, Florian.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-03080407.

    Full description at Econpapers || Download paper

19. On the long-run fluctuations of inheritance in two-sector OLG models. (2020). Venditti, Alain ; Pelgrin, Florian.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:2048.

    Full description at Econpapers || Download paper

20. On Processing Central Bank Communications: Can We Account for Fed Watching?. (2019). Haslag, Joseph.
    In: 2019 Meeting Papers.
    RePEc:red:sed019:415.

    Full description at Econpapers || Download paper

21. Causes et consequences of hysteresis : aggregate demand, productivity and employment. (2018). Pereira, Marcelo C ; Roventini, Andrea.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/hiaqa97n684boj041a440irqd.

    Full description at Econpapers || Download paper

22. Causes et consequences of hysteresis : aggregate demand, productivity and employment. (2018). Pereira, Marcelo C ; Dosi, Giovanni.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/4h9cnu4n2k8tfri093jil1d739.

    Full description at Econpapers || Download paper

23. Causes and consequences of hysteresis: aggregate demand, productivity, and employment. (2018). Virgillito, Maria Enrica ; Roventini, Andrea ; Pereira, Marcelo ; Dosi, Giovanni.
    In: Industrial and Corporate Change.
    RePEc:oup:indcch:v:27:y:2018:i:6:p:1015-1044..

    Full description at Econpapers || Download paper

24. Saddle Cycles: Solving Rational Expectations Models Featuring Limit Cycles (or Chaos) Using Perturbation Methods. (2018). Galizia, Dana.
    In: Carleton Economic Papers.
    RePEc:car:carecp:18-11.

    Full description at Econpapers || Download paper

Report date: 2025-09-21 19:57:42 || Missing content? Let us know