1. Studying economic complexity with agent-based models: advances, challenges and future perspectives. (2025). Chudziak, Szymon.
   In: Journal of Economic Interaction and Coordination.
   RePEc:spr:jeicoo:v:20:y:2025:i:2:d:10.1007_s11403-024-00428-w.

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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.

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3. Endogenous vs Exogenous Instability: An Out-of-Sample Comparison. (2024). Ricchiuti, Giorgio ; Delli Gatti, Domenico ; Gusella, Filippo.
   In: Working Papers - Economics.
   RePEc:frz:wpaper:wp2024_05.rdf.

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4. Endogenous vs Exogenous Instability: An Out-of-Sample Comparison. (2024). Ricchiuti, Giorgio ; Delli Gatti, Domenico ; Gusella, Filippo.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_11082.

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5. When Elon Musk Changes his Tone, Does Bitcoin Adjust Its Tune?. (2023). Duc, Toan Luu.
   In: Computational Economics.
   RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-021-10230-6.

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6. Moment set selection for the SMM using simple machine learning. (2023). Kukacka, Jiri ; Zila, Eric.
   In: Journal of Economic Behavior & Organization.
   RePEc:eee:jeborg:v:212:y:2023:i:c:p:366-391.

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7. Taming the housing roller coaster: The impact of macroprudential policy on the house price cycle. (2023). Carro, Adrian.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:156:y:2023:i:c:s0165188923001598.

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8. Reinforcement Learning for Combining Search Methods in the Calibration of Economic ABMs. (2023). Glielmo, Aldo ; Delli Gatti, Domenico ; Favorito, Marco ; Chanda, Debmallya.
   In: Papers.
   RePEc:arx:papers:2302.11835.

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9. Calibration and Validation of Macroeconomic Simulation Models by Statistical Causal Search. (2022). Pallante, Gianluca ; Moneta, Alessio ; Martinoli, Mario.
   In: LEM Papers Series.
   RePEc:ssa:lemwps:2022/33.

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10. Bayesian Estimation of Economic Simulation Models Using Neural Networks. (2022). Platt, Donovan.
    In: Computational Economics.
    RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10095-9.

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11. 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.

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12. Herding in the Chinese and US stock markets: Evidence from a micro-founded approach. (2022). Zheng, Huanhuan ; Chen, Zhenxi.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:78:y:2022:i:c:p:597-604.

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13. Inference for Nonlinear State Space Models: A Comparison of Different Methods applied to Markov-Switching Multifractal Models. (2022). Lux, Thomas.
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:21:y:2022:i:c:p:69-95.

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14. Search for profits and business fluctuations: How does banks’ behaviour explain cycles?. (2022). Gaffeo, Edoardo ; Gallegati, Mauro ; Ciola, Emanuele.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:135:y:2022:i:c:s016518892100227x.

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15. Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market. (2022). Uluc, Arzu ; Hinterschweiger, Marc ; Farmer, J. ; Carro, Adrian.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0976.

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16. Heterogeneous Effects and Spillovers of Macroprudential Policy in an Agent-Based Model of the UK Housing Market. (2022). Uluc, Arzu ; Hinterschweiger, Marc ; Farmer, J. ; Carro, Adrian.
    In: INET Oxford Working Papers.
    RePEc:amz:wpaper:2022-06.

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17. Advances in the agent-based modeling of economic and social behavior. (2021). Steinbacher, Mitja ; Raddant, Matthias ; Iori, Giulia ; Alfarano, Simone ; Karimi, Fariba ; Cuena, Eva Camacho ; Lux, Thomas.
    In: SN Business & Economics.
    RePEc:spr:snbeco:v:1:y:2021:i:7:d:10.1007_s43546-021-00103-3.

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18. Herding and capitalization size in the Chinese stock market: a micro-foundation evidence. (2021). Chen, Zhenxi ; Ru, Jing.
    In: Empirical Economics.
    RePEc:spr:empeco:v:60:y:2021:i:4:d:10.1007_s00181-019-01816-z.

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19. Advances in the Agent-Based Modeling of Economic and Social Behavior. (2021). Steinbacher, Mitja ; Raddant, Matthias ; Iori, Giulia ; Alfarano, Simone ; Karimi, Fariba ; Camacho-Cuena, Eva ; Lux, Thomas.
    In: MPRA Paper.
    RePEc:pra:mprapa:107317.

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20. Does parameterization affect the complexity of agent-based models?. (2021). Kukacka, Jiri ; Krištoufek, Ladislav ; Kristoufek, Ladislav.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:192:y:2021:i:c:p:324-356.

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21. Multi-agent-based VaR forecasting. (2021). Tubbenhauer, Tobias ; Poddig, Thorsten ; Fieberg, Christian.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:131:y:2021:i:c:s0165188921001664.

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22. Macroprudential Policy Analysis via an Agent Based Model of the Real Estate Sector. (2021). Michelangeli, Valentina ; Loberto, Michele ; Catapano, Gennaro ; Franceschi, Francesco.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1338_21.

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23. Search for Profits and Business Fluctuations: How Banks Behaviour Explain Cycles?. (2021). Gaffeo, Edoardo ; Gallegati, Mauro ; Ciola, Emanuele.
    In: Working Papers.
    RePEc:anc:wpaper:450.

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24. MIGRATION AND THE STRUCTURE OF MANUFACTURING PRODUCTION. A VIEW FROM ITALIAN PROVINCES. (2021). Maggioni, Daniela ; Lo Turco, Alessia ; Gaffeo, Edoardo ; Gallegati, Mauro ; Casabianca, Elizabeth ; Ciola, Emanuele.
    In: Working Papers.
    RePEc:anc:wpaper:448.

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25. Big data tools for Islamic financial analysis. (2020). Hassan, M. Kabir ; Mouakhar, Khaireddine ; Mnif, Emna ; Jarboui, Anis.
    In: Intelligent Systems in Accounting, Finance and Management.
    RePEc:wly:isacfm:v:27:y:2020:i:1:p:10-21.

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26. Loss aversion in an agent-based asset pricing model. (2020). Pruna, Radu T ; Jennings, Nicholas R ; Polukarov, Maria.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:20:y:2020:i:2:p:275-290.

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27. Tradability, closeness to market prices, and expected profit: their measurement for a binomial model of options pricing in a heterogeneous market. (2020). Shvimer, Yossi ; Herbon, Avi.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:15:y:2020:i:3:d:10.1007_s11403-019-00259-0.

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28. An agent-based early warning indicator for financial market instability. (2020). Vidal-Tomás, David ; Alfarano, Simone ; Vidal-Tomas, David.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00272-3.

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29. Rising to the challenge: Bayesian estimation and forecasting techniques for macroeconomic Agent Based Models. (2020). Grazzini, Jakob ; Delli Gatti, Domenico.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:178:y:2020:i:c:p:875-902.

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30. Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality. (2020). Kukacka, Jiri ; Krištoufek, Ladislav.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300257.

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31. Regional financial market bloc and spillover of the financial crisis: A heterogeneous agents approach. (2020). Chen, Zhenxi.
    In: Manchester School.
    RePEc:bla:manchs:v:88:y:2020:i:2:p:262-281.

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32. A Comparison of Economic Agent-Based Model Calibration Methods. (2019). Platt, Donovan.
    In: Papers.
    RePEc:arx:papers:1902.05938.

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33. Order book model with herd behavior exhibiting long-range memory. (2019). Ruseckas, Julius ; Kononovicius, Aleksejus.
    In: Papers.
    RePEc:arx:papers:1809.02772.

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34. Inference for nonlinear state space models: A comparison of different methods applied to Markov-switching multifractal models. (2018). Lux, Thomas.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:201807.

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35. Estimating heterogeneous agents behavior in a two-market financial system. (2018). Zheng, Huanhuan ; Chen, Zhenxi ; Huang, Weihong.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:13:y:2018:i:3:d:10.1007_s11403-017-0190-7.

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36. An agent based early warning indicator for financial market instability. (2018). Vidal-Tomás, David ; Alfarano, Simone ; Vidal-Tomas, David.
    In: Working Papers.
    RePEc:jau:wpaper:2018/12.

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37. Estimation of agent-based models using sequential Monte Carlo methods. (2018). Lux, Thomas.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:91:y:2018:i:c:p:391-408.

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1. Weak Identification of Long Memory with Implications for Inference. (2022). Yu, Jun ; Shi, Shuping ; Phillips, Peter.
   In: Cowles Foundation Discussion Papers.
   RePEc:cwl:cwldpp:2334.

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2. Social Finance: Cultural Evolution, Transmission Bias and Market Dynamics. (2020). Hirshleifer, David ; Akcay, Erol.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:27745.

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3. Beta uncertainty. (2020). Prokopczuk, Marcel ; Hollstein, Fabian ; Simen, Chardin Wese.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:116:y:2020:i:c:s0378426620301011.

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4. The memory of stock return volatility: Asset pricing implications. (2020). Sibbertsen, Philipp ; Prokopczuk, Marcel ; Benno, Duc Binh.
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:47:y:2020:i:c:s138641811830140x.

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5. Long Memory via Networking. (2018). Schennach, Susanne.
   In: Econometrica.
   RePEc:wly:emetrp:v:86:y:2018:i:6:p:2221-2248.

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6. Estimation of Sentiment Effects in Financial Markets: A Simulated Method of Moments Approach. (2018). Chen, Zhenxi ; Lux, Thomas.
   In: Computational Economics.
   RePEc:kap:compec:v:52:y:2018:i:3:d:10.1007_s10614-016-9638-4.

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7. Market entry waves and volatility outbursts in stock markets. (2018). Westerhoff, Frank ; Schmitt, Noemi ; Blaurock, Ivonne.
   In: Journal of Economic Behavior & Organization.
   RePEc:eee:jeborg:v:153:y:2018:i:c:p:19-37.

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8. Market entry waves and volatility outbursts in stock markets. (2017). Westerhoff, Frank ; Schmitt, Noemi ; Blaurock, Ivonne.
   In: BERG Working Paper Series.
   RePEc:zbw:bamber:128.

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9. The Memory of Stock Return Volatility: Asset Pricing Implications. (2017). Sibbertsen, Philipp ; Prokopczuk, Marcel ; Benno, Duc Binh.
   In: Hannover Economic Papers (HEP).
   RePEc:han:dpaper:dp-613.

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10. Time-varying persistence of inflation: evidence from a wavelet-based approach. (2017). Miller, Stephen ; GUPTA, RANGAN ; Canarella, Giorgio ; Stephen, Miller ; Rangan, Gupta ; Giorgio, Canarella ; Heni, Boubaker.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:21:y:2017:i:4:p:18:n:6.

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11. TAKING STOCK: A RIGOROUS MODELLING OF ANIMAL SPIRITS IN MACROECONOMICS. (2017). Westerhoff, Frank ; Veneziani, Roberto ; Franke, Reiner ; Zamparelli, Luca.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:31:y:2017:i:5:p:1152-1182.

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12. Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility. (2016). Lux, Thomas ; Ghonghadze, Jaba.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:37:y:2016:i:c:p:1-19.

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13. Financial power laws: Empirical evidence, models, and mechanisms. (2016). Alfarano, Simone ; Lux, Thomas.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:88:y:2016:i:c:p:3-18.

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14. Can Internet Search Queries Help to Predict Stock Market Volatility?. (2016). Dimpfl, Thomas ; Jank, Stephan.
    In: European Financial Management.
    RePEc:bla:eufman:v:22:y:2016:i:2:p:171-192.

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15. Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility. (2015). Lux, Thomas ; Ghonghadze, Jaba.
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:38.

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16. Estimation of sentiment effects in financial markets: A simulated method of moments approach. (2015). Chen, Zhenxi ; Lux, Thomas ; Zhenxi, Chen .
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:37.

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17. Identification of Social Interaction Effects in Financial Data. (2015). Jang, Tae-Seok.
    In: Computational Economics.
    RePEc:kap:compec:v:45:y:2015:i:2:p:207-238.

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18. Forecasting volatility with empirical similarity and Google Trends. (2015). Heiden, Moritz ; Hamid, Alain .
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:117:y:2015:i:c:p:62-81.

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19. Confidence and the Stock Market: An Agent-Based Approach. (2014). Bertella, Mario A ; Feng, Ling ; Stanley, Harry Eugene ; Pires, Felipe R.
    In: PLOS ONE.
    RePEc:plo:pone00:0083488.

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20. The effect of round-off error on long memory processes. (2014). La Spada, Gabriele ; Fabrizio, Lillo ; Gabriele, La Spada .
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:18:y:2014:i:4:p:38:n:5.

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21. Patterns of regional travel behavior: An analysis of Japanese hotel reservation data. (2012). Sato, Aki-Hiro.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:23:y:2012:i:c:p:55-65.

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22. Chaos in German stock returns — New evidence from the 0–1 test. (2012). Webel, Karsten.
    In: Economics Letters.
    RePEc:eee:ecolet:v:115:y:2012:i:3:p:487-489.

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23. An adaptive stochastic model for financial markets. (2012). Benito, Rosa Maria ; Losada, Juan Carlos ; Hernandez, Juan Antonio.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:45:y:2012:i:6:p:899-908.

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24. Stochastic Herding in Financial Markets Evidence from Institutional Investor Equity Portfolios. (2012). Sushko, Vladyslav ; Nirei, Makoto ; Stamatiou, Theodoros .
    In: BIS Working Papers.
    RePEc:bis:biswps:371.

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25. Can Internet search queries help to predict stock market volatility?. (2011). Jank, Stephan ; Dimpfl, Thomas.
    In: University of Tübingen Working Papers in Business and Economics.
    RePEc:zbw:tuewef:18.

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26. Can internet search queries help to predict stock market volatility?. (2011). Jank, Stephan ; Dimpfl, Thomas.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1115.

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27. A Note on institutional hierarchy and volatility in financial markets. (2011). Raddant, Matthias ; Milaković, Mishael ; Alfarano, Simone.
    In: MPRA Paper.
    RePEc:pra:mprapa:30902.

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28. Modeling the Dynamics of EU Economic Sentiment Indicators: An Interaction-Based Approach. (2011). Ghonghadze, Jaba ; Lux, Thomas.
    In: Post-Print.
    RePEc:hal:journl:hal-00711445.

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29. The asymptotic behavior of the R/S statistic for fractional Brownian motion. (2011). Kliemann, Wolfgang ; Yu, Cindy ; Carriquiry, Alicia.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:81:y:2011:i:1:p:83-91.

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30. Switching rates and the asymptotic behavior of herding models. (2010). Milaković, Mishael ; Kauschke, Jonas ; Irle, Albrecht ; Lux, Thomas.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1595.

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31. Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models. (2010). Westerhoff, Frank ; Hermsen, Oliver ; Witte, Bjorn-Christopher .
    In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
    RePEc:zbw:ifweej:20107.

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32. Does Basel II destabilize financial markets? An agent-based financial market perspective. (2010). Hermsen, O..
    In: The European Physical Journal B: Condensed Matter and Complex Systems.
    RePEc:spr:eurphb:v:73:y:2010:i:1:p:29-40.

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33. Modeling the dynamics of EU economic sentiment indicators: an interaction-based approach. (2009). Lux, Thomas ; Ghonghadze, Jaba.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1487.

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34. Disclosure requirements, the release of new information and market efficiency: new insights from agent-based models. (2009). Westerhoff, Frank ; Hermsen, Oliver ; Witte, Bjorn-Christopher .
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:200951.

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35. A Simple Approximate Long-Memory Model of Realized Volatility. (2009). Corsi, Fulvio.
    In: Journal of Financial Econometrics.
    RePEc:oup:jfinec:v:7:y:2009:i:2:p:174-196.

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36. Rational Forecasts or Social Opinion Dynamics? Identification of Interaction Effects in a Business Climate Survey. (2009). Lux, Thomas.
    In: Post-Print.
    RePEc:hal:journl:hal-00720175.

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37. Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey. (2009). Lux, Thomas.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:72:y:2009:i:2:p:638-655.

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38. Heterogeneity in exchange rate expectations: Evidence on the chartist-fundamentalist approach. (2009). Schröder, Michael ; Menkhoff, Lukas ; Rebitzky, Rafael R. ; Schroder, Michael.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:70:y:2009:i:1-2:p:241-252.

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39. LEARNING DYNAMICS AND NONLINEAR MISSPECIFICATION IN AN ARTIFICIAL FINANCIAL MARKET. (2009). Georges, Christophre ; Wallace, John C..
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:13:y:2009:i:05:p:625-655_08.

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40. Stochastic behavioral asset pricing models and the stylized facts. (2008). Lux, Thomas.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1426.

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41. Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey. (2008). Lux, Thomas.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1424.

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42. Stochastic behavioral asset pricing models and the stylized facts. (2008). Lux, Thomas.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:7328.

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43. Rational forecasts or social opinion dynamics? Identification of interaction effects in a business climate survey. (2008). Lux, Thomas.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:7327.

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44. Staggered updating in an artificial financial market. (2008). Georges, Christophre.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:9:p:2809-2825.

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45. Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach. (2008). Lux, Thomas ; Alfarano, Simone ; Wagner, Friedrich.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:1:p:101-136.

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46. Heterogeneity in Exchange Rate Expectations: Evidence on the Chartist-Fundamentalist Approach. (2008). Schröder, Michael ; Menkhoff, Lukas ; Rebitzky, Rafael R. ; Schroder, Michael.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2502.

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47. Mechanisms of Self-Organization and Finite Size Effects in a Minimal Agent Based Model. (2008). Cristelli, Matthieu ; Alfi, V. ; Pietronero, L. ; Zaccaria, A..
    In: Papers.
    RePEc:arx:papers:0811.4256.

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48. Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching. (2007). Lux, Thomas ; Kaizoji, Taisei.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:6:p:1808-1843.

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49. Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching. (2006). Lux, Thomas ; Kaizoji, Taisei.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:5160.

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50. Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach. (2005). Lux, Thomas ; Alfarano, Simone ; Wagner, Friedrich.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:3560.

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