Network analysis and calibration of the “leveraged network-based financial accelerator”

B-Tier
Journal: Journal of Economic Behavior and Organization
Year: 2014
Volume: 99
Issue: C
Pages: 109-125

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In this paper we analyze the network structure that endogenously emerges in the credit market of the agent-based model of Riccetti et al. (2011), where two kinds of financial accelerators are at work: the “leverage accelerator” and the “network-based accelerator”. We focus on the properties of network topology and its interplay with the overall economic performance. Moreover, we empirically calibrate the banking network in the model by using Japanese real data.

Technical Details

RePEc Handle
repec:eee:jeborg:v:99:y:2014:i:c:p:109-125
Journal Field
Theory
Author Count
4
Added to Database
2026-01-24