{"title":"Direct and indirect transmission of avian influenza: results from a calibrated agent-based model","authors":"Amanda L. P. Beaudoin, Alan G. Isaac","doi":"10.1007/s11403-022-00353-w","DOIUrl":"https://doi.org/10.1007/s11403-022-00353-w","url":null,"abstract":"","PeriodicalId":45479,"journal":{"name":"Journal of Economic Interaction and Coordination","volume":"18 1","pages":"191-212"},"PeriodicalIF":1.1,"publicationDate":"2022-05-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43657339","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A bottom-up simulation on competition of online interpersonal communication platforms","authors":"Tao Fu, Liling Zou","doi":"10.1007/s11403-022-00351-y","DOIUrl":"https://doi.org/10.1007/s11403-022-00351-y","url":null,"abstract":"","PeriodicalId":45479,"journal":{"name":"Journal of Economic Interaction and Coordination","volume":"17 1","pages":"897 - 925"},"PeriodicalIF":1.1,"publicationDate":"2022-05-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45223491","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
F. Caccioli, T. Di Matteo, G. Iori, S. Jafarey, G. Livan, Simone Righi
{"title":"Introduction to the special issue on the 24th annual Workshop on Economic science with Heterogeneous Interacting Agents, London, 2019 (WEHIA 2019)","authors":"F. Caccioli, T. Di Matteo, G. Iori, S. Jafarey, G. Livan, Simone Righi","doi":"10.1007/s11403-022-00354-9","DOIUrl":"https://doi.org/10.1007/s11403-022-00354-9","url":null,"abstract":"","PeriodicalId":45479,"journal":{"name":"Journal of Economic Interaction and Coordination","volume":"17 1","pages":"401 - 404"},"PeriodicalIF":1.1,"publicationDate":"2022-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42332584","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Macroeconomic dynamics under bounded rationality: on the impact of consumers’ forecast heuristics","authors":"Tae-Seok Jang, Stephen Sacht","doi":"10.1007/s11403-022-00348-7","DOIUrl":"https://doi.org/10.1007/s11403-022-00348-7","url":null,"abstract":"","PeriodicalId":45479,"journal":{"name":"Journal of Economic Interaction and Coordination","volume":"17 1","pages":"849 - 873"},"PeriodicalIF":1.1,"publicationDate":"2022-03-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41848298","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"An empirical behavioral model of household’s deposit dollarization","authors":"R. Khabibullin, A. Ponomarenko","doi":"10.1007/s11403-022-00345-w","DOIUrl":"https://doi.org/10.1007/s11403-022-00345-w","url":null,"abstract":"","PeriodicalId":45479,"journal":{"name":"Journal of Economic Interaction and Coordination","volume":"1 1","pages":"1-21"},"PeriodicalIF":1.1,"publicationDate":"2022-01-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"52542087","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"The complex nature of financial market microstructure: the case of a stock market crash.","authors":"Feng Shi, John Paul Broussard, G Geoffrey Booth","doi":"10.1007/s11403-021-00343-4","DOIUrl":"10.1007/s11403-021-00343-4","url":null,"abstract":"<p><p>This paper uses multivariate Hawkes processes to model the transactions behavior of the US stock market as measured by the 30 Dow Jones Industrial Average individual stocks before, during and after the 36-min May 6, 2010, Flash Crash. The basis for our analysis is the excitation matrix, which describes a complex network of interactions among the stocks. Using high-frequency transactions data, we find strong evidence of self- and asymmetrically cross-induced contagion and the presence of fragmented trading venues. Our findings have implications for stock trading and corresponding risk management strategies as well as stock market microstructure design.</p>","PeriodicalId":45479,"journal":{"name":"Journal of Economic Interaction and Coordination","volume":" ","pages":"1-40"},"PeriodicalIF":1.1,"publicationDate":"2022-01-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8724601/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"39889927","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Autonomous demand, multiple equilibria and unemployment dynamics.","authors":"Piero Ferri, Fabio Tramontana","doi":"10.1007/s11403-020-00306-1","DOIUrl":"https://doi.org/10.1007/s11403-020-00306-1","url":null,"abstract":"<p><p>The paper presents a medium-run growth model driven by autonomous demand, where aggregate demand and supply interact and unemployment is present and plays different roles. In particular, it generates a feedback from supply to aggregate demand rooted in the presence of heterogeneous consumers and an uncertain environment. Two are the main consequences of this approach. The first is that multiple equilibria can be generated. The second is that equilibria may have different stability properties. In this perspective, growth becomes a dynamic process where initial conditions matter and history plays an important role.</p>","PeriodicalId":45479,"journal":{"name":"Journal of Economic Interaction and Coordination","volume":"17 1","pages":"209-223"},"PeriodicalIF":1.1,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s11403-020-00306-1","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"38580430","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Economic policy uncertainty, investor sentiment and financial stability-an empirical study based on the time varying parameter-vector autoregression model.","authors":"Xin-Zhou Qi, Zhong Ning, Meng Qin","doi":"10.1007/s11403-021-00342-5","DOIUrl":"https://doi.org/10.1007/s11403-021-00342-5","url":null,"abstract":"<p><p>This paper applies the time varying parameter-vector autoregression model to explore the dynamic relationship between economic policy uncertainty, investor sentiment and financial stability in China in different periods and at different time points. The empirical results show that economic policy uncertainty has an obvious negative impact on investor sentiment before 2012 and financial stability in the short term, and the influence of economic policy uncertainty on investor sentiment is greater than that of economic policy uncertainty on financial stability. These influences were more significant during the period of the global financial crisis in 2008. Moreover, investor sentiment had a positive and gradually increasing effect on financial stability, while after 2010, the positive impact gradually weakened. Furthermore, economic policy uncertainty is negatively affected by financial stability, and the effect of financial stability on investor sentiment is positive. In terms of mediating effects, economic policy uncertainty has an indirect impact on financial stability through investor sentiment and vice versa. This paper provides a new solution to economic problems explored in behavioral finance research. Additionally, Chinese government agencies can achieve the goal of preventing financial crises and maintaining financial stability by monitoring investor sentiment and implementing targeted economic policies.</p>","PeriodicalId":45479,"journal":{"name":"Journal of Economic Interaction and Coordination","volume":"17 3","pages":"779-799"},"PeriodicalIF":1.1,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8713736/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"39892106","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}