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~institution:"Banca d'Italia"
~institution:"EcoMod Network"
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8
General equilibrium modeling
6
Developing countries
2
Energy and environmental policy
2
Growth
2
Impact and scenario analysis
2
Trade issues
2
2) an illusory thickening of the money market follows
1
Macroeconometric modeling
1
Microsimulation models
1
Miscellaneous
1
Monetary issues
1
Note from admin: See full paper
1
Please see attachment.
1
RTGS
1
Regional modeling
1
See full paper
1
So far there have only been a couple of studies for Europe (see Funke and Ruhwedel [2002]
1
[2005])
1
agent-based modeling
1
along with increased payment delays
1
and
1
and a scenario emerges in which it might be necessary for the central bank to step in as liquidity provider. The methodology presented differs from traditional payment systems simulations featuring deterministic streams of payments dealt with in a centralized manner with static behavior on the part of banks. The paper is within a recent stream of empirical research that attempts to model RTGS with agent � based techniques
1
and a simplified money market. A simulation exercise using synthetic data of BI-REL (the Italian RTGS) predicts the macroscopic impact of a disruptive event on the flow of interbank payments. The main advantage of agent - based modeling is that we can dynamically see what happens to the major variables involved. In our reduced-scale system
1
crisis simulation Abstract: This paper presents an exploratory agent-based model of a real time gross settlement (RTGS) payment system. Banks are represented as agents who exchange payment requests
1
even after they become fully aware of the critical event
1
finally 3) defaulted obligations dramatically rise. The banks cannot staunch the losses accruing on defaults
1
focusing on the relation between product variety and growth. We would therefore propose a study using disaggregated European data
1
given the continuous increased economic integration over the last several decades
1
including a central bank acting as liquidity provider
1
including both the formation of the EMU and the inclusion of the Eastern European countries into the global economy.
1
liquidity
1
payment systems
1
three hypothetical distinct phases emerge after the disruptive event: 1) a liquidity sink effect is generated and the participants� liquidity expectations turn out to be excessive
1
to investigate the importance of the extensive margin in trade flows and to compute various measures of product varieties across time and countries. This seems particular worthwhile in a European context
1
which are settled according to a set of simple rules. The model features the main elements of a real-life system
1
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13
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12
English
1
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Khorshid, Motaz
2
Albu, Lucian-Liviu
1
Arciero, Luca
1
Bednar-Friedl, Birgit
1
Biancotti, Claudia
1
Cinquetti, Carlos A.
1
Corong, Erwin
1
Didic, Selma
1
Dissou, Yazid
1
El-Eenein, Sohair Abou
1
El-Sadek, Asaad
1
Figari, Francesco
1
Fisher, Lance
1
Grossmann, Wolf
1
Hasanli, Yadulla
1
Huh, Hyeon-Seung
1
Impenna, Claudio
1
KIM, CHUNG-SIL
1
Kamaly, Ahmed
1
Karlsson, Tohmas
1
Leandro D�Aurizio
1
Lee, Sang-Ho
1
Lofgren, Hans
1
Maskus, Keith
1
Pagan, Adrian
1
Paulus, Alari
1
Schinko, Thomas
1
Silva, Ricardo G.
1
Steininger, Karl
1
Sugiyarto, Guntur
1
Sutherland, Holly
1
Taningco, Angelo
1
Tsakloglou, Panos
1
Verbist, Gerlinde
1
Zantomio, Francesca
1
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Institution
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Banca d'Italia
EcoMod Network
Economics Research, World Bank Group
54
National Bureau of Economic Research
3
World Bank
3
Europäische Kommission
2
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
2
Iowa State University / Center for Agricultural and Rural Development
2
Oesterreichische Nationalbank
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Astrachanskij gosudarstvennyj universitet
1
Bertelsmann Stiftung
1
Centre for Social and Economic Research on the Global Environment
1
Deutschland / Deutscher Bundestag
1
FIW
1
Fakulteta za Management, Univerza na Primorskem
1
International Institute for Environment and Development
1
London School of Economics and Political Science
1
Rat von Sachverständigen für Umweltfragen
1
Social Systems Research Institute
1
Stiftung Wissenschaft und Politik
1
Tinbergen Instituut
1
USA / Congress / Senate / Committee on Foreign Relations / Subcommittee on International Economic Policy, Export and Trade Promotion
1
University of California, Davis, Center for Cooperatives
1
Vereinte Nationen / Subregional Office for Eastern Africa
1
Weltbank / Sustainable Rural and Urban Development Team
1
Wiener Institut für Internationale Wirtschaftsvergleiche
1
Wiener Institut für Internationale Wirtschaftsvergleiche, wiiw
1
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Published in...
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EcoMod2011
6
EcoMod2014
3
2nd International Conference on Energy, Regional Integration and Socio-Economic Development
1
EcoMod2002
1
EcoMod2013
1
Temi di discussione (Economic working papers)
1
Source
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RePEc
13
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1
Economic and Poverty Impacts of Soaring Oil Prices: The Case for Indonesia
Sugiyarto, Guntur
;
Corong, Erwin
;
Taningco, Angelo
-
EcoMod Network
-
2014
benefits and to make the poor taking actions closer to the social optimum that will benefit the economy in the long term.
See
… above
See
above …
Persistent link: https://www.econbiz.de/10010902613
Saved in:
2
Econometric Methods for Modelling Systems with a Mixture of I(1) and I(0) Variables
Huh, Hyeon-Seung
;
Fisher, Lance
;
Pagan, Adrian
-
EcoMod Network
-
2014
-run parametric restrictions in the presence of P0 shocks when some shocks are identified using sign restrictions.Please
see
… attachment.Please
see
attachment. …
Persistent link: https://www.econbiz.de/10010902670
Saved in:
3
Equilibrium price model for mutual debts
Hasanli, Yadulla
-
EcoMod Network
-
2014
See
full paper
See
full paper
See
full paper …
Persistent link: https://www.econbiz.de/10010933254
Saved in:
4
Taxing home ownership: distributional effects of including net imputed rent in taxable income
Tsakloglou, Panos
;
Figari, Francesco
;
Paulus, Alari
; …
-
EcoMod Network
-
2014
-effects.
See
above
See
above …
Persistent link: https://www.econbiz.de/10010887913
Saved in:
5
The relevance of carbon free production processes for carbon leakage and carbon border adjustment
Steininger, Karl
;
Bednar-Friedl, Birgit
;
Grossmann, Wolf
; …
-
EcoMod Network
-
2013
-out, such that incentivesfor carbon free innovations are preserved. Note from admin:
See
full paper Note from admin:
See
full …
Persistent link: https://www.econbiz.de/10010887944
Saved in:
6
Public Infrastructure and Economic Growth A Dynamic General Equilibrium Analysis with Heterogeneous Agents
Dissou, Yazid
;
Didic, Selma
-
EcoMod Network
-
2011
partly responsible for the low levels of private investment and entrepreneurship.
See
above
See
above …
Persistent link: https://www.econbiz.de/10010902769
Saved in:
7
The Impact of the Introduction of Hydrogen Energy into the Power Sector on the Economy and Energy Sectors
Lee, Sang-Ho
;
KIM, CHUNG-SIL
-
EcoMod Network
-
2011
level by 2050 under the baseline scenario.
See
above.
See
above …
Persistent link: https://www.econbiz.de/10010902773
Saved in:
8
A Comprehensive Empirical Analysis of Trade Policy for a Small Country with Monopolistic Competition
Cinquetti, Carlos A.
;
Maskus, Keith
;
Silva, Ricardo G.
-
EcoMod Network
-
2011
static analyzes draw on counterfactuals.
See
above
See
above …
Persistent link: https://www.econbiz.de/10010902796
Saved in:
9
A model to estimate the effect of global crisis on the convergence process in EU
Albu, Lucian-Liviu
-
EcoMod Network
-
2011
long it will be prolonged, how investment and consumption are affected.
See
above
See
above …
Persistent link: https://www.econbiz.de/10010902797
Saved in:
10
An ICT Economy Interaction Model for Egypt “ Impact on Growth and Productivity ”
Khorshid, Motaz
;
El-Sadek, Asaad
-
EcoMod Network
-
2011
the experimental results of the model.
See
above
See
above …
Persistent link: https://www.econbiz.de/10010902829
Saved in:
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