Research

A Quantitative Agent-Based Model of Household Consumption and Saving: Application to French Data

Published: April 01, 2026

In Preparation

Central Bank Digital Currency, Flight-to-Quality, and Bank-Runs in an Agent-Based Model

Published: October 24, 2025

Preprint

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Enter the MATRIX model: a Multi-Agent model for Transition Risks with application to energy shocks

Published: January 01, 2023

Journal article

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COVID-19 mortality and economic losses: The role of policies and structural conditions

Published: August 08, 2022

Journal article

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Macroprudential capital buffers in heterogeneous banking networks: insights from an ABM with liquidity crises

Published: October 15, 2021

Journal article

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The interaction of borrower-targeted macroprudential tools in the Irish mortgage market: a baseline multi-agent approach

Working paper

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A multi-agent methodology to assess the effectiveness of alternative systemic-risk adjusted capital requirements

Published: December 14, 2020

Book chapter

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The Effects of Interbank Networks on Efficiency and Stability in a Macroeconomic Agent-Based Model

Published: March 18, 2018

Journal article

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