Journal Articles

Alessandro Gobbi and Jakob Grazzini (2018) A basic New Keynesian DSGE model with dispersed information: An agent-based approach, Journal of Economic Behavior and Organization, forthcoming (link)

Jakob Grazzini, Matteo Richiardi and Mike Tsionas, (2017), Bayesian Estimation of Agent-Based Models, Journal of Economic Dynamics and Control, 77, 26-47 (link)

Jakob Grazzini and Matteo Richiardi (2015) Estimation of Ergodic Agent-Based Models by Simulated Minimum Distance. Journal of Economic Dynamics and Control, 51, 148-165  (link)

Tiziana Assenza, Domenico Delli Gatti and Jakob Grazzini (2015),  Emergent Dynamics of a Macroeconomic Agent Based Model with Capital and Credit, Journal of Economic Dynamics and Control, 50, 5-28 (link)

Tiziana Assenza, Jakob Grazzini, Cars Hommes and Domenico Massaro (2015), PQ Strategies in Monopolistic Competition: Some Insights from the Lab, Journal of Economic Dynamics and Control, 50, 62-77 (link)

Jakob Grazzini  (2013) Information Dissemination in an Experimentally Based Agent-Based Stock Market. Journal of Economic Interaction and Coordination, Vol 8 (1), pp. 179-209 (link)

Jakob Grazzini, Matteo Richiardi, Lisa Sella (2013). Indirect estimation of agent-based models. An application to a simple diffusion model. Complexity Economics, vol. 1(2), pp. 25-40

Jakob Grazzini, 2012, Analysis of the Emergent Properties: Stationarity and Ergodicity. Journal of Artificial Societies and Social Simulations, 15(2) 7.  (link)

Book Chapters

Jakob Grazzini, Matteo Richiardi, Lisa Sella (2013). Small sample bias in MSM estimation of agent-based models. In: Teglio A., Alfarano S., Camacho-Cuena E., Ginés-Vilar M. (eds). Managing Market Complexity. The Approach of Artificial Economics. Springer, Berlin

Jakob Grazzini, 2011, Robotrading, in La crisi nella mente. Modelli cognitivi per le
scienze economiche, edited by Federico Cecconi, Aracne Editrice, Roma (in italian)

Recent Working Papers

Jakob Grazzini and Domenico Massaro, 2016, Dispersed Information and the Origins of Aggregate Fluctuations, CESifo Working Paper No. 5957 (link)

Tiziana Assenza, Domenico Delli Gatti, Jakob Grazzini and Giorgio Ricchiuti (2016) Heterogeneous Firms and International Trade: The Role of Productivity and Financial Fragility, CESifo Working Paper No. 5959 

Jakob Grazzini and Alessandro Spelta, 2015, An empirical analysis of the global input-output network and its evolution, Working Paper Series n. 31, Department of Economics and Finance, Catholic University of Milan (link)


Richard Oliver Legendi, László Gulyás, Tamás Máhr, Rajmund Bocsi, Vilmos Kozma, Gábor Ferschl, Peter Rieger, and Jakob Grazzini, 2013 A New Set of Tools Supporting Agent-Based Economic Modelling, Proceedings of the EPIA 2013 (link)

Federico Cecconi and Jakob Grazzini, 2010, SIMSTOCK: a simulator for algorithmic trading, Proceeding of Arti cial Intelligence and Applications 2010, 674-107