Firm-Bank Macro ABM Model

[S1] International Monetary Fund

Bookstaber et al. (2018) -- IMF ABBA framework with firm-bank contagion as a core systemic risk channel

Primary - International Monetary Fund

[S2] Reference

Delli Gatti et al. (2005) -- first firm-bank network ABM with endogenous business cycles from balance-sheet interactions

Reference

[S3] Reference

Delli Gatti et al. (2010) -- extended framework with firm entry/exit, bankruptcy cascades, and fat-tailed output fluctuations

Reference

[S4] Reference

Cincotti et al. (2010) -- Eurace credit module: full-scale agent-based macroeconomy with detailed firm-bank credit channel

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[S5] Reference

Ashraf et al. (2017) -- banking ABM calibrated to developing economies, monetary policy transmission through heterogeneous banks

Reference

[S6] Reference

Battiston et al. (2012) -- network topology and systemic risk: too-connected-to-fail analysis in firm-bank networks

Reference