Firm-Bank Macro ABM Model

[S1] International Monetary Fund

Chan-Lau (2017) IMF ABBA and Bookstaber, Paddrik, and Tivnan (2018) -- macro-financial ABMs with bank heterogeneity, funding stress, collateral, and fire-sale feedback

Primary - International Monetary Fund

[S2] Reference

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

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[S3] Reference

Delli Gatti et al. (2010) -- simulation of an evolving firm-bank credit network: entry/exit, bankruptcy cascades, and fat-tailed output fluctuations

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[S4] Reference

Cincotti et al. (2010) -- Eurace credit module (EU FP6 consortium project): full-scale agent-based macroeconomy with detailed firm-bank credit channel

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[S5] Reference

Ashraf, Gershman, and Howitt (2017) -- banks in a computational macroeconomy: how bank lending and bank failure amplify downturns

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[S6] Reference

Riccetti, Russo, and Gallegati (2013) -- leverage-dependent lending spreads and the firm-bank matching rule implemented in this model

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[S7] Reference

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

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