Browsing by Author "Palestrini, Antonio"

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Browsing by Author "Palestrini, Antonio"

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  • Chiarella, Carl; Gallegati, Mauro; Leombruni, Roberto; Palestrini, Antonio (Kluwer Academic Publisher, 2003)
  • Delli Gatti, Domenico; Di Guilmi, Corrado; Gaffeo, Edoardo; Gallegati, Mauro; Giulioni, Gianfranco; Palestrini, Antonio (World Scientific, 2004)
    Power law behavior is an emerging property of many economic models. In this paper we emphasize the fact that power law distributions are persistent but not time invariant. In fact, the scale and shape of the firms' size ...
  • Delli Gatti, Domenico; Di Guilmi, Corrado; Gaffeo, Edoardo; Gallegati, Mauro; Giulioni, Gianfranco; Palestrini, Antonio (Springer, 2005)
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  • Di Guilmi, Corrado; Gaffeo, Edoardo; Gallegati, Mauro; Palestrini, Antonio (Euro-American Association of Economic Development Studies, 2005)
    Are expansions and recessions more likely to end as their magnitude increases? In this paper we apply parametric hazard models to investigate this issue in a sample of 16 countries from 1881 to 2000. For the total sample ...
  • Delli Gatti, Domenico; Di Guilmi, Corrado; Gaffeo, Edoardo; Giulioni, Gianfranco; Gallegati, Mauro; Palestrini, Antonio (Elsevier B.V., 2005)
    In this paper, we discuss a scaling approach to business fluctuations. Our starting point consists in recognizing that concepts and methods derived from physics have allowed economists to (re)discover a set of stylized ...
  • Delli Gatti, Domenico; Di Guilmi, Corrado; Gallegati, Mauro; Gaffeo, Edoardo; Giulioni, Gianfranco; Palestrini, Antonio (World Scientific, 2008)
    The practice of detecting power laws and scaling behaviors in economics and finance has gained momentum in the last few years, due to the increased use of concepts and methods first developed in statistical physics. Some ...