Giorgio Fagiolo

The World-Trade Web: Topological Properties, Dynamics, and Evolution (2008)

Fagiolo, Giorgio, Reyes, Javier, Schiavo, Stefano

This paper studies the statistical properties of the web of import-export relationships among world countries using a weighted-network approach. We analyze how the distributions of the most important...

On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: The case of unknown parameters (2008)

Capasso, Marco, Alessi, Lucia, Barigozzi, Matteo, Fagiolo, Giorgio

This paper discusses some problems possibly arising when approximating via Monte-Carlo simulations the distributions of goodness-of-fit test statistics based on the empirical distribution function....

On the Topological Properties of the World Trade Web: A Weighted Network Analysis (2007)

Fagiolo, Giorgio, Reyes, Javier, Schiavo, Stefano

This paper studies the topological properties of the World Trade Web (WTW) and its evolution over time by employing a weighted network analysis. We show that the WTW, viewed as a weighted network,...

Empirical Validation of Agent-Based Models: Alternatives and Prospects (2007)

Windrum, Paul, Fagiolo, Giorgio, Moneta, Alessio

This paper addresses a set of methodological problems arising in the empirical validation of agent-based (AB) economics models and discusses how these are currently being tackled. These problems are...

Clustering in Complex Directed Networks (2006)

Fagiolo, Giorgio

Many empirical networks display an inherent tendency to cluster, i.e. to form circles of connected nodes. This feature is typically measured by the clustering coefficient (CC). The CC, originally...

Directed or Undirected? A New Index to Check for Directionality of Relations in Socio-Economic Networks (2006)

Fagiolo, Giorgio

This paper proposes a simple procedure to decide whether the empirically-observed adjacency or weights matrix, which characterizes the graph underlying a socio-economic network, is sufficiently...

How Do Output Growth Rate Distributions Look Like? Some Time-Series Evidence on OECD Countries (2006)

Fagiolo, Giorgio, Napoletano, Mauro, Roventini, Andrea

This paper investigates the statistical properties of within-country GDP and industrial production (IP) growth rate distributions. Many empirical contributions have recently pointed out that...

Demand Dynamics With Socially Evolving Preferences (1998)

Giovanni Dosi, Giorgio Fagiolo, Mara Meacci, Gordon Macdonald, Roberta Aversi

this paper witnessed at a seminar the horror of most colleagues when Werner Hildebrand, presenting some further development on his theory of demand (Hildebrand (1994)) provocatively suggested more or...

Exploring the Unknown On Entrepreneurship, Coordination and Innovation Driven Growth (1970)

Giovanni Dosi, Giorgio Fagiolo, Gordon J. Macdonald

Notwithstanding the revival of attention recently displayed by the economic discipline about self-sustained processes of economic growth fueled by technological advances, an enormous gap still...

Segregation in Networks

Giorgio Fagiolo, Marco Valente, Nicolaas J. Vriend

Schelling (1969, 1971, 1971, 1978) considered a simple model with individual agents who only care about the types of people living in their own local neighborhood. The spatial structure was...

Segregation in Networks.

Giorgio Fagiolo, Marco Valente, Nicolaas J. Vriend

Schelling (1969, 1971a,b, 1978) considered a simple model with individual agents who only care about the types of people living in their own local neighborhood. The spatial structure was represented...

On the Ubiquitous Nature of the Agglomeration Economies and their Diverse Determinants: Some Notes.

Giulio Bottazzi, Giovanni Dosi, Giorgio Fagiolo

This highly preliminary work attempts to study the multiple drivers of agglomeration phenomena in contemporary economies. First, we propose a tentative taxonomy of agglomeration drivers in which the...

Coordination, Local Interactions and Endogenous Neighborhood Formation

Giorgio Fagiolo

The paper presents a local interaction model of coordination with spatially-located agents who simultaneously choose stage-game strategies and adaptively learn how to choose their neighbors. We...

Engel Curves Specification in an Artificial Model of Consumption Dynamics with Socially Evolving Preferences

Giorgio Fagiolo

In studying individual consumption behavior, an important issue is the analysis of the relation between commodity expenditure and income (or total expenditure). In this paper we firstly review the...

Mapping Sectoral Patterns of Technological Accumulation into the Geography of Corporate Locations. A Simple Model and Some Promising Evidence

Giulio Bottazzi, Giorgio Fagiolo, Giovanni Dosi

Economies of agglomeration are central in understanding the emergence of industrial clustering. However, existing models that incorporate economies of agglomeration to explain industrial...

Exploitation, Exploration and Innovation in a Model of Endogenous Growth with Locally interacting Agents

Giorgio Fagiolo, Giovanni Dosi

The paper presents a model of endogenous growth in which firms are modeled as boundedly-rational, locally interacting, agents. Firms produce a homogeneous good employing technologies located in an...

Endogenous Networks in Random Population Games

Giorgio Fagiolo, Luigi Marengo, Marco Valente

Population learning in dynamic economies has been traditionally studied in over-simplified settings where payoff landscapes are very smooth. Indeed, in these models, all agents play the same...

Learning in Evolutionary Environments

Giovanni Dosi, Luigi Marengo, Giorgio Fagiolo

The purpose of this work is to present a sort of short selective guide to an enormous and diverse literature on learning processes in economics. We argue that learning is an ubiquitous characteristic...

Towards an Evolutionary Interpretation of Aggregate Labor Market Regularities

Giovanni Dosi, Giorgio Fagiolo, Roberto Gabriele

Three well-known aggregate regularities (i.e. Beveridge, Wage, and Okun's curves) seem to provide a quite complete picture of the interplay between labor market macro-dynamics and business cycle....

Do Liquidity Constraints Matter in Explaining Firm Size and Growth? Some Evidence from the Italian Manufacturing Industry

Giorgio Fagiolo, Alessandra Luzzi

The paper investigates whether liquidity constraints affect firm size and growth dynamics using a large longitudinal sample of Italian manufacturing firms. We run standard panel-data Gibrat...

Minority Games, Local Interactions, and Endogenous Networks

Giorgio Fagiolo, Marco Valente

In this paper we study a local version of the Minority Game where agents are placed on the nodes of a directed graph. Agents care about being in the minority of the group of agents they are currently...

Sectoral and Geographical Specificities in the Spatial Structure of Economic Activities

Giulio Bottazzi, Giovanni Dosi, Giorgio Fagiolo, Angelo Secchi

This work explores the spatial structure of location of production activities. We try to disentangle location- from sector-specific drivers in the dynamic process of spatial agglomeration. We argue...

Weird Ties? Growth, Cycles and Firm Dynamics in an Agent-Based Model with Financial-Market Imperfections

Mauro Napoletano, Domenico Delli Gatti, Giorgio Fagiolo, Mauro Gallegati

This paper studies how the interplay between technological shocks and financial variables shapes the properties of macroeconomic dynamics. Most of the existing literature has based the analysis of...

Animal Spirits, Lumpy Investment, and Endogenous Business Cycles

Giovanni Dosi, Giorgio Fagiolo, Andrea Roventini

In this paper, we present an evolutionary model of industry dynamics yielding en- dogenous business cycles with 'Keynesian' features. The model describes an economy composed of firms and...

A Note on Equilibrium Selection in Polya-Urn Coordination Games

Giorgio Fagiolo

We study equilibrium selection in coordination games played by a population whose size increases over time. In each time period, a new player enters the economy, observes current strategy shares and...

Segregation in Networks

Giorgio Fagiolo, Marco Valente, Nicolaas J. Vriend

Schelling (1969, 1971, 1971, 1978) considered a simple model with individual agents who only care about the types of people living in their own local neighborhood. The spatial structure was...

Endogenous Growth in Open-Ended Economies with Locally Interacting Agents

Giorgio Fagiolo

Building on some general properties of the empirical patterns of technological diffusion and innovation, the paper presents a simple model in which self-sustaining growth endogenously emerges as the...

Are Output Growth-Rate Distributions Fat-Tailed? Some Evidence from OECD Countries

Giorgio Fagiolo, Mauro Napoletano, Andrea Roventini

This work explores some distributional properties of aggregate output growth-rate time series. We show that, in the majority of OECD countries, output growth-rate distributions are well-approximated...

Empirical Validation of Agent Based Models: A Critical Survey

Giorgio Fagiolo, Paul Windrum, Alessio Moneta

This paper addresses the problem of finding the appropriate method for conducting empirical validation in agent-based (AB) models, which is often regarded as the Achilles’ heel of the AB approach...

An Evolutionary Model of Endogenous Business Cycles

Giovanni Dosi, Giorgio Fagiolo, Andrea Roventini

evolutionary dynamics, agent-based computational economics, animal spirits, lumpy investment, output fluctuations, endogenous business cycles,

Detrending and Output Growth-Rate Distributions

Giorgio Fagiolo, Mauro Napoletano, Andrea Roventini

We investigate the statistical properties of output growth-rate distributions. Recent empirical contributions indicate that growth rates follow a Laplace distribution at different levels of...

A Note on Equilibrium Selection in Polya-Urn Coordination Games

Giorgio Fagiolo

We study equilibrium selection in coordination games played by a population of agents whose size increases over time. We assume that, in each time period, a new player enters the economy, observes...

Are Output Growth-Rate Distributions Fat-Tailed? Some Evidence from OECD Countries

Giorgio Fagiolo, Mauro Napoletano, Andrea Roventini

This work explores some distributional properties of aggregate output growth-rate time series. We show that, in the majority of OECD countries, output growth-rate distributions are well-approximated...

Modeling Industrial Evolution in Geographical Space

Giulio Bottazzi, Giovanni Dosi, Giorgio Fagiolo, Angelo Secchi

In this paper we study a class of evolutionary models of industrial agglomeration with local positive feedbacks, which allow for a wide set of empirically-testable implications. Their roots rest in...

Dynamic Models of Segregation in Small-World Networks

Giorgio Fagiolo, Marco Valente, Nicolaas J. Vriend

Schelling (1969, 1971a,b, 1978) considered a simple proximity model of segregation where individual agents only care about the types of people living in their own local geographical neighborhood, the...

Dynamic Models of Segregation in Small-World Networks

Giorgio Fagiolo, Marco Valente, Nicolaas J. Vriend

Schelling (1969, 1971a,b, 1978) considered a simple proximity model of segregation where individual agents only care about the types of people living in their own local geographical neighborhood, the...

Empirical Validation of Agent-Based Models: Alternatives and Prospects

Paul Windrum, Giorgio Fagiolo, Alessio Moneta

This paper addresses a set of methodological problems arising in the empirical validation of agent-based (AB) economics models and discusses how these are currently being tackled. These problems are...

The Evolution of the World Trade Web

Giorgio Fagiolo, Javier Reyes, Stefano Schiavo

This paper empirically studies the statistical properties of the world trade web (WTW) and its evolution over time using a weighted network approach. Previous works have characterized the WTW as a...

International Trade and Financial Integration: A Weighted Network Analysis

Giorgio Fagiolo, Javier Reyes, Stefano Schiavo

In this paper we compare the patterns of trade and financial integration by exploit- ing network analysis. Our results show that, by combining binary and weighted network analysis, it is possible to...

A Critical Guide to Empirical Validation of Agent-Based Models in Economics: Methodologies, Procedures, and Open Problems

Giorgio Fagiolo, Alessio Moneta, Paul Windrum

Methodology, Agent-based computational economics, Simulation models, Empirical validation, Calibration, History-friendly modeling, B41, B52, C63,

On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: The case of unknown parameters

Marco Capasso, Lucia Alessi, Matteo Barigozzi, Giorgio Fagiolo

This note discusses some problems possibly arising when approximating via Monte-Carlo simulations the distributions of goodness-of-fit test statistics based on the empirical distribution function. We...

Population Learning in a Model with Random Payoff Landscapes and Endogenous Networks

Giorgio Fagiolo, Luigi Marengo, Marco Valente

Population learning in dynamic economies with endogenous network formation has been traditionally studied in basic settings where agents face quite simple and predictable strategic situations (e.g....

Coordination, Local Interactions, and Endogenous Neighborhood Formation

Giorgio Fagiolo

Spatial Coordination, Nearest-Neighbor Interactions, Endogenous Neighborhood Formation, Network Dynamics.

Endogenous Networks in Random Population Games

Marco Valente, Giorgio Fagiolo, Luigi Marengo

Dynamic Population Games, Bounded Rationality, Endogenous Networks, Fitness Landscapes, Evolutionary Environments, Adaptive Expectations.

Mapping Sectoral Patterns of Technological Accumulation into the Geography of Corporate Locations. A Simple Model and Some Promising Evidence

Giulio Bottazzi, Giorgio Fagiolo, Giovanni Dosi

Industrial Clustering, Economies of Agglomeration, Firm Locational Choice, Industry Dynamics, Inter-Sectoral Differences.

Endogenous Networks in Random Population Games

Giorgio Fagiolo, Luigi Marengo, Marco Valente

In the last years, many contributions have been exploring population learning in economies where myopic agents play bilateral games and are allowed to repeatedly choose their pure strategies in the...

Agent-Based Modelling: A Methodology for Neo-Schumpeterian Economics

Andreas Pyka, Giorgio Fagiolo

Modellers have had to wrestle with an unavoidable trade-off between the demand of a general theoretical approach and the descriptive accuracy required to model a particular phenomenon. A new class of...

On the Scientific Status of Economic Policy: A Tale of Alternative Paradigms

Giorgio Fagiolo, Andrea Roventini

In the last years, a number of contributions has argued that monetary -- and, more generally, economic -- policy is finally becoming more of a science. According to these authors, policy rules...

On the distributional properties of household consumption expenditures. The case of Italy.

Giorgio Fagiolo, Lucia Alessi, Matteo Barigozzi, Marco Capasso

In this paper we explore the statistical properties of the distributions of consumption expenditures for a large sample of Italian households in the period 1989-2004. Goodness-of-fit tests show that...

Using Complex Network Analysis to Assess the Evolution of International Economic Integration: The cases of East Asia and Latin America

Javier Reyes, Stefano Schiavo, Giorgio Fagiolo

Over the past four decades the High Performing Asian Economies (HPAE) have followed a development strategy based on the exposure of their local markets to the presence of foreign competition and on...

Using a complex weighted-network approach to assess the evolution of international economic integration: The cases of East Asia and Latin America

Javier Reyes, Giorgio Fagiolo, Stefano Schiavo

Over the past four decades the High Performing Asian Economies (HPAE) have followed a development strategy based on the exposure of their local markets to the presence of foreign competition and on...

Directed or Undirected? A New Index to Check for Directionality of Relations in Socio-Economic Networks

Giorgio Fagiolo

This paper proposes a simple procedure to decide whether the empirically-observed adjacency or weights matrix, which characterizes the graph underlying a socio-economic network, is sufficiently...

Minority Games, Local Interactions, and Endogenous Networks

Giorgio Fagiolo, Marco Valente

We study a local version of the Minority Game, where agents are placed on the nodes of a directed graph. Agents care about being in the minority of the group of agents they are currently linked to...

Do liquidity constraints matter in explaining firm size and growth? Some evidence from the Italian manufacturing industry

Giorgio Fagiolo, Alessandra Luzzi

The article investigates whether liquidity constraints affect firm size and growth dynamics of Italian manufacturing firms. Panel-data regressions and distribution analyses show that (i) liquidity...

On the Scientific Status of Economic Policy: A Tale of Alternative Paradigms

Giorgio Fagiolo, Andrea Roventini

In the last years, a number of contributions has argued that monetary - and, more generally, economic - policy is finally becoming more of a science. According to these authors, policy rules...

The World-Trade Web: Topological Properties, Dynamics, and Evolution

Giorgio Fagiolo, Javier Reyes, Stefano Schiavo

This paper studies the statistical properties of the web of import-export relationships among world countries using a weighted-network approach. We analyze how the distributions of the most important...

Sectoral and geographical specificities in the spatial structure of economic activities

Bottazzi, Giulio, Dosi, Giovanni, Fagiolo, Giorgio, Secchi, Angelo

This work explores the spatial distribution of productive activities in the Italian manufacturing industry. We propose an econometric model which tries to disentangle location-specific from sectoral...

Financial Structure and Corporate Growth: Evidence from Italian Panel Data

Silvia Giannangeli, Giorgio Fagiolo, Massimo Molinari

We study the relationships between firm financial structure and growth for a large sample of Italian firms (1998-2003). We expand upon existing analyses testing whether liquidity constraints affect...

The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households

Matteo Barigozzi, Lucia Alessi, Marco Capasso, Giorgio Fagiolo

This paper explores the statistical properties of household consumption-expenditure budget shares distributions (HBSDs) ---defined as the share of household total expenditure spent for purchasing a...

Are output growth-rate distributions fat-tailed? some evidence from OECD countries

Giorgio Fagiolo, Mauro Napoletano, Andrea Roventini

This work explores some distributional properties of aggregate output growth-rate time series. We show that, in the majority of OECD countries, output growth-rate distributions are well approximated...

The microfoundations of business cycles: an evolutionary, multi-agent model

Giovanni Dosi, Giorgio Fagiolo, Andrea Roventini

Evolutionary dynamics, Agent-based computational economics, Lumpy investment, Output fluctuations, Endogenous business cycles, C15, C22, C49, E17, E22, E32,

The Distribution of Consumption-Expenditure Budget Shares. Evidence from Italian Households

Matteo Barigozzi, Lucia Alessi, Marco Capasso, Giorgio Fagiolo

This paper explores the statistical properties of household consumption-expenditure budget shares distributions (HBSDs) – defined as the share of household total expenditure spent for...

Schumpeter Meeting Keynes: A Policy-Friendly Model of Endogenous Growth and Business Cycles

Giovanni Dosi, Giorgio Fagiolo, Andrea Roventini

This paper studies an agent-based model that bridges Keynesian theories of demand generation and Schumpeterian theories of technology-fueled economic growth. We employ the model to investigate the...

Schumpeter Meeting Keynes: A Policy-Friendly Model of Endogenous Growth and Business Cycles

Giovanni Dosi, Giorgio Fagiolo, Andrea Roventini

This paper studies an agent-based model that bridges Keynesian theories of demand-generation and Schumpeterian theories of technology-fueled economic growth. We employ the model to investigate the...