top of page

Research

My research focuses on (i) the theoretical and empirical analysis of economic fluctuations with heterogeneous agents and bounded rationality, (ii) the relationship between Global Value Chains and exports in Agent Based Model setting, (iii)  the relationship between financial instability and the increase of wealth inequality .

List of publications

 

Gusella, Filippo & Variato, AnnaMaria (2022). Financial Instability and Income Inequality: Why the Minsky–Piketty Connection Matters for Macroeconomics. Review of Political Economy.  
https://doi.org/10.1080/09538259.2022.2117982


Gusella, Filippo (2022). Detecting and Measuring Financial Cycles in Heterogeneous Agents Models: An Empirical Analysis. Advances in Complex Systems. Vol. 24, No. 7.

 

Gusella, Filippo & Ricchiuti, Giorgio (2022). A State Space Approach for Time-Series Prediction of an Heterogeneous Agents Model. Working Papers - Economics wp2022-20, Università degli Studi di Firenze, Dipartimento di Scienze per l’Economia e l’Impresa.

Gusella, Filippo & Ricchiuti, Giorgio (2021). State SpaceModel to Detect Cyclesin Heterogeneous AgentsModels, Working Papers - Economics wp2021-10.rdf, Università degli Studi di Firenze, Dipartimento di Scienze per l’Economia e l’Impresa.

Gusella, Filippo & Stockhammer, Engelbert (2021). Testing fundamentalist-momentum trader financial cycles. An empirical analysis via the Kalman filter. Metroeconomica, 72(4), 758-797. 

Gusella, Filippo (2020). Notes on Piketty’s model. Quaderni del Dipartimento di Economia Politica e Statistica. University of Siena. Working Paper N. 830/2020.

Gusella, Filippo (2019). Modelling Minskyan financial cycles with fundamentalist and extrapolative price strategies: An empirical analysis via the Kalman filter approach. Working Paper N. 24/2019 del Dipartimento di Scienze Economiche, Facoltà di Economia, Università degli Studi di Firenze. 

Work in Progress


Endogeneity in exchange rate dynamics: an empirical network analysis (2022).

Endogenous instability in a speculative financial market (2022).

Long run vs short run expectations: a forecasting dispersion analysis (2022).

bottom of page