Interactive Economic Simulator
reproduction files and data.
Citation data (scientific and patents) for low-carbon energy patents.
- Relevant publication: Pichler, A; Pangallo, M; del Rio-Chanona RM; Lafond, F; Farmer, JD (2020). Production networks and epidemic spreading: How to restart the UK economy?
Data for first-order supply and demand shocks of COVID-19
- Relevant publication: Hötte, K; Pichler, A; Lafond, F (2020). The rise of science in low-carbon energy technologies.
R tutorial on minimizing systemic risk in direct financial exposure networks.
- Relevant publication: del Rio-Chanona, RM; Mealy, P; Pichler, A; Lafond, F; Farmer, JD (2020). Supply and demand shocks in the COVID-19 pandemic: An industry and occupation perspective.
R tutorial on minimizing systemic risk in overlapping portfolio networks (coming soon).
- We show how minimizing overall DebtRank of a financial system can be formulated, implemented and solved as a mixed-integer linear programming (MILP) problem in R.
- Relevant publication: Diem, C; Pichler, A; Thurner, S (2020): What is the Minimal Systemic Risk in Financial Exposure Networks?
Journal of Economic Dynamics and Control
- When banks invest in the same not perfectly liquid asset, they are exposed to mutual risks due to price impacts induced from sales. We show how to minimize these systemic risks
by quadratic programming (QP) in R.
- Relevant publication: Pichler, A; Poledna, S; Thurner, S (2018): Systemic-risk-efficient asset allocations: Minimization of
systemic risk as a network optimization problem.
Forthcoming in Journal of Financial Stability