Code and data

  • Interactive Economic Simulator and reproduction files and data.

    • 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? Working paper
  • Citation data (scientific and patents) for low-carbon energy patents.
    • Relevant publication: Hötte, K; Pichler, A; Lafond, F (2020). The rise of science in low-carbon energy technologies. Working paper
  • Data for first-order supply and demand shocks of COVID-19
    • 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. Working paper
  • R tutorial on minimizing systemic risk in direct financial exposure networks.
    • 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
  • R tutorial on minimizing systemic risk in overlapping portfolio networks (coming soon).
    • 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