mw. dr. I.L. (Isabelle) Salle
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Faculteit Economie en Bedrijfskunde
Sectie Wiskundige Economie & Wiskunde
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Valckenierstraat
65
1018 XE Amsterdam
Kamernummer: J/K 2.09
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I.L.Salle@uva.nl
Research Interests
Macroeconomics and Monetary and Fiscal Policies, Learning and Expectations in Markets, Experimental Economics, Agent-Based Models.
Publications in peer-reviewed journals
- Deleveraging crises and deep recessions – a behavioral approach, with P. Seppecher, forthcoming in Applied Economics (accepted version here, more on the model in the Software tab)
- Efficient Sampling and Metamodeling in Computational Economic Models, with M. Yildizoglu, Computational Economics, 2014, Vol. 44, No. 4, pp. 507-53
- Learning the optimal buffer-stock consumption rule of Carroll, with M. Yildizoglu, M-A. Sénégas & M. Zumpe, Macroeconomic Dynamics, 2014, Vol. 18, No. 4, pp. 727-752.
- Ciblage de l’inflation, Transparence et Anticipations –une revue de la littérature récente, Revue d’Economie Politique, 2013/5, Vol. 123, pp. 697-736.
- Inflation Targeting in a Learning Economy: an ABM Perspective, with M. Yildizoglu & M-A. Sénégas, Economic Modelling, 2013, 34, pp.114-128.
Working papers
- Social learning about consumption, with P. Seppecher, 2013, July (revised and submitted), working paper here.
- How transparent should a Central Bank be ? an ABM assessment”, with M. Yildizoglu & M-A. Sénégas, 2013, November, (submitted), working paper here.
- Inflation Expectations, Forward Guidance and Macroeconomic Stabilization, 2014, March, (submitted).
- Modeling Social Learning in a Decentralized Macroeconomy, with M. Zumpe, M. YILDIZOGLU & Prof. M-.A. SENEGAS.
Here you can find information about Jamel (Java Agent-based Macro-Economic Laboratory) that I am currently developing with Dr. P. Seppecher (University of Paris-North and University of Nice-Sophia Antipolis, France). This is a macro-economic agent-based model with heterogeneous households, heterogeneous firms and a banking sector. It provides a fully decentralized and stock-flow consistent framework for the analysis of economic dynamics.
- Link to the javadoc
- Link to the source code
External collaborator of the Research Department of the International Labour Office (ILO), Geneva, CH and the International Training Center, Turin, Italy. The ILO is a UN- specialized agency focused on work-related issues. Their Research Department works, inter alia, on inequality, instability and employment.
2015
- I.L. Salle (2015). Modeling expectations in agent-based models: An application to central bank's communication and monetary policy. Economic Modelling, 46 (-), 130-141. doi: 10.1016/j.econmod.2014.12.040
- I.L. Salle & P. Seppecher (in press). Social Learning about Consumption. Macroeconomic Dynamics.
- P. Seppecher & I.L. Salle (in press). Deleveraging crises and deep recessions - a behavioural approach. Applied Economics.
2014
- I. Salle & M. Yıldızoğlu (2014). Efficient sampling and meta-modeling in computational economic models. Computational Economics, 44 (4), 507-536. doi: 10.1007/s10614-013-9406-7
- M. Yıldızoğlu, M.A. Sénégas, I. Salle & M. Zumpe (2014). Learning the optimal buffer-stock consumption rule of Carroll. Macroeconomic Dynamics, 18 (4), 727-752. doi: 10.1017/S1365100512000582
2013
- I. Salle, M. Yıldızoğlu & M.A. Sénégas (2013). Inflation targeting in a learning economy: An ABM perspective. Economic Modelling, 34, 114-128. doi: 10.1016/j.econmod.2013.01.031
- I. Salle (2013). Ciblage de l’inflation, transparence et anticipations - une revue de la littérature récente. Revue d’Economie Politique, 123 (5), 697-736.
2013
- I. Salle & P. Seppecher (2013). Social Learning about Consumption. (Preprints, GREDEG Working Papers Series, no 2013-18). : University of Nice.
- I. Salle, M.A. Sénégas & M. Yıldızoğlu (2013). How Transparent About its Inflation Target Should a Central Bank be? An Agent-Based Model Assessment. (Preprints, GREThA Working paper, no 2013-24). : University of Bordeaux.
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