Publications

Macro-financial transition risks during deep mitigation pathways: evidence from a hybrid agent-based integrated assessment model

Work in progress. Submitted to Nature Climate Change

This paper integrates a process-based integrated assessment model into a macroeconomic agent-based model to shed light on the macroeconomic and financial response to deep mitigation trajectories controlled by carbon pricing. Our results reveal that rapid transitions induced by high-growing carbon prices significantly impact unemployment, inflation, and income distribution. Stabilization policies can mitigate economic fluctuations, though not completely in 1.5°C scenarios. Our paper emphasizes the need for coordinating climate and macroeconomic policy during ambitious decarbonization.

Energy price shocks in the European Union: macroeconomic impacts, distributional effects and policy responses

Work in progress. Submitted to Energy Economics

This paper relies on an agent-based integrated assessement model to simulate a temporary shock on fossil fuel prices in the European Union. It assesses its impact on functional income distribution, inflation persistence, and macroeconomic aggregates, considering: 1. firms’ capability to sustain profit margins, 2. households’ wage claims, and 3. diverse mitigation transfers and price control policies established by the government.

Contingent convertible bonds and financial instability in an agent-based model

Work in progress

This paper evaluates the impact of contingent convertible bond activations in an modified version of the JMAB agent-based macroeconomic model (Caiani et al., 2016), by extending it with new financial assets, investor learning behaviors, and a variable opinion component. These additions reveal non-linear effects of activations on macroeconomic aggregates, and show potential for financial contagion.

Contingent convertible bonds and macroeconomic stability in a stock-flow consistent model

Metroeconomica

This paper develops a kaleckian economy in a stock-flow consistent model to assess the effect of contingent convertible bonds in terms of stability through numerical simulations.

Recommended citation: Kremer, Elise and Tinel, Bruno. (2022). "Contingent convertible bonds and macroeconomic stability in a stock-flow consistent model." Metroeconomica. 73( 4), 1112– 1154. https://doi.org/10.1111/meca.12392