research

Publications in peer reviewed journals

  • Dindo, Pietro and Jacopo Staccioli (2018) ‘Asset prices and wealth dynamics in a financial market with random demand shocks’. Journal of Economic Dynamics and Control 95, pp. 187–210. DOI: 10.1016/j.jedc.2018.08.009

Working papers

  • Cirillo, Valeria, Matteo Rinaldini, Jacopo Staccioli and Maria Enrica Virgillito (2018) Workers’ awareness context in Italian 4.0 factories
    LEM Working Papers series n. 13/2018 [PDF]
  • Staccioli, Jacopo and Mauro Napoletano (2018) An agent-based model of intra-day financial markets dynamics
    LEM Working Papers series n. 12/2018 [PDF]
  • Dindo, Pietro and Jacopo Staccioli (2017) Asset prices and wealth dynamics in a financial market with endogenous liquidation risk
    LEM Working Papers series n. 33/2017 [PDF]

Works in progress

  • Trade Unions and Industry 4.0 in the Italian Motor Valley: more value is created than distributed (with Valeria Cirillo, Matteo Rinaldini and Maria Enrica Virgillito)
  • A dynamic functional principal component analysis of intra-day volatility (with Matteo Barigozzi)

Other publications

  • Cirillo, Valeria, Daniela Freddi, Matteo Rinaldini, Jacopo Staccioli and Maria Enrica Virgillito (2017)
    “Field research report on the implementation of Industry 4.0 in a sample of Italian companies.” In:
    Matteo Gaddi, Nadia Garbellini and Francesco Garibaldo (Ed.), Industry 4.0 and its consequences
    for work and labour.
    Fondazione Claudio Sabattini and Associazione Culturale Punto Rosso.

Mimeos

  • Bubble-and-bust dynamics under walrasian asset pricing and heterogeneous traders (2014) [PDF]
  • Is Globalization still a good chance? Challenges raised by making capital, goods and people free to move across the planet (2012) [PDF]

Presentations

  • Pisa, 2nd October 2018 [PDF]
  • Tokyo, 30th June 2018 [PDF]
  • Kyoto, 23rd June 2018 [PDF]
  • Paris, 12th April 2018 [PDF]
  • Budapest, 21st October 2017 [PDF]
  • Milan, 14th June 2017 [PDF]
  • Pisa, 7th September 2017 [PDF]
  • St. Petersburg, 25th May 2017 [PDF]
  • Paris, 30th March 2017 [PDF]
  • Sapporo, 7th February 2017 [PDF]
  • Sophia Antipolis, 18th November 2016 [PDF]
  • Siena, 30th September 2016 [PDF]
  • Pisa, 26th September 2016 [PDF]
  • Bordeaux, 28th June 2016 [PDF]
  • Bordeaux,4th June 2015 [PDF]
  • Sophia Antipolis, 22nd May 2015 [PDF]
  • Moncalieri, 30th January 2015 [PDF]
  • Pisa, 11th July 2014 [PDF]
  • Bielefeld, 3rd February 2014 [PDF]
  • San Miniato, 20th September 2013 [PDF]
  • Pisa, 14th October 2011 [PDF]