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q-fin.GN2026
From debt crises to financial crashes (and back): a stock-flow consistent model for stock price bubbles
Matheus R. Grasselli, Adrien Nguyen-Huu
We develop a stochastic macro-financial model in continuous time by integrating two specifications of the Keen economic framework with a financial market driven by a jump-diffusion…
q-fin.GN2016
Inventory growth cycles with debt-financed investment
Matheus Grasselli, Adrien Nguyen-Huu
We propose a continuous-time stock-flow consistent model for inventory dynamics in an economy with firms, banks, and households. On the supply side, firms decide on production base…