Crisis propagation in a heterogeneous self-reflexive DSGE model

• Federico Morelli ,

  Roles Conceptualization, Data curation, Formal analysis, Investigation, Methodology, Writing – original draft, Writing – review & editing

  * E-mail: federico.morelli@ladhyx.polytechnique.fr

  Affiliations LPTMC, UMR CNRS 7600, Sorbonne Université, Paris, France, LadHyX, UMR CNRS 7646, Ecole Polytechnique, Palaiseau, France, Chair of Econophysics & Complex Systems, Ecole polytechnique, Palaiseau, France

  https://orcid.org/0000-0002-1739-6959

  ⨯
• Michael Benzaquen,

  Roles Conceptualization, Methodology, Project administration, Writing – review & editing

  Affiliations LadHyX, UMR CNRS 7646, Ecole Polytechnique, Palaiseau, France, Chair of Econophysics & Complex Systems, Ecole polytechnique, Palaiseau, France, Capital Fund Management, Paris, France

  https://orcid.org/0000-0002-9751-7625

  ⨯
• Jean-Philippe Bouchaud,

  Roles Conceptualization, Methodology, Project administration, Writing – review & editing

  Affiliations Capital Fund Management, Paris, France, Académie des Sciences, Paris, France

  ⨯
• Marco Tarzia

  Roles Conceptualization, Methodology, Writing – review & editing

  Affiliations LPTMC, UMR CNRS 7600, Sorbonne Université, Paris, France, Institut Universitaire de France, Paris, France

  ⨯