Program MDEF 2014
Location: Department of Economics, Society, Politics - Palazzo Battiferri, via Saffi n. 42, Urbino (Italy). Aula Rossa.
Thursday, September 18
8:30-9:00 Registration
9:00-10:40 Chair: Fabio Tramontana
- Ugo Merlone (with A. Matsumoto and F. Szidarovszky): Oligopolies with Contingent Workforce and Unemployment Insurance Systems. download slides
- Luca Gori (with L. Fanti and M. Sodini): A nonlinear Cournot duopoly with advertising. downloas slides
- Mauro Sodini (wotl L. Gori and L. Guerrini): A continuous time Cournot duopoly with delays. download slides
- Serena Brianzoni (with L. Gori and E. Michetti): Dynamics of a Bertrand duopoly with differentiated products and nonlinear costs: analysis, comparisons and new evidences. download slides
- Fabio Tramontana (with F. Cavalli and A. Naimzada): Nonlinear dynamics and global analysis of a heterogeneous Cournot duopoly. download slides
10:40-11:10 Coffee-Break
11:10-12:50 Chair: Marco Marini
- Fausto Cavalli (with A. Naimzada and M. Pireddu): Dynamics of heterogeneous oligopolies with best response mechanisms. download slides
- Fabio Lamantia (with G.I. Bischi and D. Radi): An evolutionary Cournot model with limited market knowledge. download slides
- Lorenzo Cerboni Baiardi (with G.I. Bischi): A dynamic marketing model with best reply and inertia. download slides
- Marius Ochea (with D. Lindeman): Imitation Dynamics in Cournot Games with Heterogeneous Players. download slides
- Marco Marini (with Gani Aldashev and T. Verdier): Brothers In Alms? Coordination Between Nonprofits on Markets for Donations. download slides
13:00 -15:00 Lunch
15:00-16:40 Chair: Volker Böhm
- Frank Westerhoff (with N. Schmitt): Intensity of choice versus profit taxes:a measure against rational routes to randomness?
- Alessandro Carraro (with G. Ricchiuti): Heterogeneous Fundamentalists and Market Maker Inventories. download slides
- Marina Pireddu (with A. Naimzada): A financial market model with endogenous fundamental values through imitative behavior.download slides
- Xuezhong (Tony) He: Optimality of Momentum and Reversal. download slides
- Volker Böhm: Rational Expectations and the Stability of Balanced Monetary Development.
16:40-17:10 Coffee-break
17:10-19:00 Special Session. Chair: Tony He
Roberto Dieci, Tony He, Cars Hommes: book presentation.
- Masaaki Kijima (with Y. Muromachi): On the Risk Evaluation Method Based on the Market Model. download slides
- Matthieu Charpe (with C. Chiarella, P. Flaschel and C. Proaño): Business Confidence and Macroeconomic Dynamics in a Nonlinear Two-Country Framework with Aggregate Opinion Dynamics.
- Paolo Pellizzari (with D. Ladley): The simplicity of optimal trading in order book markets. download slides
- Simone Landini (with M. Gallegati, A. Mandel and H. Gintis): Generalized Market Exchange with Master Equations.
- Carl Chiarella (with T. Zhi and C. Di Guilmi): Modelling the "Animal Spirits" of Bank's Lending Behaviour. download slides
20:30 Social Dinner
Friday, September 19
9:00-10:40 Chair: Marcello Galeotti
- Alessandro Fiori Maccioni (with A. Antoci and P. Russu): The Ecology of Defensive Medicine and Malpractice Litigation. download slides
- Davide Radi (with L. Gardini): A Schelling-like Segregation Model with Heterogeneous Distributions of Tolerance and Entry Restrictions. download slides download slides
- Tatyana Ryzanova (with J. Jungeilges): Modeling of economic dynamics under stochastic noise. download slides
- Yoshiyuki Arata: Endogenous business cycles caused by nonconvex costs and interactions. download slides
- Marcello Galeotti (with A. Antoci): Global dynamics of a Solow-Swan model with environmental assets. download slides
10:40-11:10 Coffee-Break
11:10-12:50 Chair: Pasquale Commendatore
- Tönu Puu: Global Dynamics of the Hotelling Duopoly.
- Anna Ressi (with M. Kopel and M. Pezzino): Strategic Delegation, Bargaining and Location Choice. download slides
- Roberto Basile: Regional productivity growth in Europe: a Schumpeterian perspective. download slides
- Ingrid Kubin (with P. Commendatore and I. Sushko): Trade agreements in a linear FE model: preliminary considerations on fixed point and dynamic properties
- Pasquale Commendatore and Pascal Mossay (with I. Kubin and I. Sushko): Dynamic agglomeration patterns in a 2-country 4-regions NEG model. download slides
13:00 -15:00 Lunch
15:00-16:40 Chair: Iryna Sushko
- Alexandros K Karlis (with G. Galanis, S. Terovitis and M. S. Turner): Information Heterogeneity and Clustering of Defaults. download slides
- Vincenzo Valori (with D. Colucci): A parsimonious model of expectations to explain experimental forecasts. download slides
- Nicolò Pecora (with A, Agliari , D. Massaro and A. Spelta): Inflation Targeting, Recursive Inattentiveness and Heterogeneous Expectations. download slides
- Giorgio Ricchiuti (with F. Tramontana): A Dynamic Exchange Rate Model with Endogenous and Heterogenous Beliefs download slides
- Iryna Sushko (with V. Avrutin, F. Tramontana and F. Westerhoff): Bull and Bear market with different entry thresholds. download slides
16:40-17:10 Coffee-break
17:10-18:50 Chair: Kiminori Matsuyama
- Herbert Dawid (with M. Keoula, M. Kopel and P. Kort): Product Innovation Incentives by an Incumbent Firm: A Dynamic Analysis. download slides
- Giovanni Villani (with M. Biancardi): The effects of R&D investments in International Environmental Agreements with Asymmetric Countries. download slides
- Akio Matsumoto (with F. Szidarovszky): Nonlinear Multiplier-Accelerator Model with Investment and Consumption Delays. download slides
- Hiroki Murakami: Alternative stabilization policies in a Keynes-Kaldor-Tobin model of business cycles. download slides
- Kiminori Matsuyama (with I. Sushko and L. Gardini): Globalization and Synchronization of Innovation Cycles. download paper
19:30 Dinner at University Guest House
21:30 - 22:30 Jazz Music Concert (download booklet: The Real Five Groovers)
Saturday, September 20
9:00-10:40 Chair: Fabio Privileggi
- Arianna Dal Forno (with U. Merlone): Heterogeneous population in binary choices with externalities. download slides
- Alessandro Spelta (with N. Pecora): Shareholding Network in the Euro Area Banking Market.
- Jana Zavacka: Endogenous economic cycles: an agent-based model of consumers' confidence.
- Anna Maria Variato (with P. Ferri): Contraction, austerity and debt dynamics.
- Fabio Privileggi (with D. La Torre and S. Marsiglio): Self-Similar Measures in Multi-Sector Endogenous Growth Models.download slides
10:40-11:10 Coffee-Break
11:10-13:10 Chair: Ilaria Foroni
- Simone Casellina (with S. Landini and M. Uberti): A Non-Absorbing Migration Rate with Renewal Approach to the Dynamic Estimation of Credit Risk Economic Capital.
- Ahmad Naimzada (with F. Cavalli and M. Pireddu): An Evolutionary Approach to Nonlinear Heterogeneous Oligopolies. download slides
- Viviana Fanelli: Investigating Statistical Arbitrage in Commodity Markets. download slides
- Ilaria Foroni (with A. Avellone): Statistical dynamics in economic models described by piecewise maps.
Closing Address
13:15 -15:00 Lunch