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