MDEF 2004
(Modelli Dinamici in Economia e Finanza)
Urbino, September
16-18, 2004
Place: Faculty of Economics, Palazzo Battiferri, via Saffi n. 42, Urbino
Room: Aula Rossa
PROGRAM
Thursday Sept. 16
8:30-9:20 Registration 9:20-9:30 Opening and Welcome Address
Morning session. Chair: Gian Italo Bischi
9:30-10:00 Invited lecture
-
Ferenc Szidarovszky "Dynamic Oligopolies with Market Saturation"
10:00 -11:00
-
M. Kopel "Resource dynamics under partial cooperation in an oligopoly "
-
L. Sbragia "Oligopoly models with local monopolistic approximation"
-
A. Agliari "Homoclinic connections in duopoly models"
Coffee-Break
11:30 -12:50
-
U. Merlone "Cooperation Dynamics in Repeated n-Player Prisoner’s dilemma "
- A. Naimzada "Local and global interaction in oligopoly models"
- L. Grilli "A Stackelberg differential game with overlapping generations"
- M. Marini "‘Kinked’ Norms of Behaviour and Cooperation"
13:00 Lunch at at Palazzo Battiferri
Afternoon session. Chair: T. Puu
14:30 -15:00 Invited lecture
- V. Böhm "Price Dynamics when Demand is Random"
15:00 - 16:00
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G. Weinrich "Unemployment and Inventories in the Business Cycle"
-
L. Colombo "Technology Adoption with Production Externalities: Market Failures and Policy Intervention"
- M.
Raberto "Modeling and simulation of a monetary production economy under the
circuitist approach with heterogeneous interacting firms"
Coffee-Break
16:30 - 17:00 Invited lecture
-
H. Dawid "Should we trust in government announcements? A Dynamic Analysis"
17:00 - 19:00
-
P. Nicola "Micro-founded Macro-models and Labour market"
- G. Marseguerra "Investments and financing decisions in a real estate market"
- S. Landini "Analysis and simulation of RBC models with the Dynare Toolbox for MATLAB"
- I. Sushko " Global bifurcations in a family of piecewise smooth unimodal maps"
- M. Marchesi "RAMSES, a project to perform Research on Agent-based Modeling and Simulation of Economic Systems"
- M. Marchesi "The Genoa Artificial Stock Market: current status and future trends of a market simulation framework"
20:00 Social Dinner at Collegio "Tridente"
Friday Sept. 17
Morning session Chair: C. Chiarella
9:00-9:30 Invited lecture
-
N. Touzi "Hedging under gamma constraints by optimal stopping and face-lifting"
9:30-10:50
-
C. Uberti "Forecasting volatility using inverted-gamma distributions in affine jump-diffusion models"
- M. L. Guerra "Use of LU representation for fuzzy numbers in financial models"
- M. Grimaldi "Asset Prices Bubbles: Rational or Behavioral ? "
- F. Privileggi "Cantor type distributions in one-sector optimal growth models under uncertainty"
Coffee-Break
11:20-12:40
- V. Valori "Generalised Fading Memory Learning in a Cobweb Model: some evidence"
- G.I. Bischi "A cobweb model with second order adaptive expectations"
- S. Sordi "Financial fragility and complex dynamics"
- T. Puu "On the change of periodicities in the Hicksian multiplier-accelerator model with a consumption floor"
13:00 Lunch at at Palazzo Battiferri
Afternoon session Chair: V. Böhm
15:00-15:30 Invited lecture
- S. Jørgensen"Venture Capital Financed Investments in Intellectual Capital"
15:30 - 16:30
- P. Sacco "Evolutionary games with expectations: Do ‘animal spirits’ matter?"
- S. Borghesi "Biodiversity and economic growth: stabilization versus preservation of the ecological dynamics"
- M. Sodini "Social capital and economic growth"
Coffee-Break
17:00 - 17:30 Invited lecture
-
P. De Grauwe"Fundamental and Non-Fundamental Equilibria in the Foreign Exchange Market"
17:30 - 18:50
- L. Zarri "Endogenous preferences and voluntary provision of public goods: a double critical mass model"
- F. Lamantia "The role of protected areas and expectations in the management of renewable natural resources"
- M. Biancardi "Determination of strategies in natural resources exploitation"
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M. Longo "Pension planning under transaction costs"
19:00 Dinner at Palazzo Battiferri
21:00 Concert of "La Sibylle Trio" at Palazzo Battiferri
Saturday, Sept. 18
Morning session Chair: F. Szidarovszky
9:00-9:30 Invited lecture
- C. Chiarella "Asset Price Dynamics with Time-Varying Second Moment"
9:30-9:40 Tribute to Carl Chiarella in occasion of his 60th Birthday
9:40-11:00
- J. Wenzelburger "The Impact of Multiperiod Planning Horizons on Portfolios and Asset Prices in a Dynamic CAPM"
- R. Dieci "Asset price and wealth dynamics under heterogeneous beliefs"
- I. Foroni "Heterogeneous financial market model with switching and fixed fractions of agents"
- C. Tripodi "Dynamical systems in stochastic background: an application on the “Theory of Portfolio” of Tobin"
Coffee-Break
11:30-12:30
- F. Cortelezzi "Strategic complementarities and spillover. A real option approach"
- M. Ciaschini “Forward and backward dispersion approach in a bioregional social accounting framework
- S. Casellina “Extending Taylor’s rule using linear quadratic programming
12:30-12:45 Closing address
13.00 Lunch
at Palazzo Battiferri
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