MDEF
2006
(Modelli
Dinamici in Economia e Finanza)
Urbino, September 21-23, 2006
Place: Faculty of Economics, Palazzo Battiferri, via Saffi n. 42, Urbino
Room: Aula Rossa
PROGRAM
Thursday Sept. 21
8:30-9:20 Registration
9:20-9:30 Opening and Welcome Address by Laura Gardini and Michele
Marchesi
Morning session. Chair: Gian Italo Bischi
9:30-10:00 Invited lecture
- C. Hommes "E&F Chaos: a user friendly software package for nonlinear
dynamics"
10:00 -11:00
- D. Colucci "Some evidence on the effect of agents heterogeneity on
stability in a simple framework"
- G. Weinrich "The Role of Expectations in a Macroeconomic Model with
Inventories"
- F. Tramontana "On one-dimensional forward looking models in economics"
Coffee-Break
11:30-12 Invited lecture
- T. Puu and M. Ruiz "The Cournot-Theocharis Problem Revisited"
12:00 -13:00
- A. Naimzada "Evolutionary oligopoly games with local monopolistic
approximation"
- U. Merlone "Dynamic behaviors in binary games with externalities"
- M. Marini "Consumer Cooperatives and Total Welfare under Mixed Oligopoly"
13:00 Lunch at at Palazzo Battiferri
Afternoon session. Chair: M. Kopel
14:30 -15:00 Invited lecture
- L.Petrosjan "Cooperation in Dynamic and Differential Games"
15:00 - 16:00
- L. Zarri "Cooperation among motivationally heterogeneous agents: the
role of strong reciprocity"
- S. Borghesi "Environmental preferences and economic dynamics"
- M. Biancardi "Stability of international environmental agreement"
Coffee-Break
16:30 - 17:00 Invited lecture
- V. Böhm "Asset Pricing with Markovian Productivity
Growth"
17:00 - 18:20
- A. Agliari "Global dynamics in a generalized Kaldor-Pasinetti
growth model"
- F. Bignami "Global dynamics and synchronization in a market model with
complementary goods and adaptive adjustment"
- E. Michetti "A Solow type model with logistic population growth. A
dynamical study"
- L. Colombo "Do Thick Venture Capital Markets Foster Innovation?
A Strategic Analysis"
20:30 Social Dinner
Friday Sept. 22
Morning session Chair: R. Dieci
9:00-9:30 Invited lectures
- M.Frittelli "Indifference price and risk measures"
9:30-10:00
- C. Chiarella "On the Dynamic Behaviour of Prices in Disequilibrium
– Where Are We After a Quarter of a Century?"
10:00-11:00
- G. Marseguerra "Debt financing and real estate investment timing
decisions"
- S. Landini "A statistical mechanic view of stochastic dynamic in
macroeconomics"
- M. Matilla "An Entropy-Based Test for Chaos. Evidence of Non-Chaotic
Behavior in Exchange Rate Markets"
Coffee-Break
11:30-12:00 Invited lecture
- T. Lux "Estimating Interaction-Based Models: An Approximate Maximum
Likelihood Approach"
12:00-13:00
- R. Dieci "Nonlinear interactions between stock prices and exchange
rates"
- L. Sbragia "Time-varying confidence in a simple asset pricing model
with
heterogeneous agents"
- L. Grilli "Minority games and financial markets"
13:00 Lunch at at Palazzo Battiferri
Afternoon session Chair: M. Marchesi
15:00-15:30 Invited lecture
- W. Runggaldier "Information-induced contagion in cerdit risk models
(A stochastic filtering approach)"
15:30 - 16:30
- M. Marchesi "The Interplay Among Two Stock Markets and a Related Foreign
Exchange Market - a Simulation Approach"
- S. Ecca "Analysis of Stock Option Market in an Artificial Financial
Market"
- S. Casellina "Taylor rule and the dynamics of interest rates"
Coffee-Break
17:00 - 17:30 Invited lecture
- S. Solomon "Regional Economic Development:From Theoretical Models
to Policy Decision Making"
17:30 - 18:50
- M. Raberto "Monetary policy and asset pricing in economies with nominal
rigidities and learning agents"
- I. Foroni "Subcritical Neimark-Sacker bifurcation in a financial model
with imitation"
- M. L. Guerra "LU-fuzzy calculator for option pricing"
- S. Currarini "Long Run Integration in Social Networks"
19:00 Dinner at Palazzo Battiferri
21:00 Concert
at Palazzo Battiferri
Saturday, Sept. 23
Morning session Chair: C. Chiarella
9:00-9:30 Invited lecture
- B. Rosser Jr "Dynamic and Computational Complexity in Economics"
9:30-10:30
- G. Villani "An R&D investment game under uncertainty in real option
analysis"
- M. Longo "Ruin probabilities and optimal investment: The case of
dependence between financial and insurance risks"
- S. Cincotti "Market power and efficiency in an artificial power
exchange with learning agents"
Coffee-Break
11:00-11:30 Invited lecture
- R. Lopez "Structural Change and Dynamic Adjustment in a Three Asset
Economy: Sustainable Development with Unbalanced Growth"
11:30-12:50
- F. Lamantia "Bounded rationality and imitative behaviour in patch
exploitation of fisheries"
- F. Cortelezzi “Strategic urban development under uncertainty"
- E. Ticci “Interactions between production choices and environmental
dynamics in a model with heterogeneous agents"
- F. Nardini "Duopoly with heterogeneous firms: production decisions,
costs, and market shares"
12:50 Closing address
13.00 Lunch at Palazzo Battiferri