› Catching up with the Joneses and Borrowing Constraints - An Agent-based Analysis of Household Debt - Nadja König, University of Hamburg
10:00-10:30 (30min)
› Households' debt in an Agent-based Stock Flow Consistent Macroeconomic model - Paola D'Orazio, Università degli studi G. d'Annunzio Chieti Pescara [Chieti-Pescara]
10:30-11:00 (30min)
Alberto Russo, Università Politecnica delle Marche
› Agent Based Simulation for Educational Effects on Reducing Social Exclusion - Masatoshi Murakami, Faculty of Economics, Hannan University
09:30-10:00 (30min)
› Inequality, Household Debt and Financial Instability: an Agent-Based Perspective - Alberto Cardaci, Lombardy Advanced School of Economic Research
10:00-10:30 (30min)
› An Agent-Based Macroeconomic Model with Social Classes and Endogenous Crises - Alberto Russo, Università Politecnica delle Marche
10:30-11:00 (30min)
›9:30 (1h30)
Financial Networks Leanne Ussher, Queens College City University of New York
› Room 140
9:30 - 11:00 (1h30)
Financial Networks
Room 140
Leanne Ussher, Queens College City University of New York
› An empirical analysis of the network structure of the Spanish credit market - Giulia Provenzano - University Jaume I
09:30-10:00 (30min)
› An Agent Based Network of Firm Trade Credit - Leanne Ussher, Queens College City University of New York
10:00-10:30 (30min)
Florian Sniekers, VU University Amsterdam, University of Amsterdam
› A Heterogeneous Agent-Based Implementation of Business Cycles in a Barter Economy - Shyam Gouri Suresh, Department of Economics, Davidson College
09:30-10:00 (30min)
› Learning to switch in the housing market - Florian Sniekers, VU University Amsterdam, University of Amsterdam
10:00-10:30 (30min)
› A statistical Test of Walrasian Equilibrium by Means of Complex Networks Theory - leonardo bargigli, Dipartimento di scienze economiche e dell'impresa, Università di Firenze
10:30-11:00 (30min)
› Stock market comovements: a nonlinear approach for 48 countries - Andreia Dionisio, University of Evora, Andreia
09:30-10:00 (30min)
› Bringing an Elementary Agent-Based Model to the Data: Estimation via GMM and an Application to Forecasting of Asset Price Volatility - Jaba Ghonghadze, University of Kiel
10:00-10:30 (30min)
› Dark pool usage and market volatility - Yibing Xiong, Tokyo Institute of Technology
10:30-11:00 (30min)
Plenary Session on Calibration and Validation of Agent-Based Models (Chair: Mauro Napoletano) - "Agent-based modeling of collaboration networks: How models meet data"
Room 138
