WEHIA 2015 - Sciencesconf.org

Macroeconomics of Household Debt

Room 138

Marco Raberto, University of Genova

› 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)

Macroeconomics and Inequality

Room 139

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)

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)

Game-theory: Models and Experiments

Room 141

Nicolaas J. Vriend - Queen Mary University of London

› From Rationality to Irrationality : Dynamic Interacting Structures - Pierre Gosselin, Institut Fourier 09:30-10:00 (30min)

› Can Errors Make People More Cooperative? Cooperation in an Uncertain World - Huanren Zhang, Purdue University [West Lafayette] 10:00-10:30 (30min)

› The Principle of Minimum Differentiation Revisited - 10:30-11:00 (30min)

Complexity Approaches in Finance and Economics

Room 144

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)

Financial markets: models and empirical analyses

Room 145

Wei Zhang, Tianjin University

› 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)

Coffee break

Plenary Session on Calibration and Validation of Agent-Based Models (Chair: Mauro Napoletano) - "Agent-based modeling of collaboration networks: How models meet data"

Lecture Hall AXA

Frank Schweitzer, ETH Zürich, Switzerland

Concluding Remarks

Lecture Hall AXA

Lunch