
CompEc 2022/2023
Computational Economics
Università degli Studi di Firenze
SYLLABUS
Official Syllabus from University of Florence website
A TENTATIVE PROGRAM
1. Income Expenditure Model
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2. Logistic model
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Hommes, C. (2013), Behavioural Rationality and Heterogenous Expectations, ed. Cambridge University Press (Chapter 2.)
3. Dynamic ISLM
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4. Lotka Volterra
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5. Heterogeneous Fundamentalists and Imitative Processes
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6. Dynamic effects of increasing heterogeneity in financial markets
Paper:
- Naimzada A. and Ricchiuti G. (2009) `Dynamic Effects of Increasing Heterogeneity in Financial Markets’, Chaos Solitons and Fractals, Volume 41, Issue 4, August 2009, Pages 1764-1772
- Naimzada A. and Ricchiuti G. (2012) `A Note on Biased Fundamentalists’, Chaos Solitons and Fractals, Volume 45, Issue 3, March 2012, Pages 224 – 228
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7. A Rational Route to Randomness
William A. Brock & Cars H. Hommes, 1997. “A Rational Route to Randomness,” Econometrica, Econometric Society, vol. 65(5), pages 1059-1096, September.
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8. Heterogeneous beliefs and routes to chaos in a simple asset pricing model
William A. Brock, Cars H. Hommes, Heterogeneous beliefs and routes to chaos in a simple asset pricing model, Journal of Economic Dynamics and Control, Volume 22, Issues 8–9, 1998, Pages 1235-1274, ISSN 0165-1889,
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9. A Dynamic Exchange Rate Model with Heterogenous Agents
Gori, M., Ricchiuti, G. A dynamic exchange rate model with heterogeneous agents. J Evol Econ 28, 399–415 (2018)
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10. Network: An Introduction (by Francesco Campigli)
Notes by Francesco Campigli
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11. Topology Measures
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12. Asset price dynamics with heterogeneous beliefs and local network interactions
Mock Exams 1
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Mock Exams 2
An Handout of the Solution
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