CompEc 2022/2023

Computational Economics
Università degli Studi di Firenze

SYLLABUS

Official Syllabus from University of Florence website

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A TENTATIVE PROGRAM

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1. Income Expenditure Model

  •  Notes

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2. Logistic model

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  • Bibliography:

    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

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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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