A first meeting will take place on 21.4. in which organizational issues will be discussed.
The actual sessions oft he reading group will take place on the following dates:
28.4., 5.5., 19.5., 2.6.,23.6.,14.7.
Topics and reading material:
Session 1: Agent-Based Modeling in Economics and Finance
Axtell, R., & Farmer, J. D. (2017). Agent-based modeling in economics and finance: Past, present, and future.
Session 2: Agent-based macroeconomics I
Lengnick, M. (2013). Agent-based macroeconomics: A baseline model. Journal of Economic Behavior & Organization, 86, 102-120.
Session 3: Agent-based macroeconomics II
Dosi, G., Fagiolo, G., & Roventini, A. (2010). Schumpeter meeting Keynes: A policy-friendly model of endogenous growth and business cycles. Journal of Economic Dynamics and Control, 34(9), 1748-1767.
Dawid, H., Harting, P., & Neugart, M. (2018). Cohesion policy and inequality dynamics: Insights from a heterogeneous agents macroeconomic model. Journal of Economic Behavior & Organization, 150, 220-255.
Session 4: Credit networks
Battiston, S., Gatti, D. D., Gallegati, M., Greenwald, B., & Stiglitz, J. E. (2007). Credit chains and bankruptcy propagation in production networks. Journal of Economic Dynamics and Control, 31(6), 2061-2084.
Krug, S., Lengnick, M., & Wohltmann, H. W. (2015). The impact of Basel III on financial (in) stability: an agent-based credit network approach. Quantitative Finance, 15(12), 1917-1932.
Session 5: Financial markets
Iori, G., & Porter, J. (2012). Agent-based modelling for financial markets.
Westerhoff, F. H. (2008). The use of agent-based financial market models to test the effectiveness of regulatory policies. Jahrbücher für Nationalökonomie und Statistik, 228(2-3), 195-227.
Session 6: Agent-based integrated assessment models
Lamperti, F., Dosi, G., Napoletano, M., Roventini, A., & Sapio, A. (2018). Faraway, so close: coupled climate and economic dynamics in an agent-based integrated assessment model. Ecological Economics, 150, 315-339.
Rhythmus | Tag | Uhrzeit | Format / Ort | Zeitraum |
---|
Modul | Veranstaltung | Leistungen | |
---|---|---|---|
31-M-El3 Elective Courses 3 | Gewählte Veranstaltungen aus dem Bereich ökonomischer Theorie 4 LP | Studieninformation | |
31-M-Macro3 Macroeconomics 3 | Macroeconomics 3 | benotete Prüfungsleistung
|
Studieninformation |
31-MM9 Makrotheorie und -politik | Wachstum und Verteilung | benotete Prüfungsleistung
|
Studieninformation |
31-MM9-WiMa Makrotheorie und -politik | Wachstum und Verteilung | benotete Prüfungsleistung
|
Studieninformation |
Die verbindlichen Modulbeschreibungen enthalten weitere Informationen, auch zu den "Leistungen" und ihren Anforderungen. Sind mehrere "Leistungsformen" möglich, entscheiden die jeweiligen Lehrenden darüber.
Studiengang/-angebot | Gültigkeit | Variante | Untergliederung | Status | Sem. | LP | |
---|---|---|---|---|---|---|---|
Bielefeld Graduate School in Theoretical Sciences / Promotion | |||||||
Economics and Management (BiGSEM) / Promotion | Finance; Field Courses; Electives | 2 | |||||
Economics and Management (BiGSEM) / Promotion | Economics; Field Courses; Electives | 2 |
Zu dieser Veranstaltung existiert ein Lernraum im E-Learning System. Lehrende können dort Materialien zu dieser Lehrveranstaltung bereitstellen: