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    Economic Dynamics

 
Draft Programme LOFAR User Requirements Review and Workshop

 

 

 

 

Workshop Economic Dynamics

 

Updated June 13, 2002

 

Location: Lorentz Centre, Leiden

Dates: 17 28 June, 2002

 

Program

 

First week

 

Monday , June 17

 

09:30 10:00 Welcome & Registration

Coffee and tea in the Common Room

10:00 Opening

10:30 11:30 Alan Kirman

The micro foundations of opinion swings and bubbles:

some recent developments

12:00 13:00 Lunch in the Gorlaeus canteen

15:00 15:30 Coffee and tea in the Common Room

15:30 16:30 Doyne Farmer

The random actor model, market institutions, and the statistical mechanics of

financial markets

17:00 18:30 Wine & Cheese Party in the Common Room

 

 
Tuesday,June 18

 

09:30 10:30 Willi Semmler

Dynamic models with multiple equilibria

10:30 11:00 Coffee and tea in the Common Room

11:00 12:00 Florian Wagener

Markets with many types of traders

12:00 13:00 Lunch in the Gorlaeus canteen

15:30 16:00 Coffee and tea in the Common Room

16:00 17:00 Buz Brock

Tipping points: theory and econometrics

 

 

Wednesday, June 19

 

09:30 10:30 Volker Boehm

Dynamics of asset prices in the nonlinear CAPM

10:30 11:00 Coffee and tea in the Common Room

11:00 12.00 Michael Neugart

Endogenous fluctuations in the demand for education

12:00 13:00 Lunch in the Gorlaeus canteen

15:30 16:00 Coffee and tea in the Common Room

16:00 17:00 Michel Dacorogna

Scaling analysis to characterize financial markets

 

 

Thursday, June 20

 

09:30 10:30 Thomas Lux

Genetic algorithm learning and the stylized facts of financial markets

10:30 11:00 Coffee and tea in the Common Room

11:00 12:00 Jan Wenzelburger

Learning to predict rationally when beliefs are heterogeneous

12:00 13:00 Lunch in the Gorlaeus canteen

15:30 16:00 Coffee and tea in the Common Room

16:00 17:00 Carl Chiarella

An adaptive model of asset pricing and wealth dynamics with heterogeneous

trading strategies

19:00 Barbeque on the beach

 

 

Friday, June 21

 

09:30 10:30 Andrea Gaunesdorfer

Financial markets as adaptive belief systems with non-stationary fundamentals

10:30 11:00 Coffee and tea in the Common Room

11:00 12:00 Paul de Grauwe

The exchange rate and its fundamentals in a complex world

12:00 13:00 Lunch in the Gorlaeus canteen

15:30 16:00 Coffee and tea in the Common Room

16:00 17:00 Vernon Smith

Dynamic electric power or water "designer" market experiments

 

 

 

Second week

 

 

Monday, June 24

 

09:30 10:30 Dan Friedman

The dynamics of price dispersion: some laboratory evidence

10:30 11:00 Coffee and tea in the Common Room

11:00 12.00 Joep Sonnemans/Jan Tuinstra

Asset pricing experiments

12:00 13.00 Lunch in the Gorlaeus canteen

15:30 16:00 Coffee and tea in the Common Room

16:00 17:00 George Evans

Monetary policy, expectations and the timeless perspective

17:00 18:30 Wine & Cheese Party in the Common Room

 

 

Tuesday, June 25

 

09:30 10:30 Seppo Honkapohja

Learning stability in economies with heterogeneous agents

10:30 11:00 Coffee and tea in the Common Room

11:00 12.00 Bruce McGough

Stable sunspot solutions in models with predetermined variables

12:00 13.00 Lunch in the Gorlaeus canteen

15:30 16:00 Coffee and tea in the Common Room

16:00 17:00 Jim Bullard

Learning to detrend macroeconomic data

 

 

Wednesday, June 26

 

09:30 10:30 Didier Sornette

Bubbles and crashes:empirical evidence and new nonlinear models

10:30 11:00 Coffee and tea in the Common Room

11:00 12.00 Rama Cont

Title to be announced

12:00 13.00 Lunch in the Gorlaeus canteen

15:30 16:00 Coffee and tea in the Common Room

16:00 17:00 Jean-Michel Grandmont

Aggregation of heterogeneous beliefs and asset pricing

in complete financial markets             

19:00 Conference dinner

 

 

Thursday, June 27

 

09:30 10:30 Bill Branch

Intrinsic heterogeneity in expectation formation

10:30 11:00 Coffee and tea in the Common Room

11:00 12:00 Frank Westerhoff

Heterogeneous traders and the Tobin tax

12:00 13.00 Lunch in the Gorlaeus canteen

15:30 16:00 Coffee and tea in the Common Room

16:00 16:45 Gerwin Griffioen

A heterogeneous agent model with fundamentalists

   and moving average traders

16:45 17:30 Sebastiano Manzan

Nonlinear dynamics in asset prices: an empirical investigation

 

 

Friday, June 28

 

09:30 10:30 Engelbert Dockner

Nonlinear versus non-gaussian volatility models

10:30 11:00 Coffee and tea in the Common Room

11:00 12:00 Cees Diks

Continuous choice dynamics

12:00 13.00 Lunch in the Gorlaeus canteen

 

 

 

End of program

 



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