Ekonomická a finančná matematika
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Bratislava Economic Seminar 18.12.2013
http://www.iam.fmph.uniba.sk/studium/efm/forum/viewtopic.php?f=30&t=641
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Autor:  chladna [ Str Dec 11, 2013 10:48 am ]
Predmet príspevku:  Bratislava Economic Seminar 18.12.2013

Vážení kolegovia,

pozývame Vás na "Bratislava Economic Seminar", ktorý je spoločným projektom CEF FMFI UK,
Národnej banky Slovenska a Katedry hospodárskej politky Národohospodárskej fakulty EUBA. Oznámenie o podujatí je v prílohe.

Seminár sa uskutoční uskutoční v stredu 18. decembra 2013 o 15:00 v posluchárni C, na Fakulte matematiky, fyziky a informatiky UK, Mlynská dolina, Bratislava a jeho náplňou bude prednáška:

Domenico Delli Gatti (Università Cattolica del Sacro Cuore): E Pluribus Unum: Macroeconomic Modelling for Multi-agent Economies

Abstract
From the macroeconomist’s viewpoint, agent based modelling has an obvious drawback: It makes
impossible to think in aggregate terms. The modeller, in fact, can reconstruct aggregate variables only
"from the bottom up" by summing the levels of a myriad of individual variables. We propose a
modelling strategy which reduces the dimensionality of an agent based framework by replacing the
actual distribution with the first and higher moments of the distribution itself. We put this strategy at
work in a Macroeconomic and Agent Based Model (M&ABM) of the financial accelerator in which firms’
heterogeneous degrees of financial robustness affect investment in a Greenwald-Stiglitz setting.


Tešíme sa na Vašu účasť,

CEF.

Prílohy:
BratislavaEconomicSeminar-invitation-18december-Gatti.pdf [36.63 KiB]
598 krát

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