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Università degli studi di Trento

Three essays in agent-based macroeconomics

Abstract

dc:description

The dissertation is aimed at offering an insight into the agent-based methodology and its possible application to the macroeconomic analysis. Relying on this methodology, I deal with three different issues concerning heterogeneity of economic agents, bounded rationality and interaction. Specifically, the first chapter is devoted to describe the distinctive characteristics of agent-based economics and its advantages-disadvantages. In the second chapter I propose a credit market framework characterized by the presence of asymmetric information between the banks and the entrepreneurs. I analyze how entrepreneursâ€TM heterogeneity and the presence of Relationship Banking influences the macro properties of the designed system. In the third chapter I work to take the core of Keynesâ€TMs macroeconomics into the computer laboratory, in the spirit of a counterfactual history of economic thought. In particular, I devote much effort in the behavioural characterization of the three pillars of Keynesâ€TMs economics – namely the MEC, MPC and LP – relying on his clear refusal of perfect rationality in the decision making process. The last chapter adds to the literature that assesses the impact of monetary policy under the hypothesis of agentâ€TMs bounded rationality. Indeed, I design a quasi rational process through which inflation expectations are updated, and then I analyze how this hypothesis interacts with the efficacy of different monetary policy regimes.

Degree

thesis:*
Grantor dc:publisher
Università degli studi di Trento
Year dc:date
2009

Author and committee

dc:creator, dc:contributor.*
Author dc:creator
  • Canzian, Giulia
Contributors dc:contributor
  • Gaffeo, Edoardo
  • Tamborini, Roberto

Subjects

dc:subject × 1

Rights

dc:rights
Statement dc:rights
  • info:eu-repo/semantics/openAccess
  • license:Tutti i diritti riservati (All rights reserved)
Language dc:language
eng

Identifiers

dc:identifier.*
OAI identifier oai:identifier
oai:iris.unitn.it:11572/368264

Chain of custody

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Università degli Studi di Trento
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Last updated
2026-07-24
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citation

Canzian, Giulia. Three essays in agent-based macroeconomics. Università degli studi di Trento, 2009. https://hdl.handle.net/11572/368264