Vincenzo Valori

Department of Mathematics for Decisions (DMD)
Faculty of Economics
University of Florence

 

foto

How to contact me
Research interests
Publications and other writings
Miscellaneous
(Un)Useful stuff and links

 


arrow - How to contact me

Address: Dipartimento di Matematica per le Decisioni - Via C. Lombroso 6/17 - 50134 Firenze - ITALIA
Phone: +39 055 4796 813
Fax: +39 055 4796 800
E-mail: vincenzo.valori@dmd.unifi.it
Official Web Page (Department of Mathematics for Decisions)

 


arrow - Research interests

Bounded rationality and learning :

Bounded rationality in (macro)economic models
Properties of adaptive learning mechanisms with endogenous gain sequence
Learning with Heterogeneous agents
Experimental validation of alternative assumptions about real agents' behaviour

Work in progress:
- Heterogeneity and stability. With Domenico Colucci (Università degli Studi di Firenze).
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Chaos persistence under error learning procedures in cobweb models. With Domenico Colucci (Università degli Studi di Firenze).
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Forecasts interaction and Inflation Targeting monetary policy. With Domenico Colucci (Università degli Studi di Firenze) and Emilio Barucci (Politecnico di Milano).

Auctions:

Public procurement auctions
Internet auctions

Work in progress:
- I
nformation disclosure in procurement auctions with horizontally differentiated suppliers . With Domenico Colucci (Università degli Studi di Firenze) and Nicola Doni (Università degli Studi di Firenze).

Voting:

Voters' turnout

Work in progress:
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Voters' turnout under referenda. With Domenico Colucci (Università degli Studi di Firenze) and Massimiliano Landi (Singapore Management University)

 


arrow - Publications and other writings

D. Colucci and V. Valori: Heterogeneous adaptive expectations and Cobweb phenomena. DiMaD Working Paper (Quaderni del Dipartimento di Matematica per le Decisioni), Università degli Studi di Firenze, 2009-01, 2009.

D. Colucci, N. Doni and V. Valori - Dynamics in non-binding procurement auctions with boundedly rational bidders. Nonlinear Dynamics in Economics, Finance and the Social Sciences - Essays in Honour of John Barkley Rosser Jr.; Gian-Italo Bischi, Carl Chiarella, Laura Gardini, (Eds.), 2009. (working paper version available throug IDEAS)

D. Colucci and V. Valori - Asset price dynamics when behavioural heterogeneity varies. Computational Economics, vol. 32: pp. 3-20 (2008).

D. Colucci and V. Valori: Asset price dynamics when behavioural heterogeneity varies. DiMaD Working Paper (Quaderni del Dipartimento di Matematica per le Decisioni), Università degli Studi di Firenze, 06/05, December 2006. (extended version with longer appendix of the paper with the same title published on Computational Economics)

M. Longo and V. Valori: The comparison test - Not just for nonnegative series. Mathematics Magazine, 79/3, 201-206, 2006.

D. Colucci and V. Valori: Ways of learning in a simple economic setting: a comparison. Chaos, Solitons & Fractals, Vol. 29, Issue 3, 653-670, August 2006. (available also as DiMaD Working Paper - Quaderni del Dipartimento di Matematica per le Decisioni, Università degli Studi di Firenze, 05/03, October 2005)

D. Colucci and V. Valori: Error learning behaviour and stability revisited. Journal of Economic Dynamics and Control . Vol. 29/03, 371-388, 2005.

D. Colucci and V. Valori: Adaptive learning in the Cobweb with an endogenous gain sequence. DiMaD Working Paper (Quaderni del Dipartimento di Matematica per le Decisioni), Università degli Studi di Firenze, 04/13, December 2004.

M. Longo and V. Valori: A note on the comparison test for real series. DiMaD Working Paper (Quaderni del Dipartimento di Matematica per le Decisioni), Università degli Studi di Firenze, 03/11, December 2003. (extended, but possibly less accurate, version of the paper titled "The comparison test - Not just for nonnegative series" published on Mathematics Magazine)

D. Colucci and V. Valori: EDA learning in a cobweb model. DiMaD Working Paper (Quaderni del Dipartimento di Matematica per le Decisioni), Università degli Studi di Firenze, 03/10, December 2003.

E. Barucci and V. Valori: Forecast interactions in an inflation targeting monetary policy. DiMaD Working Paper (Quaderni del Dipartimento di Matematica per le Decisioni), Università degli Studi di Firenze, 03/09, December 2003.

M. Longo and V. Valori: Existence and stability of equilibria in OLG models under adaptive expectations. DiMaD Working Paper (Quaderni del Dipartimento di Matematica per le Decisioni), Università degli Studi di Firenze, n.01/06, May 2001.

D. Colucci and V. Valori: Error learning behaviour and stability revisited. DiMaD Working Paper (Quaderni del Dipartimento di Matematica per le Decisioni), Università degli Studi di Firenze, 01/03, March 2001. (extended, and possibly less accurate, version of the paper having the same title and published on the Journal of Economic Dynamics and Control)

G.I. Bischi and V. Valori: Nonlinear effects in a discrete-time dynamic model of a stock market. Chaos, Solitons & Fractals, Vol. 11, Issue 13, 2103-2121, October 2000.

E. Barucci and V. Valori: "Forecasting the forecasts of others" e la politica di Inflation Targeting. Report of Dipartimento di Statistica e Matematica Applicata all'Economia, Università degli Studi di Pisa, n.167, March 2000.

V. Valori: Aspettative ed apprendimento in macroeconomia. Ph.D. final dissertation, March 2000.

V. Valori: Agenti eterogenei e stabilità degli equilibri di aspettative razionali in modelli economici con razionalità limitata. DiMaD Working Paper (Quaderni del Dipartimento di Matematica per le Decisioni), Università degli Studi di Firenze, 99/10, October 1999.

D. Colucci and V. Valori: Expectations of learning agents and stability of perfect foresight equilibria in discrete time dynamic economic models. DiMaD Working Paper (Quaderni del Dipartimento di Matematica per le Decisioni), Università degli Studi di Firenze, n.99/09, October 1999.

D. Colucci and V. Valori: Adaptive expectations with an endogenous learning step: some preliminary results. Proceedings of the XXIII A.M.A.S.E.S. Conference, Rende (CS), 1999.

V. Valori: Iterazione di mappe come sistemi dinamici discreti. Una applicazione allo studio delle interazioni fra raccolta netta dei fondi e livello dei prezzi in un mercato azionario. Tesi di Laurea. June 1996.

 


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BEELab - Behavioural and Experimental Economics Lab

 


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Forthcoming!!!

 



Last update: September 21, 2009