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Jakob Grazzini
Contact
Information
Department of Economics and Finance
Catholic University of Milan Via Necchi 5,
I-20123, Milano
Current
Position
(June 2012 - present) Postdoctoral Fellow, Catholic University of Milan
Personal
Information
Born on 09/03/1982 in Rome. Citizenships: Italian and Danish. Gender: Male.
Research
Interests
Agent-Based Models, Macroeconomics, Estimation of Agent-Based Models, Behavioral
Economics.
Languages
Italian (Mother Tongue), English (Fluent), Danish (Independent User)
Education
University of Turin, Italy
E-mail:[email protected]
Internet:www.jakob.altervista.org
Ph.D., Economics and Complexity, March 2012
• Thesis: Empirically Based, Agent-Based Models
• Supervisor: Professor Pietro Terna
• Area of Study: Computational Economics
University of Rome Sapienza, Italy
M.S., Economics, April 2008
• cum Laude
• Thesis: Representative Agent and Heterogeneous Agents. A Computational Approach
• Supervisors: Professor Enrico Marchetti and Professor Pietro Terna
B.S., Economics, September 2005
• cum Laude
• Thesis: Actual, Natural and Warranted Growth Rate in Harrod and Kaldor
• Supervisor: Professor Fernando Vianello
Visiting
University of Amsterdam, Netherlands
Visiting PhD Student
02/2011 - 07/2011
• Center for Nonlinear Dynamics in Economics and Finance
• Supervisor: Prof. Cars Hommes
University of Surrey, UK
Visiting Student
10/2007 - 12/2007
• Centre for Research in Social Simulation
• Supervisor: Prof. Nigel Gilbert
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Teaching
Experience
Catholic University of Milan, Teaching assistant
2012-2013, 2013-2014, 2014-2015
• Department of Economics and Finance
• Course: Economics II
• Professor: Domenico Delli Gatti
Catholic University of Milan, PhD Course
March 2015
• Graduate School in Public Economics - DEFAP
• Title: Agent-Based Modeling Laboratory
University of Nice-Sophia Antipolis, PhD Seminar
October 2012
• GREDEG
• Title: Matlab and Agent-Based Models
University of Turin, Teaching assistant
2009-2010
• Department of Economics “G. Prato”
• Course: Managerial Economics
• Professor: Pietro Garibaldi
University of Turin, Teaching assistant
2009-2010
• Department of Economics “G. Prato”
• Course: Microeconomics
• Professors: Davide Vannoni and Massimiliano Piacenza
Presentations
at conferences
Workshop on the Economic Science with Heterogeneous Interacting Agents
(WEHIA) 2015, 21-23 May 2015, Nice, France
Computation in Economics and Finance 2014, 22-24 June 2014, Oslo, Norway
International Economic Association, Seventeenth World Congress, 5-10 June
2014, Dead Sea, Jordan
First Bordeaux Workshop on Agent-Based Macroeconomics, 7-8 November
2013, Bordeaux, France
Computation in Economics and Finance 2013, 10-12 July 2013, Vancouver, Canada
European Meeting on Applied Evolutionary Economics 2013, 10-13 June 2013,
Nice, France
Eastern Economic Association - NYC Computational Economics & Complexity
Workshop 2013, 9-11 May 2013, New York, USA
Invited
Seminars
University of Turin, Empirical Data and Agent-Based Models, 16 November 2012
ESA - Advanced Concepts Team, Leiden, Empirical Foundation of Agent-Based
Models, 13 May 2011
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Publications
Jakob Grazzini and Matteo Richiardi, 2014, Estimation of Ergodic Agent-Based Models
by Simulated Minimum Distance, Journal of Economic Dynamics and Control, DOI:
http://dx.doi.org/10.1016/j.jedc.2014.10.006, forthcoming.
Tiziana Assenza, Jakob Grazzini, Cars Hommes and Domenico Massaro, 2014, PQ
Strategies in Monopolistic Competition: Some Insights from the Lab, Journal of
Economic Dynamics and Control, DOI: http://dx.doi.org/10.1016/j.jedc.2014.07.001,
forthcoming.
Tiziana Assenza, Domenico Delli Gatti and Jakob Grazzini, 2014, Emergent Dynamics of a Macroeconomic Agent Based Model with Capital and Credit, Journal of
Economic Dynamics and Control,DOI: http://dx.doi.org/10.1016/j.jedc.2014.08.017,
forthcoming.
Jakob Grazzini, 2013, Information Dissemination in an Experimentally Based AgentBased Stock Market. Journal of Economic Interaction and Coordination, Vol 8 (1),
pp. 179-209
Jakob Grazzini, Matteo Richiardi and Lisa Sella, 2013, Indirect estimation of agentbased models. An application to a simple diffusion model, Complexity Economics,
vol. 1(2), pp. 25-40
Jakob Grazzini, 2012, Analysis of the Emergent Properties: Stationarity and Ergodicity,
Journal of Artificial Societies and Social Simulation 15 (2) 7
Book Chapters
Jakob Grazzini, Matteo Richiardi and Lisa Sella 2012. Small sample bias in MSM
estimation of agent-based models. In: Teglio A., Alfarano S., Camacho-Cuena E.,
Gins-Vilar M. (eds). Managing Market Complexity. The Approach of Artificial Economics. Springer, Berlin
Jakob Grazzini, 2011, Robotrading, in La crisi nella mente. Modelli cognitivi per le
scienze economiche, edited by Federico Cecconi, Aracne Editrice, Roma (in italian)
Referee for
Journal of Economic Dynamics and Control, Advances in Complex Systems, Journal of
Artificial Societies and Social Simulation, Physica A
Other scientific Scientific committee WEHIA 2015
activities
Computer Skills
• Programming Languages: Java, Python, NetLogo, Matlab
• Applications: LATEX, common Windows and Linux softwares, spreadsheet, presentation and writing software
• Operating Systems: Unix/Linux, Windows.
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