A method for agent-based models validation

DOI10.1016/j.jedc.2017.06.001zbMath1401.91504OpenAlexW3023567959MaRDI QIDQ1655690

Alessio Moneta, Mattia Guerini

Publication date: 9 August 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://ineteconomics.org/uploads/papers/WP_42-Moneta.pdf

zbMATH Keywords

causalityagent-based modelsmodels validationstructural vector autoregressions

Mathematics Subject Classification ID

Economic time series analysis (91B84) Heterogeneous agent models (91B69)

Related Items (10)

Directed acyclic graph based information shares for price discovery ⋮ A comparison of economic agent-based model calibration methods ⋮ Quantifying the concerns of Dimon and Buffett with data and computation ⋮ A high-resolution, data-driven agent-based model of the housing market ⋮ Estimation of heuristic switching in behavioral macroeconomic models ⋮ Mission-oriented policies and the ``Entrepreneurial state at work: an agent-based exploration ⋮ MONETARY POLICY TRANSMISSION IN A MACROECONOMIC AGENT-BASED MODEL ⋮ Endogenous growth and global divergence in a multi-country agent-based model ⋮ Macroeconomic simulation comparison with a multivariate extension of the Markov information criterion ⋮ Automated and distributed statistical analysis of economic agent-based models

Uses Software

• SimRank

Cites Work

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