Calibrating Agent-based Models to Microdata with Graph Neural Networks
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- Lux, Thomas, 2018. "Estimation of agent-based models using sequential Monte Carlo methods," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 391-408.
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- Dyer, Joel & Cannon, Patrick & Farmer, J. Doyne & Schmon, Sebastian M., 2024. "Black-box Bayesian inference for agent-based models," Journal of Economic Dynamics and Control, Elsevier, vol. 161(C).
- Samuel Wiese & Jagoda Kaszowska-Mojsa & Joel Dyer & Jose Moran & Marco Pangallo & Francois Lafond & John Muellbauer & Anisoara Calinescu & J. Doyne Farmer, 2024. "Forecasting Macroeconomic Dynamics using a Calibrated Data-Driven Agent-based Model," Papers 2409.18760, arXiv.org.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2023-02-13 (Big Data)
- NEP-CMP-2023-02-13 (Computational Economics)
- NEP-ECM-2023-02-13 (Econometrics)
- NEP-HME-2023-02-13 (Heterodox Microeconomics)
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