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Validation of Agent-Based Models in Economics and Finance

Citations

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Cited by:

  1. Dosi, G. & Pereira, M.C. & Roventini, A. & Virgillito, M.E., 2019. "What if supply-side policies are not enough? The perverse interaction of flexibility and austerity," Journal of Economic Behavior & Organization, Elsevier, vol. 162(C), pages 360-388.
  2. Lamperti, Francesco & Bosetti, Valentina & Roventini, Andrea & Tavoni, Massimo & Treibich, Tania, 2021. "Three green financial policies to address climate risks," Journal of Financial Stability, Elsevier, vol. 54(C).
  3. repec:hal:spmain:info:hdl:2441/1j4v8sl4fc9a49ankmnhv6bb6a is not listed on IDEAS
  4. Palagi, Elisa & Napoletano, Mauro & Roventini, Andrea & Gaffard, Jean-Luc, 2023. "An agent-based model of trickle-up growth and income inequality," Economic Modelling, Elsevier, vol. 129(C).
  5. Francesco Lamperti & Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Alessandro Sapio, 2018. "And then he wasn't a she : Climate change and green transitions in an agent-based integrated assessment model," Working Papers hal-03443464, HAL.
  6. repec:spo:wpmain:info:hdl:2441/3ii0pf6a4b8o4ovgol0f0kd8f3 is not listed on IDEAS
  7. Papadopoulos, Georgios, 2019. "Income inequality, consumption, credit and credit risk in a data-driven agent-based model," Journal of Economic Dynamics and Control, Elsevier, vol. 104(C), pages 39-73.
  8. Gourdel, Régis & Monasterolo, Irene & Dunz, Nepomuk & Mazzocchetti, Andrea & Parisi, Laura, 2024. "The double materiality of climate physical and transition risks in the euro area," Journal of Financial Stability, Elsevier, vol. 71(C).
  9. Giovanni Dosi & Andrea Roventini, 2019. "La solitudine dell'agente rappresentativo: eterogeneità e interazione per una nuova macroeconomia (The solitude of the representative agant: Heterogeneity and interaction for a new macroeconomics)," Moneta e Credito, Economia civile, vol. 72(287), pages 249-258.
  10. Vandin, Andrea & Giachini, Daniele & Lamperti, Francesco & Chiaromonte, Francesca, 2022. "Automated and distributed statistical analysis of economic agent-based models," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
  11. Guus ten Broeke & Hilde Tobi, 2021. "Mapping validity and validation in modelling for interdisciplinary research," Quality & Quantity: International Journal of Methodology, Springer, vol. 55(5), pages 1613-1630, October.
  12. Jascha-Alexander Koch & Jens Lausen & Moritz Kohlhase, 2021. "Internalizing the externalities of overfunding: an agent-based model approach for analyzing the market dynamics on crowdfunding platforms," Journal of Business Economics, Springer, vol. 91(9), pages 1387-1430, November.
  13. Fierro, Luca Eduardo & Caiani, Alessandro & Russo, Alberto, 2022. "Automation, Job Polarisation, and Structural Change," Journal of Economic Behavior & Organization, Elsevier, vol. 200(C), pages 499-535.
  14. Lamperti, F. & Dosi, G. & Napoletano, M. & Roventini, A. & Sapio, A., 2018. "Faraway, So Close: Coupled Climate and Economic Dynamics in an Agent-based Integrated Assessment Model," Ecological Economics, Elsevier, vol. 150(C), pages 315-339.
  15. Alessandro Taberna & Tatiana Filatova & Andrea Roventini & Francesco Lamperti, 2021. "Coping with increasing tides: technological change, agglomeration dynamics and climate hazards in an agent-based evolutionary model," LEM Papers Series 2021/44, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  16. Giovanni Dosi & Andrea Roventini, 2017. "Agent-Based Macroeconomics and Classical Political Economy: Some Italian Roots," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 3(3), pages 261-283, November.
  17. Flavio Calvino & Daniele Giachini & Mattia Guerini, 2022. "The age distribution of business firms," Journal of Evolutionary Economics, Springer, vol. 32(1), pages 205-245, January.
  18. Barde, Sylvain, 2020. "Macroeconomic simulation comparison with a multivariate extension of the Markov information criterion," Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
  19. Jan Schulz & Daniel M. Mayerhoffer, 2021. "Equal chances, unequal outcomes? Network-based evolutionary learning and the industrial dynamics of superstar firms," Journal of Business Economics, Springer, vol. 91(9), pages 1357-1385, November.
  20. Andrea Vandin & Daniele Giachini & Francesco Lamperti & Francesca Chiaromonte, 2021. "Automated and Distributed Statistical Analysis of Economic Agent-Based Models," Papers 2102.05405, arXiv.org, revised Nov 2023.
  21. Lamperti, Francesco & Roventini, Andrea & Sani, Amir, 2018. "Agent-based model calibration using machine learning surrogates," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 366-389.
  22. repec:spo:wpmain:info:hdl:2441/2qdhj5485p93jrnf08s1meeap9 is not listed on IDEAS
  23. Giorgio Fagiolo & Daniele Giachini & Andrea Roventini, 2017. "Innovation, Finance, and Economic Growth : an agent-based model," Working Papers hal-03455400, HAL.
  24. Alperen Bektas & Valentino Piana & René Schumann, 2021. "A meso-level empirical validation approach for agent-based computational economic models drawing on micro-data: a use case with a mobility mode-choice model," SN Business & Economics, Springer, vol. 1(6), pages 1-25, June.
  25. James Paulin & Anisoara Calinescu & Michael Wooldridge, 2018. "Understanding Flash Crash Contagion and Systemic Risk: A Micro-Macro Agent-Based Approach," Papers 1805.08454, arXiv.org.
  26. Lamperti, F. & Dosi, G. & Napoletano, M. & Roventini, A. & Sapio, A., 2020. "Climate change and green transitions in an agent-based integrated assessment model," Technological Forecasting and Social Change, Elsevier, vol. 153(C).
  27. Lucrezia Fanti & Marcelo C Pereira & Maria Enrica Virgillito, 2024. "A North-South Agent–Based Model of segmented labor markets: the role of education and trade asymmetries," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 33(2), pages 383-423.
  28. Zila, Eric & Kukacka, Jiri, 2023. "Moment set selection for the SMM using simple machine learning," Journal of Economic Behavior & Organization, Elsevier, vol. 212(C), pages 366-391.
  29. Donovan Platt, 2022. "Bayesian Estimation of Economic Simulation Models Using Neural Networks," Computational Economics, Springer;Society for Computational Economics, vol. 59(2), pages 599-650, February.
  30. Dosi, Giovanni & Lamperti, Francesco & Mazzucato, Mariana & Napoletano, Mauro & Roventini, Andrea, 2023. "Mission-oriented policies and the “Entrepreneurial State” at work: An agent-based exploration," Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
  31. Giovanni Dosi & Richard B Freeman & Marcelo C Pereira & Andrea Roventini & Maria Enrica Virgillito, 2021. "The impact of deunionization on the growth and dispersion of productivity and pay [It’s where you work: increases in the dispersion of earnings across establishments and individuals in the United S," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 30(2), pages 377-408.
  32. Emanuele Ciola & Edoardo Gaffeo & Mauro Gallegati, 2021. "Search for Profits and Business Fluctuations: How Banks' Behaviour Explain Cycles?," Working Papers 450, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  33. Barde, Sylvain, 2024. "Bayesian estimation of large-scale simulation models with Gaussian process regression surrogates," Computational Statistics & Data Analysis, Elsevier, vol. 196(C).
  34. repec:spo:wpmain:info:hdl:2441/401t6job098n79ch91o9giov9d is not listed on IDEAS
  35. Lamperti, Francesco & Roventini, Andrea & Sani, Amir, 2018. "Agent-based model calibration using machine learning surrogates," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 366-389.
  36. Schulz, Jan & Mayerhoffer, Daniel M., 2021. "A network approach to consumption," BERG Working Paper Series 173, Bamberg University, Bamberg Economic Research Group.
  37. Gianluca Capone & Franco Malerba & Richard R. Nelson & Luigi Orsenigo & Sidney G. Winter, 2019. "History friendly models: retrospective and future perspectives," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 9(1), pages 1-23, March.
  38. repec:hal:spmain:info:hdl:2441/13thfd12aa8rmplfudlgvgahff is not listed on IDEAS
  39. Coronese, Matteo & Occelli, Martina & Lamperti, Francesco & Roventini, Andrea, 2023. "AgriLOVE: Agriculture, land-use and technical change in an evolutionary, agent-based model," Ecological Economics, Elsevier, vol. 208(C).
  40. repec:spo:wpmain:info:hdl:2441/1j4v8sl4fc9a49ankmnhv6bb6a is not listed on IDEAS
  41. Dosi, G. & Pereira, M.C. & Roventini, A. & Virgillito, M.E., 2022. "Technological paradigms, labour creation and destruction in a multi-sector agent-based model," Research Policy, Elsevier, vol. 51(10).
  42. Popoyan, Lilit & Napoletano, Mauro & Roventini, Andrea, 2020. "Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market," Journal of Economic Dynamics and Control, Elsevier, vol. 117(C).
  43. Gene Yu & Ce Guo & Wayne Luk, 2024. "Robust Time Series Causal Discovery for Agent-Based Model Validation," Papers 2410.19412, arXiv.org.
  44. Dosi, Giovanni & Palagi, Elisa & Roventini, Andrea & Russo, Emanuele, 2023. "Do patents really foster innovation in the pharmaceutical sector? Results from an evolutionary, agent-based model," Journal of Economic Behavior & Organization, Elsevier, vol. 212(C), pages 564-589.
  45. Dosi, Giovanni & Roventini, Andrea & Russo, Emanuele, 2019. "Endogenous growth and global divergence in a multi-country agent-based model," Journal of Economic Dynamics and Control, Elsevier, vol. 101(C), pages 101-129.
  46. Torsten Heinrich & Juan Sabuco & J. Doyne Farmer, 2022. "A simulation of the insurance industry: the problem of risk model homogeneity," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(2), pages 535-576, April.
  47. Mauro Napoletano, 2018. "A Short Walk on the Wild Side: Agent-Based Models and their Implications for Macroeconomic Analysis," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(3), pages 257-281.
  48. Mauro Napoletano & Eric Guerci & Nobuyuki Hanaki, 2018. "Recent advances in financial networks and agent-based model validation," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(1), pages 1-7, April.
  49. Mérő, Bence & Borsos, András & Hosszú, Zsuzsanna & Oláh, Zsolt & Vágó, Nikolett, 2023. "A high-resolution, data-driven agent-based model of the housing market," Journal of Economic Dynamics and Control, Elsevier, vol. 155(C).
  50. Hötte, Kerstin, 2020. "How to accelerate green technology diffusion? Directed technological change in the presence of coevolving absorptive capacity," Energy Economics, Elsevier, vol. 85(C).
  51. repec:spo:wpmain:info:hdl:2441/1fai9i49vu8kfangr7lal7cks5 is not listed on IDEAS
  52. Kukacka, Jiri & Sacht, Stephen, 2023. "Estimation of heuristic switching in behavioral macroeconomic models," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
  53. Giovanni Dosi & Andrea Roventini, 2019. "More is different ... and complex! the case for agent-based macroeconomics," Journal of Evolutionary Economics, Springer, vol. 29(1), pages 1-37, March.
  54. Paulin, James & Calinescu, Anisoara & Wooldridge, Michael, 2019. "Understanding flash crash contagion and systemic risk: A micro–macro agent-based approach," Journal of Economic Dynamics and Control, Elsevier, vol. 100(C), pages 200-229.
  55. Ciola, Emanuele & Gaffeo, Edoardo & Gallegati, Mauro, 2022. "Search for profits and business fluctuations: How does banks’ behaviour explain cycles?," Journal of Economic Dynamics and Control, Elsevier, vol. 135(C).
  56. Kathrin Eismann, 2021. "Diffusion and persistence of false rumors in social media networks: implications of searchability on rumor self-correction on Twitter," Journal of Business Economics, Springer, vol. 91(9), pages 1299-1329, November.
  57. Giorgio Fagiolo & Daniele Giachini & Andrea Roventini, 2020. "Innovation, finance, and economic growth: an agent-based approach," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(3), pages 703-736, July.
  58. Seri, Raffaello & Martinoli, Mario & Secchi, Davide & Centorrino, Samuele, 2021. "Model calibration and validation via confidence sets," Econometrics and Statistics, Elsevier, vol. 20(C), pages 62-86.
  59. repec:hal:spmain:info:hdl:2441/401t6job098n79ch91o9giov9d is not listed on IDEAS
  60. Priscilla Avegliano & Jaime Simão Sichman, 2023. "Equation-Based Versus Agent-Based Models: Why Not Embrace Both for an Efficient Parameter Calibration?," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 26(4), pages 1-3.
  61. Mario Martinoli & Alessio Moneta & Gianluca Pallante, 2022. "Calibration and Validation of Macroeconomic Simulation Models by Statistical Causal Search," LEM Papers Series 2022/33, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  62. Kukacka, Jiri & Kristoufek, Ladislav, 2021. "Does parameterization affect the complexity of agent-based models?," Journal of Economic Behavior & Organization, Elsevier, vol. 192(C), pages 324-356.
  63. Kukacka, Jiri & Kristoufek, Ladislav, 2020. "Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality," Journal of Economic Dynamics and Control, Elsevier, vol. 113(C).
  64. Platt, Donovan, 2020. "A comparison of economic agent-based model calibration methods," Journal of Economic Dynamics and Control, Elsevier, vol. 113(C).
  65. 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).
  66. Andrea Vandin & Daniele Giachini & Francesco Lamperti & Francesca Chiaromonte, 2020. "Automated and Distributed Statistical Analysis of Economic Agent-Based Models," LEM Papers Series 2020/31, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  67. Carro, Adrian, 2023. "Taming the housing roller coaster: The impact of macroprudential policy on the house price cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
  68. Lucrezia Fanti, 2021. "‘Kaldor Facts’ and the decline of Wage Share: An agent based-stock flow consistent model of induced technical change along Classical and Keynesian lines," Journal of Evolutionary Economics, Springer, vol. 31(2), pages 379-415, April.
  69. Noemi Schmitt & Ivonne Schwartz & Frank Westerhoff, 2022. "Heterogeneous speculators and stock market dynamics: a simple agent-based computational model," The European Journal of Finance, Taylor & Francis Journals, vol. 28(13-15), pages 1263-1282, October.
  70. repec:hal:spmain:info:hdl:2441/1fai9i49vu8kfangr7lal7cks5 is not listed on IDEAS
  71. Donovan Platt, 2019. "A Comparison of Economic Agent-Based Model Calibration Methods," Papers 1902.05938, arXiv.org.
  72. Platt, Donovan & Gebbie, Tim, 2018. "Can agent-based models probe market microstructure?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 1092-1106.
  73. Siyan Chen & Saul Desiderio, 2022. "A Regression-Based Calibration Method for Agent-Based Models," Computational Economics, Springer;Society for Computational Economics, vol. 59(2), pages 687-700, February.
  74. Ramshani, Mohammad & Li, Xueping & Khojandi, Anahita & Omitaomu, Olufemi, 2020. "An agent-based approach to study the diffusion rate and the effect of policies on joint placement of photovoltaic panels and green roof under climate change uncertainty," Applied Energy, Elsevier, vol. 261(C).
  75. Taberna, Alessandro & Filatova, Tatiana & Roventini, Andrea & Lamperti, Francesco, 2022. "Coping with increasing tides: Evolving agglomeration dynamics and technological change under exacerbating hazards," Ecological Economics, Elsevier, vol. 202(C).
  76. Francesco Lamperti, 2018. "Empirical validation of simulated models through the GSL-div: an illustrative application," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(1), pages 143-171, April.
  77. Ron Wallace, 2021. "Configuring Hayek versus Keynes: Decentralisation, regulation, and computational discovery procedures," Economic Affairs, Wiley Blackwell, vol. 41(3), pages 465-471, October.
  78. repec:hal:spmain:info:hdl:2441/3ii0pf6a4b8o4ovgol0f0kd8f3 is not listed on IDEAS
  79. repec:hal:spmain:info:hdl:2441/2qdhj5485p93jrnf08s1meeap9 is not listed on IDEAS
  80. Váry, Miklós, 2021. "The long-run real effects of monetary shocks: Lessons from a hybrid post-Keynesian-DSGE-agent-based menu cost model," Economic Modelling, Elsevier, vol. 105(C).
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