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Out-of-Equilibrium Economics and Agent-Based Modeling

In: Handbook of Computational Economics

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Author Info
Arthur, W. Brian
Abstract

Standard neoclassical economics asks what agents' actions, strategies, or expectations are in equilibrium with (consistent with) the outcome or pattern these behaviors aggregatively create. Agent-based computational economics enables us to ask a wider question: how agents' actions, strategies, or expectations might react to--might endogenously change with--the patterns they create. In other words, it enables us to examine how the economy behaves out of equilibrium, when it is not at a steady state.This out-of-equilibrium approach is not a minor adjunct to standard economic theory; it is economics done in a more general way. When examined out of equilibrium, economic patterns sometimes simplify into a simple, homogeneous equilibrium of standard economics; but just as often they show perpetually novel and complex behavior. The static equilibrium approach suffers two characteristic indeterminacies: it cannot easily resolve among multiple equilibria; nor can it easily model individuals' choices of expectations. Both problems are ones of formation (of an equilibrium and of an "ecology" of expectations, respectively), and when analyzed in formation--that is, out of equilibrium--these anomalies disappear.

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This chapter was published in: Leigh Tesfatsion & Kenneth L. Judd (ed.) Handbook of Computational Economics, , chapter 32, pages 1551-1564, 2006.

This item is provided by Elsevier in its series Handbook of Computational Economics with number 2-32.

Handle: RePEc:eee:hecchp:2-32

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Related research
This chapter was published in the following book, which is listed on IDEAS:
Leigh Tesfatsion & Kenneth L. Judd (ed.), 2006. "Handbook of Computational Economics," Handbook of Computational Economics, Elsevier, edition 1, volume 2, number 2, September. [Downloadable!] (restricted)
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Find related papers by JEL classification:
C63 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Computational Techniques

Cited by:
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  1. Hommes, C.H., 2007. "Bounded Rationality and Learning in Complex Markets," CeNDEF Working Papers 07-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
  2. Steinbacher, Matjaz, 2009. "Acceptable Risk in a Portfolio Analysis," MPRA Paper 13569, University Library of Munich, Germany. [Downloadable!]
  3. Robert Marks, 2007. "Validating Simulation Models: A General Framework and Four Applied Examples," Computational Economics, Springer, vol. 30(3), pages 265-290, October. [Downloadable!] (restricted)
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