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A Method for Agent-Based Models Validation

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Cited by:

  1. repec:hal:spmain:info:hdl:2441/4pa18fd9lf9h59m4vfavfcf61e is not listed on IDEAS
  2. 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.
  3. 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.
  4. Siyan Chen & Saul Desiderio, 2022. "Calibration of Agent-Based Models by Means of Meta-Modeling and Nonparametric Regression," Computational Economics, Springer;Society for Computational Economics, vol. 60(4), pages 1457-1478, December.
  5. repec:spo:wpmain:info:hdl:2441/20hflp7eqn97boh50no50tv67n is not listed on IDEAS
  6. repec:spo:wpmain:info:hdl:2441/dcditnq6282sbu1u151qe5p7f is not listed on IDEAS
  7. 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).
  8. Balint, T. & Lamperti, F. & Mandel, A. & Napoletano, M. & Roventini, A. & Sapio, A., 2017. "Complexity and the Economics of Climate Change: A Survey and a Look Forward," Ecological Economics, Elsevier, vol. 138(C), pages 252-265.
  9. Gallegati, Mauro & Kirman, Alan, 2019. "20 years of WEHIA: A journey in search of a safer road," Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 5-14.
  10. Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph E. Stiglitz & Tania Treibich, 2020. "Rational Heuristics? Expectations And Behaviors In Evolving Economies With Heterogeneous Interacting Agents," Economic Inquiry, Western Economic Association International, vol. 58(3), pages 1487-1516, July.
  11. 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.
  12. Kukacka, Jiri & Sacht, Stephen, 2023. "Estimation of heuristic switching in behavioral macroeconomic models," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
  13. repec:hal:spmain:info:hdl:2441/20d1ncsepb9ssq3b3v4s6nbc41 is not listed on IDEAS
  14. Nils Bertschinger & Iurii Mozzhorin, 2021. "Bayesian estimation and likelihood-based comparison of agent-based volatility models," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(1), pages 173-210, January.
  15. Giorgio Fagiolo & Mattia Guerini & Francesco Lamperti & Alessio Moneta & Andrea Roventini, 2017. "Validation of Agent-Based Models in Economics and Finance," LEM Papers Series 2017/23, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  16. Leonardo Ciambezi & Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2023. "Accounting for the Multiple Sources of Inflation: an Agent-Based Model Investigation," GREDEG Working Papers 2023-14, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, revised Jun 2024.
  17. Babutsidze, Zakaria, 2018. "The rise of electronic social networks and implications for advertisers," Technological Forecasting and Social Change, Elsevier, vol. 137(C), pages 27-39.
  18. Sylvain Mignot & Annick Vignes, 2020. "The Many Faces of Agent-Based Computational Economics: Ecology of Agents, Bottom-Up Approaches and Paradigm Shift [Les modèles multi-agents en économie, entre agents hétérogènes, approches bottom-u," Post-Print hal-02956172, HAL.
  19. repec:spo:wpmain:info:hdl:2441/28ldm6et9r9pbak4qpf3imo9bj is not listed on IDEAS
  20. repec:hal:spmain:info:hdl:2441/20hflp7eqn97boh50no50tv67n is not listed on IDEAS
  21. Guerini, Mattia & Napoletano, Mauro & Roventini, Andrea, 2018. "No man is an Island: The impact of heterogeneity and local interactions on macroeconomic dynamics," Economic Modelling, Elsevier, vol. 68(C), pages 82-95.
  22. 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).
  23. Giorgio Fagiolo & Andrea Roventini, 2017. "Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 20(1), pages 1-1.
  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. repec:spo:wpmain:info:hdl:2441/401t6job098n79ch91o9giov9d is not listed on IDEAS
  26. Donovan Platt, 2019. "A Comparison of Economic Agent-Based Model Calibration Methods," Papers 1902.05938, arXiv.org.
  27. Giulio Ecchia & Francesca Gagliardi & Caterina Giannetti, 2020. "Social Investment And Youth Labor Market Participation," Contemporary Economic Policy, Western Economic Association International, vol. 38(2), pages 343-358, April.
  28. Platt, Donovan, 2020. "A comparison of economic agent-based model calibration methods," Journal of Economic Dynamics and Control, Elsevier, vol. 113(C).
  29. 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.
  30. 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).
  31. 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).
  32. Donovan Platt & Tim Gebbie, 2016. "The Problem of Calibrating an Agent-Based Model of High-Frequency Trading," Papers 1606.01495, arXiv.org, revised Mar 2017.
  33. repec:spo:wpmain:info:hdl:2441/20d1ncsepb9ssq3b3v4s6nbc41 is not listed on IDEAS
  34. 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).
  35. 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).
  36. Marco Pangallo & R. Maria del Rio-Chanona, 2024. "Data-Driven Economic Agent-Based Models," Papers 2412.16591, arXiv.org.
  37. 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.
  38. Giulio Ecchia & Francesca Gagliardi & Caterina Giannetti, 2018. "Social Investment and youth labour market participation: a EU regional analysis," Discussion Papers 2018/236, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
  39. Giovanni Dosi & Marcelo C. Pereira & Andrea Roventini & Maria Enrica Virgillito, 2016. "The Effects of Labour Market Reforms upon Unemployment and Income Inequalities: an Agent Based Model," LEM Papers Series 2016/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  40. 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.
  41. Navarro, Andres & Tapiador, Francisco J., 2019. "RUSEM: A numerical model for policymaking and climate applications," Ecological Economics, Elsevier, vol. 165(C), pages 1-1.
  42. 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.
  43. Sylvain Barde & Sander van der Hoog, 2017. "An empirical validation protocol for large-scale agent-based models," Studies in Economics 1712, School of Economics, University of Kent.
  44. repec:hal:spmain:info:hdl:2441/7eeckjdtj29ncak518t23a2j25 is not listed on IDEAS
  45. 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.
  46. 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.
  47. Andrew G. Haldane & Arthur E. Turrell, 2019. "Drawing on different disciplines: macroeconomic agent-based models," Journal of Evolutionary Economics, Springer, vol. 29(1), pages 39-66, March.
  48. Gräbner, Claudius, 2016. "From realism to instrumentalism - and back? Methodological implications of changes in the epistemology of economics," MPRA Paper 71933, University Library of Munich, Germany.
  49. 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.
  50. Mattia Guerini & Francesco Lamperti & Mauro Napoletano & Andrea Roventini & Tania Treibich, 2022. "Unconventional monetary policies in an agent-based model with mark-to-market standards," Review of Evolutionary Political Economy, Springer, vol. 3(1), pages 73-107, April.
  51. repec:spo:wpmain:info:hdl:2441/46k9rkvut99i7qnn4vqm25t53b is not listed on IDEAS
  52. repec:hal:spmain:info:hdl:2441/1nlv566svi86iqtetenms15tc4 is not listed on IDEAS
  53. Lamperti, Francesco, 2018. "An information theoretic criterion for empirical validation of simulation models," Econometrics and Statistics, Elsevier, vol. 5(C), pages 83-106.
  54. 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.
  55. repec:spo:wpmain:info:hdl:2441/7eeckjdtj29ncak518t23a2j25 is not listed on IDEAS
  56. 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.
  57. 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.
  58. repec:spo:wpmain:info:hdl:2441/1nlv566svi86iqtetenms15tc4 is not listed on IDEAS
  59. 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.
  60. Grazzini, Jakob & Richiardi, Matteo G. & Tsionas, Mike, 2017. "Bayesian estimation of agent-based models," Journal of Economic Dynamics and Control, Elsevier, vol. 77(C), pages 26-47.
  61. 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.
  62. Martinoli, Mario & Moneta, Alessio & Pallante, Gianluca, 2024. "Calibration and validation of macroeconomic simulation models by statistical causal search," Journal of Economic Behavior & Organization, Elsevier, vol. 228(C).
  63. repec:hal:spmain:info:hdl:2441/401t6job098n79ch91o9giov9d is not listed on IDEAS
  64. Giovanni Dosi & Marcelo C. Pereira & Andrea Roventini & Maria Enrica Virgillito, 2016. "The Effects of Labour Market Reforms upon Unemployment and Income Inequalities: an Agent Based Model," LEM Papers Series 2016/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  65. Francesco Lamperti, 2016. "Empirical Validation of Simulated Models through the GSL-div: an Illustrative Application," LEM Papers Series 2016/18, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  66. repec:hal:spmain:info:hdl:2441/dcditnq6282sbu1u151qe5p7f is not listed on IDEAS
  67. Zema, Sebastiano Michele, 2022. "Directed acyclic graph based information shares for price discovery," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
  68. 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.
  69. Oldham, Matthew, 2020. "Quantifying the concerns of Dimon and Buffett with data and computation," Journal of Economic Dynamics and Control, Elsevier, vol. 113(C).
  70. Douglas Silveira & Ricardo B. L. M. Oscar, 2024. "Inflation Targeting Regimes in Emerging Market Economies: To Invest or Not to Invest?," Computational Economics, Springer;Society for Computational Economics, vol. 64(4), pages 2097-2129, October.
  71. 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.
  72. repec:hal:spmain:info:hdl:2441/13thfd12aa8rmplfudlgvgahff is not listed on IDEAS
  73. 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.
  74. repec:spo:wpmain:info:hdl:2441/4pa18fd9lf9h59m4vfavfcf61e is not listed on IDEAS
  75. Hazan, Aurélien, 2017. "Volume of the steady-state space of financial flows in a monetary stock-flow-consistent model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 473(C), pages 589-602.
  76. Herbert Dawid & Philipp Harting & Sander van der Hoog, 2019. "Manager remuneration, share buybacks, and firm performance," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 28(3), pages 681-706.
  77. Severin Reissl, 2021. "Heterogeneous expectations, forecasting behaviour and policy experiments in a hybrid Agent-based Stock-flow-consistent model," Journal of Evolutionary Economics, Springer, vol. 31(1), pages 251-299, January.
  78. repec:hal:spmain:info:hdl:2441/3kbkotqp1b85pa2lu2puri38p6 is not listed on IDEAS
  79. repec:spo:wpmain:info:hdl:2441/2qdhj5485p93jrnf08s1meeap9 is not listed on IDEAS
  80. Cordoni, Francesco & Dorémus, Nicolas & Moneta, Alessio, 2024. "Identification of vector autoregressive models with nonlinear contemporaneous structure," Journal of Economic Dynamics and Control, Elsevier, vol. 162(C).
  81. Anna Petit-Boix & Defne Apul, 2018. "From Cascade to Bottom-Up Ecosystem Services Model: How Does Social Cohesion Emerge from Urban Agriculture?," Sustainability, MDPI, vol. 10(4), pages 1-13, March.
  82. Kukacka, Jiri & Jang, Tae-Seok & Sacht, Stephen, 2018. "On the estimation of behavioral macroeconomic models via simulated maximum likelihood," Economics Working Papers 2018-11, Christian-Albrechts-University of Kiel, Department of Economics.
  83. repec:hal:spmain:info:hdl:2441/28ldm6et9r9pbak4qpf3imo9bj is not listed on IDEAS
  84. Bernardo A. Furtado & Miguel A. Fuentes & Claudio J. Tessone, 2019. "Policy Modeling and Applications: State-of-the-Art and Perspectives," Complexity, Hindawi, vol. 2019, pages 1-11, February.
  85. repec:hal:spmain:info:hdl:2441/50jd34uldo9jioklc7b0dpu4ej is not listed on IDEAS
  86. repec:hal:spmain:info:hdl:2441/46k9rkvut99i7qnn4vqm25t53b is not listed on IDEAS
  87. Cloete, Kandas & Möhring, Anke & Zantsi, Siphe, 2023. "Modelling the exiting of South African producers from commercial agricultural production – an agent-based model," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 62(3-4), December.
  88. Sebastiaan Tieleman, 2022. "Towards a Validation Methodology for Macroeconomic Agent-Based Models," Computational Economics, Springer;Society for Computational Economics, vol. 60(4), pages 1507-1527, December.
  89. repec:hal:spmain:info:hdl:2441/2qdhj5485p93jrnf08s1meeap9 is not listed on IDEAS
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