create a website

A method for agent-based models validation. (2017). Moneta, Alessio ; Guerini, Mattia.
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:82:y:2017:i:c:p:125-141.

Full description at Econpapers || Download paper

Cited: 76

Citations received by this document

Cites: 76

References cited by this document

Cocites: 23

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. A Review of Agent-Based Models for Energy Commodity Markets and Their Natural Integration with RL Models. (2025). Niccolai, Alessandro ; Grimaccia, Francesco ; Trimarchi, Silvia ; Casamatta, Fabio ; Gamba, Laura ; Lorenzo, Marco.
    In: Energies.
    RePEc:gam:jeners:v:18:y:2025:i:12:p:3171-:d:1680538.

    Full description at Econpapers || Download paper

  2. Accounting for the Multiple Sources of Inflation: an Agent-Based Model Investigation. (2024). Roventini, Andrea ; Napoletano, Mauro ; Guerini, Mattia ; Ciambezi, Leonardo.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2024/15.

    Full description at Econpapers || Download paper

  3. Inflation Targeting Regimes in Emerging Market Economies: To Invest or Not to Invest?. (2024). Silveira, Douglas.
    In: Computational Economics.
    RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10513-0.

    Full description at Econpapers || Download paper

  4. Calibration and validation of macroeconomic simulation models by statistical causal search. (2024). Pallante, Gianluca ; Moneta, Alessio ; Martinoli, Mario.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:228:y:2024:i:c:s0167268124004001.

    Full description at Econpapers || Download paper

  5. Identification of vector autoregressive models with nonlinear contemporaneous structure. (2024). Moneta, Alessio ; Doremus, Nicolas ; Cordoni, Francesco.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000447.

    Full description at Econpapers || Download paper

  6. Data-Driven Economic Agent-Based Models. (2024). del Rio-Chanona, Maria R ; Pangallo, Marco.
    In: Papers.
    RePEc:arx:papers:2412.16591.

    Full description at Econpapers || Download paper

  7. Identification of Vector Autoregressive Models with Nonlinear Contemporaneous Structure. (2023). Moneta, Alessio ; Doremus, Nicolas ; Cordoni, Francesco.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2023/07.

    Full description at Econpapers || Download paper

  8. Mission-oriented policies and the “Entrepreneurial State” at work: An agent-based exploration. (2023). Roventini, Andrea ; Napoletano, Mauro ; Dosi, Giovanni ; Mazzucato, Mariana ; Lamperti, Francesco.
    In: Post-Print.
    RePEc:hal:journl:hal-04530983.

    Full description at Econpapers || Download paper

  9. Do patents really foster innovation in the pharmaceutical sector? Results from an evolutionary, agent-based model. (2023). Roventini, Andrea ; Dosi, Giovanni ; Russo, Emanuele ; Palagi, Elisa.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:212:y:2023:i:c:p:564-589.

    Full description at Econpapers || Download paper

  10. A high-resolution, data-driven agent-based model of the housing market. (2023). Hosszu, Zsuzsanna ; Olah, Zsolt ; Vago, Nikolett ; Mer, Bence ; Borsos, Andras.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:155:y:2023:i:c:s0165188923001446.

    Full description at Econpapers || Download paper

  11. Mission-oriented policies and the “Entrepreneurial State” at work: An agent-based exploration. (2023). Roventini, Andrea ; Napoletano, Mauro ; Dosi, Giovanni ; Mazzucato, Mariana ; Lamperti, Francesco.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000568.

    Full description at Econpapers || Download paper

  12. Estimation of heuristic switching in behavioral macroeconomic models. (2023). Sacht, Stephen ; Kukacka, Jiri.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002883.

    Full description at Econpapers || Download paper

  13. Automated and Distributed Statistical Analysis of Economic Agent-Based Models. (2023). Lamperti, Francesco ; Chiaromonte, Francesca ; Giachini, Daniele ; Vandin, Andrea.
    In: Papers.
    RePEc:arx:papers:2102.05405.

    Full description at Econpapers || Download paper

  14. Modelling the exiting of South African producers from commercial agricultural production – an agent-based model. (2023). Mhring, Anke ; Cloete, Kandas ; Zantsi, Siphe.
    In: Agrekon.
    RePEc:ags:agreko:348213.

    Full description at Econpapers || Download paper

  15. Calibration and Validation of Macroeconomic Simulation Models by Statistical Causal Search. (2022). Pallante, Gianluca ; Moneta, Alessio ; Martinoli, Mario.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2022/33.

    Full description at Econpapers || Download paper

  16. Unconventional monetary policies in an agent-based model with mark-to-market standards. (2022). Treibich, Tania ; Roventini, Andrea ; Napoletano, Mauro ; Guerini, Mattia ; Lamperti, Francesco.
    In: Review of Evolutionary Political Economy.
    RePEc:spr:revepe:v:3:y:2022:i:1:d:10.1007_s43253-022-00065-8.

    Full description at Econpapers || Download paper

  17. Towards a Validation Methodology for Macroeconomic Agent-Based Models. (2022). Tieleman, Sebastiaan.
    In: Computational Economics.
    RePEc:kap:compec:v:60:y:2022:i:4:d:10.1007_s10614-021-10191-w.

    Full description at Econpapers || Download paper

  18. Calibration of Agent-Based Models by Means of Meta-Modeling and Nonparametric Regression. (2022). Desiderio, Saul ; Chen, Siyan.
    In: Computational Economics.
    RePEc:kap:compec:v:60:y:2022:i:4:d:10.1007_s10614-021-10188-5.

    Full description at Econpapers || Download paper

  19. A Regression-Based Calibration Method for Agent-Based Models. (2022). Desiderio, Saul ; Chen, Siyan.
    In: Computational Economics.
    RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10106-9.

    Full description at Econpapers || Download paper

  20. Bayesian Estimation of Economic Simulation Models Using Neural Networks. (2022). Platt, Donovan.
    In: Computational Economics.
    RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10095-9.

    Full description at Econpapers || Download paper

  21. Automated and distributed statistical analysis of economic agent-based models. (2022). Lamperti, Francesco ; Chiaromonte, Francesca ; Giachini, Daniele ; Vandin, Andrea.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:143:y:2022:i:c:s0165188922001634.

    Full description at Econpapers || Download paper

  22. Directed acyclic graph based information shares for price discovery. (2022). Zema, Sebastiano Michele.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001397.

    Full description at Econpapers || Download paper

  23. Estimation of Heuristic Switching in Behavioral Macroeconomic Models. (2021). Sacht, Stephen ; Kukacka, Jiri.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:202101.

    Full description at Econpapers || Download paper

  24. Do patents really foster innovation in the pharmaceutical sector? Results from an evolutionary, agent-based model. (2021). Roventini, Andrea ; Dosi, Giovanni ; Russo, Emanuele ; Palagi, Elisa.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2021/37.

    Full description at Econpapers || Download paper

  25. Mission-Oriented Policies and the Entrepreneurial State at Work: An Agent-Based Exploration. (2021). Roventini, Andrea ; Napoletano, Mauro ; Mazzucato, Mariana ; Dosi, Giovanni ; Lamperti, Francesco.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2021/18.

    Full description at Econpapers || Download paper

  26. Three green financial policies to address climate risks. (2021). Treibich, Tania ; Roventini, Andrea ; Bosetti, Valentina ; Tavoni, Massimo ; Lamperti, Francesco.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2021/05.

    Full description at Econpapers || Download paper

  27. 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. (2021). Piana, Valentino ; Schuman, Rene ; Bektas, Alperen.
    In: SN Business & Economics.
    RePEc:spr:snbeco:v:1:y:2021:i:6:d:10.1007_s43546-021-00083-4.

    Full description at Econpapers || Download paper

  28. Mapping validity and validation in modelling for interdisciplinary research. (2021). Tobi, Hilde ; Broeke, Guus Ten.
    In: Quality & Quantity: International Journal of Methodology.
    RePEc:spr:qualqt:v:55:y:2021:i:5:d:10.1007_s11135-020-01073-8.

    Full description at Econpapers || Download paper

  29. Heterogeneous expectations, forecasting behaviour and policy experiments in a hybrid Agent-based Stock-flow-consistent model. (2021). Reissl, Severin.
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:31:y:2021:i:1:d:10.1007_s00191-020-00683-7.

    Full description at Econpapers || Download paper

  30. Bayesian estimation and likelihood-based comparison of agent-based volatility models. (2021). Bertschinger, Nils ; Mozzhorin, Iurii.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:16:y:2021:i:1:d:10.1007_s11403-020-00289-z.

    Full description at Econpapers || Download paper

  31. Mission-Oriented Policies and the “Entrepreneurial State” at Work: An Agent-Based Exploration. (2021). Roventini, Andrea ; Napoletano, Mauro ; Dosi, Giovanni ; Mazzucato, Mariana ; Lamperti, Francesco.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/401t6job098n79ch91o9giov9d.

    Full description at Econpapers || Download paper

  32. Mission-Oriented Policies and the “Entrepreneurial State” at Work: An Agent-Based Exploration. (2021). Roventini, Andrea ; Napoletano, Mauro ; Dosi, Giovanni ; Mazzucato, Mariana ; Lamperti, Francesco.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03300295.

    Full description at Econpapers || Download paper

  33. Three green financial policies to address climate risks. (2021). Treibich, Tania ; Roventini, Andrea ; Bosetti, Valentina ; Tavoni, Massimo ; Lamperti, Francesco.
    In: SciencePo Working papers Main.
    RePEc:hal:spmain:hal-04103920.

    Full description at Econpapers || Download paper

  34. Mission-Oriented Policies and the “Entrepreneurial State” at Work: An Agent-Based Exploration. (2021). Roventini, Andrea ; Napoletano, Mauro ; Dosi, Giovanni ; Mazzucato, Mariana ; Lamperti, Francesco.
    In: SciencePo Working papers Main.
    RePEc:hal:spmain:hal-03300295.

    Full description at Econpapers || Download paper

  35. Three green financial policies to address climate risks. (2021). Treibich, Tania ; Roventini, Andrea ; Bosetti, Valentina ; Tavoni, Massimo ; Lamperti, Francesco.
    In: Post-Print.
    RePEc:hal:journl:hal-04103920.

    Full description at Econpapers || Download paper

  36. Mission-Oriented Policies and the Entrepreneurial State at Work: An Agent-Based Exploration. (2021). Roventini, Andrea ; Napoletano, Mauro ; Mazzucato, Mariana ; Dosi, Giovanni ; Lamperti, Francesco.
    In: GREDEG Working Papers.
    RePEc:gre:wpaper:2021-25.

    Full description at Econpapers || Download paper

  37. Three green financial policies to address climate risks. (2021). Treibich, Tania ; Roventini, Andrea ; Bosetti, Valentina ; Tavoni, Massimo ; Lamperti, Francesco.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000358.

    Full description at Econpapers || Download paper

  38. Model calibration and validation via confidence sets. (2021). Seri, Raffaello ; Secchi, Davide ; Centorrino, Samuele ; Martinoli, Mario.
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:20:y:2021:i:c:p:62-86.

    Full description at Econpapers || Download paper

  39. Heterogeneous speculators and stock market dynamics: A simple agent-based computational model. (2020). Westerhoff, Frank ; Schmitt, Noemi ; Schwartz, Ivonne.
    In: BERG Working Paper Series.
    RePEc:zbw:bamber:160.

    Full description at Econpapers || Download paper

  40. Automated and Distributed Statistical Analysis of Economic Agent-Based Models. (2020). Lamperti, Francesco ; Chiaromonte, Francesca ; Giachini, Daniele ; Vandin, Andrea.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2020/31.

    Full description at Econpapers || Download paper

  41. The Many Faces of Agent-Based Computational Economics: Ecology of Agents, Bottom-Up Approaches and Paradigm Shift. (2020). Mignot, Sylvain ; Vignes, Annick.
    In: Post-Print.
    RePEc:hal:journl:hal-02956172.

    Full description at Econpapers || Download paper

  42. Climate change and green transitions in an agent-based integrated assessment model. (2020). Roventini, Andrea ; Napoletano, Mauro ; Dosi, Giovanni ; Lamperti, F ; Sapio, A.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:153:y:2020:i:c:s0040162518312460.

    Full description at Econpapers || Download paper

  43. Quantifying the concerns of Dimon and Buffett with data and computation. (2020). Oldham, Matthew.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300336.

    Full description at Econpapers || Download paper

  44. A comparison of economic agent-based model calibration methods. (2020). Platt, Donovan.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300294.

    Full description at Econpapers || Download paper

  45. Macroeconomic simulation comparison with a multivariate extension of the Markov information criterion. (2020). Barde, Sylvain.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919301927.

    Full description at Econpapers || Download paper

  46. RATIONAL HEURISTICS? EXPECTATIONS AND BEHAVIORS IN EVOLVING ECONOMIES WITH HETEROGENEOUS INTERACTING AGENTS. (2020). Treibich, Tania ; Stiglitz, Joseph ; Roventini, Andrea ; Napoletano, Mauro ; Dosi, Giovanni.
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:58:y:2020:i:3:p:1487-1516.

    Full description at Econpapers || Download paper

  47. More is Different ... and Complex! The Case for Agent-Based Macroeconomics. (2019). Roventini, Andrea ; Dosi, Giovanni.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2019/01.

    Full description at Econpapers || Download paper

  48. More is different ... and complex! the case for agent-based macroeconomics. (2019). Roventini, Andrea ; Dosi, Giovanni.
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:29:y:2019:i:1:d:10.1007_s00191-019-00609-y.

    Full description at Econpapers || Download paper

  49. Drawing on different disciplines: macroeconomic agent-based models. (2019). Turrell, Arthur ; HALDANE, ANDREW.
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:29:y:2019:i:1:d:10.1007_s00191-018-0557-5.

    Full description at Econpapers || Download paper

  50. History friendly models: retrospective and future perspectives. (2019). Winter, Sidney ; Nelson, Richard ; Orsenigo, Luigi ; Capone, Gianluca ; Malerba, Franco.
    In: Eurasian Business Review.
    RePEc:spr:eurasi:v:9:y:2019:i:1:d:10.1007_s40821-019-00121-0.

    Full description at Econpapers || Download paper

  51. Manager remuneration, share buybacks, and firm performance. (2019). Harting, Philipp ; van der Hoog, Sander ; Dawid, Herbert.
    In: Industrial and Corporate Change.
    RePEc:oup:indcch:v:28:y:2019:i:3:p:681-706..

    Full description at Econpapers || Download paper

  52. Policy Modeling and Applications: State-of-the-Art and Perspectives. (2019). Furtado, Bernardo ; Fuentes, Miguel A ; Tessone, Claudio J.
    In: Complexity.
    RePEc:hin:complx:5041681.

    Full description at Econpapers || Download paper

  53. Validation of Agent-Based Models in Economics and Finance. (2019). Roventini, Andrea ; Moneta, Alessio ; Guerini, Mattia ; Fagiolo, Giorgio ; Lamperti, Francesco.
    In: Post-Print.
    RePEc:hal:journl:halshs-02375423.

    Full description at Econpapers || Download paper

  54. 20 years of WEHIA: A journey in search of a safer road. (2019). Kirman, Alan ; Gallegati, Mauro.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:157:y:2019:i:c:p:5-14.

    Full description at Econpapers || Download paper

  55. RUSEM: A numerical model for policymaking and climate applications. (2019). Tapiador, Francisco J ; Navarro, Andres.
    In: Ecological Economics.
    RePEc:eee:ecolec:v:165:y:2019:i:c:21.

    Full description at Econpapers || Download paper

  56. Endogenous growth and global divergence in a multi-country agent-based model. (2019). Roventini, Andrea ; Dosi, Giovanni ; Russo, Emanuele.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:101:y:2019:i:c:p:101-129.

    Full description at Econpapers || Download paper

  57. A Comparison of Economic Agent-Based Model Calibration Methods. (2019). Platt, Donovan.
    In: Papers.
    RePEc:arx:papers:1902.05938.

    Full description at Econpapers || Download paper

  58. On the estimation of behavioral macroeconomic models via simulated maximum likelihood. (2018). Sacht, Stephen ; Kukacka, Jiri ; Jang, Tae-Seok.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:201811.

    Full description at Econpapers || Download paper

  59. And Then He Wasnt a She: Climate Change and Green Transitions in an Agent-Based Integrated Assessment Model. (2018). Roventini, Andrea ; Napoletano, Mauro ; Dosi, Giovanni ; Lamperti, Francesco ; Sapio, Alessandro.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2018/14.

    Full description at Econpapers || Download paper

  60. The rize of electronic social networks and implications for advertisers. (2018). Babutsidze, Zakaria.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/7eeckjdtj29ncak518t23a2j25.

    Full description at Econpapers || Download paper

  61. Endogenous growth and global divergence in a multi-country agent - based model. (2018). Roventini, Andrea ; Dosi, Giovanni ; Russo, Emmanuele.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/46k9rkvut99i7qnn4vqm25t53b.

    Full description at Econpapers || Download paper

  62. A short walk on the wild side : agent based models and their implications for macroeconomic analysis. (2018). Napoletano, Mauro.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/2qdhj5485p93jrnf08s1meeap9.

    Full description at Econpapers || Download paper

  63. Social Investment and youth labour market participation: a EU regional analysis. (2018). Giannetti, Caterina ; Ecchia, Giulio ; Gagliardi, Francesca.
    In: Discussion Papers.
    RePEc:pie:dsedps:2018/236.

    Full description at Econpapers || Download paper

  64. Endogenous growth and global divergence in a multi-country agent - based model. (2018). Roventini, Andrea ; Dosi, Giovanni ; Russo, Emmanuele.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03471735.

    Full description at Econpapers || Download paper

  65. Endogenous growth and global divergence in a multi-country agent - based model. (2018). Roventini, Andrea ; Dosi, Giovanni ; Russo, Emmanuele.
    In: SciencePo Working papers Main.
    RePEc:hal:spmain:hal-03471735.

    Full description at Econpapers || Download paper

  66. The rise of electronic social networks and implications for advertisers. (2018). Babutsidze, Zakaria.
    In: SciencePo Working papers Main.
    RePEc:hal:spmain:hal-03471523.

    Full description at Econpapers || Download paper

  67. A short walk on the wild side : agent based models and their implications for macroeconomic analysis. (2018). Napoletano, Mauro.
    In: SciencePo Working papers Main.
    RePEc:hal:spmain:hal-03443471.

    Full description at Econpapers || Download paper

  68. The rise of electronic social networks and implications for advertisers. (2018). Babutsidze, Zakaria.
    In: Post-Print.
    RePEc:hal:journl:hal-03471523.

    Full description at Econpapers || Download paper

  69. A short walk on the wild side : agent based models and their implications for macroeconomic analysis. (2018). Napoletano, Mauro.
    In: Post-Print.
    RePEc:hal:journl:hal-03443471.

    Full description at Econpapers || Download paper

  70. From Cascade to Bottom-Up Ecosystem Services Model: How Does Social Cohesion Emerge from Urban Agriculture?. (2018). Apul, Defne ; Petit-Boix, Anna.
    In: Sustainability.
    RePEc:gam:jsusta:v:10:y:2018:i:4:p:998-:d:138473.

    Full description at Econpapers || Download paper

  71. Endogenous growth and global divergence in a multi-country agent-based model. (2018). Roventini, Andrea ; Dosi, Giovanni ; Russo, Emanuele.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:1802.

    Full description at Econpapers || Download paper

  72. The rise of electronic social networks and implications for advertisers. (2018). Babutsidze, Zakaria.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:137:y:2018:i:c:p:27-39.

    Full description at Econpapers || Download paper

  73. Can agent-based models probe market microstructure?. (2018). Gebbie, Tim ; Platt, Donovan.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:503:y:2018:i:c:p:1092-1106.

    Full description at Econpapers || Download paper

  74. Endogenous growth and global divergence in a multi-country agent-based model. (2017). Roventini, Andrea ; Dosi, Giovanni ; Russo, Emanuele.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2017/32.

    Full description at Econpapers || Download paper

  75. Validation of Agent-Based Models in Economics and Finance. (2017). Roventini, Andrea ; Moneta, Alessio ; Guerini, Mattia ; Fagiolo, Giorgio ; Lamperti, Francesco.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2017/23.

    Full description at Econpapers || Download paper

  76. A Short Walk on the Wild Side: Agent-Based Models and their Implications for Macroeconomic Analysis. (2017). Napoletano, Mauro.
    In: GREDEG Working Papers.
    RePEc:gre:wpaper:2017-40.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Alfarano, S. ; Lux, T. ; Wagner, F. Empirical validation of stochastic models of interacting agents. 2007 Eur. Phys. J. B. 55 183-187

  2. Alfarano, S. ; Lux, T. ; Wagner, F. Estimation of a simple agent-based model of financial markets: an application to australian stock and foreign exchange data. 2006 Physica A. 370 38-42

  3. Alfarano, S. ; Lux, T. ; Wagner, F. Estimation of agent-based models: the case of an asymmetric herding model. 2005 Comput. Econ.. 26 -

  4. Barde, S. A practical, accurate, information criterion for nth order Markov processes. 2016 Comput. Econ.. 1-44

  5. Barde, S. Direct comparison of agent-based models of herding in financial markets. 2016 J. Econ. Dyn. Control. 73 329-353

  6. Bernanke, B.S. Alternative explanations of the money-income correlation. 1986 :

  7. Bessler, D.A. ; Lee, S. Money and prices: U.s. data 1869-1914 (a study with directed graphs). 2002 Empir. Econ.. 27 427-446

  8. Bianchi, C. ; Cirillo, P. ; Gallegati, M. ; Vagliasindi, P. Validating and calibrating agent-based models: a case study. 2007 Comput. Econ.. 30 245-264

  9. Bianchi, C. ; Cirillo, P. ; Gallegati, M. ; Vagliasindi, P. Validation in agent-based models: an investigation on the cats model. 2008 J. Econ. Behav. Organ.. 67 947-964

  10. Blanchard, O.J. A traditional interpretation of macroeconomic fluctuations. 1989 Am. Econ. Rev.. 79 1146-1164

  11. Blanchard, O.J. ; Quah, D. The dynamic effects of aggregate demand and supply disturbances. 1989 Am. Econ. Rev.. 79 655-673

  12. Box, G. ; Jenkins, G. Time Series Analysis: Forecasting and Control. 1970 Holden-Day:
    Paper not yet in RePEc: Add citation now
  13. Canova, F. ; Sala, L. Back to square one: identification issues in dsge models. 2009 J. Monet. Econ.. 56 431-449

  14. Chlass, N. ; Moneta, A. Can graphical causal inference be extended to nonlinear settings? an assessment of conditional independence tests. 2010 En : Dorato, M.S.M ; Redei, M. EPSA Epistemology and Methodology of Science. Springer Verlag:
    Paper not yet in RePEc: Add citation now
  15. Ciarli, T. Structural interactions and long run growth: an application of experimental design to agent-based models. 2012 Revue de l’OFCE. 124 295-345

  16. Comon, P. Independent component analysis, a new concept?. 1994 Sig. Process.. 36 287-314
    Paper not yet in RePEc: Add citation now
  17. Del Negro, M. ; Schorfheide, F. Forming priors for DSGE models (and how it affects the assessment of nominal rigidities). 2008 J. Monet. Econ.. 55 1191-1208

  18. Del Negro, M. ; Schorfheide, F. How good is what you’ve got? DSGE-VAR as a toolkit for evaluating DSGE models. 2006 Econ. Rev.. 21-37

  19. Del Negro, M. ; Schorfheide, F. Priors from general equilibrium models for VARS. 2004 Int. Econ. Rev. (Philadelphia). 45 643-673

  20. Demiralp, S. ; Hoover, K.D. Searching for the causal structure of a vector autoregression. 2003 Oxford Bull. Econ. Stat.. 65 745-767

  21. Dosi, G. ; Fagiolo, G. ; Napoletano, M. ; Roventini, A. Income distribution, credit and fiscal policies in an agent-based Keynesian model. 2013 J. Econ. Dyn. Control. 37 1598-1625

  22. Dosi, G. ; Fagiolo, G. ; Napoletano, M. ; Roventini, A. ; Treibich, T. Fiscal and monetary policies in complex evolving economies. 2015 J. Econ. Dyn. Control. 52 166-189

  23. Dosi, G. ; Fagiolo, G. ; Roventini, A. Schumpeter meeting keynes: a policy-friendly model of endogenous growth and business cycles. 2010 J. Econ. Dyn. Control. 34 1748-1767

  24. Fagiolo, G. ; Moneta, A. ; Windrum, P. A critical guide to empirical validation of agent-based models in economics and finance: methodologies, procedures and open problems. 2007 Comput. Econ.. 30 195-226

  25. Fagiolo, G. ; Roventini, A. Macroeconomic policy in dsge and agent-based models redux: new developments and challenges ahead. 2017 J. Artif. Soc. Soc. Simul.. 20 1-

  26. Farmer, D.J. ; Foley, D. The economy needs agent-based modeling. 2009 Nature. 460 685-686
    Paper not yet in RePEc: Add citation now
  27. Fukac, M. ; Pagan, A. Issues in adopting dsge models for use in the policy process. 2006 :

  28. Gaffard, J.-L. ; Napoletano, M. Improving the toolbox. New advances in agent-based and computational models. 2012 Revue de l’OFCE. 0 7-13

  29. Gilli, M. ; Winker, P. Global optimization heuristic for estimating agent based models. 2003 Comput. Stat. Data Anal.. 42 299-312

  30. Granger, C.W.J. Testing for causality: a personal viewpoint. 1980 J. Econ. Dyn. Control. 2 329-352

  31. Grazzini, J. Analysis of the emergent properties: stationarity and ergodicity. 2012 J. Artif. Soc. Simul.. 15 -

  32. Grazzini, J. ; Richiardi, M. Estimation of ergodic agent-based models by simulated minimum distance.. 2015 J. Econ. Dyn. Control. 51 148-165

  33. Guerini, M. ; Napoletano, M. ; Roventini, A. No Man Is an Island: The Impact of Heterogeneity and Local Interactions on Macroeconomic Dynamics. 2016 Laboratory of Economics and Management (LEM), Sant’Anna School of Advanced Studies, Pisa, Italy:

  34. Haavelmo, T. The probability approach in econometrics. 1944 Econometrica. 12 -
    Paper not yet in RePEc: Add citation now
  35. Haldane, A. The Dog and the Frisbee. 2012 Speech at the Federal Reserve Bank of Kansas City 366th economic policy symposium:

  36. Heckman, J. Causal parameters and policy analysis in economics: a twentieth century retrospective. 2000 Q. J. Econ.. 115 45-97

  37. Hoover, K.D. Lost causes. 2004 J. Hist. Econ. Thought. 26 149-164

  38. Hoyer, P.O. ; Shimizu, S. ; Kerminen, A.J. ; Palviainen, M. Estimation of causal effects using linear non-Gaussian causal models with hidden variables. 2008 Int. J. Approximate Reasoning. 49 278-362
    Paper not yet in RePEc: Add citation now
  39. Hyvärinen, A. ; Oja, E. Independent component analysis: algorithms and applications. 2000 Neural Netw.. 13 411-430
    Paper not yet in RePEc: Add citation now
  40. Hyvarinen, A. ; Karhunen, J. ; Oja, E. Indepentent Component Analysis. 2001 Wiley:
    Paper not yet in RePEc: Add citation now
  41. Hyvarinen, A. ; Zhang, K. ; Shimizu, S. ; Hoyer, P.O. Estimation of a structural vector autoregression model using non-Gaussianity. 2010 J. Mach. Learn. Res.. 11 1709-1731
    Paper not yet in RePEc: Add citation now
  42. Illari, P.M. ; Russo, F. ; Williamson, J. Why look at causality in the sciences? A manifesto. 2011 Oxford University Press:
    Paper not yet in RePEc: Add citation now
  43. Ireland, P.N. A method for taking models to the data. 2004 J. Econ. Dyn. Control. 28 1205-1226

  44. Jeh, G. ; Widom, J. Simrank: a measure of structural-context similarity. 2002 ACM:
    Paper not yet in RePEc: Add citation now
  45. Johansen, S. ; Juselius, K. Maximum likelihood estimation and inference on cointegration. with application to the demand for money. 1990 Oxford Bull. Econ. Stat.. 52 169-210

  46. Juselius, K. On the role of theory and evidence in macroeconomics. 2011 Edward Elgar:

  47. Kirman, A. Whom or what does the representative individual represent?. 1992 J. Econ. Perspect.. 6 117-136

  48. Kirman, A.P. Ants and nonoptimal self-organization: lessons for macroeconomics. 2016 Macroecon. Dyn.. -

  49. Kirman, A.P. The intrinsic limits of modern economic theory: the emperor has no clothes. 1989 Econ. J.. 99 126-139

  50. Kobler, J. ; Schning, U. ; Torn, J. The Graph Isomorphism Problem: Its Structural Complexity. 1993 Birkhauser Basel:
    Paper not yet in RePEc: Add citation now
  51. Koopmans, T.C. Statistical inference in dynamic economic models. 1950 :
    Paper not yet in RePEc: Add citation now
  52. Kydland, F.E. ; Prescott, E.C. The computational experiment: an econometric tool. 1996 J.Econ. Perspect.. 69-85

  53. Kydland, F.E. ; Prescott, E.C. Time to build and aggregate fluctuations. 1982 Econometrica. 50 1345-1370

  54. Lacerda, G. ; Spirtes, P. ; Hoyer, P.O. ; Ramsey, J. Discovering cyclic causal models by independent components analysis. 2008 :
    Paper not yet in RePEc: Add citation now
  55. Lamperti, F. An Information Theoretic Criterion for Empirical Validation of Time Series Models. 2015 :

  56. Lamperti, F. Empirical Validation of Simulated Models through the GSL-div: An Illustrative Application. 2016 LEM Working Paper:

  57. Lauritzen, S.L. Graphical Models. 1996 Clarendon Press:
    Paper not yet in RePEc: Add citation now
  58. LeBaron, B. ; Tesfatsion, L. Modeling macroeconomies as open-ended dynamic systems of interacting agents. 2008 Am. Econ. Rev.. 98 246-250

  59. Lengnick, M. ; Wohltmann, H.-W. Agent-based financial markets and new Keynesian macroeconomics: a synthesis. 2013 J. Econ. Interac. Coord.. 8 1-32

  60. Lucas, R. Econometric policy evaluation: a critique. 1976 :

  61. Lutkepohl, H. Introduction to Multiple Time Serie Analysis. 1993 Springer-Verlag:
    Paper not yet in RePEc: Add citation now
  62. Lux, T. Estimation of an agent-based model of investor sentiment formation in financial markets. 2012 J. Econ. Dyn. Control. 36 1284-1302

  63. Marks, R. Validation and model selection: three similarity measures compared. 2013 Complexity Econ.. 2 -
    Paper not yet in RePEc: Add citation now
  64. Moneta, A. Graphical causal models and vars: an empirical assessment of the real business cycles hypothesis. 2008 Empir. Econ.. 35 275-300

  65. Moneta, A. ; Chlass, N. ; Entner, D. ; Hoyer, P. Causal search in structural vector autoregressive models. 2011 J. Mach. Learn. Res.. 12 95-118
    Paper not yet in RePEc: Add citation now
  66. Moneta, A. ; Entner, D. ; Hoyer, P. ; Coad, A. Causal inference by independent component analysis: theory and applications. 2013 Oxford Bull. Econ. Stat.. 75 705-730

  67. Pearl, J. Causality: Models, Reasoning and Inference. 2000 Cambridge University Press:
    Paper not yet in RePEc: Add citation now
  68. Poudyal, N. ; Spanos, A. Model Validation and DSGE Modeling. 2013 Virginia Tech Deparment of Economics:
    Paper not yet in RePEc: Add citation now
  69. Recchioni, M.C. ; Tedeschi, G. ; Gallegati, M. A calibration procedure for analyzing stock price dynamics in an agent-based framework. 2015 J. Econ. Dyn. Control. 60 1-25

  70. Salle, I. ; Yildizoglu, M. Efficient sampling and meta-modeling for computational economic models. 2014 Comput. Econ.. 44 507-536

  71. Shapiro, M.D. ; Watson, M.W. Sources of business cycle fluctuations. 1988 :

  72. Shimizu, S. ; Hoyer, P.O. ; Hyvarinen, A. ; Kerminen, A.J. A linear non-Gaussian acyclic model for causal discovery. 2006 J. Mach. Learn. Res.. 7 2003-2030
    Paper not yet in RePEc: Add citation now
  73. Sims, C. Macroeconomics and reality. 1980 Econometrica. 48 1-48

  74. Spirtes, P. ; Glymur, C. ; Scheines, R. Causation, Prediction, and Search. 2000 MIT Press:
    Paper not yet in RePEc: Add citation now
  75. Swanson, N.R. ; Granger, C.W.J. Impulse response function based on a causal approach to residual orthogonalization in vector autoregressions. 1997 J. Am. Stat. Assoc.. 92 357-367
    Paper not yet in RePEc: Add citation now
  76. Zager, L.A. ; Verghese, G.C. Graph similarity scoring and matching. 2008 Appl. Math. Lett.. 21 86-94
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Moment set selection for the SMM using simple machine learning. (2023). Kukacka, Jiri ; Zila, Eric.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:212:y:2023:i:c:p:366-391.

    Full description at Econpapers || Download paper

  2. Bayesian Estimation of Economic Simulation Models Using Neural Networks. (2022). Platt, Donovan.
    In: Computational Economics.
    RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10095-9.

    Full description at Econpapers || Download paper

  3. The Many Faces of Agent-Based Computational Economics: Ecology of Agents, Bottom-Up Approaches and Paradigm Shift. (2020). Mignot, Sylvain ; Vignes, Annick.
    In: Post-Print.
    RePEc:hal:journl:hal-02956172.

    Full description at Econpapers || Download paper

  4. A comparison of economic agent-based model calibration methods. (2020). Platt, Donovan.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300294.

    Full description at Econpapers || Download paper

  5. A Comparison of Economic Agent-Based Model Calibration Methods. (2019). Platt, Donovan.
    In: Papers.
    RePEc:arx:papers:1902.05938.

    Full description at Econpapers || Download paper

  6. An information theoretic criterion for empirical validation of simulation models. (2018). Lamperti, Francesco.
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:5:y:2018:i:c:p:83-106.

    Full description at Econpapers || Download paper

  7. Selection of the distributional rule as an alternative tool to foster cooperation in a Public Good Game. (2017). Colasante, Annarita.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:468:y:2017:i:c:p:482-492.

    Full description at Econpapers || Download paper

  8. Estimation of financial agent-based models with simulated maximum likelihood. (2017). Kukacka, Jiri ; Baruník, Jozef.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:85:y:2017:i:c:p:21-45.

    Full description at Econpapers || Download paper

  9. A method for agent-based models validation. (2017). Moneta, Alessio ; Guerini, Mattia.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:82:y:2017:i:c:p:125-141.

    Full description at Econpapers || Download paper

  10. Bayesian estimation of agent-based models. (2017). Tsionas, Mike ; Richiardi, Matteo ; Grazzini, Jakob.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:77:y:2017:i:c:p:26-47.

    Full description at Econpapers || Download paper

  11. The Problem of Calibrating an Agent-Based Model of High-Frequency Trading. (2017). Gebbie, Tim ; Platt, Donovan.
    In: Papers.
    RePEc:arx:papers:1606.01495.

    Full description at Econpapers || Download paper

  12. Estimation of financial agent-based models with simulated maximum likelihood. (2016). Kukacka, Jiri ; Baruník, Jozef.
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:63.

    Full description at Econpapers || Download paper

  13. A Method for Agent-Based Models Validation. (2016). Moneta, Alessio ; Guerini, Mattia.
    In: Working Papers Series.
    RePEc:thk:wpaper:42.

    Full description at Econpapers || Download paper

  14. A Method for Agent-Based Models Validation. (2016). Moneta, Alessio ; Guerini, Mattia.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2016/16.

    Full description at Econpapers || Download paper

  15. Evolution of Cooperation in Public Good Game. (2016). Colasante, Annarita.
    In: MPRA Paper.
    RePEc:pra:mprapa:72577.

    Full description at Econpapers || Download paper

  16. Bayesian estimation and entropy for economic dynamic stochastic models: An exploration of overconsumption. (2016). Bovi, Maurizio ; Argentiero, Amedeo ; Cerqueti, Roy.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:88:y:2016:i:c:p:143-157.

    Full description at Econpapers || Download paper

  17. An Information Theoretic Criterion for Empirical Validation of Time Series Models. (2015). Lamperti, Francesco.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2015/02.

    Full description at Econpapers || Download paper

  18. A Price Crash Alerting Strategy for Agent-based Artificial Financial Markets. (2015). Stan, Alexandru.
    In: MIC 2015: Managing Sustainable Growth; Proceedings of the Joint International Conference, Portorož, Slovenia, 28–30 May 2015.
    RePEc:mgt:micp15:99-116.

    Full description at Econpapers || Download paper

  19. Identification of Social Interaction Effects in Financial Data. (2015). Jang, Tae-Seok.
    In: Computational Economics.
    RePEc:kap:compec:v:45:y:2015:i:2:p:207-238.

    Full description at Econpapers || Download paper

  20. A calibration procedure for analyzing stock price dynamics in an agent-based framework. (2015). Tedeschi, Gabriele ; Recchioni, Maria ; Gallegati, Mauro.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:60:y:2015:i:c:p:1-25.

    Full description at Econpapers || Download paper

  21. A calibration procedure for analyzing stock price dynamics in an agent-based framework. (2014). Tedeschi, Gabriele ; Recchioni, Maria ; Gallegati, Mauro.
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:26.

    Full description at Econpapers || Download paper

  22. The Empirical Validation of an Agent-based Model. (2012). Gallegati, Mauro ; Cirillo, Pasquale.
    In: Eastern Economic Journal.
    RePEc:pal:easeco:v:38:y:2012:i:4:p:525-547.

    Full description at Econpapers || Download paper

  23. The Virtues and Vices of Equilibrium and the Future of Financial Economics. (2008). Farmer, J. ; Geanakoplos, John.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1647.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-29 22:15:40 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.