Agent-based models and economic policy [Texte imprimé] / edited by Jean-Luc Gaffard and Mauro Napoletano ; [Boris Gershman, Alan Kirman, Quamrul Ashraf...[et al.]], Monographie imprimée
Set Level: 040446263, Revue de l'OFCE, 1265-9576, 124Language: anglais.Country: France.Publication : Paris : OFCE, DL 2012Description: 1 vol. (447 p.) : ill., graph., tabl. ; 24 cmISBN: 978-2-312-00316-0.Series: Debates and policies, 124Classification: LA.1Abstract: Les avancées en matière de modèles économiques numériques et multi-agents capables d'introduire assez d'hétérogénéité afin de mieux prévoir et enrayer les crises économiques. Leur objectif est de guider les politiques macro et microéconomiques.; La 4e de couverture indique : "Many of the factors responsible for the financial crisis (financial innovation ans securitization ;heterogeneity of agents, markets and regulatory framworks) are by and large overlooked by standard macroeconomic models which have failed to forecast the advent of the crisis and are unable to restore economic growth. agent based and computational models depart from the the representative agent paradigm, thereby introducing heterogeneity of agents' characteristics and behavior and allowing for markets that not clear. These models are better equipped to analyze the salient features of out-of equilibrium paths and provide novel insights on required economic policy during crises. This volume gathers contributions of leading scholars working on agent-based and computational models. It demonstrates how these models have reached the point where they can guide macro and micro economic policy.".Bibliography: Bibliogr. en fin de chapitres. Notes bibliogr..Subject - Topical Name: Économie politique, Modèles mathématiques | Politique économique Simulation par ordinateur | Macroéconomie, Modèles mathématiques | Modèles économétriques Simulation par ordinateur Subject: agent intelligent modélisation numérique crise économique économétrie politique économique| Item type | Home library | Collection | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|---|
| Prêt normal | BU Chevreul 2ème étage : Economie | Economie et gestion | 330.1 AGE (Browse shelf (Opens below)) | Available | 0379178663 |
OFCE = Observatoire français des conjonctures économiques
Numéro de : "Revue de l'OFCE / Débats et politiques", ISSN 1265-9576, (2012) n°124
Bibliogr. en fin de chapitres. Notes bibliogr.
Les avancées en matière de modèles économiques numériques et multi-agents capables d'introduire assez d'hétérogénéité afin de mieux prévoir et enrayer les crises économiques. Leur objectif est de guider les politiques macro et microéconomiques.
La 4e de couverture indique : "Many of the factors responsible for the financial crisis (financial innovation ans securitization ;heterogeneity of agents, markets and regulatory framworks) are by and large overlooked by standard macroeconomic models which have failed to forecast the advent of the crisis and are unable to restore economic growth. agent based and computational models depart from the the representative agent paradigm, thereby introducing heterogeneity of agents' characteristics and behavior and allowing for markets that not clear. These models are better equipped to analyze the salient features of out-of equilibrium paths and provide novel insights on required economic policy during crises. This volume gathers contributions of leading scholars working on agent-based and computational models. It demonstrates how these models have reached the point where they can guide macro and micro economic policy."
Introduction Improving the Toolbox: New Advances in Agent-Based and Computational Models / Jean-Luc Gaffard and Mauro Napoletano Can Artificial Economies Help us Understand Real Economies? / Alan Kirman Macroeconomics in a Self-Organizing Economy / Quamrul Ashraf, Boris Gershman and Peter Howitt Macroeconomic Policy in DSGE and Agent-Based Models / Giorgio Fagiolo and Andrea Roventini Reconstructing Aggregate Dynamics in Heterogeneous Agents Models: A Markovian Approach / Domenico Delli Gatti, Corrado Di Guilmi, Mauro Gallegati and Simone Landini Of Ants and Voters: Maximum Entropy Prediction of Agent-Based Models with Recruitment / Sylvain Barde Asymmetric (S,s) Pricing: Implications for Monetary Policy / Zakaria Babutsidze Macroprudential Policies in an Agent-Based Artificial Economy / Silvano Cincotti and Marco Raberto and Andrea Teglio Wage Formation, Investment Behavior and Growth Regimes: An Agent-Based Analysis / Mauro Napoletano, Giovanni Dosi, Giorgio Fagiolo and Andrea Roventini Production Process Heterogeneity, Time to Build, and Macroeconomic Performance / Mario Amendola, Jean-Luc Gaffard and Francesco Saraceno Structural Interactions and Long Run Growth: An Application of Experimental Design to Agent Based Models / Tommaso Ciarli On the Co-Evolution of Innovation and Demand: Some Policy Implications / Pier Paolo Saviotti and Andreas Pyka Environmental Taxes, Inequality and Technical Change / Fabrizio Patriarca and Francesco Vona High Wind Penetration in an Agent-Based Model of the Electricity Market: The Case of Italy / Eric Guerci and Alessandro Sapio
