TS 4 on Macroeconomic Agent-Based Models
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Europe/Paris
Salle de conférence, 6th floor (Maison des Sciences Économiques)
Salle de conférence, 6th floor
Maison des Sciences Économiques
106 - 112 Boulevard de l'Hôpital, 75013 Paris
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Description
Macroeconomic Agent-Based Models (ABM)
Some key points
- "Tipping points" in macroeconomic ABMs and the need for parameter space exploration (Gualdi et al 2014 - JEDC)
- The calibration problem (Fabretti 2012 - JEIC)
- Calibration through Markov chains (Fabretti Markov Chain)
- Calibration through the distribution of returns and the relevance of key parameters (Alfarano et al 2005 - Comput ECS)
- Forward Calibration of the Brock and Hommes ABM (Recchioni et al 2015)
- Extending the BH model framework to the housing market bubble (Vanderleji slides)
- Introduction to Agent Based Computation
The RAMP is brought to you by Amir Sani and Antoine Mandel from the Centre d'Économie de la Sorbonne-CNRS, Paris School of Economics, Université Paris 1 Panthéon-Sorbonne, and your regular coaches.
Funding support is provided by the European Union Horizons 2020 Future and Emerging Technologies Distributed Global Financial Systems for Society (DOLFINS) project.
Support
Participants
Akin Kazakci
Alexander Mikheev
Amir Sani
Andreas Karpf
Andrey Ustyuzhanin
Angelo Ziletti
Balázs Kégl
Damien Mourot
Djalel Benbouzid
Elisa Rizzo
Eric Vansteenberghe
Florence Ho
Igor Khorenzhenko
Isabelle Guyon
Issam Benabid
James HABE
Jeremy Boccanfuso
John Lewis
Juan Melo
Khulud Badokhon
Mainak Jas
Marc-Henri HURT
Mehdi Bartal
mehdi cherti
michael blot
MINA MOSTOUFI
Philippe Caillou
Ritavan Ritavan
Sebastian Cea
Solmaria Halleck
sourava prasad mishra
stanislao gualdi
Thomas Schmitt
Thore Kockerols
Tien PHAN
Tomas Balint
Yousra Bekhti
Zeinab Ibrahim