论文标题
现实世界经济系统的基于代理的建模方法:西班牙社会会计矩阵的示例和校准
An agent-based modeling approach for real-world economic systems: Example and calibration with a Social Accounting Matrix of Spain
论文作者
论文摘要
全球经济是当今主要挑战之一,最近几十年的相关性越来越高。政策制定者经常观察到的是缺乏工具,这些工具至少有助于理解(即使不是预测)经济危机。当前,宏观经济建模以动态随机通用平衡(DSGE)模型为主。 DSGE在应对当今全球经济的复杂性方面的局限性经常被认可,并且是发现可能的解决方案的激烈研究的主题。作为DSGE的替代或补充,过去二十年来,基于代理的模型(ABM)的兴起。 ABM的一个有吸引力的特征是它可以对非常复杂的系统进行建模,因为它是一种自下而上的方法,可以描述异质剂的特定行为。但是,主要障碍是需要知道或校准的大量参数。为了使ABM与现实世界经济的数据一起使用,本文描述了一种基于代理的宏观经济建模方法,可以阅读社会会计矩阵(SAM)并从头部署经济体系(劳动力,劳动行业,企业,中央银行,政府,政府,外部部门,外部活动和活动,其结构和价值都非常接近这些sam Snapshotshotsshot。这种方法为释放了ABM模型的预期高性能处理当前全球宏观经济学的复杂性,包括生态学,流行病学或社交网络等其他感兴趣的层次。
The global economy is one of today's major challenges, with increasing relevance in recent decades. A frequent observation by policy makers is the lack of tools that help at least to understand, if not predict, economic crises. Currently, macroeconomic modeling is dominated by Dynamic Stochastic General Equilibrium (DSGE) models. The limitations of DSGE in coping with the complexity of today's global economy are often recognized and are the subject of intense research to find possible solutions. As an alternative or complement to DSGE, the last two decades have seen the rise of agent-based models (ABM). An attractive feature of ABM is that it can model very complex systems because it is a bottom-up approach that can describe the specific behavior of heterogeneous agents. The main obstacle, however, is the large number of parameters that need to be known or calibrated. To enable the use of ABM with data from the real-world economy, this paper describes an agent-based macroeconomic modeling approach that can read a Social Accounting Matrix (SAM) and deploy from scratch an economic system (labor, activity sectors operating as firms, a central bank, the government, external sectors...) whose structure and activity produce a SAM with values very close to those of the actual SAM snapshot. This approach paves the way for unleashing the expected high performance of ABM models to deal with the complexities of current global macroeconomics, including other layers of interest like ecology, epidemiology, or social networks among others.