Agent-based macroeconomics

H Dawid, DD Gatti - Handbook of computational economics, 2018 - Elsevier
This chapter surveys work dedicated to macroeconomic analysis using an agent-based
modeling approach. After a short review of the origins and general characteristics of this …

Agent‐based modeling to integrate elements from different disciplines for ambitious climate policy

I Savin, F Creutzig, T Filatova, J Foramitti… - Wiley …, 2023 - Wiley Online Library
Ambitious climate mitigation policies face social and political resistance. One reason is that
existing policies insufficiently capture the diversity of relevant insights from the social …

Climate risks and financial stability

S Battiston, Y Dafermos, I Monasterolo - Journal of Financial Stability, 2021 - Elsevier
Climate change has been recently recognised as a new source of risk for the financial
system. Over the last years, several central banks and financial supervisors have …

Three green financial policies to address climate risks

F Lamperti, V Bosetti, A Roventini, M Tavoni… - Journal of Financial …, 2021 - Elsevier
Which policies can increase the resilience of the financial system to climate risks? Recent
evidence on the significant impacts of climate change and natural disasters on firms, banks …

Agent-based model calibration using machine learning surrogates

F Lamperti, A Roventini, A Sani - Journal of Economic Dynamics and …, 2018 - Elsevier
Efficiently calibrating agent-based models (ABMs) to real data is an open challenge. This
paper explicitly tackles parameter space exploration and calibration of ABMs by combining …

Validation of agent-based models in economics and finance

G Fagiolo, M Guerini, F Lamperti, A Moneta… - Computer simulation …, 2019 - Springer
Since the survey by Windrum et al.(Journal of Artificial Societies and Social Simulation 10: 8,
2007), research on empirical validation of agent-based models in economics has made …

More is different... and complex! the case for agent-based macroeconomics

G Dosi, A Roventini - Journal of Evolutionary Economics, 2019 - Springer
This work nests the Agent-Based macroeconomic perspective into the earlier history of
macroeconomics. We discuss how the discipline in the 70's took a perverse path relying on …

An interdisciplinary model for macroeconomics

AG Haldane, AE Turrell - Oxford Review of Economic Policy, 2018 - academic.oup.com
Macroeconomic modelling has been under intense scrutiny since the Great Financial Crisis,
when serious shortcomings were exposed in the methodology used to understand the …

Faraway, so close: Coupled climate and economic dynamics in an agent-based integrated assessment model

F Lamperti, G Dosi, M Napoletano, A Roventini… - Ecological …, 2018 - Elsevier
In this work we develop an agent-based model that offers an alternative to standard,
computable general equilibrium integrated assessment models (IAMs). The Dystopian …

The public costs of climate-induced financial instability

F Lamperti, V Bosetti, A Roventini, M Tavoni - Nature Climate Change, 2019 - nature.com
Recent evidence suggests that climate change will significantly affect economic growth and
several productive elements of modern economies, such as workers and land,,–. Although …