Agent-based simulation of macroeconomic systems

In this Doctoral thesis we use an Agent- Based Model (ABM) to analyze variables and dynamics of the economy, building a complex system that is very close to the real world behavior. The main aims of the research are organized in four chapters. In the first chapter (i), we focus on the evolution of t...

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Detalles Bibliográficos
Autor: Pulcini, Cinzia
Tipo de recurso: tesis doctoral
Estado:Versión publicada
Fecha de publicación:2017
País:España
Institución:CBUC, CESCA
Repositorio:TDR. Tesis Doctorales en Red
OAI Identifier:oai:www.tdx.cat:10803/405388
Acceso en línea:http://hdl.handle.net/10803/405388
http://dx.doi.org/10.6035/14006.2017.513037
Access Level:acceso abierto
Palabra clave:Fluctuaciones económicas
Teoría macroeconómica
Simulación
Series Temporales Económicas
Macroeconomic theory
Simulation
Economic fluctuations
Economic time series
Negocis, administració i dret
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Descripción
Sumario:In this Doctoral thesis we use an Agent- Based Model (ABM) to analyze variables and dynamics of the economy, building a complex system that is very close to the real world behavior. The main aims of the research are organized in four chapters. In the first chapter (i), we focus on the evolution of the macroeconomic theory over time; in the second chapter (ii) it is realized an analytic study of an Agent-Based Model (ABM) in a economy populated by firms and a bank system; in the third chapter (iii) we focus our analysis on the distribution of growth rate and profit rate with an ABM and in last chapter (iv) we analyze a model that is an evolution of the Delli Gatti et al., (2005) in a system populated by heterogeneous firms in a multibanks system.