A method for agent-based models validation

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2017
Volume: 82
Issue: C
Pages: 125-141

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper proposes a new method to empirically validate simulation models that generate artificial time series data comparable with real-world data. The approach is based on comparing structures of vector autoregression models which are estimated from both artificial and real-world data by means of causal search algorithms. This relatively simple procedure is able to tackle both the problem of confronting theoretical simulation models with the data and the problem of comparing different models in terms of their empirical reliability. Moreover the paper provides an application of the validation procedure to the agent-based macroeconomic model proposed by Dosi et al. (2015).

Technical Details

RePEc Handle
repec:eee:dyncon:v:82:y:2017:i:c:p:125-141
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25