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題名 Size Effects in Agent-Based Macroeconomic Models: An Initial Investigation 作者 陳樹衡
Chen, Shu-Heng
Kao, Ying-Fang
Chie, Bin-Tzong
Meyer, Timo
Venkatachalam, Ragupathy貢獻者 經濟學系 日期 2017 上傳時間 7-九月-2017 18:03:27 (UTC+8) 摘要 We investigate the scale-free property of an agent-based macroeconomic model initially proposed by Wright (Physica A, 346:589–620, 2005), called the Social Architecture (SA) model. The SA model has been shown to be able to replicate a number of important features of a macroeconomy, such as patterns concerning economic growth, business cycles, industrial dynamics, and income distribution. We explore whether macroeconomic stylized features resulting from this model are robust when the number of agents populating the (model) economy varies. We simulate the model by systematically varying the agent population with 100, 500, 1,000, 2,000, 4,000, 8,000, and 10,000 agents. Our results indicate that the SA model does exhibit significant size effects for several important variables. 關聯 Agent-Based Approaches in Economics and Social Complex Systems IX, pp 137-152 資料類型 book/chapter DOI https://doi.org/10.1007/978-981-10-3662-0_11 dc.contributor 經濟學系 zh_TW dc.creator (作者) 陳樹衡 zh_TW dc.creator (作者) Chen, Shu-Heng en_US dc.creator (作者) Kao, Ying-Fang en_US dc.creator (作者) Chie, Bin-Tzong en_US dc.creator (作者) Meyer, Timo en_US dc.creator (作者) Venkatachalam, Ragupathy en_US dc.date (日期) 2017 dc.date.accessioned 7-九月-2017 18:03:27 (UTC+8) - dc.date.available 7-九月-2017 18:03:27 (UTC+8) - dc.date.issued (上傳時間) 7-九月-2017 18:03:27 (UTC+8) - dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/112591 - dc.description.abstract (摘要) We investigate the scale-free property of an agent-based macroeconomic model initially proposed by Wright (Physica A, 346:589–620, 2005), called the Social Architecture (SA) model. The SA model has been shown to be able to replicate a number of important features of a macroeconomy, such as patterns concerning economic growth, business cycles, industrial dynamics, and income distribution. We explore whether macroeconomic stylized features resulting from this model are robust when the number of agents populating the (model) economy varies. We simulate the model by systematically varying the agent population with 100, 500, 1,000, 2,000, 4,000, 8,000, and 10,000 agents. Our results indicate that the SA model does exhibit significant size effects for several important variables. en_US dc.format.extent 108 bytes - dc.format.mimetype text/html - dc.relation (關聯) Agent-Based Approaches in Economics and Social Complex Systems IX, pp 137-152 en_US dc.title (題名) Size Effects in Agent-Based Macroeconomic Models: An Initial Investigation en_US dc.type (資料類型) book/chapter dc.identifier.doi (DOI) 10.1007/978-981-10-3662-0_11 dc.doi.uri (DOI) https://doi.org/10.1007/978-981-10-3662-0_11
