Bayesian estimation of a large-scale macroeconomic policy agent-based model

DOI10.1016/J.JEDC.2026.105354MaRDI QIDQ7326247zbMATH OpenFDO

Authors Sylvain Barde

Publication date 9 September 2026

Published in Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JEDC.2026.105354

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• A global optimization heuristic for estimating agent based models
• A new look at the statistical model identification
• Agent based-stock flow consistent macroeconomics: towards a benchmark model
• Agent-based model calibration using machine learning surrogates
• An evolutionary model of endogenous business cycles
• Bayesian estimation of agent-based models
• Bayesian estimation of large-scale simulation models with Gaussian process regression surrogates
• Estimation of ergodic agent-based models by simulated minimum distance
• Estimation of financial agent-based models with simulated maximum likelihood
• Fiscal and monetary policies in complex evolving economies
• Income distribution, credit and fiscal policies in an agent-based Keynesian model
• Macroeconomic simulation comparison with a multivariate extension of the Markov information criterion
• Schumpeter meeting Keynes: a policy-friendly model of endogenous growth and business cycles
• The no-U-turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo
• When more flexibility yields more fragility: the microfoundations of Keynesian aggregate unemployment

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