Forecasting Macroeconomic Dynamics using a Calibrated Data-Driven Agent-based Model

In the last few years, economic agent-based models have made the transition from qualitative models calibrated to match stylised facts to quantitative models for time series forecasting, and in some cases, their predictions have performed as well or better than those of standard models (see, e.g. Po...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	arXiv.org 2024-09
Hauptverfasser:	Wiese, Samuel, Jagoda Kaszowska-Mojsa, Dyer, Joel, Moran, Jose, Pangallo, Marco, Lafond, Francois, Muellbauer, John, Calinescu, Anisoara, J Doyne Farmer
Format:	Artikel
Sprache:	eng
Schlagworte:	Agent-based models Bayesian analysis Calibration Economic forecasting Economic models Heterogeneity Qualitative analysis Statistical inference Time series
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!