Drawing on different disciplines: macroeconomic agent-based models

macroeconomics
agent-based modelling
heterodox

Haldane, Andrew G., and Arthur E. Turrell. “Drawing on different disciplines: macroeconomic agent-based models.” Journal of Evolutionary Economics 29 (2019): 39-66. doi: 10.1007/s00191-018-0557-5

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Authors
Affiliations

Andy Haldane

Bank of England

Bank of England

Published

March 2019

Doi

Abstract

Macroeconomic modelling has been under intense scrutiny since the Great Financial Crisis, when serious shortcomings were exposed in the methodology used to understand the economy as a whole. Criticism has been levelled at the assumptions employed in the dominant models, particularly that economic agents are homogenous and optimising and that the economy is equilibrating. In a related paper (Haldane and Turrell Oxford Rev Econ Polic 34(1–2):219–251 2018), we argue that an interdisciplinary approach to modelling in macroeconomics is beneficial. Here we focus on what one such approach - agent-based modelling, which has been extensively used across a wide range of disciplines - could do for macroeconomics. Agent-based models are complementary to existing approaches to macroeconomics and are particularly well-suited to answering questions where complexity, heterogeneity, networks, and heuristics play an important role.

Citation

 Add to Zotero

@article{haldane2019drawing,
  title={Drawing on different disciplines: macroeconomic agent-based models},
  author={Haldane, Andrew G and Turrell, Arthur E},
  journal={Journal of Evolutionary Economics},
  volume={29},
  pages={39--66},
  year={2019},
  publisher={Springer}
}