Automated and Distributed Statistical Analysis of Economic Agent Based Models

Overview

This page provides information on replicability material for the draft

• Automated and Distributed Statistical Analysis of Economic Agent-Based Models
• by Andrea Vandin, Daniele Giachini, Francesco Lamperti, Francesca Chiaromonte
• Published at JEDC on 2022

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Final version (editor's link)

• Automated and Distributed Statistical Analysis of Economic Agent-Based Models
• The preprint and replication material is available at: ZENODO

Pre-print version (first submission, available for free on arxiv)

• Draft Automated and Distributed Statistical Analysis of Economic Agent-Based Models

• The material is available at: https://zenodo.org/record/4541723

Content description

We provide two compressed folders, one for each of the two cases studies in the draft

• Section6.zip
  The folder contains material for replicating the analysis on the large scale macro ABM presented in Section 6 (transient and counterfactual analysis):

  • howToRunAnalysis.txt: a readme on how to perform the analysis presented in Section 6.2
  • howToPerformTTest: a readme on how to perform the t-tests presented in Section 6.3
  • distr: a folder containing MultiVeStA integrated with JMAB, and in particular with the considered benchmark model
  • Model: a folder with a number of configuration files for the model

• Sections7_8.zip
  The folder contains material for replicating the analysis on the ABM model of market selection presented in Section 7 (steady-state analysis) and Section 8 (ergodicity diagnosis):

  • README_Sec7.txt: a readme on how to perform the experiments in Section 7
  • README_Sec8.txt: a readme on how to perform the experiments in Section 8
  • mvMarket.jar: a Java executable containing MultiVeStA integrated with the model considered in the sections
  • *.multiquatex: queries, or properties, written in the query language of MultiVeStA
  • Ketsetal_wrongP.m: an octave script to generate Figure 12 left