一个基于主体的宏观经济模型

Agent-based model of economy

提供了一个基于主体的宏观经济模型———ASMEC-C,用于分析宏观经济政策的效应.经济模型由多个家庭、多个企业、一个银行和一个政府等微观个体组成;微观个体的状态和行为具有重要差异;微观个体在各种市场环境下相互作用;微观个体能够根据环境的变化不断调整自己的行为;宏观经济动态是微观个体相互作用自然累积的结果.用人工适应主体个别地模拟微观经济个体,ASMEC-C模型建立了一个人工经济社会.用该模型模拟分析了货币政策和财政政策的政策效应,模拟实验结果与经济理论推断基本吻合.

We present ASMEC_C, an agent-based model of economy, to analyze macroeconomic policies. The economy is simplified, which consists of many families, many firms, a bank and a government; the states and the behaviors among the individual agents are heterogeneous; the individual agents interact in the markets; the individual agents can always adjust their behaviors in order to adapt the environment; macroeconomic dynamics emerges from the interactions among the individual agents. ASMEC_C is a artificial world in which the individual agents are simulated by artificial adaptive agents. We have analyzed fiscal policy and monetary policy by using the model, and the results of the simulation experiments are identical with economic theory.