Complexity and the economics of climate change: a survey and a look forward

T Balint, F Lamperti, A Mandel, M Napoletano… - Ecological …, 2017 - Elsevier
Climate change is one of the most daunting challenges human kind has ever faced. In the
paper, we provide a survey of the micro and macro economics of climate change from a …

Three green financial policies to address climate risks

F Lamperti, V Bosetti, A Roventini, M Tavoni… - Journal of Financial …, 2021 - Elsevier
Which policies can increase the resilience of the financial system to climate risks? Recent
evidence on the significant impacts of climate change and natural disasters on firms, banks …

Agent-based model calibration using machine learning surrogates

F Lamperti, A Roventini, A Sani - Journal of Economic Dynamics and …, 2018 - Elsevier
Efficiently calibrating agent-based models (ABMs) to real data is an open challenge. This
paper explicitly tackles parameter space exploration and calibration of ABMs by combining …

Macroeconomic policy in DSGE and agent-based models redux: New developments and challenges ahead

G Fagiolo, A Roventini - Available at SSRN 2763735, 2016 - papers.ssrn.com
Abstract The Great Recession seems to be a natural experiment for economic analysis, in
that it has shown the inadequacy of the predominant theoretical framework-the New …

Validation of agent-based models in economics and finance

G Fagiolo, M Guerini, F Lamperti, A Moneta… - Computer simulation …, 2019 - Springer
Since the survey by Windrum et al.(Journal of Artificial Societies and Social Simulation 10: 8,
2007), research on empirical validation of agent-based models in economics has made …

More is different... and complex! the case for agent-based macroeconomics

G Dosi, A Roventini - Journal of Evolutionary Economics, 2019 - Springer
This work nests the Agent-Based macroeconomic perspective into the earlier history of
macroeconomics. We discuss how the discipline in the 70's took a perverse path relying on …

Faraway, so close: Coupled climate and economic dynamics in an agent-based integrated assessment model

F Lamperti, G Dosi, M Napoletano, A Roventini… - Ecological …, 2018 - Elsevier
In this work we develop an agent-based model that offers an alternative to standard,
computable general equilibrium integrated assessment models (IAMs). The Dystopian …

A method for agent-based models validation

M Guerini, A Moneta - Journal of Economic Dynamics and Control, 2017 - Elsevier
This paper proposes a new method to empirically validate simulation models that generate
artificial time series data comparable with real-world data. The approach is based on …

Climate change and green transitions in an agent-based integrated assessment model

F Lamperti, G Dosi, M Napoletano, A Roventini… - … Forecasting and Social …, 2020 - Elsevier
In this paper we employ an agent-based integrated assessment model to study the
likelihood of transition to green, sustainable growth in presence of climate damages. The …

A comparison of economic agent-based model calibration methods

D Platt - Journal of Economic Dynamics and Control, 2020 - Elsevier
Despite significant expansion in recent years, the literature on quantitative and data-driven
approaches to economic agent-based model validation and calibration consists primarily of …