^*

A fast and easy to use Julia implementation of the model described in Emergent dynamics of a macroeconomic agent based model with capital and credit. The package can be used to simulate the original model or as a base for extensions. If you are not familiar with Julia and the way in which multiple dispatch allows for powerful extensions, don't hesitate to get in touch!

using Pkg
Pkg.add("ABCredit")

using ABCredit

W = 1000 # number of workers
F = 100  # number of consumption firms
N = 20   # number of capital firms

model = ABCredit.initialise_model(W, F, N)

T = 1000 # number of epochs

d = ABCredit.run_one_sim!(model, T)

To plot the results of the simulation, install the Plots package via Pkg.add("Plots") and then run

using Plots

plot(d.Y_real)

If you found this package useful for your research, please cite the following publication

@inproceedings{glielmo2023reinforcement,
  title={Reinforcement Learning for Combining Search Methods in the Calibration of Economic ABMs},
  author={Aldo Glielmo and Marco Favorito and Debmallya Chanda and Domenico Delli Gatti},
  booktitle={Proceedings of the Fourth ACM International Conference on AI in Finance},
  pages={305--313},
  year={2023}
}

This package is an outcome of a research project. All errors are those of the authors. All views expressed are personal views, not those of Bank of Italy.

* Credits to Sara Corbo for the logo, echoing the logo of BeforeIT but with warmer colors.