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- Paul Windrum, Giorgio Fagiolo, Alessio Moneta
- J. Artificial Societies and Social Simulation
- 2007

This paper addresses a set of methodological problems arising in the empirical validation of agent-based (AB) economics models and discusses how these are currently being tackled. These problems are generic for all those engaged in AB modelling, not just economists. The discussion is therefore of direct relevance to JASSS readers. The paper has two… (More)

This paper addresses the methodological problems of empirical validation in agentbased (AB) economics models and how these are currently being tackled. We first identify a set of issues that are common to all modellers engaged in empirical validation. We then propose a novel taxonomy, which captures the relevant dimensions along which AB economics models… (More)

- Alessio Moneta
- 2004

The identification of a VAR requires differentiating between correlation and causation. This paper presents a method to deal with this problem. Graphical models, which provide a rigorous language to analyze the statistical and logical properties of causal relations, associate a particular set of vanishing partial correlations to every possible causal… (More)

In this paper we present a semi-automated search procedure to deal with the problem of the identification of the causal structure related to a vector autoregressive model. The structural form of the model is described by a directed graph and from the analysis of the partial correlations of the residuals the set of acceptable causal structures is derived.

- Mattia Guerini, Alessio Moneta
- 2016

This paper proposes a new method for empirically validate simulation models that generate artificial time series data comparable with real-world data. The approach is based on comparing structures of vector autoregression models which are estimated from both artificial and real-world data by means of causal search algorithms. This relatively simple… (More)

- Alessio Moneta, Peter Spirtes
- JCIS
- 2006

In this paper we present a semi-automated search procedure to deal with the problem of the identification of the contemporaneous causal structure connected to a large class of multivariate time series models. We refer in particular to multivariate models, such as vector autoregressive (VAR) and dynamic factor (DF) model, in which the background or… (More)

- Alessio Moneta, Nadine Chlass, Doris Entner, Patrik O. Hoyer
- NIPS Mini-Symposium on Causality in Time Series
- 2011

This paper reviews a class of methods to perform causal inference in the framework of a structural vector autoregressive model. We consider three different settings. In the first setting the underlying system is linear with normal disturbances and the structural model is identified by exploiting the information incorporated in the partial correlations of… (More)

This paper addresses the problem of finding the appropriate method for conducting empirical validation in agent-based (AB) models, which is often regarded as the Achilles’ heel of the AB approach to economic modelling. The paper has two objectives. First, to identify key issues facing AB economists engaged in empirical validation. Second, to critically… (More)

- Corinna Manig, Alessio Moneta, +6 authors Wolfhard Kaus
- 2009

As people become richer they get the opportunity of consuming more but also qualitatively better goods. This holds for a basic commodity like food as well. We investigate food consumption in Russia, taking into account both expenditure and nutrition value in terms of calories. We analyze how food consumption patterns change with increasing income by… (More)

This paper revisits Ernst Engel’s (1857) original article in which he systematically investigated the relationship between consumption expenditure and income. While he is mainly remembered today for the discovery of Engel’s law, we highlight how Engel addressed in a particular way the issue of the relation between statistical empirical analysis and economic… (More)