Правильная ссылка на статью:
М. В. Мельничук, А. К. Караев.
Агентно ориентированная макроэкономическая
модель анализа экономической (фискальной)
политики
// Налоги и налогообложение. – 2011. – № 12.
– С. 50-57.
рубрика Информационные технологии в налогообложении
Читать статью
Аннотация: Текущий глобальный кризис выявил несостоятельность стандартных неоклассических моделей для описания и прогнозирования поведения экономических систем. В связи с этим предлагается
использование агентно ориентированной модели поведения агентов в вертикально интегрированной
четырехсекторной (домохозяйства, фирмы, банки и правительство) макроэкономической системе, в
которой взаимодействие и неоднородность агентов являются основной причиной появления у системы
новых эмерджентных свойств. Модель используется в качестве вычислительной лаборатории, в которой
анализируется влияние денежно-кредитной и налогово-бюджетной (фискальной) политики на поведение
экономических агентов в контролируемой внешней среде.
Ключевые слова: налоги и налогообложение, агентная модель, институциональные изменения, экономический рост, налоговая ставка, монетарная политика, гетерогенные агенты, вертикально интегрированная экономика, экономическая деятельность, стилизованные факты.
Библиография:
Tesfatsion L. АСЕ: A Constructive Approach to Economic Theory // Handbook of Computational Economics II:
Agent-Based Computational Economics / L. Tesfatsion, K. Judd (eds.). Amsterdam: North-Holland, 2006.
Fagiolo G., Roventini A. On the Scientifi c Status of Economic Policy: A Tale of Alternative Paradigms //
Workiug Paper No 47 / Universita di Verona, Dipartimento di Scienze ecouomiche.2008.
Рука A., Fagiolo G. Agent-Based Modelling: A Methodology for Neo-Schumpeterian Economics // The Elgar
Companion to Neo-Schumpeterian Economics / H. Hanusch, А. Рука (eds.). Cheltenham: Edward Elgar,
2007.
Mishkin F. S. Will Monetary Policy Become More of a Science // Working Paper No 13566 / NBER. 2007.
Colander D. Post Walrasian Macroeconomics: Some Historic Links // Post Walrasian Macroeconomics / D.
Colander (ed.). Cambridge: Cambridge University Press, 2006.
Colander D. Op. cit.; Tesfatsion L. Agent-Based Computational Modeling and Macroeconomics // Post Walrasian
Macroeconomics.
Gali J., Gertler M. Macroeconomic Modelling for Monetary Policy
Evaluation // Journal of Economic Perspectives. 2007. Vol. 21, No 4.
Kirman А. P. Whom or What Does the Representative Individual Represent? // Journal of Economic Perspectives.
1992. Vol. 6, No 2. P. 117—136.
Sun J., Tesfatsion L. Dynamic Testing of Wholesale Power Market Designs: An Open-Source Agent-Based
Framework // Computational Economics. 2007. Vol. 30. P. 291—327.
Маппаго К., Marchesi М., Setzu A. Using an Artifi cial Financial Market for Assessing the Impact of Tobinlike
Transaction Taxes // Journal of Economic Behavior and Organization. 2008. Vol. 67, No 2. P. 445 462.
Chen S.-H., Chie B.T. Lottery Markets Design, Micro Structure and
Macro Behavior: An ACE Approach // Journal of Economic Behavior and Organization. 2008. Vol. 67, Iss.
2. P. 463 — 480.
Russo A., Catalano М., Gallegati М., Gaffeo Е., Napoletano М. Industrial Dynamics, Fiscal Policy and R&D:
Evidence from a Computational Experiment //’ Journal of Economic Behavior and Organization. 2007. Vol.
64. No 3-4. P. 426- 447.
Dosi С, Fagiolo С, Roventini A. Patterns of Innovation and the Political Economy of Growth. An Exploration
of Different Policy Regimes // Working paper / Laboratory of Economics and Management (LEM). См. так-
же: Dosi С, Fagiolo С, Roventini A. An Evolutionary Modelof Endogenous Business Cycles // Computational
Economics. 2006. Vol. 27, No 1. P. 3—34.
Dawid H., Gemkow S., Harting P. et al. Skills, Innovation, and Growth: An Agent-Based Policy Analysis //
Working paper / Bielefeld University. 2008.
Kinsella S., Greiff M., Edward J. Nell. Income Distribution in a Stock-Flow-Consistent Model with Education
and Technological Change.//Eastern Economic Journal, 2010,36(2),229-256.
Godley W. and Lavoie M. Monetary Economics. An Integrated Approach to Credit, Money, Income, Production
and Wealth, Palgrave-Macmillan, 2006.
Taylor L. Reconstructing Macroeconomics: Structuralist Critiques of the Mainstream, Harvard University
Press: Boston, 2004.
Foley, Duncan K., A statistical equilibrium theory of markets// Journal of Economic Theory, 1994, 62 (2), 321–
345., Unholy Trinity: Labor, Capital and Land in the New Economy The Graz Schumpeter Lectures,Routledge
UK, 2003.
References (transliteration):
Tesfatsion L. ASE: A Constructive Approach to Economic Theory // Handbook of Computational Economics II:
Agent-Based Computational Economics / L. Tesfatsion, K. Judd (eds.). Amsterdam: North-Holland, 2006.
Fagiolo G., Roventini A. On the Scientifi c Status of Economic Policy: A Tale of Alternative Paradigms //
Workiug Paper No 47 / Universita di Verona, Dipartimento di Scienze ecouomiche.2008.
Ruka A., Fagiolo G. Agent-Based Modelling: A Methodology for Neo-Schumpeterian Economics // The Elgar
Companion to Neo-Schumpeterian Economics / H. Hanusch, A. Ruka (eds.). Cheltenham: Edward Elgar,
2007.
Mishkin F. S. Will Monetary Policy Become More of a Science // Working Paper No 13566 / NBER. 2007.
Colander D. Post Walrasian Macroeconomics: Some Historic Links // Post Walrasian Macroeconomics / D.
Colander (ed.). Cambridge: Cambridge University Press, 2006.
Colander D. Op. cit.; Tesfatsion L. Agent-Based Computational Modeling and Macroeconomics // Post Walrasian
Macroeconomics.
Gali J., Gertler M. Macroeconomic Modelling for Monetary Policy
Evaluation // Journal of Economic Perspectives. 2007. Vol. 21, No 4.
Kirman A. P. Whom or What Does the Representative Individual Represent? // Journal of Economic Perspectives.
1992. Vol. 6, No 2. P. 117—136.
Sun J., Tesfatsion L. Dynamic Testing of Wholesale Power Market Designs: An Open-Source Agent-Based
Framework // Computational Economics. 2007. Vol. 30. P. 291—327.
Mappago K., Marchesi M., Setzu A. Using an Artifi cial Financial Market for Assessing the Impact of Tobinlike
Transaction Taxes // Journal of Economic Behavior and Organization. 2008. Vol. 67, No 2. P. 445 462.
Chen S.-H., Chie B.T. Lottery Markets Design, Micro Structure and
Macro Behavior: An ACE Approach // Journal of Economic Behavior and Organization. 2008. Vol. 67, Iss.
2. P. 463 — 480.
Russo A., Catalano M., Gallegati M., Gaffeo E., Napoletano M. Industrial Dynamics, Fiscal Policy and R&D:
Evidence from a Computational Experiment //’ Journal of Economic Behavior and Organization. 2007. Vol.
64. No 3-4. P. 426- 447.
Dosi S, Fagiolo S, Roventini A. Patterns of Innovation and the Political Economy of Growth. An Exploration
of Different Policy Regimes // Working paper / Laboratory of Economics and Management (LEM). Sm. tak-
zhe: Dosi S, Fagiolo S, Roventini A. An Evolutionary Modelof Endogenous Business Cycles // Computational
Economics. 2006. Vol. 27, No 1. P. 3—34.
Dawid H., Gemkow S., Harting P. et al. Skills, Innovation, and Growth: An Agent-Based Policy Analysis //
Working paper / Bielefeld University. 2008.
Kinsella S., Greiff M., Edward J. Nell. Income Distribution in a Stock-Flow-Consistent Model with Education
and Technological Change.//Eastern Economic Journal, 2010,36(2),229-256.
Godley W. and Lavoie M. Monetary Economics. An Integrated Approach to Credit, Money, Income, Production
and Wealth, Palgrave-Macmillan, 2006.
Taylor L. Reconstructing Macroeconomics: Structuralist Critiques of the Mainstream, Harvard University
Press: Boston, 2004.
Foley, Duncan K., A statistical equilibrium theory of markets// Journal of Economic Theory, 1994, 62 (2), 321–
345., Unholy Trinity: Labor, Capital and Land in the New Economy The Graz Schumpeter Lectures,Routledge
UK, 2003.