Modèles d'agents vs. équilibre général

Modèles d’agents vs équilibre général :

  • Du microscopique au macroscopique : émergence, universalité, surprises.
  • Modèles d’agents hétérogènes : économies « in silico » et générateurs de scenarii.


Pour une introduction particulièrement éclairante sur les modèles DSGE voir :

  •  Galí, J. (2015). "Monetary Policy, Inflation, and the Business Cycle: An Introduction to the New Keynesian Framework and Its Applications". Princeton University Press.
  • Clarida, R., Gali, J., & Gertler, M. (1999). "The Science of Monetary Policy: A New Keynesian Perspective". Journal of Economic Literature, 37(4), 1661-1707. (7 000 citations)
  • Smets, F., & Wouters, R. (2007). "Shocks and Frictions in Us Business Cycles: A Bayesian Dsge Approach". American Economic Review, 97(3), 586-606. (5 500 citations)

Pour des discussions sur la pertinence de ces modèles voir :

  • Colander, D., Howitt, P., Kirman, A., Leijonhufvud, A., & Mehrling, P. (2008). "Beyond DSGE Models: Toward an Empirically Based Macroeconomics". American Economic Review, 98(2), 236-40.
  • Gürkaynak, R. S., & Tille, C. (Eds.). (2017). "DSGE Models in the Conduct of Policy: Use as Intended". CEPR Press.
  • Vines, D., & Wills, S. (2018). "The Rebuilding Macroeconomic Theory Project: An Analytical Assessment". Oxford Review of Economic Policy, 34(1-2), 1-42.
  • Caballero, R. J. (2010). "Macroeconomics after the Crisis: Time to Deal With the Pretense-of-Knowledge Syndrome". Journal of Economic Perspectives, 24(4), 85-102.
  • Buiter, W. H. (2009). "The Unfortunate Uselessness of Most'State of the Art'Academic Monetary Economics". VoxEU, Research-based policy analysis and commentary from leading economists.

Sur les équilibres indéterminés, voir :

  • Farmer, R. E. (1999). The Macroeconomics of Self-Fulfilling Prophecies. MIT Press

“More Is Different”

  • Anderson, P. W. (1972). "More is Different". Science, 177(4047), 393-396.
  • Kirman, A. P. (1992). "Whom or What Does the Representative Individual Represent?" Journal of Economic Perspectives, 6(2), 117-136.
  • Kirman, A. (2010). "Complex Economics: Individual and Collective Rationality". Routledge.
  • Arthur, W. B. (2021). "Foundations of Complexity Economics". Nature Reviews Physics, 1-10.


  • Strogatz, S. (2004). "Sync: The Emerging Science of Spontaneous Order". Penguin UK.
  • Gualdi, S., Bouchaud, J. P., Cencetti, G., Tarzia, M., & Zamponi, F. (2015). "Endogenous Crisis Waves: Stochastic Model with Synchronized Collective Behavior". Physical Review Letters, 114(8), 088701.

DSGE comportementaux

  • De Grauwe, P. (2011). "Animal Spirits and Monetary Policy". Economic Theory, 47(2-3), 423-457.
  • Morelli, F. G., Benzaquen, M., Tarzia, M., & Bouchaud, J. P. (2020). "Confidence Collapse in a Multihousehold, Self-Reflexive Dsge Model". Proceedings of the National Academy of Sciences, 117(17), 9244-9249.

Agent Based Models

  • Epstein, J. M. (2012). "Generative Social Science". Princeton University Press.
  • Epstein, J. M. (1999). "Agent‐Based Computational Models and Generative Social Science". Complexity, 4(5), 41-60.
  • Dawid, H., & Neugart, M. (2011). "Agent-based models for economic policy design". Eastern Economic Journal, 37(1), 44-50.
  • Gatti, D. D., Desiderio, S., Gaffeo, E., Cirillo, P., & Gallegati, M. (2011). "Macroeconomics from the Bottom-Up" (Vol. 1). Springer Science & Business Media.
  • Gualdi, S., Tarzia, M., Zamponi, F., Bouchaud J.P. (2015). "Tipping Points in Macroeconomic Agent-Based Models". Journal of Economic Dynamics and Control, 50, 29-61.
  • Mounfield, C.C., The Handbook of Agent Based Modelling, Cambridge, 2021.


  • Fagiolo, G., & Roventini, A. (2016). Macroeconomic Policy in Dsge and Agent-Based Models Redux: New Developments and Challenges Ahead. Available at SSRN 2763735.


  • Sharma, D., Bouchaud, J. P., Gualdi, S., Tarzia, M., & Zamponi, F. (2021). "V–, U–, L–or W–Shaped Economic Recovery after COVID-19: Insights from an Agent Based Model". PloS one, 16(3), e0247823.
  • Delli Gatti, D., & Reissl, S. (2020). ABC: An Agent Based Exploration of the Macroeconomic Effects of Covid-19.