Monetary Economics Simulation: Stock-Flow Consistent Invariance, Monadic Style

Simulation d'économies monétaires: invariance de la consistance des stocks et des flux dans un style monadique

Pierre Boudes, Antoine Kaszczyc and Luc Pellissier ()
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Pierre Boudes: LIPN - Laboratoire d'Informatique de Paris-Nord - UP13 - Université Paris 13 - Institut Galilée - USPC - Université Sorbonne Paris Cité - CNRS - Centre National de la Recherche Scientifique
Antoine Kaszczyc: LIPN - Laboratoire d'Informatique de Paris-Nord - UP13 - Université Paris 13 - Institut Galilée - USPC - Université Sorbonne Paris Cité - CNRS - Centre National de la Recherche Scientifique
Luc Pellissier: LIPN - Laboratoire d'Informatique de Paris-Nord - UP13 - Université Paris 13 - Institut Galilée - USPC - Université Sorbonne Paris Cité - CNRS - Centre National de la Recherche Scientifique

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Abstract: An agent-based simulation of a monetary economy as a whole should be stock-flow consistent [7]. We aim at providing a compile-time verification of the preservation of this invariant by the computation. We guarantee this invariant by wrapping the accounting operations in a monad. Our objective is to increase the confidence in the SFCness of an existing complex simulation with a minimal refactoring of code.

Keywords: Strong Type Discipline; Monads; Static Typing; Stock-Flow Consistency; Agent-based simulation; Functional Programming (search for similar items in EconPapers)
Date: 2015-09-03
New Economics Papers: this item is included in nep-cmp, nep-hme, nep-mac and nep-mon
Note: View the original document on HAL open archive server: https://hal.science/hal-01181278v1
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Published in 11th Artificial Economics Conference, Faculdade de Economia do Porto, Sep 2015, Porto, Portugal

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-01181278

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