Furtado, Bernardo Alves and Eberhardt, Isaque Daniel Rocha (2015): Modelo espacial simples da economia: uma proposta teórico-metodológica.
Preview |
PDF
MPRA_paper_67005.pdf Download (1MB) | Preview |
Abstract
This study simulates the evolution of artificial economies in order to understand the tax relevance of administrative boundaries in the quality of life of its citizens. The modeling involves the construction of a computational algorithm, which includes citizens, bounded into families; firms and governments; all of them interacting in markets for goods, labor and real estate. The real estate market allows families to move to households with higher quality or lower price when the families capitalize property values. The goods market allows consumers to search on a flexible number of firms choosing by price and proximity. The labor market entails a matching process between firms (given its location and offered wage) and candidates, according to their qualification. The government may be configured into a single region, or four or seven distinct sub-national governments, which are all economically conurbated. The role of government is to collect taxes on the value added of firms in its territory and transform the taxes into higher levels of quality of life for residents. Among the limitations of the model, we highlight the difficulty of composing adjustments between processes, classes and agents in time and space. In addition, the model does not yet have a credit market, given the emphasis of the research question on the relevance of municipal administrative boundaries. The analysis of the markets indicate development paths and data-generating mechanisms for each territorial approach used. The results suggest that the configuration of administrative boundaries is relevant to the levels of quality of life arising from the reversal of taxes. The model with seven regions is more dynamic, with higher GDP values, but more unequal and heterogeneous across regions. The simulation with only one region is more homogeneously poor. The study seeks to contribute to a theoretical and methodological framework and to describe, operationalize and test computer models of public finance analysis, with explicitly spatial and dynamic emphasis. Several alternatives of expansion of the model for future research are described, including application to adjacent municipalities of Brazilian metropolitan areas. Moreover, this study adds to the existing literature in the realm of simple microeconomic computational models, specifying relationships between local governments and firms, consumers and households mediated by distance.
Item Type: | MPRA Paper |
---|---|
Original Title: | Modelo espacial simples da economia: uma proposta teórico-metodológica |
English Title: | A simple spatial economic model: a proposal |
Language: | Portuguese |
Keywords: | modelagem; finanças públicas; tributos; municípios; limites; qualidade de vida |
Subjects: | C - Mathematical and Quantitative Methods > C6 - Mathematical Methods ; Programming Models ; Mathematical and Simulation Modeling > C63 - Computational Techniques ; Simulation Modeling D - Microeconomics > D0 - General > D01 - Microeconomic Behavior: Underlying Principles H - Public Economics > H7 - State and Local Government ; Intergovernmental Relations > H73 - Interjurisdictional Differentials and Their Effects |
Item ID: | 67005 |
Depositing User: | PhD B. A. Furtado |
Date Deposited: | 05 Oct 2015 19:02 |
Last Modified: | 03 Oct 2019 17:59 |
References: | ADAMATTI, D. F.; SICHMAN, J. S.; COELHO, H. An analysis of the insertion of virtual players in GMABS methodology using the vip-Jogoman prototype. Journal of Artificial Societies and Social Simulation, v. 12, n. 3, p. 7, 2009. AFONSO, A.; ROMERO, A.; MONSALVE, E. Public Sector Efficiency: Evidence for Latin America. IDB Publications, Inter-American Development Bank, 2013. AFONSO, J. R. R. Imposto de renda e distribuição de renda e riqueza: as estatísticas fiscais e um debate premente no Brasil. Revista da Receita Federal: estudos tributários e aduaneiros, v. 1, n. 1, p. 28–60, 2014. AFONSO, J. R. R.; MORAIS SOARES, J.; CASTRO, K. P. DE. Avaliação da estrutura e do desempenho do sistema tributário brasileiro: Livro branco da tributação Brasileira. Inter-American Development Bank, 2013. ANDERSON, P. W.; ARROW, K.; PINES, D. The economy as an evolving complex system. The Proceedings of the Evolutionary Paths of the Global Economy Workshop. Anais... . Santa Fe, NW, 1988. ANDRADE, L. T.; FIGUEIREDO, F. O. V. DE. Vulnerabilidade social e criminalidade na Região Metropolitana de Belo Horizonte. XII Congresso Brasileiro de Sociologia. Anais... . p.19, 2005. ANTINARELLI, M. E. P. B. Federalismo, autonomia municipal e a constitucionalização simbólica: uma análise da dependência financeira dos pequenos municípios mineiros. Revista da Faculdade de Direito da UFMG, n. 61, p. 445–472, 2012. ARNOTT, R. Economic theory and housing. Handbook of Regional and Urban Economics. p.959–988. Amsterdam: Elsevier Science Publishers, 1987. ARTHUR, W. B. Inductive Reasoning and Bounded Rationality. The American Economic Review, v. 84, n. 2, p. 406–411, 1994. AXELROD, R.; HAMILTON, W. D. The evolution of cooperation. Science, v. 211, n. 4489, p. 1390–1396, 1981. BARGIGLI, L.; TEDESCHI, G. Interaction in agent-based economics: A survey on the network approach. Physica A: Statistical Mechanics and its Applications, v. 399, p. 1–15, 2014. BERGMANN, B. R. A microsimulation of the macroeconomy with explicitly represented money flows. Annals of Economic and Social Measurement, Volume 3, number 3. p.475–489. NBER. BLINDER, A. S. Inventories and sticky prices. American Economic Review, p. 334–48, 1982. BLINDER, A. S. On sticky prices: academic theories meet the real world. Monetary policy. p.117–154. The University of Chicago Press: N. Gregory Mankiw, 1994. BOERO, R.; MORINI, M.; SONNESA, M.; TERNA, P. Agent-based models of the economy: from theories to applications. Palgrave Macmillan, 2015. BOUDREAU, J. W. Stratification and growth in agent-based matching markets. Journal of Economic Behavior & Organization, v. 75, n. 2, p. 168–179, 2010. BRANDALISE, L. T.; ROJO, C. A.; DA MATA, D. M.; DE SOUZA, A. F. Simulação de cenários e formulação de estratégias competitivas: o caso do atacado liderança. Revista Gestão & Tecnologia, v. 12, n. 3, p. 223–257, 2012. BRUECKNER, J. The structure of urban equilibria: a unified treatment of the Muth-Mills model. Handbook of Regional and Urban Economics. p.821–845. Elsevier Science Publishers B.V., 1987. CAJUEIRO, D. O.; TABAK, B. M. Possible causes of long-range dependence in the Brazilian stock market. Physica A: Statistical Mechanics and its Applications, v. 345, n. 3, p. 635–645, 2005. CAJUEIRO, D. O.; TABAK, B. M. The role of banks in the Brazilian Interbank Market: Does bank type matter? Physica A: Statistical Mechanics and its Applications, v. 387, n. 27, p. 6825–6836, 2008. CANUTO, O.; LIU, L. Until debt do us part: Subnational debt, insolvency, and markets. World Bank Publications, 2013. CARLEY, K. M. Validating computational models, 1996. CARVALHO, G. R.; DE OLIVEIRA, A. F.; OLIVEIRA, C.; SATÉLITE, E. M. P. Cenários de longo prazo para a cafeicultura brasileira: 2006-2015. , 2015. CIARLI, T. Structural Interactions and Long Run Growth. Revue de l’OFCE, v. 124, n. 5, p. 295–345, 2012. DAVID, N.; SICHMAN, J. S.; COELHO, H. The logic of the method of agent-based simulation in the social sciences: Empirical and intentional adequacy of computer programs. Journal of Artificial Societies and Social Simulation, v. 8, n. 4, 2005. DAWID, H.; GEMKOW, S.; HARTING, P.; VAN DER HOOG, S.; NEUGART, M. Agent-based macroeconomic modeling and policy analysis: the Eurace@Unibi model. Bielefeld Working Papers in Economics and Management, 2014. DAWID, H.; GEMKOW, S.; HARTING, P.; NEUGART, M. Labor market integration policies and the convergence of regions: the role of skills and technology diffusion. Journal of Evolutionary Economics, v. 22, n. 3, p. 543–562, 2012. DEISSENBERG, C.; VAN DER HOOG, S.; DAWID, H. EURACE: A massively parallel agent-based model of the European economy. Applied Mathematics and Computation, v. 204, n. 2, p. 541–552, 2008. DIPASQUALE, D.; WHEATON, W. C. Urban economics and real estate markets. Englewood Cliffs, NJ: Prentice Hall, 1996. DOSI, G.; FAGIOLO, G.; NAPOLETANO, M.; ROVENTINI, A. Income Distribution, Credit and Fiscal Policies in an Agent-Based Keynesian Model. SSRN eLibrary, 2012. DOSI, G.; FAGIOLO, G.; ROVENTINI, A. The microfoundations of business cycles: an evolutionary, multi-agent model. In: U. Cantner; J.-L. Gaffard; L. Nesta (Orgs.); Schumpeterian Perspectives on Innovation, Competition and Growth. p.161–180. Springer Berlin Heidelberg, 2009. DOWNEY, A. B. Think Complexity: Complexity Science and Computational Modeling. 1 edition ed. Sebastopol, CA: O’Reilly Media, 2012. EDMONDS, B.; MOSS, S. From KISS to KIDS–an “anti-simplistic”modelling approach. Springer, 2005. ELIASSON, G.; OLAVI, G.; HEIMAN, M. A Micro-Macro Interactive Simulation Model of the Swedish Economy: Preliminary Model Specification. IUI Working Paper. EPSTEIN, J. M.; AXTELL, R. Growing artificial societies: social science from the bottom up. Cambridge, MA: Brookings/MIT Press, 1996. FENG, L.; LI, B.; PODOBNIK, B.; PREIS, T.; STANLEY, H. E. Linking agent-based models and stochastic models of financial markets. Proceedings of the National Academy of Sciences, v. 109, n. 22, p. 8388–8393, 2012. FUJITA, M.; KRUGMAN, P.; VENABLES, A. The spatial economy: cities, regions and international trade. Cambridge, Mass.: MIT Press, 1999. FURTADO, B.; MATION, L.; MONASTERIO, L. Fatos estilizados das finanças públicas municipais metropolitanas brasileiras entre 2000-2010. Território metropolitano, políticas municipais. p.291–312. Brasília: Furtado, Bernardo; Krause, Cleandro; França, Karla, 2013. GAFFEO, E.; GATTI, D. D.; DESIDERIO, S.; GALLEGATI, M. Adaptive microfoundations for emergent macroeconomics. Eastern Economic Journal, v. 34, n. 4, p. 441–463, 2008. GASPARINI, C. E.; MIRANDA, R. B. Transferências, equidade e eficiência municipal no Brasil. Planejamento e Políticas Públicas, , n. 36, 2011. GEANAKOPLOS, J.; AXTELL, R.; FARMER, D. J.; et al. Getting at systemic risk via an agent-based model of the housing market. The American Economic Review, v. 102, n. 3, p. 53–58, 2012. GOBETTI, S. W. Ajuste fiscal no Brasil: os limites do possível. Textos para Discussão, v. 2037, 2015. GRILLI, R.; TEDESCHI, G.; GALLEGATI, M. Markets connectivity and financial contagion. Journal of Economic Interaction and Coordination, p. 1–18, 2014. GRIMM, V.; BERGER, U.; BASTIANSEN, F.; et al. A standard protocol for describing individual-based and agent-based models. Ecological modelling, v. 198, n. 1, p. 115–126, 2006. GRIMM, V.; BERGER, U.; DEANGELIS, D. L.; et al. The ODD protocol: a review and first update. Ecological Modelling, v. 221, n. 23, p. 2760–2768, 2010. GUOCHENG, W.; YUNA, S.; JIE, W.; ZILI, W. Application analysis on large-scale computation for social and economic systems. . Hong Kong: IEEE SMC, 2015. HASSAN, S.; PAVÓN, J.; ANTUNES, L.; GILBERT, N. Injecting data into agent-based simulation. Simulating Interacting Agents and Social Phenomena. p.177–191. Springer, 2010. HOLLAND, J. Complex adaptive systems. Daedalus, v. 121, p. 17–30, 1992. HOLLAND, J.; MILLER, J. H. Artificial Adaptive Agents in Economic Theory. The American Economic Review, v. 81, n. 2, p. 65–71, 1991. VAN DER HOOG, S.; DEISSENBERG, C.; DAWID, H. Production and Finance in EURACE. Complexity and artificial markets. p.147–158. Springer, 2008. IBBOTSON, R. G.; SIEGEL, L. B.; LOVE, K. S. World wealth: Market values and returns. Journal of Portfolio Management, v. 12, n. 1, p. 4–23, 1985. KOESRINDARTOTO, D.; SUN, J.; TESFATSION, L. An agent-based computational laboratory for testing the economic reliability of wholesale power market designs. Power Engineering Society General Meeting, 2005. IEEE. Anais... . p.2818–2823. IEEE, 2005. LEBARON, B. Agent-based Computational Finance. v. 2, p.1187–1233. Elsevier, 2006. LEBARON, B.; TESFATSION, L. Modeling macroeconomies as open-ended dynamic systems of interacting agents. The American Economic Review, p. 246–250, 2008. LENGNICK, M. Agent-based macroeconomics: A baseline model. Journal of Economic Behavior & Organization, v. 86, p. 102–120, 2013. LÖSCH, A. The economics of location. New Haven: Yale University Press, 1954. MANKIW, N. G. Principles of Economics. 6o ed. South-Western College Pub, 2011. MAROULIS, S.; BAKSHY, E.; GOMEZ, L.; WILENSKY, U. An agent-based model of intra-district public school choice. Nortwwestern University Working Papers, p. 30, 2010. MAROULIS, S.; BAKSHY, E.; GOMEZ, L.; WILENSKY, U. Modeling the transition to public school choice. Journal of Artificial Societies and Social Simulation, v. 17, n. 2, 2014. MICHAELY, R.; ROBERTS, M. R. Corporate dividend policies: Lessons from private firms. Review of Financial Studies, v. 25, n. 3, p. 711–746, 2012. MIDGLEY, D.; MARKS, R.; KUNCHAMWAR, D. Building and assurance of agent-based models: An example and challenge to the field. Journal of Business Research, v. 60, n. 8, p. 884–893, 2007. NADALIN, V. G. Três ensaios sobre economia urbana e mercado de habitação em São Paulo. (tese de doutorado), São Paulo: IPE-USP, 2010. NARDIN, L. G.; SICHMAN, J. S. Trust-based coalition formation: A multiagent-based simulation. Proceedings of the 4th World Congress on Social Simulation. Anais... , 2012. NEUGART, M.; RICHIARDI, M.; OTHERS. Agent-based models of the labor market. LABORatorio R. Revelli working papers series, v. 125. Recuperado setembro 2, 2015, de http://www.laboratoriorevelli.it/_pdf/wp125.pdf, 2012. ORAIR, R. O.; SANTOS, C. H. M.; SILVA, W. DE J.; et al. Uma metodologia de construção de séries de alta frequência das finanças municipais no Brasil com aplicação para o IPTU e o ISS: 2004-2010. Pesquisa e Planejamento Econômico, v. 41, n. 3, p. 471–508, 2011. PALMER, RG.; BRIAN ARTHUR, W.; HOLLAND, J. H.; LEBARON, B.; TAYLER, P. Artificial economic life: a simple model of a stockmarket. Physica D: Nonlinear Phenomena, v. 75, n. 1, p. 264–274, 1994. PINTO, V. C. Direito urbanístico: plano diretor e direito de propriedade. 4o ed. São Paulo: Revista dos Tribunais, 2014. REZENDE, F. Federalismo Fiscal: em busca de um novo modelo. Educação e federalismo no Brasil: combater as desigualdades, garantir a diversidade. p.71–88. Brasília: Unesco, 2010. REZENDE, F.; GARSON, S. Financing Metropolitan Areas in Brazil: Political, Institutional, Legal Obstacles and Emergence of New Proposals For Improving Coordination. Revista de Economia Contemporânea, v. 10, n. 1, 2006. ROOZMAND, O.; GHASEM-AGHAEE, N.; HOFSTEDE, G. J.; et al. Agent-based modeling of consumer decision making process based on power distance and personality. Knowledge-Based Systems, v. 24, n. 7, p. 1075–1095, 2011. SANTOS, C. H. M. DOS O.; GOUVÊA, R. R. O. Finanças públicas e macroeconomia no Brasil: um registro da reflexão do Ipea (2008-2014). Brasília: IPEA, 2014. SCHELLING, T. C. Models of segregation. The American Economic Review, p. 488–493, 1969. SCHETTINI, B. P. Análises da dinâmica orçamentária dos municípios brasileiros: uma aplicação da metodologia VAR com dados empilhados. Economia Aplicada, v. 16, n. 2, p. 291–310, 2012. SCHETTINI, B. P.; SANTOS, C. H. M. DOS; AMITRANO, C. R.; et al. Novas evidências empíricas sobre a dinâmica trimestral do consumo agregado das famílias brasileiras no período 1995-2009. Economia e Sociedade, v. 21, n. 3, p. 607–641, 2012. SEPPECHER, P. Flexibility of wages and macroeconomic instability in an agent-based computational model with endogenous money. Macroeconomic Dynamics, v. 16, n. S2, p. 284–297, 2012. STRAATMAN, B.; MARCEAU, D. J.; WHITE, R. A generic framework for a combined agent-based market and production model. Computational Economics, v. 41, n. 4, p. 425–445, 2013. TABAK, B. M.; CAJUEIRO, D. O.; SERRA, T. R. Topological properties of bank networks: the case of Brazil. International Journal of Modern Physics C, v. 20, n. 08, p. 1121–1143, 2009. TABAK, B. M.; TAKAMI, M. Y.; CAJUEIRO, D. O.; PETITINGA, A. Quantifying price fluctuations in the Brazilian stock market. Physica A: Statistical Mechanics and its Applications, v. 388, n. 1, p. 59–62, 2009. TESFATSION, L. Agent-Based Computational Economics: A Constructive Approach to Economic Theory. Handbook of Computational Economics. v. 2, p.831–880. Elsevier, 2006. TIEBOUT, C. M. A pure theory of local expenditures. Journal of Political Economy, v. 64, p. 416–424, 1956. WAISELFISZ, J. J. Mapa da Violência. São Paulo: Instituto Sangari, 2012. WINIKOFF, M.; DESAI, N.; LIU, A. Principles and Practice of Multi-Agent Systems. Multiagent and Grid Systems, v. 8, n. 2, 2012. YA-QI, W.; XIAO-YUAN, Y.; YI-LIANG, H.; XU-AN, W. Rumor spreading model with trust mechanism in complex social networks. Communications in Theoretical Physics, v. 59, n. 4, p. 510, 2013. ZHANG, T.; GENSLER, S.; GARCIA, R. A Study of the Diffusion of Alternative Fuel Vehicles: An Agent-Based Modeling Approach*. Journal of Product Innovation Management, v. 28, n. 2, p. 152–168, 2011. |
URI: | https://mpra.ub.uni-muenchen.de/id/eprint/67005 |