Statistical Model Checking of the Keynes+Schumpeter Model: A Transient Sensitivity Analysis of a Macroeconomic ABM (opens in new tab)

Agent-based models (ABMs) are increasingly used in macroeconomics, but their analysis still often relies on ad hoc Monte Carlo campaigns with heterogeneous statistical effort across parameter settings. We show how statistical model checking (SMC), implemented through MultiVeStA, can provide a principled analysis layer for a realistic macroeconomic ABM without rewriting the simulator in a dedicated formalism. Our case study is the heuristic-swi...