Mauro Gallegati is Professor of Economics at the Polytechnic University of Marche (Ancona, Italy). His research includes business fluctuations, nonlinear dynamics, models of financial fragility, and heterogeneous interacting agents. He has published books and many papers in leading journals in the fields of economics, economic history and history of economic analysis, nonlinear mathematics, applied economics, complexity, and econophysics. He has been involved in several international research projects since 2004.

“The book is constructed and written in a clear manner. It provides a proper literature review on the ABM literature and on traditional economics. … The book is intended for graduate and Ph.D. students.” (Wei-Bin Zhang, Journal of Economic Interaction and Coordination, Vol. 13, 2018)“This volume provides an excellent, hands-on introduction to agent-based modeling in macroeconomics and finance. … it strikes a good balance between parsimony and detailed instruction. By working with this text and its online code, a student or scholar can ramp up fairly quickly to running his/her own computational experiments in R or C. … In summary, this is a highly valuable contribution.” (Christophre Georges, Journal ofEconomic Literature, Vol. 55 (2), June, 2017)

• Part I Introduction to Agent Based Economics (Editors).- A brief historical and theoretical overview of the methodology.- From the micro to the macro.- Part II Getting started: The logical structure of an AB model.- Thinking agents and their behaviors.- Thinking market structures.- Defining the timing of the simulation model.- Part III Implementing the model.- A simple model of business fluctuations with heterogeneous interacting agents and credit networks.- Modeling financial markets in an agent-based framework.- Part IV Analyzing and validating the model.- Validation and calibration.- Scenario and policy analysis.- Economic networks analysis.- Testing micro heuristics in the lab.- Appendix/Website: Source codes of the applications presented.

Mauro Gallegati is Professor of Economics at the Polytechnic University of Marche (Ancona, Italy). His research includes business fluctuations, nonlinear dynamics, models of financial fragility, and heterogeneous interacting agents. He has published books and many papers in leading journals in the fields of economics, economic history and history of economic analysis, nonlinear mathematics, applied economics, complexity, and econophysics. He has been involved in several international research projects since 2004.

“The book is constructed and written in a clear manner. It provides a proper literature review on the ABM literature and on traditional economics. … The book is intended for graduate and Ph.D. students.” (Wei-Bin Zhang, Journal of Economic Interaction and Coordination, Vol. 13, 2018)“This volume provides an excellent, hands-on introduction to agent-based modeling in macroeconomics and finance. … it strikes a good balance between parsimony and detailed instruction. By working with this text and its online code, a student or scholar can ramp up fairly quickly to running his/her own computational experiments in R or C. … In summary, this is a highly valuable contribution.” (Christophre Georges, Journal ofEconomic Literature, Vol. 55 (2), June, 2017)

• Part I Introduction to Agent Based Economics (Editors).- A brief historical and theoretical overview of the methodology.- From the micro to the macro.- Part II Getting started: The logical structure of an AB model.- Thinking agents and their behaviors.- Thinking market structures.- Defining the timing of the simulation model.- Part III Implementing the model.- A simple model of business fluctuations with heterogeneous interacting agents and credit networks.- Modeling financial markets in an agent-based framework.- Part IV Analyzing and validating the model.- Validation and calibration.- Scenario and policy analysis.- Economic networks analysis.- Testing micro heuristics in the lab.- Appendix/Website: Source codes of the applications presented.

Mauro Gallegati is Professor of Economics at the Polytechnic University of Marche (Ancona, Italy). His research includes business fluctuations, nonlinear dynamics, models of financial fragility, and heterogeneous interacting agents. He has published books and many papers in leading journals in the fields of economics, economic history and history of economic analysis, nonlinear mathematics, applied economics, complexity, and econophysics. He has been involved in several international research projects since 2004.

“The book is constructed and written in a clear manner. It provides a proper literature review on the ABM literature and on traditional economics. … The book is intended for graduate and Ph.D. students.” (Wei-Bin Zhang, Journal of Economic Interaction and Coordination, Vol. 13, 2018)“This volume provides an excellent, hands-on introduction to agent-based modeling in macroeconomics and finance. … it strikes a good balance between parsimony and detailed instruction. By working with this text and its online code, a student or scholar can ramp up fairly quickly to running his/her own computational experiments in R or C. … In summary, this is a highly valuable contribution.” (Christophre Georges, Journal ofEconomic Literature, Vol. 55 (2), June, 2017)

• Part I Introduction to Agent Based Economics (Editors).- A brief historical and theoretical overview of the methodology.- From the micro to the macro.- Part II Getting started: The logical structure of an AB model.- Thinking agents and their behaviors.- Thinking market structures.- Defining the timing of the simulation model.- Part III Implementing the model.- A simple model of business fluctuations with heterogeneous interacting agents and credit networks.- Modeling financial markets in an agent-based framework.- Part IV Analyzing and validating the model.- Validation and calibration.- Scenario and policy analysis.- Economic networks analysis.- Testing micro heuristics in the lab.- Appendix/Website: Source codes of the applications presented.