LSDirf - Impulse-Response Function Analysis for Agent-Based Models
Performing impulse-response function (IRF) analysis of
relevant variables of agent-based simulation models, in
particular for models described in 'LSD' format. Based on the
data produced by the simulation model, it performs both linear
and state-dependent IRF analysis, providing the tools required
by the Counterfactual Monte Carlo (CMC) methodology (Amendola
and Pereira (2024) <doi:10.1016/j.jebo.2024.106811>), including
state identification and sensitivity. CMC proposes retrieving
the causal effect of shocks by exploiting the opportunity to
directly observe the counterfactual in a fully controlled
experimental setup. 'LSD' (Laboratory for Simulation
Development) is free software available at
<https://www.labsimdev.org/>).
