FENÓMENOS COMPLEJOS EN ECONOMÍA: MÁS ALLÁ DE LA CAJA NEGRA NEOCLÁSICA

The main goal of this paper is to propose a newmethodological tool for economists, namely,agent-based computational models applied toEconomics. There is a great opportunity after thesevere criticisms by renowned economists andthinkers to the conventional economic theory dueto its incapability to predict the last internationalfinancial crisis. Here, we describe the originsand main characteristics of this approach, andpresent four cases with relevant applications foreconomic theory: the theory of the firm, industrialclusters, asset valuation and financial bubbles,and the welfare theorems. This approach has theadvantage of allowing us to model in a more realisticvein without loosing the necessary rigorousnessto generalize results. Moreover, we can betterintegrate the microeconomic processes with theaggregate results out of the interaction of differentagent types.