نوع مقاله : مقاله پژوهشی
نویسنده
استادیار گروه مطالعات فرهنگی و اجتماعی، پژوهشکده مطالعات تمدنی و اجتماعی، قم، ایران.
چکیده
کلیدواژهها
موضوعات
عنوان مقاله [English]
نویسنده [English]
Conventional macroeconomic models—particularly Dynamic Stochastic General Equilibrium (DSGE) models—face significant limitations when dealing with nonlinear and network-based crises. The experiences of the 2008 global financial crisis and the COVID-19 pandemic demonstrate that single-layer approaches fail to adequately capture shock propagation and the roles of institutions and agent behavior. This paper proposes a quantitative three-layer framework in which the output of each layer is systematically mapped into the input of the others, allowing their mutual interactions to be measured and replicated. The macro layer extracts signals of growth and inflation; the structural dynamics layer captures feedback loops and indicators of network contagion; and the institutional–behavioral layer reproduces decision heterogeneity through agent-based modeling (ABM). The framework is empirically tested using data from the 2008 and 2020 crises, as well as a case study of the Iranian economy (currency–banking shocks and the housing market). Comparative metrics are harmonized in terms of “percentage error” and “percentage deviation.” The results show that incorporating systemic and institutional layers reduces forecasting error by approximately 30 percent on average relative to a baseline macroeconomic approach, and that nearly 45 percent of network-based shock transmission is concentrated in a small number of key nodes. In addition, a policy dashboard is developed that translates the three-layer outputs into operational decision rules and policy intensities. In the Iranian case, the concentration of low-quality or non-credible collateral is found to be closely aligned with heightened balance-sheet fragility in the banking sector. Overall, the proposed framework enables time-consistent risk monitoring and the design of resilient policy interventions.
کلیدواژهها [English]
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