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A Gilt-Edged Plot
Exploring UK Bond-Yield Dynamics

Model Monetary System

The app will report on the development of a computational (agent-based) monetary system teaching model. The model will see agents make a portfolio choice between non-interest bearing money and other short-duration interest bearing financial assets. The model will consume real-world time-series data for the United Kingdom of Great Britain and Northern Ireland (UK).

Agent-Based Behaviours: Emotion Trumps Logic

Initially, the model will explore correlation that may exist between government expenditure, agent behaviours and real-world UK government bond-yields beginning financial year 1970.

Consumer Type Categorisation

In every model step:
Record total financial assets issued since model run beginning.
Update the after tax wealth (equity) accumulated by each consumer agent.
Use the result of 2 as a percentage of 1 to update each consumer agent's class attribute 'type'.

Beyond Available Data

Government agent has a framework which it will use to set parameters in every model run iteration subsequent to the availability of real-world UK government expenditure data. The 'type' attribute assigned to each consumer agent will quantitatively determine the influence an agent can exert on model government agent decision-making. That is, the level of expenditure, its distribution and taxation rate(s) in model iterations to follow.

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