Sistemas que se autoorganizan críticamente, simulaciones y análisis : un primer modelo para estudiar crisis financieras bajo el paradigma de los sistemas que se autoorganizan críticamente.

Abstract

In recent years, understanding financial crises has become more than a research topic; it has become a necessity. Due to the significant impact that a financial crisis can have on the economy and the absence of a theory capable of fully explaining this type of crisis, it leads to the thought that studying the economy through conventional means (i.e., çlassical"theories) may not be yielding the expected results. In this study, considering that economies can experience boom and bust cycles, the aim is to model them from a different perspective, which can also be used to study financial crises. In this regard, the proposal is to construct a model based on self-organized critical systems, considering firms, workers, banks, and the central bank as the actors responsible for the dynamics of the economy through their actions. Based on certain initial conditions and parameters, the results reveal that the model is capable of producing boom and bust cycles. Furthermore, using certain proposed criteria, the presence of a financial crisis could be identified. This research marks a new beginning in modeling the economy from a different viewpoint, capable of capturing the most important aspects of boom and bust cycles and identifying financial crises, which could be very useful in fully understanding this type of crisis in the future.