No financial sector
Banking, credit and asset markets enter only through a risk premium and a debt crisis hazard. There is no balance sheet anywhere in this model.
Everything runs in your browser. Nothing you build is sent anywhere.
Seven coupled blocks, stepped a year at a time, over a few hundred futures. Everything on this page is what the engine actually computes, in the order it computes it.
The engine solves a year at a time. The finer units do not run a second simulation; they read the same answer arriving, each variable at its own pace, so a price moves before output does and output before jobs. The ruler opens from years to days and the readings land in the order they do in the engine.
Every lever active in this year is turned into effects on the countries it names. A lever with a start year and a duration phases in and out rather than switching, because policy does.
Energy, food and semiconductors each have supply, demand and a price. Supply answers the price on a lag, and a fab takes four years, which is the whole reason a chip shock hurts rather than clearing overnight.
Bilateral intensity from partner size over distance, adjusted for agreements and frictions. Tariffs, export controls, sanctions and freight all bite through it, and governments answer in kind with a probability rather than automatically.
Trend, technology, rates, fiscal stance, external demand, energy and food, input constraints, conflict, the global cycle, confidence and the unmodelled shock. They add up to the growth number they explain, every time.
A Phillips curve for inflation, a Taylor rule for the policy rate, a currency that mean reverts, and Okun’s law for unemployment with an automation term.
Primary balance, debt dynamics, a risk premium that rises with debt and sanctions, and a financing crisis hazard that can fire in any year.
Births, ageing, migration driven by income gaps and stress, political stability, tension between blocs, and conflict hazard that rises with tension and falls where nuclear weapons are involved.
Growth, inflation and unemployment are not solved and then decomposed afterwards. They are built as a sum of named terms, which means the bars you click are the arithmetic the engine actually ran. They add up to the number they explain, every time, and each one opens into what drove it.
Random draws are addressed by scenario seed, future number, year, country and channel through a hash rather than pulled from a sequence. Two scenarios run on the same seed meet the same luck in the same years, so the difference between them is your lever and not the noise. That is what makes an A and B comparison meaningful at a few hundred futures instead of needing tens of thousands.
Banking, credit and asset markets enter only through a risk premium and a debt crisis hazard. There is no balance sheet anywhere in this model.
It models capacity, trade, prices, energy, demography and alignment. It does not model what one leader decides on one afternoon, and it never claims to.
The map goes down to the county. The model runs at country level, and a selected county is a place rather than an economy of its own. The panel says so.
A development transfer is modelled on the side that pays for it and not credited to the receiver, because there is no mechanism between two balance sheets. The lever says this rather than implying otherwise.
Every assumption, prior and known weakness, written down.
Method and limits