We analyze the simulation results, considering both the dynamic of the time series of the main economicvariables of the model and their correlation structure. The attention is mainly related to the emergence of the counter cyclical markup phenomenon and to the dynamic of the market structures, ranging from tight oligopolistic constructions to the development of large atomistic markets. We elaborate on the results emerging from the simulation experiments, in the perspective both of the presence of the countercyclical markup phenomenon, and of the different market structures generated by the simulation.

We propose some actual data related to the GDP cycle and to the income components, to search for the presence of the counter cyclical markup. We examine some actual data related to the GDP cycle and to the income components, observing a significant presence of the counter cyclical markup.

Starting from the equation based construction introduced previously, we builda macroeconomic simulation model of an economic using the agent-based technique; the model is micro-founded and so our explanation starts from the behavior of the agents and of the market frameworks where they behave. The structure of the simulation model is well represented via the sequence oftwelve items. Starting from the model outline reported in the Outline, we develop a detailed description of the steps the simulation undertakes over the time, with the actions of the different kind of agents.