  In this article the problem of reconstructing the pattern of connection
between agents from partial empirical data in a macro-economic model is
addressed, given a set of behavioral equations. This systemic point of view
puts the focus on distributional and network effects, rather than
time-dependence. Using the theory of complex networks we compare several models
to reconstruct both the topology and the flows of money of the different types
of monetary transactions, while imposing a series of constraints related to
national accounts, and to empirical network sparsity. Some properties of
reconstructed networks are compared with their empirical counterpart.
