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We show how statistical model checking (SMC), implemented through MultiVeStA, can provide a principled analysis layer for a realistic macroeconomic ABM without rewriting the simulator in a dedicated formalism. Our case study is the heuristic-switching Keynes+Schumpeter(K+S) model, analysed hrough a transient sensitivity campaign over one-parameter sweeps, two macro observables (unemployment and GDP growth), and one auxiliary micro-level probe (market share) on the post-warmup phase of a 600-step horizon. The analysis is driven by reusable temporal queries, observable-specific precision targets, and confidence-based stopping rules that automatically determine the simulation effort required by each configuration. 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