It tends to work the other way around - a game world is set up, then economists study it. It's difficult to set up a world just for study, because people will not actually join and play unless it's an enjoyable game, and at that point you're a game developer rather than an economist.

The most interesting economic work I know is for Eve Online. The company that operates Eve has hired an in-house economist to study the game's economy and publish periodic reports, which are available online - a quick search will turn them up. The reports generally focus on the economic effects of adding new content to the game - "here's how players reacted to the last patch."