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25 апреля 2009 | Автор: Admin | Рубрика: Научная литература » Экономика | Комментариев: 0

Masanao Aoki, "Modeling Aggregate Behaviour & Fluctuations in Economics"
Publisher: Cambridge University Press | 2001 | ISBN 0521781264 | PDF | 280 pages | 1.01 MB

This book analyzes how a large but finite number of agents interact, and what sorts of macroeconomic statistical regularities or patterns may evolve from these interactions. By keeping the number of agents finite, the book examines situations such as fluctuations about equilibria, multiple equilibria and asymmetrical cycles of models which are caused by model states stochastically moving from one basin of attraction to another. All of these are not tractable using traditional deterministic modeling approaches. The book also discusses how agents may form clusters with stationary distributions of cluster sizes. These have important applications in analyzing volatilities of asset returns.


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