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Zur Modellierung Der Erwartungsbildung in Makrookonomischen Modellen

Zur Modellierung Der Erwartungsbildung in Makrookonomischen Modellen (Paperback)

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Der in der makrookonomischen Literatur dominierende Ansatz zur Modellierung von Erwartungen beruht auf der Hypothese rationaler Erwartungsbildung. Dem Standardansatz wird ublicherweise unterstellt, dass die Opimalitatseigenschaften der Unverzerrtheit und der Fehlerminimierung simulatan erfullt sind. Diese Arbeit zeigt, dass dies nur bei einfachen Modellstrukturen gerechtfertigt ist. Ein weiterer Kritikpunkt ergibt sich aus Uberlegungen zur Axiomatisierung eines Erwartungsbildungsoperators, die eher zum Median als zum Erwartungswert fuhren. Die Aggregation mikrookonomischer Ansatze fuhrt zu einer Abhangigkeit des makrookonomisch erwarteten Wertes von in der Regel mehreren Verteilungsparametern. Die vorgeschlagenen Alternativkonzepte ermoglichen es, Risikoaversion oder -vorliebe zu berucksichtigen."

BusinessEconomicsEconometricsEconomic statisticsBusinessEconomicsEconomic theory & philosophy Publisher: Physica-Verlag GmbH & Co Publication Date: 28/06/1994 ISBN-13: 9783790807769  Details: Type: Paperback Format: Books
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