株式会社極東書店トップ ＞ 商品一覧 ＞ New Approaches to Macroeconomic Modeling : Evolutionary Stochastic Dynamics, Multiple Equilibria, and Externalities as Field Effects.
商品詳細
New Approaches to Macroeconomic Modeling : Evolutionary Stochastic Dynamics, Multiple Equilibria, and Externalities as Field Effects. 青木正直著 マクロ経済学モデリングへの新アプローチ
・ISBN 978-0-521-48207-3 1996 hard
絶版
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・ISBN 978-0-521-63769-5 1998 paper GB£ 42.00
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電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-0-511-66467-0
| 著者・編者 | Aoki, Masanao, |
|---|---|
| 出版社 | (Cambridge U. Pr., UK) |
| ページ数 | 288 pp. |
| 言語 | ENG |
| ニュース番号 | ＜429-177 442-L018＞ |
解説
This book contributes substantively to state-of-the-art macroeconomic modeling by providing a method for modeling large collections of heterogeneous agents subject to non-pairwise externality called field effects, i.e. feedback of aggregate effects on individual agents or agents using state-dependent strategies. Adopting a level of microeconomic description which keeps track of compositions of fractions of agents by 'types' or 'strategies', time evolution of the microeconomic states is described by (backward) Chapman-Kolmogorov equations. Macroeconomic dynamics naturally arise by expansion of the solution in some power series of the number of participants. Specification of the microeconomic transition rates thus leads to macroeconomic dynamic models. This approach provides a consistent way for dealing with multiple equilibria of macroeconomic dynamics by ergodic decomposition and associated calculations of mean first passage times, and stationary probabilities of equilibria further provide useful information on macroeconomic behavior.