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Uncertainty Within Economic Models (Hardcover) Loot Price: R4,526
Discovery Miles 45 260
Repayment Terms: R424 pm x 12*
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Uncertainty Within Economic Models (Hardcover): Lars Peter Hansen, Thomas J Sargent

Uncertainty Within Economic Models (Hardcover)

Lars Peter Hansen, Thomas J Sargent

Series: World Scientific Series In Economic Theory, 6

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Loot Price R4,526 Discovery Miles 45 260 | Repayment Terms: R424 pm x 12*

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Written by Lars Peter Hansen (Nobel Laureate in Economics, 2013) and Thomas Sargent (Nobel Laureate in Economics, 2011), Uncertainty within Economic Models includes articles adapting and applying robust control theory to problems in economics and finance. This book extends rational expectations models by including agents who doubt their models and adopt precautionary decisions designed to protect themselves from adverse consequences of model misspecification. This behavior has consequences for what are ordinarily interpreted as market prices of risk, but big parts of which should actually be interpreted as market prices of model uncertainty. The chapters discuss ways of calibrating agents' fears of model misspecification in quantitative contexts.

General

Imprint: World Scientific Publishing Co Pte Ltd
Country of origin: Singapore
Series: World Scientific Series In Economic Theory, 6
Release date: November 2014
First published: 2015
Authors: Lars Peter Hansen • Thomas J Sargent
Dimensions: 236 x 157 x 30mm (L x W x T)
Format: Hardcover
Pages: 484
ISBN-13: 978-981-4578-11-0
Categories: Books > Business & Economics > Economics > Econometrics > General
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LSN: 981-4578-11-8
Barcode: 9789814578110

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