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A racionális és a naiv várakozások stabilitásának összehasonlítása
[Commparison of the stability of rational and naive expectations]

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  • Simonovits, András

Abstract

A modern közgazdaságtanban a racionális várakozások feltevése egyre inkább háttérbe szorítja a naiv (vagy adaptív) várakozásokét. Grandmont [1998] egy viszonylag egyszerű modell segítségével megmutatta, hogy az állandósult állapot lokális stabilitása szempontjából a naiv várakozások általában jobbak, mint a racionális várakozások. Először általánosítjuk az alapmodellt, és ezzel általánosítjuk Grandmont eredményeit. Majd egy konkrét modellt vizsgálunk, az együttélő nemzedékekét, amely nem pontosan illeszkedik az alapmodellhez, azonban a kvalitatív eredmények hasonlók.

Suggested Citation

  • Simonovits, András, 1999. "A racionális és a naiv várakozások stabilitásának összehasonlítása [Commparison of the stability of rational and naive expectations]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 689-700.
    • Handle: RePEc:ksa:szemle:268
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    References listed on IDEAS

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    JEL classification:

    • D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis

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