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Láthatóvá tehető-e a láthatatlan kéz? Egy ágens-alapú piaci modell tapasztalatai

Author

Listed:
  • Orsolya Hau-Horváth

    (UNIVERSITY OF PÉCS-FACULTY OF BUSINESS AND ECONOMICS)

  • Tamás Mellár

    (UNIVERSITY OF PÉCS-FACULTY OF BUSINESS AND ECONOMICS)

  • Tamás Sebestyén

    (UNIVERSITY OF PÉCS-FACULTY OF BUSINESS AND ECONOMICS)

Abstract

A közgazdaságtani gondolkodás hajlamos a piaci mechanizmusokat ab ovo egyensúlyi rendszereknek tekinteni, ahol az egyensúlyi állapot elérése legfeljebb idő kérdése. Ez a szemléletmód azonban néhány erős feltételezésen alapszik: (i) a láthatatlan kéz explicit megjelenése a walrasi árverező képében, amely a nem egyensúlyi tranzakciókat kizárja, (ii) a szereplők racionális viselkedése, (iii) az információáramlás tökéletessége. A makroszintű vizsgálatok ezen kívül nagymértékben építenek (iv) a szereplők homogenitásának feltevésére (reprezentatív szereplők), valamint (v) az ár- és mennyiségi alkalmazkodás szétválasztására. A valós piaci körülmények azonban rendszerint nem elégítik ki ezeket a feltételeket, így a piaci folyamatok stabilitása kérdéses. Tanulmányunkban egy ágens alapú modell kialakítása segítségével kíséreltünk meg választ adni arra a kérdésre, hogy ha a fenti feltételek nem teljesülnek, akkor a piaci folyamatok milyen dinamikát követnek. Egy egyszerű, alulról építkező modell segítségével elemeztük a piaci mikrostruktúrák illetve a döntési szabályok paramétereinek egyensúlyi folyamatokra gyakorolt hatását. Vizsgálataink során azt találtuk, hogy (i) a piaci szereplők száma akkor is lényeges befolyást gyakorol az alkalmazkodási folyamatra, ha azok homogének, (ii) az ár- és mennyiségi szabályozás aránya nem gyakorol jelentős hatást a piaci ár és mennyiség alakulására, (iii) az információáramlás kiterjesztése javítja a piaci alkalmazkodást, (iv) a heterogén szereplők bevezetése elsősorban a termelők esetén bír jelentőséggel.

Suggested Citation

  • Orsolya Hau-Horváth & Tamás Mellár & Tamás Sebestyén, 2012. "Láthatóvá tehető-e a láthatatlan kéz? Egy ágens-alapú piaci modell tapasztalatai," UPFBE Working Paper Series 2012/4, Faculty of Business and Economics, University Pécs.
    • Handle: RePEc:pec:wpaper:2012/4
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    More about this item

    Keywords

    Ágens alapú modellezés; Piaci egyensúly; Korlátozott racionalitás; Nem tökéletes információk; Walrasi árverező.;
    All these keywords.

    JEL classification:

    • B41 - Schools of Economic Thought and Methodology - - Economic Methodology - - - Economic Methodology
    • C69 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Other
    • D01 - Microeconomics - - General - - - Microeconomic Behavior: Underlying Principles
    • D49 - Microeconomics - - Market Structure, Pricing, and Design - - - Other
    • D59 - Microeconomics - - General Equilibrium and Disequilibrium - - - Other
    • L11 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Production, Pricing, and Market Structure; Size Distribution of Firms

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