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Uncertainty in basic short-term macroeconomic models with angel-daemon games
dc.contributor.author | Gabarró Vallès, Joaquim |
dc.contributor.author | Serna Iglesias, María José |
dc.contributor.other | Universitat Politècnica de Catalunya. Departament de Ciències de la Computació |
dc.date.accessioned | 2018-02-12T18:31:46Z |
dc.date.available | 2018-02-12T18:31:46Z |
dc.date.issued | 2017 |
dc.identifier.citation | Gabarro, J., Serna, M. Uncertainty in basic short-term macroeconomic models with angel-daemon games. "International journal of data analysis techniques and strategies", 2017, vol. 9, núm. 4, p. 314-330. |
dc.identifier.issn | 1755-8050 |
dc.identifier.uri | http://hdl.handle.net/2117/114068 |
dc.description.abstract | We propose the use of an angel-daemon framework to perform an uncertainty analysis of short-term macroeconomic models. The angel-daemon framework defines a strategic game where two agents, the angel and the daemon, act selfishly. These games are defined over an uncertainty profile which presents a short and macroscopic description of a perturbed situation. The Nash equilibria on these games provide stable strategies in perturbed situations, giving a natural estimation of uncertainty. We apply the framework to the uncertainty analysis of linear versions of the IS-LM and the IS-MP models. |
dc.format.extent | 17 p. |
dc.language.iso | eng |
dc.rights | Attribution-NonCommercial-NoDerivs 3.0 Spain |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ |
dc.subject | Àrees temàtiques de la UPC::Matemàtiques i estadística::Investigació operativa::Teoria de jocs |
dc.subject.other | Uncertainty profiles |
dc.subject.other | strategic games |
dc.subject.other | zero-sum games |
dc.subject.other | angel-daemon games |
dc.subject.other | IS-LM model |
dc.subject.other | IS-MP model |
dc.title | Uncertainty in basic short-term macroeconomic models with angel-daemon games |
dc.type | Article |
dc.contributor.group | Universitat Politècnica de Catalunya. ALBCOM - Algorismia, Bioinformàtica, Complexitat i Mètodes Formals |
dc.identifier.doi | 10.1504/IJDATS.2017.088359 |
dc.description.peerreviewed | Peer Reviewed |
dc.subject.ams | Classificació AMS::91 Game theory, economics, social and behavioral sciences::91A Game theory |
dc.relation.publisherversion | https://www.inderscienceonline.com/doi/abs/10.1504/IJDATS.2017.088359 |
dc.rights.access | Open Access |
local.identifier.drac | 21884534 |
dc.description.version | Postprint (author's final draft) |
local.citation.author | Gabarro, J.; Serna, M. |
local.citation.publicationName | International journal of data analysis techniques and strategies |
local.citation.volume | 9 |
local.citation.number | 4 |
local.citation.startingPage | 314 |
local.citation.endingPage | 330 |
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