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dc.contributor.authorGabarró Vallès, Joaquim
dc.contributor.authorSerna Iglesias, María José
dc.contributor.otherUniversitat Politècnica de Catalunya. Departament de Ciències de la Computació
dc.date.accessioned2018-02-12T18:31:46Z
dc.date.available2018-02-12T18:31:46Z
dc.date.issued2017
dc.identifier.citationGabarro, 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.issn1755-8050
dc.identifier.urihttp://hdl.handle.net/2117/114068
dc.description.abstractWe 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.extent17 p.
dc.language.isoeng
dc.rightsAttribution-NonCommercial-NoDerivs 3.0 Spain
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subjectÀrees temàtiques de la UPC::Matemàtiques i estadística::Investigació operativa::Teoria de jocs
dc.subject.otherUncertainty profiles
dc.subject.otherstrategic games
dc.subject.otherzero-sum games
dc.subject.otherangel-daemon games
dc.subject.otherIS-LM model
dc.subject.otherIS-MP model
dc.titleUncertainty in basic short-term macroeconomic models with angel-daemon games
dc.typeArticle
dc.contributor.groupUniversitat Politècnica de Catalunya. ALBCOM - Algorismia, Bioinformàtica, Complexitat i Mètodes Formals
dc.identifier.doi10.1504/IJDATS.2017.088359
dc.description.peerreviewedPeer Reviewed
dc.subject.amsClassificació AMS::91 Game theory, economics, social and behavioral sciences::91A Game theory
dc.relation.publisherversionhttps://www.inderscienceonline.com/doi/abs/10.1504/IJDATS.2017.088359
dc.rights.accessOpen Access
local.identifier.drac21884534
dc.description.versionPostprint (author's final draft)
local.citation.authorGabarro, J.; Serna, M.
local.citation.publicationNameInternational journal of data analysis techniques and strategies
local.citation.volume9
local.citation.number4
local.citation.startingPage314
local.citation.endingPage330


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