Uncertainty within economic models

by Hansen, Lars Peter

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Title Statements

Full title :Uncertainty within economic models / Lars Peter Hansen (University of Chicago, USA), Thomas J Sargent (New York University, USA & Hoover Institution, USA).

Edition Statements

Publication Date:2015.
Edition:1 edition

Publication Statements

Publisher(s):World Scientific
Place of Publication:Hackensack, NJ
Language:eng
Publication Date:2015.

The Physical Object

Description:xxvii, 454 pages : : illustrations ; : 25 cm.

Edition Identifiers

ISBN:9789814578110, 9814578118
oclc:ocn862958309
LC Classification:HB135
Dewey Decimal:330.01/5195

Introduction -- Discounted linear exponential quadratic Gaussian control -- Robust permanent income and pricing -- A quartet of semigroups for model specification, robustness, prices of risk, and model detection -- Robust control and model uncertainty -- Robust control and model misspecification -- Doubts or variability? -- Robust estimation and control without commitment -- Fragile belifs and the price of uncertainty -- Beliefs, doubts and learning: valuing macroeconomic risk -- Three types of ambiguity.

Subjects

Economics -- Mathematical models Économie politique -- Modèles mathémati… Ekonomiska teorier Matematiska modeller Mathematisches Modell Nationalekonomi Risiko Risikotheorie Unsicherheit Wirtschaftsmodell