Economia
Ole's research interests are reflected in his works over the last three years: Economics ruling out time: http://arxiv.org/abs/1110.1578 Financial market stability: http://arxiv.org/abs/1101.4548 A classic problem: http://arxiv.org/abs/1011.4404 Risk management: http://arxiv.org/abs/0902.2965
Mais
- Nobel De Economia 2012
Apesar da crise financeira recente, discordo de alguns sítios que dizem que o Nobel de Economia não poderia ser atribuído aos pesquisadores de finanças, pois tais modelos foram elaborados num período anterior e distante da atual recessão....
- Produtividade
The future is here, just not evenly distributed by Alex Tabarrok on October 10, 2015 at 12:07 pm in Economics | Permalink Chiara Criscuolo at HBR discusses a new research report from the productivity...
- Tqm
The most important equation in economics Much of the history of economics can be traced by the contents of its best-selling textbooks. In 1848, John Stuart Mill published the blockbuster economics textbook of the 19th century: Principles of Political...
- Revolução E Evolução Da Macroeconomia
Revolution and Evolution in Twentieth-Century Macroeconomics Michael Woodford Princeton University* June 1999 The twentieth century has seen profound progress in economic thought. This has been associated, among other things, with the progress of...
- Debate Sobre Crescimento Econômico
As causas da grande estagnação: veja aqui: http://www.economist.com/node/18276872 TOPIC: Tyler Cowen »Technology: Time is money Responsible Keynesianism: To oppose the surplus is to will the debt Growth: Is there a "great stagnation"? Mais debate: ...
Economia
Não-ergodicidade
Non-Ergodic Economics
Stochastic multiplicative growth, specifically geometric Brownian motion, plays a central role in finance an in economics. The non-ergodicity of this process manifests itself as a difference between ensemble and time average growth rates. Much of the current formalism of economics, however, ignores this. Systems are often analysed as though they were in equilibrium and ergodic. This is most notable in the status ensemble averages (expectation values) enjoy in classic economics problems where time averages would be appropriate. The conceptual confusion can be traced back over the centuries all the way to the beginning of probability theory in 1654. While the advent of probabilistic methods in physics coincides with the beginning of the ergodicity debate in the 19th century, economics imported its probabilistic tools from a period predating the notion of ergodicity by two centuries. This early branching off of the economic discipline has significant consequences today for our understanding of risk management, financial market stability, and -- perhaps most importantly -- the dynamics of economic inequality.Ole's research interests are reflected in his works over the last three years: Economics ruling out time: http://arxiv.org/abs/1110.1578 Financial market stability: http://arxiv.org/abs/1101.4548 A classic problem: http://arxiv.org/abs/1011.4404 Risk management: http://arxiv.org/abs/0902.2965
Mais
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- Nobel De Economia 2012
Apesar da crise financeira recente, discordo de alguns sítios que dizem que o Nobel de Economia não poderia ser atribuído aos pesquisadores de finanças, pois tais modelos foram elaborados num período anterior e distante da atual recessão....
- Produtividade
The future is here, just not evenly distributed by Alex Tabarrok on October 10, 2015 at 12:07 pm in Economics | Permalink Chiara Criscuolo at HBR discusses a new research report from the productivity...
- Tqm
The most important equation in economics Much of the history of economics can be traced by the contents of its best-selling textbooks. In 1848, John Stuart Mill published the blockbuster economics textbook of the 19th century: Principles of Political...
- Revolução E Evolução Da Macroeconomia
Revolution and Evolution in Twentieth-Century Macroeconomics Michael Woodford Princeton University* June 1999 The twentieth century has seen profound progress in economic thought. This has been associated, among other things, with the progress of...
- Debate Sobre Crescimento Econômico
As causas da grande estagnação: veja aqui: http://www.economist.com/node/18276872 TOPIC: Tyler Cowen »Technology: Time is money Responsible Keynesianism: To oppose the surplus is to will the debt Growth: Is there a "great stagnation"? Mais debate: ...