Bayesian estimation and entropy for economic dynamic stochastic models: an exploration of overconsumption
From MaRDI portal
Publication:508298
DOI10.1016/J.CHAOS.2016.03.003zbMath1415.91188OpenAlexW2329589397MaRDI QIDQ508298
Amedeo Argentiero, Maurizio Bovi, Roy Cerqueti
Publication date: 10 February 2017
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://openresearch.lsbu.ac.uk/download/d872f8a0696a515ae27fbfa032989eb393c91e64881e736824975021e25f6f64/272766/ABC_revised.pdf
Bayesian inference (62F15) Stochastic models in economics (91B70) Cognitive psychology (91E10) Consumer behavior, demand theory (91B42)
Related Items (1)
Cites Work
- Unnamed Item
- Real and financial interacting markets: a behavioral macro-model
- Effective transfer entropy approach to information flow between exchange rates and stock markets
- Coexistence of equilibria in a New Keynesian model with heterogeneous beliefs
- Modelling and measuring the irrational behaviour of agents in financial markets: discovering the psychological soliton
- Complexity testing techniques for time series data: a comprehensive literature review
- Chaos control in an economic model via minimum entropy strategy
- Measuring complexity in a business cycle model of the Kaldor type
- Chaos and randomness: An equivalence proof of a generalized version of the Shannon entropy and the Kolmogorov-Sinai entropy for Hamiltonian dynamical systems
- Boom and bust in continuous time evolving economic model
- Empirical validation of stochastic models of interacting agents
- Inflation and relaxation to equilibrium in a complex economic system
- Sentiment cycles in discrete-time homogeneous networks
- Sampling the posterior: an approach to non-Gaussian data assimilation
- Monte Carlo method via a numerical algorithm to solve a parabolic problem
- Monte Carlo simulation for solving Fredholm integral equations
- Estimating Bayes Factors via Posterior Simulation With the Laplace-Metropolis Estimator
- Bayes Factors
This page was built for publication: Bayesian estimation and entropy for economic dynamic stochastic models: an exploration of overconsumption