摘要翻译:
分析了Christopher A.Sims提出的rational Intention框架下变分优化问题的求解方法。一般情况下,解决方案不存在,尽管在特殊情况下可能存在。证明了Sims(2003,2006)所分析的二次和对数目标函数不存在解。对于一个线性二次目标函数,可以在除一个参数外的所有参数限制下构造解。因此,这种方法不太可能适用于更广泛的经济模型。
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英文标题:
《On the solution of the variational optimisation in the rational
inattention framework》
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作者:
Nigar Hashimzade
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最新提交年份:
2018
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分类信息:
一级分类:Economics 经济学
二级分类:Econometrics 计量经济学
分类描述:Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论,微观计量经济学,宏观计量经济学,通过新方法发现的经济关系的实证内容,统计推论应用于经济数据的方法论方面。
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英文摘要:
I analyse the solution method for the variational optimisation problem in the rational inattention framework proposed by Christopher A. Sims. The solution, in general, does not exist, although it may exist in exceptional cases. I show that the solution does not exist for the quadratic and the logarithmic objective functions analysed by Sims (2003, 2006). For a linear-quadratic objective function a solution can be constructed under restrictions on all but one of its parameters. This approach is, therefore, unlikely to be applicable to a wider set of economic models.
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PDF链接:
https://arxiv.org/pdf/1802.09869