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An Experimental Study of Decisions in Dynamic Optimization Problems

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Author Info
Noussair, C.
Matheny, K.
Olson, M.

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Abstract

In this paper we use an experimental approach to study the decisions of human subjects who are given cash incentives to solve a particular representative agent dynamic model widely studied in macroeconomics. In a representative agent dynamic model, an economy is modelled as a single decision maker, who maximizes the discounted utility of consumption over the appropriate time horizon. The assupmtion of a single decision maker in the economy removes complications resulting from the existence of multiple agents, such as inefficiencies resulting from strategic behavior or externalities, and technical difficulties arising from the aggregation of preferences.

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File URL: http://www.krannert.purdue.edu/programs/phd/Working-paper-series/Year-1998/1110.pdf
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Publisher Info
Paper provided by Purdue University, Department of Economics in its series Purdue University Economics Working Papers with number 1110.

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Length: 43 pages
Date of creation: Mar 1998
Date of revision:
Handle: RePEc:pur:prukra:1110

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Related research
Keywords: OPTIMIZATION ; DECISION MAKING ; MACROECONOMICS;

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Find related papers by JEL classification:
C61 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Optimization Techniques; Programming Models; Dynamic Analysis
D91 - Microeconomics - - Intertemporal Choice and Growth - - - Intertemporal Consumer Choice; Life Cycle Models and Saving

Cited by:
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  1. C. Mónica Capra & Tomomi Tanaka & Colin Camerer & Lauren Munyan & Veronica Sovero & Lisa Wang & Charles Noussair, 2005. "The Impact of Simple Institutions in Experimental Economies with Poverty Traps," Emory Economics 0508, Department of Economics, Emory University (Atlanta). [Downloadable!]
    Other versions:
  2. John Duffy, 2008. "Macroeconomics: A Survey of Laboratory Research," Working Papers 334, University of Pittsburgh, Department of Economics, revised Mar 2008. [Downloadable!]
  3. Vivian Lei & Charles N. Noussair, 2002. "An Experimental Test of an Optimal Growth Model," American Economic Review, American Economic Association, vol. 92(3), pages 549-570, June. [Downloadable!]
    Other versions:
  4. Robinson, W.T. & Min, S., 1998. "Is the First to Market the First to fail?: Empirical Evidence for Manufacturing Business," Purdue University Economics Working Papers 1115, Purdue University, Department of Economics. [Downloadable!]
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