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Условия стабильности экономической динамики при неоднородном обучении экономических агентов.Stability conditions of economic dynamics under heterogeneous learning

Author

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  • Колюжнов Д. В.

    (Новосибирский государственный университет)

Abstract

Даются достаточные условия и необходимые условия стабильности структурно неоднородной экономики при неоднородном обучении агентов. Эти условия записаны в терминах только структурной неоднородности, независимо от неоднородности в обучении. Обнаружено легко интерпретируемое единое условие, достаточное для сходимости экономики при смешанном RLS/SG обучении с разными степенями инерции к равновесию при рациональных ожиданиях для широкого класса экономических моделей и критерий такой сходимости в одномерном случае. I provide sufficient conditions and necessary conditions for stability of a structurally heterogeneous economy under heterogeneous learning of agents. These conditions are written in terms of the structural heterogeneity independent of heterogeneity in learning. I have found an easily interpretable unifying condition which is sufficient for convergence of an economy under mixed RLS/SG learning with different degrees of inertia towards a rational expectations equilibrium for a broad class of economic models and a criterion for such a convergence in the univariate case.

Suggested Citation

  • Колюжнов Д. В., 2011. "Условия стабильности экономической динамики при неоднородном обучении экономических агентов.Stability conditions of economic dynamics under heterogeneous learning," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, vol. 11(1), pages 70-81.
  • Handle: RePEc:scn:guhrje:2011_1_07
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