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Clássicos versus Keynes: a abordagem formal de David Champernowne
(Universidade de São Paulo (USP), Instituto de Pesquisas Econômicas da FEA, 2012-03-01)
Este texto tem por objetivo ressaltar um aspecto que não tem sido tratado com a devida profundidade na literatura que estuda a formalização da Teoria Geral do Emprego, dos Juros e da Moeda de John Maynard Keynes (1936). ...
Reflexiones sobre la aplicación de herramientas del pensamiento complejo en el abordaje de estudios de los procesos naturales del ambiente
(Universidad Nacional de Cuyo. Facultad de Filosofía y Letras. Instituto de Geografía, 2014)
Some useful results for the simulation of non optimal general equilibrium economies
(Universidad de San Andrés. Departamento de Economía, 2017-05)
This paper investigates the empirical evaluation of infinite horizon non-optimal economies by means of numerical simulations. In particular, the paper answers the following question: is it possible to derive a general ...
Clássicos versus Keynes: a abordagem formal de David Champernowne
(Universidade de São Paulo (USP), Instituto de Pesquisas Econômicas da FEA, 2014)
Restricted feedback in long term relationships
(ACADEMIC PRESS INC ELSEVIER SCIENCE, 2012-01)
This paper studies long term relationships, modeled as repeated games, with restricted feedback. Players condition current play on summary statistics of past play rather than the entire history, as may be the case in online ...
A tale of two coffees? Analysing interaction and futures market efficiency
Purpose: The purpose of this paper is to assess the informational efficiency of Arabica (other milds) and Robusta coffee futures markets in terms of predicting future coffee spot prices. Design/methodology/approach: Futures ...
An MPC/LQR controller for LPV systems with scheduling parameter prediction and terminal ellipsoid set
A LQR-Model Predictive Control (MPC) algorithm for Linear Parameter Varying (LPV) systems is developed herein. The proposed algorithm applies a MPC approach whenever the system is outside a terminal ellipsoid defined as a ...
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?
(Elsevier, 2015)
We develop a general equilibrium asset pricing model under incomplete information and rational learning in order to understand the unexplained predictability of option prices. In our model, the fundamental dividend growth ...