Browsing by Subject "Economia matemática"
Now showing items 1-20 of 23
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Álgebra linear para economia
1995-09-01 -
Delegated Coordination
2019-03-14We consider a multi-dimensional model of delegation in which a principal makes a decision so as to coordinate two agents, each with private information of their own impacting the outcomes of the decision and with one agent ... -
Diferenciação vertical em um modelo de hotelling com firmas heterogêneas
2009-11-21This paper presents a duopolist model with heterogeneous firms (different marginal costs) and assimetric information about the vertical preferences of the consumers. We find that the asymmetry of information on the vertical ... -
Os dois métodos e o núcleo duro da teoria econômica
2009-06-01While methodological sciences have no object and are supposed to adopt a hypothetical-deductive method, substantive sciences including economics should use an empirical or historical-deductive method. The great classical ... -
Economia de Lucas e consumidores heterogêneos
2008-09-18Esta dissertação descreve três abordagens utilizadas para incorporar heterogeneidade numa economia de Lucas. Em mercados incompletos, essa hipótese oferece uma oportunidade de enriquecimento dos resultados de apreçamento ... -
The ex-Ante non-optimality of the Dempster-Schafer updating rule for ambiguous beliefs
1992-02The most widely used updating rule for non-additive probalities is the Dempster-Schafer rule. Schmeidles and Gilboa have developed a model of decision making under uncertainty based on non-additive probabilities, and in ... -
Inada conditions imply that production function must be asymptotically Cobb-Douglas
2003-03-25We show that every twice-continuously differentiable and strictly concave function f : R+ → R+ can be bracketed between two C.E.S. functions at each open interval. In particular, for the Inada conditions to hold, a production ... -
Integral representation with convex capacities that are squeeze of (additive) probability measures
2003-10-24In this paper I will investigate the conditions under which a convex capacity (or a non-additive probability which exhibts uncertainty aversion) can be represented as a squeeze of a(n) (additive) probability measure associate ... -
Uma investigação experimental de modelos de preferências sociais
2004Esta dissertação foi desenvolvida da seguinte forma: No item I - Introdução, se mostra como foi constatado que os indivíduos, em experimentos, não se comportavam como simples maximizadores de quantidades, e são citadas as ... -
Is there a general criterion for dynamic efficiency?
1999-08-26This paper analyses an overlapping generations model with absolute bequest motive. It is shown that the widely accepted criterion to verify dynamic efficiency does not apply to this case. In our model the social planner ... -
Market clearing sealed-bid auctions for non-identical objects with single-unit demands
1999-09-09We consider a version of the cooperative buyer-seller market game of Shapley and Shubik (1972). For this market we propose a c1ass of sealed- bid auctions where objects are sold simultaneously at a market c1earing price ... -
Nash equilibrium under knightian uncertainty: breaking down backward induction (extensively revised version)
1993-04We define Nash equilibrium for two-person normal form games in the presence of uncertainty, in the sense of Knight(1921). We use the fonna1iution of uncertainty due to Schmeidler and Gilboa. We show tbat there exist Nash ... -
Nash equilibrium under knightian uncertainty: breaking-down backward induction
1992-02We present two alternative definitions of Nash equilibrium for two person games in the presence af uncertainty, in the sense of Knight. We use the formalization of uncertainty due to Schmeidler and Gilboa. We show that, ... -
On a uniform turnpike of the third kind in the Robinson-Solow-Srinivasan model
2007-01-01On using McKenzie’s taxonomy of optimal accumulation in the longrun, we report a 'uniform turnpike' theorem of the third kind in a model original to Robinson, Solow and Srinivasan (RSS), and further studied by Stiglitz. ... -
On choice of technique in the Robinson-Solow-Srinivasan model
2003-10-08We report results on the optimal \choice of technique' in a model originally formulated by Robinson, Solow and Srinivasan (henceforth, the RSS model) and further discussed by Okishio and Stiglitz. By viewing this vintage-capital ... -
Optimal growth in a two-sector model without discounting: a geometric investigation
2002-08-26We characterize optimal policy in a two-sector growth model with xed coeÆcients and with no discounting. The model is a specialization to a single type of machine of a general vintage capital model originally formulated ... -
Portifolio selection with random transaction costs
2000-05-11Transaction costs have a random component in the bid-ask spread. Facing a high bid-ask spread, the consumer has the option to wait for better terms oI' trade, but only by carrying an undesirable portfolio balance. We present ...
