随机反应和边际估值
Lars Peter Hansen1, Panagiotis Souganidis2
1Department of Economics and Booth School of Business, University of Chicago, Chicago, IL 60637.
概括
本研究引入了新的经济政策分析方法,重点关注深度不确定性下的边际估值. 这些工具通过澄清最佳选择和加强次优选择来改善政策设计,特别是在气候变化和研发投资方面.
科学领域:
- 经济学 经济学 经济学
- 政策分析 政策分析
- 决策科学 决策科学 决策科学
背景情况:
- 经济政策设计需要分析动态和不确定的环境中的影响.
- 当前的动态,随机模型简化了现实,限制了政策评估.
- 需要先进的工具来评估政策的最佳性和改进潜力.
研究的目的:
- 探索,完善和扩展产生边际估值的工具.
- 开发包含不确定性的边际估值表示.
- 支持在深度不确定性的环境中强有力的政策实施.
主要方法:
- 开发边际估值的新表现方式.
- 结合多个状态变量之间的相互作用.
- 解决对模型错误规范和长期不确定性的担忧.
主要成果:
- 提出的方法提供了对政策影响的更全面的理解.
- 陈述拥抱不确定性,使得可靠的实施.
- 这些工具对于评估复杂的长期问题特别有用.
结论:
- 开发的方法加强了对经济政策的评估.
- 它们为评估气候变化的全球成本提供了关键的见解.
- 这种方法对于确定长期研发的全球价值是有价值的.
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