Neue Ansätze bei der Modellierung von Entscheidungen unter Unsicherheit

(Dorothea Kübler, Astrid Matthey, Lydia Mechtenberg (A6) und Mirko Wiederholt (C1) )

Literatur:

rational inattention:
  • C. Sims (2000): Implications of Rational Inattention. Journal of Monetary Economics 50, 665-690. (pdf)

  • B. Mackowiak & M. Wiederholt (2006): Optimal Sticky Prices under Rational Inattention (pdf)

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    Robustness:
  • Hansen und Sargent (2000), WANTING ROBUSTNESS IN MACROECONOMICS. (pdf)

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    Ambiguity Aversion:
  • Curley, Yates und Abrams (1986): Psychological Sources of Ambiguity Avoidance. Organizational Behavior and Human Decision Processes 38, 230-256. (pdf)

  • Camerer und Weber (1992): Recent Developments in Modeling Preferences: Uncertainty and Ambiguity. Journal of Risk and Uncertainty 5:371-387.

  • I. Gilboa, D. Schmeidler, Journal of Mathematical Economics 18 (1989), 141-153.

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    Kontakt: Lydia Mechtenberg, email