Non-Extensive Entropy Econometrics for Low Frequency Series最新文献_第2页

3 The Input-Output (IO) Table and its Main Application 3输入输出表及其主要应用

Non-Extensive Entropy Econometrics for Low Frequency Series Pub Date : 2017-01-31 DOI: 10.1515/9783110550443-008

S. Bwanakare

{"title":"3 The Input-Output (IO) Table and its Main Application","authors":"S. Bwanakare","doi":"10.1515/9783110550443-008","DOIUrl":"https://doi.org/10.1515/9783110550443-008","url":null,"abstract":"Leontief tried to apply neo-classical (Walras) general equilibrium to practical economic life. This suggests that subsequent analyses based on I-O tables or their extensions could have economic interpretations within the Walrasian framework apart from a few particular cases—e.g., those that consider the environment—violating Pareto optimum conditions. The objective of this chapter is to present a consistent methodology of updating, forecasting, and economic modelling on the basis of I-O tables—for which underlying matrices are ill-behaved or data are not reliable. The proposed maximum entropy methodology can dynamically assess I-O multipliers and update and forecast I-O table information by combining the generalized maximum entropy principle and macroeconomic theory. The procedure remains in line with multiplier-accelerator analysis, assuming that induced investment is a function of expected growth. The only required condition to apply the proposed techniques is the availability of statistical information on final demand or value-added accounts which allow for updating under some constraining information (macroeconomic or not) obtained earlier, according to the traditional approach I-O table. In the following sections, classical structure of an I-O table will be reviewed. The next step will describe I-O multipliers and their usage before trying to solve the more complex aspects of their estimation. Next, the proposed methodology for updating and forecasting an ill-behaved IO table will be described and the model presented.","PeriodicalId":133118,"journal":{"name":"Non-Extensive Entropy Econometrics for Low Frequency Series","volume":"52 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127024980","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

2 Ill-posed Inverse Problem Solution and the Maximum Entropy Principle 2不适定逆问题解与最大熵原理

Non-Extensive Entropy Econometrics for Low Frequency Series Pub Date : 2017-01-31 DOI: 10.1515/9783110550443-005

S. Bwanakare

{"title":"2 Ill-posed Inverse Problem Solution and the Maximum Entropy Principle","authors":"S. Bwanakare","doi":"10.1515/9783110550443-005","DOIUrl":"https://doi.org/10.1515/9783110550443-005","url":null,"abstract":"As explained in the introduction, many economic relationships are characterized by indeterminacy. This may be because of long-range feedback and complex correlations between source and targets, thus rendering causal relationships more difficult to investigate. In this part of the work, the formal definition of the inverse problem will be discussed. A Moore-Penrose approach will be presented for solving this kind of problem and its limits will be stressed. The next step will be to present the concept of the maximum entropy principle in the context of the Gibbs-Shannon model. Extensions of the model by Jaynes and Kullback-Leibler will be presented and a generalisation of the model will be implemented to take into account random disturbance. The next step will concern the non-ergodic form of entropy known in the literature of thermodynamics as non-extensive entropy or non-additive statistics. There will be a focus on Tsallis entropy, and its main properties will be presented in the context of information theory. To establish a footing in the context of real world problems, non-extensive entropy will be generalized and then random disturbances will be introduced into the model. This part of the work will be concluded with the proposition of a statistical inference in the context of information theory.","PeriodicalId":133118,"journal":{"name":"Non-Extensive Entropy Econometrics for Low Frequency Series","volume":"88 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122760586","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

2 Extending to an Environmental Model 2扩展到环境模型

Non-Extensive Entropy Econometrics for Low Frequency Series Pub Date : 2017-01-31 DOI: 10.1515/9783110550443-020

S. Bwanakare

引用次数: 0

1 Information and its Main Quantitative Properties 1信息及其主要定量性质

Non-Extensive Entropy Econometrics for Low Frequency Series Pub Date : 2017-01-31 DOI: 10.1515/9783110550443-004

S. Bwanakare

引用次数: 0

3 Compensatory and Equivalent Variations: Two Types of Welfare Measurement 补偿和等效变化:两种类型的福利衡量

Non-Extensive Entropy Econometrics for Low Frequency Series Pub Date : 2017-01-31 DOI: 10.1515/9783110550443-021

S. Bwanakare

引用次数: 0

2 A SAM as a Walrasian Equilibrium Framework 作为瓦尔拉斯均衡框架的SAM

Non-Extensive Entropy Econometrics for Low Frequency Series Pub Date : 2017-01-31 DOI: 10.1515/9783110550443-010

S. Bwanakare

引用次数: 0

1 Position of the Problem 问题的位置

Non-Extensive Entropy Econometrics for Low Frequency Series Pub Date : 2017-01-31 DOI: 10.1515/9783110550443-009

S. Bwanakare

引用次数: 0

3 Optimal Behaviour and the General Equilibrium Model 3最优行为与一般均衡模型

Non-Extensive Entropy Econometrics for Low Frequency Series Pub Date : 2017-01-31 DOI: 10.1515/9783110550443-016

S. Bwanakare

引用次数: 0

2 The CGE Model Among Other Models 2 CGE模型和其他模型

Non-Extensive Entropy Econometrics for Low Frequency Series Pub Date : 2017-01-31 DOI: 10.1515/9783110550443-015

S. Bwanakare

引用次数: 0

5 A SAM and Multiplier Analysis: Economic Linkages and Multiplier Effects 资产管理与乘数分析:经济联系与乘数效应

Non-Extensive Entropy Econometrics for Low Frequency Series Pub Date : 2017-01-31 DOI: 10.1515/9783110550443-013

S. Bwanakare

引用次数: 0