Koncepcje niepewności a modele ekonomiczne

• Autorzy: Jan Kultys

Warianty tytułu

Conceptions of Uncertainty Versus Economic Models

• Języki publikacji: PL

Abstrakty

Niepewność w rzeczywistości gospodarczej, sposoby jej rozumienia i opisywania mają istotny wpływ na modele mikro- i makroekonomiczne i wynikające z nich wnioski. Autor omówił różne interpretacje pojęcia prawdopodobieństwa wykorzystywanego do opisu niepewności, przedstawił podstawowe kategorie niepewności z punktu widzenia ekonomii i niektóre teoretyczne stanowiska dotyczące jej natury i poznawania. Zaprezentował zarys modelu endogenicznych racjonalnych oczekiwań, a także rozróżnienie wiedzy i informacji i związanych z tym wniosków dla rozumienia niepewności.

EN

The present paper deals with the impact of different ways of understanding uncertainty and methods of its description on the shape of economic models. From the point of view of economy uncertainty may be endogenic or exogenous. Uncertainty and probabilities that describe it are regarded as measurable or nonmeasurable, whereas probability is interpreted as objective or subjective. Muth and Lucas, representatives of rational expectations, make an assumption that probabilities are measurable and also that they are subject of cognition. Knight believes that probability is an object in the process of cognition. He also makes a distinction between uncertainty (non-measurable probability) and risk (measurable probability). For Keynes uncertainty cannot be measured and probability lends itself to cognition. In the fourth group of opinions (Friedman and Savage) uncertainty is measurable in terms of subjective probabilities. The model of endogenous rational expectations (Palley 1993) constitutes an attempt at combining various standpoints in the analysis of uncertainty. Minkler (1993) distinguishes structural uncertainty from parametric uncertainty, which is a weaker from of uncertainty in terms of knowledge differentation and information. In the decision making theory the dominant theory of uncertainty is the model of expected utility. Numerous expertiments repudiating the axioms of the independence and transitiveness of preferences led to the creation of a great number of alternative models. Models of non-expected utility are able to describe the behaviour contradicting the axiom of independence, whereas the model of expected regret also describes types of behaviour with intransitive, cyclical preferences. (original abstract)

Słowa kluczowe

PL

Niepewność w decyzjach gospodarczych; Modele ekonomiczne; Teoria ekonomii; Zmienna objaśniająca

EN

Uncertainty in economic decisions; Economic models; Economic theory; Exogenous variable

• Czasopismo: Zeszyty Naukowe / Akademia Ekonomiczna w Krakowie
• Rocznik: 1996
• Numer: nr 476
• Strony: 25--45

Twórcy

autor

Jan Kultys

Bibliografia

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