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解释和预测经济活动的心理组成
Explaining and Forecasting the Psychological Component of Economic Activity |
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| 课程网址: |
http://videolectures.net/ccss09_lux_eaftpc/
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| 主讲教师: |
Thomas Lux
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| 开课单位: |
阿尔布雷希茨大学
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| 开课时间: |
2009-07-10
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| 课程语种: |
英语
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| 中文简介: |
我们发展了一种方法来估计动态意见或期望形成过程与社会互动的参数。我们研究了一个简单的随机框架的意见形成集体过程的一组代理人谁面临一个二元决策问题。个人决策的总体动态可以通过控制选择的集合平均值的随机过程进行分析。该集合平均值的瞬态密度的数值近似允许基于对社会动力学的离散观测来评估似然函数。这种通用方法可用于从各种可用的汇总数据估计各种意见形成过程的参数。我们的应用包括：（i）识别知名商业气候指数中的互动效应，以及（i i）分析德国股市的情绪数据。在这两种情况下，我们都发现了强有力的社会互动证据，有可能导致受访者的平均情绪突然波动。这样，就可以识别出经济数据中的心理成分或动物精神的印记。
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| 课程简介: |
We develop a methodology for estimating the parameters of dynamic opinion or expectation formation processes with social interactions. We study a simple stochastic framework of a collective process of opinion formation by a group of agents who face a binary decision problem. The aggregate dynamics of the individuals’ decisions can be analyzed via the stochastic process governing the ensemble average of choices. Numerical approximations to the transient density for this ensemble average allow the evaluation of the likelihood function on the base of discrete observations of the social dynamics. This generic approach can be used to estimate the parameters of various opinion formation processes from a variety of available aggregate data. Our applications include: (i) identification of interaction effects in a well-known business climate index as well as (ii) analysis of sentiment data from the German stock market. In both cases we find strong evidence of strong social interactions with the potential of generating abrupt swings in the average mood of respondents. In this way, the psychological component or the imprints of animal spirits in economic data can be identified.
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| 关 键 词: |
社交互动; 经济心理学; 社会心理学
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| 课程来源: |
视频讲座网
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| 最后编审: |
2020-06-22：chenxin
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| 阅读次数: |
43
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