Expectativas semiadaptativas nos modelos macroeconômicos multiagentes Uma aplicação à análise da fragilidade financeira empresarial

DOI:  https://doi.org/10.12804/revistas.urosario.edu.co/economia/a.8627

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Publicado: mar 31, 2020
Edição: v. 23 n. 1 (2020)
Seção Artigos


Palavras-chave: expectativas semiadaptativas modelação macroeconômica multiagentes fragilidade financeira simulações numéricas

Conteúdo do artigo principal

Autores

Rémi Stellian
Pontificia Universidad Javeriana
  Jenny Paola Danna-Buitrago
Fundación Universitaria Los Libertadore
David Andrés Londoño Bedoya
Pontificia Universidad Javeriana, Bogotá

Resumo

Este artigo propõe uma nova classe de expectativas para os modelos macroeconômicos multiagentes. Se modificam as expectativas adaptativas, as quais constituem a norma na modelação macroeconômica multiagentes, para converte-las em expectativas semiadaptativas. Este novo mecanismo de expectativas se caracteriza por uma volatilidade em relação com a influência dos sentimentos de optimismo/pessimismo na cognição dos agentes. Então, as expectativas semiadaptativas são integradas em um modelo macroeconômico multiagentes para ilustrar seu impacto na fragilidade financeira das empresas. Entre os resultados obtidos, se evidência que as empresas podem limitar a magnitude de sua fragilidade financeira se formulam suas expectativas de ingressos com um grau máximo de volatilidade ao redor de uma expectativa inicial que serve de quase-referência de logo prazo.

Biografia do Autor

Rémi Stellian, Pontificia Universidad Javeriana

Profesor Asociado, Departamento de Administración de Empresas

Jenny Paola Danna-Buitrago, Fundación Universitaria Los Libertadore

Directora de Investigación

David Andrés Londoño Bedoya, Pontificia Universidad Javeriana, Bogotá

Profesor Asociado, Departamento de Administración de Empresas
Como Citar
Stellian, R., Danna-Buitrago, J. P., & Londoño Bedoya, D. A. (2020). Expectativas semiadaptativas nos modelos macroeconômicos multiagentes Uma aplicação à análise da fragilidade financeira empresarial. Revista De Economía Del Rosario, 23(1), 65–108. https://doi.org/10.12804/revistas.urosario.edu.co/economia/a.8627
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