ntInteractive Macroeconomics A microfoundation framework via a stochastic dynamic 2010

Interactive MacroeconomicsA microfoundation framework via a stochastic dynamicaggregation of heterogeneous agents

Corrado Di Guilmi

Simone Landini

Mauro Gallegati

April 30, 2010

C o nt e nt s

Indice 3I Motivations and Denitions 9

II Entropy based inference methods 69

3

4 CONTENTS

III Stochastic dynamics of macro-variables 183

CONTENTS 5

7.3 Gibbs randomelds. . . . . . . . . . . . . . . . . . . . . . . .208

7.4 The Hammersley-Cliord theorem. . . . . . . . . . . . . . . .210

6 CONTENTS

A Somenotesonobservables 417

CONTENTS 7B AnoteonGibb’sparadox 435Bibliography 450

8 CONTENTS

Part I

Motivations and Denitions

9