经济学中的信息论方法

INFORMATION THEORETIC APPROACHES IN ECONOMICS

Journal of Economic Surveys · 2017
被引 29
人大 AABS 2

中文导读

综述信息论在经济学中的应用,重点介绍熵和统计均衡的概念,它们能同时解释系统的中心趋势和内生波动,为传统方法难以处理的经济问题提供新见解。

Abstract

Abstract Economics has seen a recent rise in interest in information theory as an alternative framework to the conventional notion of equilibrium as a fixed state, such as Walrasian market‐clearing general equilibrium. The information theoretic approach is predicated on the notion of statistical equilibrium (SE) that takes a distribution over all possible states as an equilibrium, and therefore predicts the endogenous fluctuations of the system along with its central tendency simultaneously. For this reason, SE approaches can explain the observed data without relying on arbitrary assumptions about random noise and provide useful insights for many interesting economic problems that conventional methods have not been able to satisfactorily deal with. In this paper, we review the key elements of information theory focusing on the notions and applications of entropy and SE in economics, particularly paying attention to how entropy concepts open up a new frontline of economic research.

信息理论统计均衡经济波动