跨期决策中动态不一致性程度研究  

Research on the Degree of Dynamic Inconsistency in Intertemporal Decision Making

作　　者：陆阳[1] 庄新田[1] 

机构地区：[1]东北大学工商管理学院,辽宁沈阳110819

出　　处：《东北大学学报（自然科学版）》2015年第5期753-756,共4页Journal of Northeastern University(Natural Science)

基　　金：国家自然科学基金资助项目(71171042);中央高校基本科研业务费专项资金资助项目(N140604007)

摘　　要：通过对本科生和MBA学生分别进行跨期决策实验,估计各跨期选择模型(指数函数、简单双曲线、拟双曲线和q指数函数)的参数及拟合度AICc.同时还比较了两种测量动态不一致程度的方法.结果发现:无论实验对象是否有工作经验,使用q指数函数的贴现模型总能产生最小的AICc值,因此是最优模型;基于对数时间理论的测量方法捕获了动态不一致性的本质,是测量动态不一致性程度的最优方法.The parameters and AICc （Akaike information criterion with small sample correction） of intertemporal choice models （exponential, simple hyperbolic, quasi hyperbolic and q- exponential） for undergraduate students and MBA students were estimated respectively. Meanwhile, two methods indicating the degree of inconsistency were compared. The results showed that the q-exponential discount model always generates the minimum AICc value regardless of working experience, and it is thus regarded as the optimal discount model; the method based on the logarithmic time-perception theory captures the essence of dynamic inconsistency, and it thus serves as the optimal approach to measure the degree of dynamic inconsistency.

关 键 词：动态不一致性 跨期决策 经济物理学 对数时间理论 

分 类 号：F830[经济管理—金融学]