Probabilidad e incertidumbre en Keynes. Una revisión de tipo bayesiano
Este articulo analiza el concepto de probabilidad en la obra de Keynes y propone un metodo para formalizar la nocion de la incertidumbre en la Teoría general utilizando el teorema de Bayes y el principio de maxima entropia. Una de las principales conclusiones es que, a pesar de compartir su rechazo...
- Autores:
-
Jacobo, Juan Esteban
- Tipo de recurso:
- Article of journal
- Fecha de publicación:
- 2021
- Institución:
- Universidad Externado de Colombia
- Repositorio:
- Biblioteca Digital Universidad Externado de Colombia
- Idioma:
- spa
- OAI Identifier:
- oai:bdigital.uexternado.edu.co:001/12271
- Acceso en línea:
- https://bdigital.uexternado.edu.co/handle/001/12271
https://doi.org/10.18601/01245996.v23n45.07
- Palabra clave:
- entropy, Bayes’ theorem, uncertainty, Keynes
B16, B31, C11
entropia, teorema de Bayes, incertidumbre, Keynes
B16, B31, C11
entropia, teorema de Bayes, incerteza, Keynes
B16, B31, C11
- Rights
- openAccess
- License
- Juan Esteban Jacobo - 2021
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| dc.title.spa.fl_str_mv |
Probabilidad e incertidumbre en Keynes. Una revisión de tipo bayesiano |
| dc.title.translated.eng.fl_str_mv |
Uncertainty and probability in Keynes. A Bayesian-type review |
| title |
Probabilidad e incertidumbre en Keynes. Una revisión de tipo bayesiano |
| spellingShingle |
Probabilidad e incertidumbre en Keynes. Una revisión de tipo bayesiano entropy, Bayes’ theorem, uncertainty, Keynes B16, B31, C11 entropia, teorema de Bayes, incertidumbre, Keynes B16, B31, C11 entropia, teorema de Bayes, incerteza, Keynes B16, B31, C11 |
| title_short |
Probabilidad e incertidumbre en Keynes. Una revisión de tipo bayesiano |
| title_full |
Probabilidad e incertidumbre en Keynes. Una revisión de tipo bayesiano |
| title_fullStr |
Probabilidad e incertidumbre en Keynes. Una revisión de tipo bayesiano |
| title_full_unstemmed |
Probabilidad e incertidumbre en Keynes. Una revisión de tipo bayesiano |
| title_sort |
Probabilidad e incertidumbre en Keynes. Una revisión de tipo bayesiano |
| dc.creator.fl_str_mv |
Jacobo, Juan Esteban |
| dc.contributor.author.spa.fl_str_mv |
Jacobo, Juan Esteban |
| dc.subject.eng.fl_str_mv |
entropy, Bayes’ theorem, uncertainty, Keynes B16, B31, C11 |
| topic |
entropy, Bayes’ theorem, uncertainty, Keynes B16, B31, C11 entropia, teorema de Bayes, incertidumbre, Keynes B16, B31, C11 entropia, teorema de Bayes, incerteza, Keynes B16, B31, C11 |
| dc.subject.spa.fl_str_mv |
entropia, teorema de Bayes, incertidumbre, Keynes B16, B31, C11 entropia, teorema de Bayes, incerteza, Keynes B16, B31, C11 |
| description |
Este articulo analiza el concepto de probabilidad en la obra de Keynes y propone un metodo para formalizar la nocion de la incertidumbre en la Teoría general utilizando el teorema de Bayes y el principio de maxima entropia. Una de las principales conclusiones es que, a pesar de compartir su rechazo del enfoque frecuentista de la estadistica, es poco razonable pensar que no se pueden determinar probabilidades numericas, aunque se cumpla algun criterio de objetividad. |
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2021 |
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2021-07-01 07:01:15 2022-09-09T21:18:55Z |
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2021-07-01 07:01:15 2022-09-09T21:18:55Z |
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2021-07-01 |
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Artículo de revista |
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10.18601/01245996.v23n45.07 |
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2346-2450 |
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0124-5996 |
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spa |
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https://revistas.uexternado.edu.co/index.php/ecoins/article/download/7338/10065 |
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Núm. 45 , Año 2021 : Julio-diciembre |
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162 |
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45 |
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Revista de Economía Institucional |
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<p>Bateman, B. (1987). Keynes’s changing conception of probability. Economics and Philosophy, 3(1), 97-119.<br>Bauwens, L., Lubrano, M. y Richard, J.-F. (2000). Bayesian inference in dynamic econometric models. Oxford: Oxford University Press.<br>Carabelli, A. (1988). On Keynes’s method. Nueva York: Palgrave Macmillan.<br>Cover, T. y Thomas, J. (2006). Elements of information theory. Hoboken: Wiley & Sons.<br>Cox, R. (1961). The algebra of probable inference. Baltimore: The John Hopkins Press.<br>Feduzi, A. (2007). On the relationship between Keynes’s conception of evidential weight and the Ellsberg Paradox. Journal of Economic Psychology, 28(5), 545-565.<br>Feduzi, A., Runde, J. y Zappia, C. (2013). De Finetti on Uncertainty. Cambridge Journal of Economics, 38(1), 1-21.<br>Jaynes, E. (1957). Information theory and statistical mechanics. The Physical Review, 106(4), 620-630.<br>Jaynes, E. (2003). Probability theory: The logic of science. Cambridge: Cambridge University Press.<br>Keynes, J. M. (1921). A treatise on probability. En E. Johnson y D. Moggridge (eds.), The collected writings of John Maynard Keynes, v. VIII. Cambridge: Cambridge University Press for the Royal Society.<br>Keynes, J. M. (1933). Essays in biography En E. Johnson y D. Moggridge (eds.), The collected writings of John Maynard Keynes, v. X. Cambridge: Cambridge University Press for the Royal Society.<br>Keynes, J. M. (1936). The general theory. En E. Johnson y D. Moggridge (eds.), The collected writings of John Maynard Keynes (vol. VII). Cambridge: Cambridge University Press for the Royal Society.<br>Keynes, J. M. (1973). The general theory and after: Part II. Defence and development. En E. Johnson y D. Moggridge (eds.), The collected writings of John Maynard Keynes, v. XIV. Cambridge: Cambridge University Press for the Royal Society.<br>Lindley, D. (1987). Using expert advice on a skew judgmental distribution. Operations Research, 35(5), 716-721.<br>Lindley, D. (2000). The philosophy of statistics. Journal of the Royal Society. Series D, 49(3), 293-337.<br>O’Donnel, R. (1989). Keynes: Philosophy, economics and politics. Nueva York: Palgrave Macmillan.<br>Patinkin, D. (1976). Keynes and econometrics: On the interaction between the macroeconomic revolutions of the interwar period. Econometrica, 44(6), 1091-1123.<br>Ramsey, F. (1960). Truth and probability [1926]. En R. Braithwaite, The foundations of mathematics and other logical essays. Londres: Littlefield, Adams & Co.<br>Roncaglia, A. (2009). Keynes and probability: An assessment. The European Journal of the History of Economic Thought, 16(3), 489-510.<br>Samuelson, P. (1946). Lord Keynes and the General Theory. Econometrica, 14(3), 187-200.<br>Zellner, A. (1971). An introduction to Bayesian inference in econometrics. Nueva York: Wiley.<br>Zellner, A. (1991). Bayesian methods and entropy in economics and econometrics. En W. Grandy e I. Shick, Maximum entropy and Bayesian methods. Fundamental theories of physics. Dordrecht: Springer.</p> |
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Jacobo, Juan Esteban932114da-1818-4c31-8260-2585da3bb4e72021-07-01 07:01:152022-09-09T21:18:55Z2021-07-01 07:01:152022-09-09T21:18:55Z2021-07-01Este articulo analiza el concepto de probabilidad en la obra de Keynes y propone un metodo para formalizar la nocion de la incertidumbre en la Teoría general utilizando el teorema de Bayes y el principio de maxima entropia. Una de las principales conclusiones es que, a pesar de compartir su rechazo del enfoque frecuentista de la estadistica, es poco razonable pensar que no se pueden determinar probabilidades numericas, aunque se cumpla algun criterio de objetividad.This paper analyzes the concept of probability in Keynes’ work and proposes a method for formalizing the notion of uncertainty in the General Theory using Bayes’ theorem and the principle of maximum entropy. One of the main conclusions is that, despite sharing his rejection of the frequentist approach to statistics, it is unreasonable to think that numerical probabilities cannot be determined, even if some criterion of objectivity is met.application/pdf10.18601/01245996.v23n45.072346-24500124-5996https://bdigital.uexternado.edu.co/handle/001/12271https://doi.org/10.18601/01245996.v23n45.07spaUniversidad Externado de Colombiahttps://revistas.uexternado.edu.co/index.php/ecoins/article/download/7338/10065Núm. 45 , Año 2021 : Julio-diciembre1624513723Revista de Economía Institucional<p>Bateman, B. (1987). Keynes’s changing conception of probability. Economics and Philosophy, 3(1), 97-119.<br>Bauwens, L., Lubrano, M. y Richard, J.-F. (2000). Bayesian inference in dynamic econometric models. Oxford: Oxford University Press.<br>Carabelli, A. (1988). On Keynes’s method. Nueva York: Palgrave Macmillan.<br>Cover, T. y Thomas, J. (2006). Elements of information theory. Hoboken: Wiley & Sons.<br>Cox, R. (1961). The algebra of probable inference. Baltimore: The John Hopkins Press.<br>Feduzi, A. (2007). On the relationship between Keynes’s conception of evidential weight and the Ellsberg Paradox. Journal of Economic Psychology, 28(5), 545-565.<br>Feduzi, A., Runde, J. y Zappia, C. (2013). De Finetti on Uncertainty. Cambridge Journal of Economics, 38(1), 1-21.<br>Jaynes, E. (1957). Information theory and statistical mechanics. The Physical Review, 106(4), 620-630.<br>Jaynes, E. (2003). Probability theory: The logic of science. Cambridge: Cambridge University Press.<br>Keynes, J. M. (1921). A treatise on probability. En E. Johnson y D. Moggridge (eds.), The collected writings of John Maynard Keynes, v. VIII. Cambridge: Cambridge University Press for the Royal Society.<br>Keynes, J. M. (1933). Essays in biography En E. Johnson y D. Moggridge (eds.), The collected writings of John Maynard Keynes, v. X. Cambridge: Cambridge University Press for the Royal Society.<br>Keynes, J. M. (1936). The general theory. En E. Johnson y D. Moggridge (eds.), The collected writings of John Maynard Keynes (vol. VII). Cambridge: Cambridge University Press for the Royal Society.<br>Keynes, J. M. (1973). The general theory and after: Part II. Defence and development. En E. Johnson y D. Moggridge (eds.), The collected writings of John Maynard Keynes, v. XIV. Cambridge: Cambridge University Press for the Royal Society.<br>Lindley, D. (1987). Using expert advice on a skew judgmental distribution. Operations Research, 35(5), 716-721.<br>Lindley, D. (2000). The philosophy of statistics. Journal of the Royal Society. Series D, 49(3), 293-337.<br>O’Donnel, R. (1989). Keynes: Philosophy, economics and politics. Nueva York: Palgrave Macmillan.<br>Patinkin, D. (1976). Keynes and econometrics: On the interaction between the macroeconomic revolutions of the interwar period. Econometrica, 44(6), 1091-1123.<br>Ramsey, F. (1960). Truth and probability [1926]. En R. Braithwaite, The foundations of mathematics and other logical essays. Londres: Littlefield, Adams & Co.<br>Roncaglia, A. (2009). Keynes and probability: An assessment. The European Journal of the History of Economic Thought, 16(3), 489-510.<br>Samuelson, P. (1946). Lord Keynes and the General Theory. Econometrica, 14(3), 187-200.<br>Zellner, A. (1971). An introduction to Bayesian inference in econometrics. Nueva York: Wiley.<br>Zellner, A. (1991). Bayesian methods and entropy in economics and econometrics. En W. Grandy e I. Shick, Maximum entropy and Bayesian methods. Fundamental theories of physics. Dordrecht: Springer.</p>Juan Esteban Jacobo - 2021info:eu-repo/semantics/openAccesshttp://purl.org/coar/access_right/c_abf2Esta obra está bajo una licencia internacional Creative Commons Atribución-NoComercial-CompartirIgual 4.0.http://creativecommons.org/licenses/by-nc-sa/4.0https://revistas.uexternado.edu.co/index.php/ecoins/article/view/7338entropy, Bayes’ theorem, uncertainty, KeynesB16, B31, C11entropia, teorema de Bayes, incertidumbre, KeynesB16, B31, C11entropia, teorema de Bayes, incerteza, KeynesB16, B31, C11Probabilidad e incertidumbre en Keynes. Una revisión de tipo bayesianoUncertainty and probability in Keynes. A Bayesian-type reviewArtículo de revistahttp://purl.org/coar/resource_type/c_6501http://purl.org/coar/resource_type/c_6501http://purl.org/coar/resource_type/c_2df8fbb1http://purl.org/coar/version/c_970fb48d4fbd8a85Textinfo:eu-repo/semantics/articleJournal articlehttp://purl.org/redcol/resource_type/ARTREFinfo:eu-repo/semantics/publishedVersionPublicationOREORE.xmltext/xml2514https://bdigital.uexternado.edu.co/bitstreams/aaa3b4da-58bc-41bc-95be-23b81d4c9c8a/downloadd922b796102898e0d6276378be773e15MD51001/12271oai:bdigital.uexternado.edu.co:001/122712023-08-14 15:22:51.057http://creativecommons.org/licenses/by-nc-sa/4.0Juan Esteban Jacobo - 2021https://bdigital.uexternado.edu.coUniversidad Externado de Colombiametabiblioteca@metabiblioteca.org |