Publication: El control de sistemas dinámicos caóticos en economía: una aplicación a las reglas de política monetaria
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2016-12-16
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Universidad Complutense de Madrid
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Abstract
Esta tesis vincula el estudio de los sistemas dinámicos caóticos con la teoría del control para explorar la relación que existe entre los métodos de control del caos y las reglas de política monetaria. En ambos casos está presente un objetivo estabilizador; de una parte, los métodos de control del caos buscan corregir movimientos irregulares estabilizando alguna de las orbitas periódicas inestables que se encuentran en un atractor extraño, esto es, llevar al sistema de un comportamiento caótico a un comportamiento regular; mientras que en economía, los policy maker fijan una meta para las variables objetivo de política y buscan que el valor fijado coincida con el valor observado. La forma con la cual se estabiliza es a través del empleo de reglas de control realimentado que operan reduciendo la diferencia entre el valor observado para la variable y su valor fijado, empleando para ello un instrumento de control. Así, las reglas de control de sistemas dinámicos caóticos y las reglas de política tienen como objetivo que el sistema en el cual sean aplicadas tenga un comportamiento deseado. Buscamos aplicar en esta tesis las técnicas de control de los sistemas dinámicos caóticos, en particular, el método OGY de control del caos, al diseño de reglas de política monetaria para comprobar su potencial estabilizador en las variables económicas. Pretendemos mostrar que el caos se puede controlar y que los métodos desarrollados para su control pueden servir de herramientas prácticas para la elaboración de políticas de estabilización. El método que empleamos aquí se puede aplicar en cualquier sistema dinámico que presente comportamiento caótico...
This thesis links the study of chaotic dynamical systems with control theory to explore the relationship between chaos control methods and rules of monetary policy. In both cases a stabilizing target is present; on the one hand, chaos control methods seek to correct any irregular movements stabilizing unstable periodic orbits that are in a strange attractor, ie lead to chaotic behavior system to regulate behavior; while in economy, policy maker set a target for variables and seek policy objective than the set value matches the observed value. The way in which it is stabilized through the use of feedback control rules that operate reducing the difference between the observed value for the variable and its set value, employing an instrument of control. Thus, the rules control chaotic dynamical systems and policy rules aim the system in which they are applied has a desired behavior. In this thesis we seek to apply the techniques of control of chaotic dynamical systems, in particular OGY chaos control method, the design of monetary policy rules to check its potential in stabilizing economic variables. We intend to show that chaos can be controlled and developed methods for control can serve as practical tools for the development of stabilization policies. The method used here can be applied to any behavior that this chaotic dynamic system...
This thesis links the study of chaotic dynamical systems with control theory to explore the relationship between chaos control methods and rules of monetary policy. In both cases a stabilizing target is present; on the one hand, chaos control methods seek to correct any irregular movements stabilizing unstable periodic orbits that are in a strange attractor, ie lead to chaotic behavior system to regulate behavior; while in economy, policy maker set a target for variables and seek policy objective than the set value matches the observed value. The way in which it is stabilized through the use of feedback control rules that operate reducing the difference between the observed value for the variable and its set value, employing an instrument of control. Thus, the rules control chaotic dynamical systems and policy rules aim the system in which they are applied has a desired behavior. In this thesis we seek to apply the techniques of control of chaotic dynamical systems, in particular OGY chaos control method, the design of monetary policy rules to check its potential in stabilizing economic variables. We intend to show that chaos can be controlled and developed methods for control can serve as practical tools for the development of stabilization policies. The method used here can be applied to any behavior that this chaotic dynamic system...
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Tesis inédita de la Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Departamento de Economía Aplicada III (Política Económica), leída el 21/01/2016