Economics and MAS

September 9th, 2009

Some recent articles by economists about the need for new [tag]economic theories[/tag] to replace neo-classical (aka mainstream, aka autistic) economics:

From Krugman’s article:

“As I see it, the economics profession went astray because economists, as a group, mistook beauty, clad in impressive-looking mathematics, for truth. Until the Great Depression, most economists clung to a vision of capitalism as a perfect or nearly perfect system. That vision wasn’t sustainable in the face of mass unemployment, but as memories of the Depression faded, economists fell back in love with the old, idealized vision of an economy in which rational individuals interact in perfect markets, this time gussied up with fancy equations. The renewed romance with the idealized market was, to be sure, partly a response to shifting political winds, partly a response to financial incentives. But while sabbaticals at the Hoover Institution and job opportunities on Wall Street are nothing to sneeze at, the central cause of the profession’s failure was the desire for an all-encompassing, intellectually elegant approach that also gave economists a chance to show off their mathematical prowess.

Unfortunately, this romanticized and sanitized vision of the economy led most economists to ignore all the things that can go wrong. They turned a blind eye to the limitations of human rationality that often lead to bubbles and busts; to the problems of institutions that run amok; to the imperfections of markets — especially financial markets — that can cause the economy’s operating system to undergo sudden, unpredictable crashes; and to the dangers created when regulators don’t believe in regulation.

It’s much harder to say where the economics profession goes from here. But what’s almost certain is that economists will have to learn to live with messiness. That is, they will have to acknowledge the importance of irrational and often unpredictable behavior, face up to the often idiosyncratic imperfections of markets and accept that an elegant economic “theory of everything” is a long way off. In practical terms, this will translate into more cautious policy advice — and a reduced willingness to dismantle economic safeguards in the faith that markets will solve all problems.

 . . . .

Such Keynesian thinking underlies the Obama administration’s economic policies — and the freshwater economists are furious. For 25 or so years they tolerated the Fed’s efforts to manage the economy, but a full-blown Keynesian resurgence was something entirely different. Back in 1980, Lucas, of the University of Chicago, wrote that Keynesian economics was so ludicrous that “at research seminars, people don’t take Keynesian theorizing seriously anymore; the audience starts to whisper and giggle to one another.” Admitting that Keynes was largely right, after all, would be too humiliating a comedown.

And so Chicago’s Cochrane, outraged at the idea that government spending could mitigate the latest recession, declared: “It’s not part of what anybody has taught graduate students since the 1960s. They [Keynesian ideas] are fairy tales that have been proved false. It is very comforting in times of stress to go back to the fairy tales we heard as children, but it doesn’t make them less false.” (It’s a mark of how deep the division between saltwater and freshwater runs that Cochrane doesn’t believe that “anybody” teaches ideas that are, in fact, taught in places like Princeton, M.I.T. and Harvard.)

Meanwhile, saltwater economists, who had comforted themselves with the belief that the great divide in macroeconomics was narrowing, were shocked to realize that freshwater economists hadn’t been listening at all. Freshwater economists who inveighed against the stimulus didn’t sound like scholars who had weighed Keynesian arguments and found them wanting. Rather, they sounded like people who had no idea what Keynesian economics was about, who were resurrecting pre-1930 fallacies in the belief that they were saying something new and profound.

And it wasn’t just Keynes whose ideas seemed to have been forgotten. As Brad DeLong of the University of California, Berkeley, has pointed out in his laments about the Chicago school’s “intellectual collapse,” the school’s current stance amounts to a wholesale rejection of Milton Friedman’s ideas, as well. Friedman believed that Fed policy rather than changes in government spending should be used to stabilize the economy, but he never asserted that an increase in government spending cannot, under any circumstances, increase employment. In fact, rereading Friedman’s 1970 summary of his ideas, “A Theoretical Framework for Monetary Analysis,” what’s striking is how Keynesian it seems.

And Friedman certainly never bought into the idea that mass unemployment represents a voluntary reduction in work effort or the idea that recessions are actually good for the economy. Yet the current generation of freshwater economists has been making both arguments. Thus Chicago’s Casey Mulligan suggests that unemployment is so high because many workers are choosing not to take jobs: “Employees face financial incentives that encourage them not to work . . . decreased employment is explained more by reductions in the supply of labor (the willingness of people to work) and less by the demand for labor (the number of workers that employers need to hire).” Mulligan has suggested, in particular, that workers are choosing to remain unemployed because that improves their odds of receiving mortgage relief. And Cochrane declares that high unemployment is actually good: “We should have a recession. People who spend their lives pounding nails in Nevada need something else to do.”

Personally, I think this is crazy. Why should it take mass unemployment across the whole nation to get carpenters to move out of Nevada? Can anyone seriously claim that we’ve lost 6.7 million jobs because fewer Americans want to work? But it was inevitable that freshwater economists would find themselves trapped in this cul-de-sac: if you start from the assumption that people are perfectly rational and markets are perfectly efficient, you have to conclude that unemployment is voluntary and recessions are desirable.

Yet if the crisis has pushed freshwater economists into absurdity, it has also created a lot of soul-searching among saltwater economists. Their framework, unlike that of the Chicago School, both allows for the possibility of involuntary unemployment and considers it a bad thing. But the New Keynesian models that have come to dominate teaching and research assume that people are perfectly rational and financial markets are perfectly efficient. To get anything like the current slump into their models, New Keynesians are forced to introduce some kind of fudge factor that for reasons unspecified temporarily depresses private spending. (I’ve done exactly that in some of my own work.) And if the analysis of where we are now rests on this fudge factor, how much confidence can we have in the models’ predictions about where we are going?”

 

 

JAAMAS Special Issue on MBC

August 26th, 2009

Thanks to the editors of the journal of Autonomous Agents and Multiagent Systems, we have prepared a special issue on the topic of the [tag]Market-Based Control[/tag] of Computational Systems.   The special issue editors’ Introduction to the issue can be found here.  

There were six papers accepted for the special issue after peer-review by anonymous reviewers:  

  • Borissov N, Neumann D, Weinhardt C: Automated bidding in computational markets: An application in market-based allocation of computing services.
  • Lewis PR, Marrow P, Yao X: Resource allocation in decentralised computational systems: An evolutionary market-based approach.
  • Niu J, Cai K, Parsons S, McBurney P, Gerding E: What the 2007 TAC Market Design Game tells us about effective auction mechanisms.
  • Sarne D, Manisterski E, Kraus S:  Multi-goal economic search using dynamic search structures.  
  • Phelps S, McBurney P, Parsons S: Evolutionary mechanism design: A review.
  • Vetsikas IA, Jennings NR: Bidding strategies for realistic multi-unit sealed-bid auctions.

We are very grateful to all those submitted papers to the special issue and to the preceeding international workshop, and to those who undertook peer reviews of the submissions.  The papers will be available from the journal web-pages in due course.

 

Mathematics in Finance and Economics

July 9th, 2009

ERCIM is a co-ordination organization for European universities and research institutes in mathematics and computer science.   Their latest newsletter (Ercim News #78) has a special section dedicated to mathematics in finance and economics.   At a first glance, most of the articles in this special theme section concern traditional differential equation-type models of financial markets.   

SIGecom Exchanges 8.1

July 8th, 2009

The latest issue of SIGecom Exchanges (volume 8.1), newsletter of the ACM Special Interest Group on e-Commerce, has just been published, and is available from here.

Auction-mania at Google

July 8th, 2009

Wired magazine recently ran an article about the use of auctions to allocate advertising space on Google searches.   One interesting fact is that [tag]Google[/tag] runs a real-time auction for advertising slots each and every time a search is undertaken — in other words, millions of [tag]auctions[/tag] per day!

“But as the business grew, Kamangar and Veach decided to price the slots on the side of the page by means of an auction. Not an eBay-style auction that unfolds over days or minutes as bids are raised or abandoned, but a huge marketplace of virtual auctions in which sealed bids are submitted in advance and winners are determined algorithmically in fractions of a second. Google hoped that millions of small and medium companies would take part in the market, so it was essential that the process be self-service. Advertisers bid on search terms, or keywords, but instead of bidding on the price per impression, they were bidding on a price they were willing to pay each time a user clicked on the ad. (The bid would be accompanied by a budget of how many clicks the advertiser was willing to pay for.) The new system was called AdWords Select . . .” 

 

 

CAT 2009 final games

July 8th, 2009

The final games of the 2009 CAT Tournament start tomorrow, Thursday 9 July 2009, at 1400 GMT.   Final Game 1 is tomorrow, with Games 2 and 3 on Monday 13th and Tuesday 14th respectively. You can watch each game here.

Watching the 2009 CAT Tournament

June 11th, 2009

The first trial game T1 of the 2009 CAT Market Design Tournament will start at 1400 British Summer Time (1300 GMT) on Monday 15 June 2009.   You can watch the progress of the game from this webpage.

2009 CAT Tournament

June 8th, 2009

Preparations are currently underway for the Trial Games of the 2009 TAC Market Design Tournament, aka the [tag]CAT Game[/tag], due to take place next week.   If you have already registered for the 2009 [tag]CAT Tournament[/tag], but you have not yet received connection information from the CAT Gamemester, please contact me as soon as possible.