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摘要翻译：
我们考虑收益平均的一小组公理--递归性、连续性和目前的边界条件。这些性质产生了一个唯一的平均函数，即反射布朗运动的密度，其漂移始于当前收入，并在过去收入中移动。当在短期内进行平均时，加权函数渐近收敛于高斯函数。当在长视界上进行平均时，权重函数收敛于指数分布。对于所有的中间平均尺度，我们导出了一个在两者之间插值的显式解。
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英文标题：
《On Vickrey's Income Averaging》
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作者：
Stefan Steinerberger, Aleh Tsyvinski
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最新提交年份：
2020
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分类信息：
一级分类：Economics 经济学
二级分类：Theoretical Economics 理论经济学
分类描述：Includes theoretical contributions to Contract Theory, Decision Theory, Game Theory, General Equilibrium, Growth, Learning and Evolution, Macroeconomics, Market and Mechanism Design, and Social Choice.
包括对契约理论、决策理论、博弈论、一般均衡、增长、学习与进化、宏观经济学、市场与机制设计、社会选择的理论贡献。
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一级分类：Economics 经济学
二级分类：Econometrics 计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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英文摘要：
We consider a small set of axioms for income averaging -- recursivity, continuity, and the boundary condition for the present. These properties yield a unique averaging function that is the density of the reflected Brownian motion with a drift started at the current income and moving over the past incomes. When averaging is done over the short past, the weighting function is asymptotically converging to a Gaussian. When averaging is done over the long horizon, the weighing function converges to the exponential distribution. For all intermediate averaging scales, we derive an explicit solution that interpolates between the two.
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PDF链接：
https://arxiv.org/pdf/2004.06289
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