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| 基于有向加权网络的价格传导时滞模型 | |
| 引用本文： | 王玥,佟仁城,刘轶芳. 基于有向加权网络的价格传导时滞模型[J]. 数学的实践与认识, 2011, 41(24) |
| 作者姓名： | 王玥 佟仁城 刘轶芳 |
| 作者单位： | 1. 中国科学院研究生院管理学院,北京100190;国家开发银行,北京100037 2. 中国科学院研究生院管理学院,北京,100190 3. 中央财经大学经济学院,北京,100081 |
| 基金项目： | 国家自然科学基金(70903068) |
| 摘 要： | 传统的投入产出价格模型利用矩阵描述并分析价格传导过程.因矩阵表述方式属二维模型,故而无法反映价格随时间变化的动态关系.利用有向加权网络描述各产业部门及部门间的价格传导关系,并将时间维度引入构建了价格传导网络模型,考察价格传导时滞的影响.与现有投入产出价格模型相比,模型具有以下三个优势:一是可计算任意时刻的价格传导波动,而传统投入产出价格模型只是该模型在价格传导时间趋向无穷时的特例;二是模型考虑了各部门不同的价格传导时滞的影响,对价格传导过程描述更加精确;三是该模型不受二维矩阵算法的限制,计算复杂度低,易于仿真模拟. |
| 关 键 词： | 价格模型 价格传导时滞 有向加权网络 投入产出 |
Dynamic Price Transmission Network Model Based on Directed Weighted Network |
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| WANG Yue , TONG Ren-cheng , LIU Yi-fang. Dynamic Price Transmission Network Model Based on Directed Weighted Network[J]. Mathematics in Practice and Theory, 2011, 41(24) | |
| Authors: | WANG Yue TONG Ren-cheng LIU Yi-fang |
| Affiliation: | WANG Yue~(1,2),TONG Ren-cheng~1,LIU Yi-fang~3 (1.School of Management,Chinese Academy of Sciences,Beijing 100190,China) (2.China Development Bank,Beijing 100037,China) (3.School of Economics,Central University of Finance and Economics,Beijing 100081,China) |
| Abstract: | The traditional Input-Output Price Model uses matrices to describe and analyze the process of price transmission.Since the matrix-based approach is a two-dimensional model,it cannot reflect the dynamic characteristics of price transmission with time.This paper uses the Directed Weighted Network to formulate the price transmission between various industrial sectors by taking the temporal dimension into account.In order to effectively evaluate the impact of the delay of price transmission,the Price Transmissi... |
| Keywords: | price model price transmission delay directed weighted network input-output model |
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