共查询到19条相似文献,搜索用时 93 毫秒
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本文在经典的Ramsey-Cass-Koopmans(RCK)经济增长模型中 内生生育率、建立了一个能刻划经济增长和人口增长相互作用的RCK模型,证明此模型在生产函数满足一定条件下存在最优增长路径和稳态解。 相似文献
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运用时间序列模型的动态计量方法对科研投入的效果进行分析.以GDP作为检验科研投入效果的经济指标,对1980-2001年我国科研投入对经济增长的贡献作用进行实证分析,构建了科研投入与GDP的自回归分布滞后(ADL)模型,以此为起点并结合平稳性检验和协整检验建立了动态计量经济学模型的一般形式即误差修正模型(ECM),该模型刻画了科研投入与经济增长二者之间长期稳定的均衡关系. 相似文献
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宏观经济计量模型是当今世界各国普遍采用的一种研究国民经济运行情况的有效工具,主要应用于结构分析、经济政策评价和经济发展预测。本论文探索建立一个宏观经济月度计量模型,运用建立的月度计量模型进行短期预测,为经济决策提供依据。 相似文献
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保险系统中一种推广风险模型的破产概率 总被引:17,自引:0,他引:17
将经典复合 Poisson风险模型推广至更为一般情况 ,其中保单以 Poisson分布流到达且收取的保费为随机变量 ,建立一种双复合 Poisson风险模型 .对此模型 ,得到了最终破产概率的一般表达式和破产概率的一个上界估计值 . 相似文献
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在求解一般经济订货批量(EOQ)模型时,国内外文献通用的解法是多元函数求极值的微分学方法。本文提出了一种基于模型结构的初等数学解法。这一解法不仅简单易懂,且能将模型的一些重要性质鲜明地揭示出来,如:装配费等于一个周期内的总存贮费与总缺货费之和,而这是微分学解法所经常忽略的。 相似文献
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货币供给动态调控模型及其稳定性 总被引:2,自引:0,他引:2
根据我国货币政策传导机制并结合目前经济金融形势,建立了货币供给系统的一般动态模型,为了便于分析系统的稳定性,在此基础上建立前向离散货币供给系统简化模型并用经济控制论的方法分析了系统的稳定性。 相似文献
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从我国当前经济系统中消费、投资和出口的实际作用和现有的国民经济数据统计口径出发,借助于L eon tief平衡模型,对经典的华氏经济增长模型进行了改进,推广了一类具有实用性的华氏宏观经济增长模型,论证了该经济增长模型存在实现宏观经济均衡增长的条件,并且给出了利用实际经济数据估算投入系数的方法,同时指出了推广的华氏宏观经济增长模型和实用宏观经济增长模型、经典华氏经济增长模型之间的关系. 相似文献
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近20年来,金融中Levy模型与蒙特卡洛仿真技术日益受到重视. 在连续时间过程的金融建模中带跳跃的Levy模型相比于连续轨道的布朗运动模型能很好地刻画市场的跳跃,更好地拟合金融数据的统计特征,更准确地对衍生品定价. 但是,相较于经典的Black-Scholes模型,用Levy模型对衍生品定价以及求解对冲策略的计算复杂度大大增加. 蒙特卡洛仿真成为Levy模型计算中最重要的方法之一. 首先详细地介绍了Levy模型引入的背景,并引出仿真方法在其中重要的应用价值. 最后,简要地给出了Levy过程仿真及其梯度估计的基本方法. 相似文献
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Pedro J. Gutiérrez 《Applied Mathematical Finance》2013,20(4):283-316
This paper explores the relationships between money, prices, uncertainty and interest rates in a stochastic general equilibrium model. Taking a non-aggregate pure exchange economy with time and uncertainty as the starting point, money is introduced as a means to keep track of past transactions of goods and insurance services and as an instrument to settle debts. As a result, in this stochastic general equilibrium model the desire to hold money arises from the demand of goods and services, Arrow-Debreu securities, and assets. Since these sources of demand for money are strongly related to the economy output, the economy degree of uncertainty, and the interest rates, this paper provides not only an alternative framework to the traditional keynesian analysis of the liquidity preference, but also an extension of the cash-in-advance models for introducing money in a general equilibrium model. 相似文献
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This paper deals with the dynamics of multiregional systems in which economic growth is strictly dependent on the capital accumulation process and multisectoral multiregional interactions evolve within a general equilibrium context. The input-output approach allows an analysis based on the structural properties of the matrices representing the linkages among the different parts of the multiregional economy. The singularity of the regional matrices of capital input coefficients is realistically imposed, and the forward-in-time projection of the model is made possible by a suitable partition of the system. Moreover, the existence and relative stability of a balanced growth path are discussed under the assumption that each sector in the economy requires, directly or indirectly, either some current flow or some capital input from all the other sectors operating in the same and in the other regions. The model is applied to the Italian economy at 1985 within a biregional framework. 相似文献
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《Operations Research Letters》2023,51(1):33-39
A compact operations research (OR) model is proposed to analyse the prospects of meeting the Paris Agreement targets when direct air capture technologies can be used or not. The main features of the OR model are (i) the representation of the economy and energy use with a nested constant elasticity of substitution production function; (ii) the representation of climate policy through the use of a safety emissions budget concept; and (iii) the representation of an international emissions trading scheme for the implementation of climate policy. Using dynamic optimisation, several contrasting scenarios are analysed and the potential use of the model in future developments of climate/economy modelling is discussed. 相似文献
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For industrialised economy of ourdays, remanufacturing represents perhaps the largest unexploited resource and opportunity
for realising a greater growth of the economy in an environmental-conscious manner. The aim of this paper is to investigate
of the impact of remanufacturing in the economy from an economic-efficiency point of view. In static context this phenomenon
was analysed in the literature. We use the multi-sector input–output framework in a dynamic context to study intra-period
relationships of the sectors of economy. We extend the classical dynamic input–output model taking into consideration the
activity of remanufacturing .We try to answer the question, whether the remanufacturing/reuse increases the growth possibility
of an economy. We expose a sufficient condition concerning the effectivity of an economy with remanufacturing. By this evaluation
we analyse a possible sustainable development of the economy on the basis of the product recovery management of industries. 相似文献
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Meiyan Fu & Tiao Lu 《高等学校计算数学学报(英文版)》2021,14(4):1110-1135
A general one-fluid cavitation model is proposed for a family of Mie-Grüneisen equations of state (EOS), which can provide a wide application of cavitation flows, such as liquid-vapour transformation and underwater explosion. An
approximate Riemann problem and its approximate solver for the general cavitation
model are developed. The approximate solver, which provides the interface pressure
and normal velocity by an iterative method, is applied in computing the numerical
flux at the phase interface for our compressible multi-medium flow simulation on
Eulerian grids. Several numerical examples, including Riemann problems and underwater explosion applications, are presented to validate the cavitation model and
the corresponding approximate solver. 相似文献
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In this research we examine the ability of West’s bubble test [1] in detecting speculative bubbles using Brock’s (1982) [2] intertemporal general equilibrium model of asset pricing as the basis for a simulation study. In this setting, (1) the economy, by construction is efficient and produces the maximally possible amount of welfare for society, and (2) asset prices reflect the utility-maximizing behavior of consumers and the profit-maximizing behavior of firms. We find that the West’s bubble test flag as “bubbles” in the simulated data yet the data is produced from an economy in which markets are efficient in welfare production. 相似文献