基于有向加權(quán)網(wǎng)絡(luò)的價格傳導(dǎo)時滯模型
發(fā)布時間:2018-08-09 11:09
【摘要】:傳統(tǒng)的投入產(chǎn)出價格模型利用矩陣描述并分析價格傳導(dǎo)過程.因矩陣表述方式屬二維模型,故而無法反映價格隨時間變化的動態(tài)關(guān)系.利用有向加權(quán)網(wǎng)絡(luò)描述各產(chǎn)業(yè)部門及部門間的價格傳導(dǎo)關(guān)系,并將時間維度引入構(gòu)建了價格傳導(dǎo)網(wǎng)絡(luò)模型,考察價格傳導(dǎo)時滯的影響.與現(xiàn)有投入產(chǎn)出價格模型相比,模型具有以下三個優(yōu)勢:一是可計算任意時刻的價格傳導(dǎo)波動,而傳統(tǒng)投入產(chǎn)出價格模型只是該模型在價格傳導(dǎo)時間趨向無窮時的特例;二是模型考慮了各部門不同的價格傳導(dǎo)時滯的影響,對價格傳導(dǎo)過程描述更加精確;三是該模型不受二維矩陣算法的限制,計算復(fù)雜度低,易于仿真模擬.
[Abstract]:The traditional input-output price model uses matrix to describe and analyze the price conduction process. Because the matrix is a two-dimensional model, it can not reflect the dynamic relationship of price with time. This paper describes the relationship of price conduction among industrial departments and departments by using directed weighted network, and introduces the time dimension into the price conduction network model to investigate the influence of price conduction delay. Compared with the existing input-output price model, the model has the following three advantages: first, it can calculate the price conduction fluctuation at any time, but the traditional input-output price model is only the special case of the model when the price conduction time tends to infinity; The second one is that the model takes into account the influence of different price conduction delays in different sectors, so it is more accurate to describe the price conduction process; third, the model is not restricted by two-dimensional matrix algorithm, and its computational complexity is low, so it is easy to simulate.
【作者單位】: 中國科學(xué)院研究生院管理學(xué)院;國家開發(fā)銀行;中央財經(jīng)大學(xué)經(jīng)濟(jì)學(xué)院;
【基金】:國家自然科學(xué)基金(70903068)
【分類號】:F014.31;F223;O242.1
[Abstract]:The traditional input-output price model uses matrix to describe and analyze the price conduction process. Because the matrix is a two-dimensional model, it can not reflect the dynamic relationship of price with time. This paper describes the relationship of price conduction among industrial departments and departments by using directed weighted network, and introduces the time dimension into the price conduction network model to investigate the influence of price conduction delay. Compared with the existing input-output price model, the model has the following three advantages: first, it can calculate the price conduction fluctuation at any time, but the traditional input-output price model is only the special case of the model when the price conduction time tends to infinity; The second one is that the model takes into account the influence of different price conduction delays in different sectors, so it is more accurate to describe the price conduction process; third, the model is not restricted by two-dimensional matrix algorithm, and its computational complexity is low, so it is easy to simulate.
【作者單位】: 中國科學(xué)院研究生院管理學(xué)院;國家開發(fā)銀行;中央財經(jīng)大學(xué)經(jīng)濟(jì)學(xué)院;
【基金】:國家自然科學(xué)基金(70903068)
【分類號】:F014.31;F223;O242.1
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【共引文獻(xiàn)】
相關(guān)期刊論文 前6條
1 秦學(xué)志;張康;胡友群;王s,
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