摘要翻译:
在Aoki[1996,2002]首次在《宏观经济学》中引入统计力学方法论的基础上,我们对Greenwald和Stiglitz[1990,1993]的著名著作进行了一些分析。具体地说,我们得到了克服聚集问题的模型的解析封闭解。其核心思想是将经济描述为一个演化的复杂系统,由异构相互作用的主体组成,可以划分为一个宏观状态空间。这种介观水平的聚集允许采用平均场相互作用模型和掌握方程技术。
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英文标题:
《Economic dynamics with financial fragility and mean-field interaction: a
model》
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作者:
Corrado Di Guilmi, Mauro Gallegati, Simone Landini
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最新提交年份:
2007
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分类信息:
一级分类:Quantitative Finance 数量金融学
二级分类:Statistical Finance 统计金融
分类描述:Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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一级分类:Physics 物理学
二级分类:Physics and Society 物理学与社会
分类描述:Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体(人类或其他)的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统(如能源网、运输网络)的物理和工程。
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英文摘要:
Following the statistical mechanics methodology, firstly introduced in macroeconomics by Aoki [1996,2002], we provide some insights to the well known works of Greenwald and Stiglitz [1990, 1993]. Specifically, we reach analytically a closed form solution of their models overcoming the aggregation problem. The key idea is to represent the economy as an evolving complex system, composed by heterogeneous interacting agents, that can partitioned into a space of macroscopic states. This meso level of aggregation permits to adopt mean field interaction modeling and master equation techniques.
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PDF链接:
https://arxiv.org/pdf/0709.2083