摘要翻译:
在工业生产数据指数中观察到的日本商业周期的部门同步性就是同步性的一个例子。这种同步在冲击下的稳定性,例如供给或需求的波动,是物理学和经济学感兴趣的问题。我们考虑一个由工业部门和商品市场组成的经济系统,以分析日本商业周期中观察到的部门同步性。在具有惯性的Kuramoto模型的基础上,通过加入商品市场,建立了具有同步性的耦合振子模型,得到了稳态和耦合强度的解析解。我们模拟了具有不同价格弹性和耦合强度的系统对部门冲击同步的影响。同步被再现为最近邻图中的平衡解。对序参量的分析表明,对于有限弹性,同步是稳定的,而对于零弹性,同步是破坏的,振子表现为一个巨振子,在公共频率之外有一定的频率。
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英文标题:
《Coupled Oscillator Model of the Business Cycle with Fluctuating Goods
Markets》
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作者:
Y. Ikeda, H. Aoyama, Y. Fujiwara, H. Iyetomi, K. Ogimoto, W. Souma,
and H. Yoshikawa
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最新提交年份:
2011
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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:
The sectoral synchronization observed for the Japanese business cycle in the Indices of Industrial Production data is an example of synchronization. The stability of this synchronization under a shock, e.g., fluctuation of supply or demand, is a matter of interest in physics and economics. We consider an economic system made up of industry sectors and goods markets in order to analyze the sectoral synchronization observed for the Japanese business cycle. A coupled oscillator model that exhibits synchronization is developed based on the Kuramoto model with inertia by adding goods markets, and analytic solutions of the stationary state and the coupling strength are obtained. We simulate the effects on synchronization of a sectoral shock for systems with different price elasticities and the coupling strengths. Synchronization is reproduced as an equilibrium solution in a nearest neighbor graph. Analysis of the order parameters shows that the synchronization is stable for a finite elasticity, whereas the synchronization is broken and the oscillators behave like a giant oscillator with a certain frequency additional to the common frequency for zero elasticity.
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PDF链接:
https://arxiv.org/pdf/1110.6679