英文标题：
《Econophysics Macroeconomic Model》
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作者：
Victor Olkhov
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最新提交年份：
2017
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英文摘要：
  This paper presents macroeconomic model that is based on parallels between macroeconomic multi-agent systems and multi-particle systems. We use risk ratings of economic agents as their coordinates on economic space. Aggregates of economic or financial variables like Investment, Assets, Demand, Credits and etc. of economic agents near point x define corresponding macroeconomic variables as functions of time t and coordinates x on economic space. Parallels between multi-agent and multi-particle systems on economic space allow describe transition from economic kinetic-like to economic hydrodynamic-like approximation and derive macroeconomic hydrodynamic-like equations on economic space. Economic or financial transactions between economic agents determine evolution of macroeconomic variables This paper describes local macroeconomic approximation that takes into account transactions between economic agents with coordinates near same point x on economic space only and describes interaction between macroeconomic variables by linear differential operators. For simple model of interaction between macroeconomic variables as Demand on Investment and Interest Rate we derive hydrodynamic-like equations in a closed form. For perturbations of these macroeconomic variables we derive macroeconomic wave equations. Macroeconomic waves on economic space can propagate with exponential growth of amplitude and cause irregular time fluctuations of macroeconomic variables or induce economic crises.
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中文摘要：
本文提出了一种基于宏观经济多智能体系统和多粒子系统并行的宏观经济模型。我们使用经济主体的风险评级作为其在经济空间上的坐标。x点附近经济主体的投资、资产、需求、信贷等经济或金融变量的集合将相应的宏观经济变量定义为时间t的函数，并在经济空间上坐标x。在经济空间上，多智能体和多粒子系统之间的相似性允许描述从类经济动力学近似到类经济流体动力学近似的过渡，并在经济空间上导出类宏观流体动力学方程。经济主体之间的经济或金融交易决定宏观经济变量的演化本文描述了局部宏观经济近似，该近似只考虑经济空间上坐标接近同一点x的经济主体之间的交易，并通过线性微分算子描述宏观经济变量之间的相互作用。对于投资需求和利率等宏观经济变量之间相互作用的简单模型，我们导出了封闭形式的类流体动力学方程。对于这些宏观经济变量的扰动，我们推导了宏观经济波动方程。经济空间上的宏观经济波动可以以指数级的幅度增长传播，引起宏观经济变量的不规则时间波动或引发经济危机。
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Economics        经济学
分类描述：q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学，包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
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