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与适时、适度进行金融调控有关的三个数学模型 被引量:2

与适时、适度进行金融调控有关的三个数学模型
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摘要 中央银行如何实施科学的货币政策决策,进行适时、适度的货币调控是一个持续存在的课题。本文通过贝叶斯决策、博弈论和二阶常微分方程三个数学模型说明货币政策如何在判断、信息抉择和执行上保持科学性。 It is a long lasting challenge for a central bank to conduct monetary duly and moderately in an accurate way. This paper studies three mathematical models, including second-order constant differential equation, Bayesian averaging model and game theory, to show their applications in monetary policy decision, information management and implementation.
作者 周小川
机构地区 中国人民银行
出处 《金融研究》 CSSCI 北大核心 2005年第1期1-7,共7页 Journal of Financial Research
关键词 货币政策 贝叶斯决策 博弈论 二阶常微分方程 monetary policy, Bayesian averaging, game theory, second-order constant differential equation.
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  • 3Angell, C. and C. Rowley, Breaking new ground in U.S. mortgage lending, FDIC: FDIC Outlook, 2006 被引量:1
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  • 7Jacoby, M., Home ownership risk beyond a subprime crisis: the rode of delinquency management. SSRN working paper, 2008 被引量:1
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