摘要
由于市场之间存在未被满足的需求和供给的溢出影响，要求考虑多市场的非均衡模型。本文建立具有数量调节和价格调节机制的双市场非均衡模型及其极大似然参数估计方法。作为应用和对中国非均衡经济的实证分析，建立了我国资本市场和货币市场的双市场非均衡模型。
Because of the Spill-over effects of the unsatisfied demand or supply between the multi-market, we need consider multi-market disequilibrium models. In this paper, a maximum likelihood method to estimate the parameters in the two-market disequilibrium model with two adjustment mechanism represented by quantity adjustment equations and price adjustment equations is given. As a practical analysis of Chinese disequilibrium economy. the method is used to build the capital market and the money market disequilibrium model and analyse the demand and supply state and the correlation of the two markets.
出处
《管理工程学报》
CSSCI
1996年第1期1-8,共8页
Journal of Industrial Engineering and Engineering Management
基金
国家自然科学基金
关键词
非均衡模型
溢出效应
资本市场
货币市场
市场
Multi-market disequilibrium model, Spillover effect,Capital market, Money market.
