论文依据工程控制论中的系统辨识理论,就宏观经济系统建模的几个重要方面:先验知识、建模假设、建模数据、机理的恒定性、可辨识性、因果性等进行审视和评论;对宏观经济学术界,有关经济模型的两个有争议的问题、两个责难和卢卡斯批判提...论文依据工程控制论中的系统辨识理论,就宏观经济系统建模的几个重要方面:先验知识、建模假设、建模数据、机理的恒定性、可辨识性、因果性等进行审视和评论;对宏观经济学术界,有关经济模型的两个有争议的问题、两个责难和卢卡斯批判提出了看法.鉴于审视的结果,论文对现用模型经修补后能否预测危机持悲观态度.为此,简介了欧盟经济的巨型并联基于主体的经济模型EU/RACE(agent-based computational model of European economy)及其创新之处.最后为能预测经济危机,论文总结了建模的研究趋势,包括动态随机一般均衡(dynamic stochastic general equilibrium,DSGE)模型和基于主体的可计算(agent-based computational,ACE)模型的结合、需要对宏观经济学进行反思,以及加强对变结构系统辨识的研究等等.展开更多
This study proposes a novel fractional discrete-time macroeconomic system with incommensurate order.The dynamical behavior of the proposed macroeconomic model is investigated analytically and numerically.In particular...This study proposes a novel fractional discrete-time macroeconomic system with incommensurate order.The dynamical behavior of the proposed macroeconomic model is investigated analytically and numerically.In particular,the zero equilibrium point stability is investigated to demonstrate that the discrete macroeconomic system exhibits chaotic behavior.Through using bifurcation diagrams,phase attractors,the maximum Lyapunov exponent and the 0–1 test,we verified that chaos exists in the new model with incommensurate fractional orders.Additionally,a complexity analysis is carried out utilizing the approximation entropy(ApEn)and C_(0)complexity to prove that chaos exists.Finally,the main findings of this study are presented using numerical simulations.展开更多
文摘论文依据工程控制论中的系统辨识理论,就宏观经济系统建模的几个重要方面:先验知识、建模假设、建模数据、机理的恒定性、可辨识性、因果性等进行审视和评论;对宏观经济学术界,有关经济模型的两个有争议的问题、两个责难和卢卡斯批判提出了看法.鉴于审视的结果,论文对现用模型经修补后能否预测危机持悲观态度.为此,简介了欧盟经济的巨型并联基于主体的经济模型EU/RACE(agent-based computational model of European economy)及其创新之处.最后为能预测经济危机,论文总结了建模的研究趋势,包括动态随机一般均衡(dynamic stochastic general equilibrium,DSGE)模型和基于主体的可计算(agent-based computational,ACE)模型的结合、需要对宏观经济学进行反思,以及加强对变结构系统辨识的研究等等.
文摘This study proposes a novel fractional discrete-time macroeconomic system with incommensurate order.The dynamical behavior of the proposed macroeconomic model is investigated analytically and numerically.In particular,the zero equilibrium point stability is investigated to demonstrate that the discrete macroeconomic system exhibits chaotic behavior.Through using bifurcation diagrams,phase attractors,the maximum Lyapunov exponent and the 0–1 test,we verified that chaos exists in the new model with incommensurate fractional orders.Additionally,a complexity analysis is carried out utilizing the approximation entropy(ApEn)and C_(0)complexity to prove that chaos exists.Finally,the main findings of this study are presented using numerical simulations.
