基于系统动力学分析货币政策效应

发布时间：2018-01-18 14:26

本文关键词：基于系统动力学分析货币政策效应　出处：《天津财经大学》2015年硕士论文　论文类型：学位论文

更多相关文章： 系统动力学 货币政策 GDP 仿真模型

【摘要】：中央银行在对国民经济发挥宏观调控手段功能时,离不开货币政策的作用。无论是提高经济增长率、确保国际收支平衡,还是稳定物价以及促进就业等方面,货币政策都发挥着不可替代的作用。一般而言,市场经济发展得愈充分,对货币政策体系结构所提出的完善性要求也更高。因此,货币政策至始至终都备受各国政府及其学术界学者们的青睐,到底达成了怎样的实施效果,也始终成为民众的关注焦点。而借助于系统动力理论来构建系统模型,通过定性与定量2个层面的信息有机地整合起来整体性地研究,可以解决以往计量分析法忽略模型内在机理的问题,通过充分地对货币政策的特点加以研究,构建起相应的系统模型,从而能够全方位、更为贴近实际生活的对系统模型加以研究。本论文研究的课题正是基于系统动力学的相关理论来分析货币政策所产生的效应。首先,本论文简单地梳理了国内外学者对于此课题的研究情况。分析了有关系统动力学货币政策的基础性理论,既系统化地总结了系统动力学货币政策的理论基础,同时,也条理化地概述了系统动力学理论。其次,基于系统动力学的货币政策形成机制的理论基础,总结出系统理论、决策理论、信息反馈理论与仿真技术理论等4个货币政策形成机制的核心理论。逐次地分析了货币政策系统系统动力学建模的原理和目的,系统化地构建货币政策系统动力学模型的流程,区分货币政策系统的4个主要的子系统,构建起相应的货币政策系统的因果反馈回路。此外,本论文基于系统动力学的货币政策系统的仿真分析,主要仿真研究的对象是存贷款子系统、国际收支子系统、经济增长子系统与财政收支子系统等4个子系统。检测系统动力学的仿真模型,包括模型边界的测试与模型有效性的测试。最后,依次提出模拟政策与建议。首先分析模拟政策,其次从4种情境化的模拟方案分析相应的建议。
[Abstract]:When the central bank plays a macro-control role in the national economy, it cannot leave the role of monetary policy, whether it is to improve the economic growth rate, to ensure the balance of payments, or to stabilize prices and promote employment. Monetary policy plays an irreplaceable role. Generally speaking, the more fully the market economy develops, the more perfect the monetary policy system structure is required to be. Monetary policy has been favored by governments and academics from beginning to end, and what kind of effect has been achieved. Also has always been the focus of attention of the public. And with the help of system dynamics theory to build a system model, through qualitative and quantitative information integration of two levels of organic integrity of the study. It can solve the problem of neglecting the internal mechanism of the model in the past econometric analysis, through the full study of the characteristics of monetary policy, build the corresponding system model, so as to be able to omni-directional. More close to the real life of the system model to be studied. This paper is based on the relevant theory of system dynamics to analyze the effects of monetary policy. First of all. This paper briefly reviews the domestic and foreign scholars' research on this subject, analyzes the basic theories of monetary policy of system dynamics, and summarizes the theoretical basis of monetary policy of system dynamics systemically. At the same time, it also summarizes the theory of system dynamics. Secondly, the theoretical basis of monetary policy formation mechanism based on system dynamics, summed up the system theory, decision-making theory. The information feedback theory and simulation technology theory are four core theories of monetary policy formation mechanism. The principle and purpose of system dynamics modeling of monetary policy system are analyzed one by one. The paper systematically constructs the process of monetary policy system dynamics model, distinguishes the four main subsystems of monetary policy system, and constructs the corresponding monetary policy system causality feedback loop. This paper is based on the monetary policy system simulation analysis of system dynamics, the main objects of simulation are deposit and loan subsystem, balance of payments subsystem. Economic growth subsystem and fiscal revenue subsystem are four subsystems. The simulation model of detecting system dynamics includes model boundary test and model validity test. Finally. The simulation policy and suggestion are put forward in turn. Firstly, the simulation policy is analyzed, and then the corresponding suggestions are analyzed from four situational simulation schemes.
【学位授予单位】：天津财经大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F822.0

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