基于德格鲁特模型的社会预期形成机制与央行引导预期的有效性

发布时间：2018-06-03 21:40

本文选题：德格鲁特模型 + 社会学习　；参考：《管理评论》2016年07期

【摘要】：本文以德格鲁特的社会影响模型为基础,建立了一个社会学习的价格预期形成机制模型,并结合复杂适应系统模拟,探讨了三种社会影响结构矩阵下价格预期形成的收敛性、共识性、收敛速度、准确度和各主体的影响力。在此基础上,进一步模拟分析了央行公信度下降造成的影响和央行引导预期的有效性问题。研究发现:价格预期多数情况下都能够收敛并达成共识,但在预期收敛速度和准确度上存在差异;央行的公信度下降,会造成社会预期收敛的速度变慢和预期误差大的不良影响;通过引导机构或公众的预期可以在不同程度上提高央行的影响力和社会预期的准确度。
[Abstract]:Based on de Gruder's social impact model, this paper establishes a model of price expectation formation mechanism for social learning, and discusses the convergence of price expectation formation under three kinds of social impact structure matrix combined with complex adaptive system simulation. Consensus, speed of convergence, accuracy and influence of each subject. On this basis, the impact of the decline of the central bank's credibility and the effectiveness of the central bank's guidance expectations are further simulated and analyzed. The study found that price expectations can converge and reach consensus in most cases, but there are differences in the speed and accuracy of expected convergence, and the credibility of the central bank declines. It can lead to the slow convergence of social expectations and the negative impact of large expected errors; by guiding the expectations of institutions or the public, the influence of central banks and the accuracy of social expectations can be improved to varying degrees.
【作者单位】：海南大学经济与管理学院;
【基金】：国家自然科学基金项目(71463012) 海南自然科学基金面上项目(20167250) 海南大学中西部计划学科重点领域建设项目(ZXBJH-XK021);海南大学青年基金项目(qnjj1410)
【分类号】：F822.0;F224

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