基于代际叠代模型的经济增长复杂性研究

发布时间：2018-11-10 11:53

【摘要】： 经济增长作为社会发展的核心内容,已经表现出了日益复杂的态势。一是各经济实体在经济互动的过程中表现出了由碰撞、融合进而走向统一的趋势；二是虽然经济一体化的趋势明显,但各经济实体之间甚至各经济体内部仍然存在着发展的不平衡,比如巨大的贫富差距；三是当前的世界经济还表现出一些巨大的波动以及其对未来经济的影响充满了不可预知性和复杂性。如何解释经济增长的复杂性,就成为当前宏观经济学需要解决的主要问题之一。经典的增长理论多集中于对系统的唯一平衡点即经济中唯一增长路线的分析,这显然不能有效解释现实社会经济中复杂多变的增长现象。这些理论倾向于研究外生因素和外生的复杂性可能对经济增长产生的影响,但是可能更需要关注系统的内生因素对经济增长产生了怎样的影响。这也契合了当前我国以启动内需为着力点,抵御恶劣的世界经济环境的现实背景。如何应对经济增长的复杂性,尤其是如何应对类似金融危机等极端的经济现象的考验,是摆在经济学者及政策决策者面前的又一个共同课题。而控制论的最新进展,为研究如何控制经济增长的复杂性,如何寻求新的更有效的制度和政策提供了新的方法和理论。所以,系统而深入地研究经济增长复杂性的主要来源以及如何控制这种复杂性具有一定的现实意义和理论价值。本文阐述了经济增长复杂性的含义,分析了其主要来源,同时指出了增长的复杂性实际上是源于经济系统的复杂性。本文选取人力资本投资、社会保障(养老保险),环境污染以及经济泡沫四个影响经济增长复杂性的因素进行研究。首先,探讨了人力资本投资对经济增长的动态影响。信息成本影响人们作出准确的人力资本投资决策。因此,信息成本的变动会传导到经济产出层面,最终造成经济增长的波动。在对应的动态系统中将出现分岔现象。其次,本文将社会保障中的重要项目养老保险引入代际叠代模型,分析了在新的生产函数下,养老保险率对经济增长的波动作用,证明了选择合适的养老保险率对维持经济稳定的重要作用。再次,本文将环境因素引入代际叠代模型,分析了非线性累积的环境污染对经济的动态影响机制,并求解了对应的系统中出现波动的新条件。人类与环境之间存在着相互作用的关系。社会的发展离不开环境因素的作用,而人类的生产活动又引起日益严重的环境问题。如果不协调好两者的关系,就可能加剧经济增长的不稳定性、加大经济增长的复杂性程度。最后,经济泡沫是经济增长复杂性的又一主要来源。经济泡沫的存在性是泡沫研究的核心议题。本文从理论和实证两方面进行了研究：一方面,将经济泡沫引入代际叠代模型,研究了了带有经济泡沫的三部门代际叠代模型中泡沫的存在唯一性问题；另一方面,通过中国股市的最新时间序列数据从实证方面论证了泡沫的存在性。基于上述动态分析的结果,本文试图利用现代控制理论的最新研究成果探讨经济增长复杂性的控制问题。在上述模型中,引入了外部控制器,使得控制系统具有了较为理想的动力学性态：一般来说控制系统是渐近稳定的,甚至在某些区域内具有比原系统还要高的效用水平。对控制器可以解释如下：一方面,可以视其为市场的内在监控机制,能够避免复杂的波动；另一方面,可视其为政府的政策干预手段,例如政府可通过诸如税收或者工资补贴等政策稳定市场的波动。这说明：第一,虽然在经济和金融领域对经济增长复杂性的认识还存在很大争议,但是本文证明了人力资本投资、社会保障(养老保险)、环境污染和经济泡沫是经济系统内生复杂性的主要来源。第二,本文证明了对系统内生复杂性控制在逻辑以及数理上是可行的。控制过程没有改变系统的初始状态,平衡点保持不变。控制方法对原系统的依赖程度要求较低,不要求精确认识经济系统的性状,所以我们可以较易求得外部控制器。对经济增长复杂性的控制研究为政策制定提供了定量的分析基础。
[Abstract]:As the core of social development, economic growth has shown an increasingly complex situation. One is the tendency of the economic entity to show the trend of the unity in the course of economic interaction; 2 is the trend of economic integration, but there is still an imbalance of development among the economic entities and even in the economy, such as the huge gap between the rich and the poor; III. The current world economy also shows some great fluctuations and its impact on the future economy is full of unpredictability and complexity. How to explain the complexity of economic growth becomes the main problem that needs to be solved in the current macro-economics One of the problems is that the classical growth theory is focused on the only equilibrium point of the system, that is, the analysis of the only growth route in the economy, which is obviously not effective in explaining the complex and changeable in the real social economy Growth is a phenomenon. These theories tend to study the effects of external and external factors on economic growth, but it may be more important to focus on the system's endogenous factors for economic growth The influence of the sample is also in agreement with the current China to start the domestic demand as the point of focus, to resist the bad world economic environment Background: How to deal with the complexity of economic growth, especially the test of how to deal with extreme economic phenomena such as the financial crisis, is an economic scholar and policy decision-maker The latest development of cybernetics is how to control the complexity of economic growth and how to seek new and more effective systems and policies. For new methods and theories, the main source of the complexity of economic growth and how to control the complexity of the system is certain The present paper expounds the meaning of the complexity of economic growth, analyzes its main source, and points out the complexity of growth In fact, it comes from the complexity of the economic system. This paper selects the four effects of human capital investment, social security (old-age insurance), environmental pollution and economic bubble Research on the factors of the complexity of economic growth. First of all, The dynamic effect of human capital investment on economic growth is discussed. The cost affects people to make an accurate human capital investment decision. Therefore, the change of information cost will be conducted At the level of economic output, economic growth is ultimately caused In this paper, the bifurcation phenomenon will appear in the corresponding dynamic system. Secondly, this paper introduces the important project old-age insurance in the social security into the generation-generation-generation model, and analyzes the effect of the endowment insurance rate on the economic growth under the new production function. In this paper, the important role of choosing the proper old-age insurance rate to maintain the stability of the economy is discussed. The environmental factors are introduced into the generation of generation-generation model, and the environmental pollution of the non-linear accumulation is analyzed. The dynamic impact mechanism of the economy and the corresponding solution are solved. A new condition of fluctuation in the system. There is a relationship between human and the environment. The development of society is not the same as that of the environment. The role of environmental factors, and the human production activity has caused a growing environmental problem. If not, the close of the two is not coordinated. It is possible to increase the instability of economic growth and to increase economic growth The degree of complexity. Finally, the economic bubble It is another main source of the complexity of the economic growth. The existence of the economic bubble is the core issue of the research of the bubble. The existence and uniqueness of the foam in the three-sector inter-generational model with economic bubble are solved. On the other hand, through the latest time-series data of the Chinese stock market, the existence of the foam is demonstrated from the positive aspects. As a result of the analysis, this paper attempts to explore the control of the complexity of economic growth with the latest research results of the modern control theory. In the above model, the external controller is introduced, so that the control system has the ideal dynamics. State: In general, the control system is asymptotically stable, and even in some areas has a higher utility level than the original system. The controller can be explained as follows: On the one hand, it can be seen as the intrinsic monitoring mechanism of the market, so as to avoid complex fluctuations; on the other hand, visual It serves as a means of government policy intervention, such as the government's ability to stabilize the market by policy such as taxation or wage subsidies. This means that, first, while the recognition of the complexity of economic growth in the economic and financial fields is still very controversial, this paper The investment of human capital, social security (old-age insurance), environmental pollution and economic bubble are the following: The main source of endogenous complexity in the economic system. The control of endogenous complexity of the system is logical and mathematical. The control process does not change the initial state of the system and the equilibrium point remains the same. The control method the dependency degree of the original system is required to be low, the character of the economic system is not required to be accurately recognized,
【学位授予单位】：湖南大学
【学位级别】：博士
【学位授予年份】：2010
【分类号】：F224;F061.2

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