基于有向加权网络的价格传导时滞模型
发布时间：2018-08-09 11:09
【摘要】：传统的投入产出价格模型利用矩阵描述并分析价格传导过程.因矩阵表述方式属二维模型,故而无法反映价格随时间变化的动态关系.利用有向加权网络描述各产业部门及部门间的价格传导关系,并将时间维度引入构建了价格传导网络模型,考察价格传导时滞的影响.与现有投入产出价格模型相比,模型具有以下三个优势:一是可计算任意时刻的价格传导波动,而传统投入产出价格模型只是该模型在价格传导时间趋向无穷时的特例;二是模型考虑了各部门不同的价格传导时滞的影响,对价格传导过程描述更加精确;三是该模型不受二维矩阵算法的限制,计算复杂度低,易于仿真模拟.
[Abstract]:The traditional input-output price model uses matrix to describe and analyze the price conduction process. Because the matrix is a two-dimensional model, it can not reflect the dynamic relationship of price with time. This paper describes the relationship of price conduction among industrial departments and departments by using directed weighted network, and introduces the time dimension into the price conduction network model to investigate the influence of price conduction delay. Compared with the existing input-output price model, the model has the following three advantages: first, it can calculate the price conduction fluctuation at any time, but the traditional input-output price model is only the special case of the model when the price conduction time tends to infinity; The second one is that the model takes into account the influence of different price conduction delays in different sectors, so it is more accurate to describe the price conduction process; third, the model is not restricted by two-dimensional matrix algorithm, and its computational complexity is low, so it is easy to simulate.
【作者单位】： 中国科学院研究生院管理学院;国家开发银行;中央财经大学经济学院;
【基金】：国家自然科学基金(70903068)
【分类号】：F014.31;F223;O242.1
[Abstract]:The traditional input-output price model uses matrix to describe and analyze the price conduction process. Because the matrix is a two-dimensional model, it can not reflect the dynamic relationship of price with time. This paper describes the relationship of price conduction among industrial departments and departments by using directed weighted network, and introduces the time dimension into the price conduction network model to investigate the influence of price conduction delay. Compared with the existing input-output price model, the model has the following three advantages: first, it can calculate the price conduction fluctuation at any time, but the traditional input-output price model is only the special case of the model when the price conduction time tends to infinity; The second one is that the model takes into account the influence of different price conduction delays in different sectors, so it is more accurate to describe the price conduction process; third, the model is not restricted by two-dimensional matrix algorithm, and its computational complexity is low, so it is easy to simulate.
【作者单位】： 中国科学院研究生院管理学院;国家开发银行;中央财经大学经济学院;
【基金】：国家自然科学基金(70903068)
【分类号】：F014.31;F223;O242.1
【参考文献】
相关期刊论文 前2条
1 佟仁城;;基于生产时滞的价格传导时序模型[J];数量经济技术经济研究;2010年08期
2 张红霞;;对投入产出价格影响模型的发展和改进[J];系统工程理论与实践;2008年01期
【共引文献】
相关期刊论文 前6条
1 秦学志;张康;胡友群;王s，
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