非正式风险分担网络的完备性与效率——一种计算经济学的ABM仿真研究
发布时间：2018-11-03 12:02
【摘要】：在发展中国家的农村地区,非正式的风险分担网络是贫困农户抵御风险冲击的重要方式。然而,一直以来,关于风险分担网络的绝大多数研究都是集中于实证分析已形成的既定网络,而忽视网络的形成过程本身及其内在机制,无法对网络的无效性问题做出解释。本文利用基于主体的计算经济学建模方法对风险分担网络形成过程进行仿真,根据网络外部性特征,从成本不可转移的基准模型,逐渐扩展到成本在关系主体双方之间分担、在组件内所有主体分担,研究不同条件下风险分担网络的完备性和效率。我们的仿真研究发现,随着成本可转移性程度的提高,即关系网络的外部性逐渐减弱,所形成的风险分担关系的数量越来越多,风险分担网络越来越趋于完备,所形成的稳定网络越来越有效率。本文不仅较好地解释现有的大量实证发现,而且,还以仿真方式严格地证明了Bramoullé和Kranton(2007)的猜想:通过主体协调分担成本,可以消除网络外部性,从而形成有效的风险分担网络。
[Abstract]:In rural areas of developing countries, informal risk-sharing networks are an important way for poor farmers to withstand risk shocks. However, the vast majority of researches on risk-sharing networks have focused on the established networks that have been formed by empirical analysis, while ignoring the formation process of the network and its internal mechanism, it is impossible to explain the ineffectiveness of the network. This paper simulates the formation process of risk-sharing network by means of agent-based computational economics modeling method. According to the characteristics of network externality, it extends from the benchmark model of non-transferable cost to the cost sharing between the two parties. In this paper, the completeness and efficiency of risk-sharing network under different conditions are studied. Our simulation results show that with the improvement of the degree of cost transferability, that is, the externality of relational networks is gradually weakened, the number of risk sharing relationships is becoming more and more, and the risk sharing network is becoming more and more complete. The stable network is becoming more and more efficient. This paper not only explains a large number of existing empirical findings, but also proves the conjecture of Bramoull 茅 and Kranton (2007) strictly by means of simulation: the network externality can be eliminated by means of agent coordination and cost sharing. In order to form an effective risk sharing network.
【作者单位】： 武汉大学经济发展研究中心;武汉大学经济与管理学院;
【基金】：教育部人文社会科学重点研究基地重大课题“发展经济学的微观基础研究”(07JJD790141) 国家自然科学基金项目“农村扶贫政策绩效评价及其动态瞄准机制设计”(70873088) 武汉大学自主科研项目“农村贫困、亲贫式制度创新与和谐发展”的阶段性成果之一
【分类号】：F0;F224
本文编号：2307726
[Abstract]:In rural areas of developing countries, informal risk-sharing networks are an important way for poor farmers to withstand risk shocks. However, the vast majority of researches on risk-sharing networks have focused on the established networks that have been formed by empirical analysis, while ignoring the formation process of the network and its internal mechanism, it is impossible to explain the ineffectiveness of the network. This paper simulates the formation process of risk-sharing network by means of agent-based computational economics modeling method. According to the characteristics of network externality, it extends from the benchmark model of non-transferable cost to the cost sharing between the two parties. In this paper, the completeness and efficiency of risk-sharing network under different conditions are studied. Our simulation results show that with the improvement of the degree of cost transferability, that is, the externality of relational networks is gradually weakened, the number of risk sharing relationships is becoming more and more, and the risk sharing network is becoming more and more complete. The stable network is becoming more and more efficient. This paper not only explains a large number of existing empirical findings, but also proves the conjecture of Bramoull 茅 and Kranton (2007) strictly by means of simulation: the network externality can be eliminated by means of agent coordination and cost sharing. In order to form an effective risk sharing network.
【作者单位】： 武汉大学经济发展研究中心;武汉大学经济与管理学院;
【基金】：教育部人文社会科学重点研究基地重大课题“发展经济学的微观基础研究”(07JJD790141) 国家自然科学基金项目“农村扶贫政策绩效评价及其动态瞄准机制设计”(70873088) 武汉大学自主科研项目“农村贫困、亲贫式制度创新与和谐发展”的阶段性成果之一
【分类号】：F0;F224
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