随机内生增长模型与治安投资

发布时间：2018-04-25 20:59

本文选题：随机内生增长 + 治安投资　；参考：《华中科技大学》2007年硕士论文

【摘要】： 治安投资对经济增长的影响日益受到经济学家的重视.本文将治安投资引入到随机内生增长理论中来,建立了两个随机内生增长模型,利用随机最优化讨论了随机扰动、治安投资等因素对经济增长和社会福利的影响. 首先,考虑了个体治安投资比率为外生参数的随机内生增长模型.假定个体在决定治安投资比率时并无选择余地.治安投资来自政府和个体的共同投资,政府通过税收进行融资.同时考虑治安投资的福利效应和生产函数,将治安水平纳入效用函数和生产函数.利用随机动态最优化方法,求出了代表性个体决策者在均衡时的消费--财富比、物质资本占总的财富的份额以及期望经济增长率.得出了以下结果:产出及公共开支的波动对经济增长始终有推进作用.在模型参数取特殊值情形下,分别求出了最优个体治安投资率和最优税率,在这种特殊情形下,在低税率与低个体治安投资段,增大征税或个体治安投资有益于福利但有碍于增长,高额征税或过高的个体治安投资对于福利与增长均无好处.最后还讨论了公共治安投资对经济增长和福利的影响. 其次,考虑了个体治安投资比率为外生参数的随机内生增长模型.在第一个模型的基础上,将个体治安投资比率优化为内生变量.理论上求出了均衡状态下消费--财富比、物质资本占总的财富的份额、个体治安投资率以及期望经济增长率.重点分析了模型参数对最优个体治安投资率的影响.
[Abstract]:The influence of public security investment on economic growth is paid more and more attention by economists. In this paper, the security investment is introduced into the stochastic endogenous growth theory, two stochastic endogenous growth models are established, and the effects of stochastic disturbance and public security investment on economic growth and social welfare are discussed by means of stochastic optimization. Firstly, the stochastic endogenous growth model with the ratio of individual security investment as exogenous parameter is considered. It is assumed that individuals have no choice in determining the security investment ratio. The public security investment comes from the joint investment of the government and the individual, the government carries on the financing through the tax. At the same time, considering the welfare effect and production function of public security investment, the security level is incorporated into utility function and production function. By means of stochastic dynamic optimization method, the consumption-wealth ratio of representative individual decision makers in equilibrium, the share of material capital in total wealth and the expected economic growth rate are obtained. The following results are obtained: fluctuations in output and public spending have always contributed to economic growth. The optimal individual security investment rate and the optimal tax rate are obtained under the special value of the model parameters. In this special case, the investment section of the low tax rate and the low individual public security investment is obtained. Increasing taxation or individual security investment is beneficial to welfare but hinders growth, but high tax or excessive individual security investment is not beneficial to welfare and growth. Finally, the influence of public security investment on economic growth and welfare is discussed. Secondly, the stochastic endogenous growth model with the ratio of individual security investment as exogenous parameter is considered. On the basis of the first model, the ratio of individual security investment is optimized as an endogenous variable. In theory, the consumption-wealth ratio, the share of material capital in the total wealth, the individual public security investment rate and the expected economic growth rate under equilibrium state are obtained. The influence of model parameters on the optimal individual investment rate is analyzed.
【学位授予单位】：华中科技大学
【学位级别】：硕士
【学位授予年份】：2007
【分类号】：F224;F061.2;D631.4

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