湖南文理学院学报(自然科学版)
湖南文理學院學報(自然科學版)
호남문이학원학보(자연과학판)
Journal of Hunan University of Arts and Science (Natural Science Edition)
2015年
4期
25-29
,共5页
动态随机模型%生产力水平冲击%脉冲响应%欧拉方程
動態隨機模型%生產力水平遲擊%脈遲響應%歐拉方程
동태수궤모형%생산력수평충격%맥충향응%구랍방정
dynamic stochastic model%productivity level shock%impulse response%Euler equation
介绍了动态随机模型(DSM)及模型系数的求解方法,并推导了该模型的解及欧拉方程。利用 Matlab 计算和模拟单期生产力水平冲击对生产力、消费、就业、投资和收益的响应。结果表明:随着时间的推移这些变量的脉冲响应会缓慢趋于0,回到均衡状态;模型计算的速度和精度都达到了预期要求。
介紹瞭動態隨機模型(DSM)及模型繫數的求解方法,併推導瞭該模型的解及歐拉方程。利用 Matlab 計算和模擬單期生產力水平遲擊對生產力、消費、就業、投資和收益的響應。結果錶明:隨著時間的推移這些變量的脈遲響應會緩慢趨于0,迴到均衡狀態;模型計算的速度和精度都達到瞭預期要求。
개소료동태수궤모형(DSM)급모형계수적구해방법,병추도료해모형적해급구랍방정。이용 Matlab 계산화모의단기생산력수평충격대생산력、소비、취업、투자화수익적향응。결과표명:수착시간적추이저사변량적맥충향응회완만추우0,회도균형상태;모형계산적속도화정도도체도료예기요구。
The dynamic stochastic model (DSM) and its solution are described, and the Euler equation is derived. the effect of a one-time shock to the productivity, consumption, investment and returns on the level of productivity are simulated by using Matlab program. The results show that the shock to these variables will gradually close to 0 with time-varying, and the speed and precision of the model are calculated to achieve the desired requirements.