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arXiv 1603.02438econ.GNq-fin.ECq-fin.GNq-fin.PMq-fin.RM
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对外资本流入的数学模型

A Mathematical Model of Foreign Capital Inflow

Indian Statistical Institute(印度统计研究所);Centre for Studies in Social Sciences, Calcutta(加尔各答社会科学研究中心);Emory University(埃默里大学)

Gopal K. Basak, Pranab Kumar Das, Allena Rohit

AI总结:

本文基于随机动态规划框架,研究发达国向发展中国家的资本流入,通过数值方法证明解的存在性,并分析参数对资本流入、国际贷款利率和汇率动态路径的影响。

摘要:

本文在随机动态规划框架下建模发达国向发展中国家的对外资本流入。在一些正则条件下,证明了SDP问题解的存在性,并通过数值技术获得,由于相关函数的非线性。一系列比较动态分析探讨了模型参数对资本流入动态路径、国际贷款市场利率和汇率的影响。

英文摘要:

The paper models foreign capital inflow from the developed to the developing countries in a stochastic dynamic programming (SDP) framework. Under some regularity conditions, the existence of the solutions to the SDP problem is proved and they are then obtained by numerical technique because of the non-linearity of the related functions. A number of comparative dynamic analyses explore the impact of parameters of the model on dynamic paths of capital inflow, interest rate in the international loan market and the exchange rate.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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