经济学宏观物理学:
Econophysics of Macroeconomics: "Action-at-a-Distance" and Waves
AI总结:
本文提出一个宏观经济模型,描述经济空间中宏观经济变量和波的演化,通过经济主体的风险评级作为坐标,利用交易行为推导出流体动力学方程,揭示波过程对宏观经济建模的重要性。
摘要:
我们提出一个宏观经济模型,描述经济空间中宏观经济变量和波的演化。经济主体的风险评级扮演其在经济空间中的坐标角色。在点x处的经济变量如资产和投资、信贷和贷款的聚合定义为时间t和坐标x的函数。宏观经济变量的演化由经济主体之间的经济和金融交易决定。这些交易可以在任何坐标x和y之间发生,反映了内部宏观经济相互作用的非本地“作用于距离”特性。例如,x和y点之间的买卖交易定义了x点的资产动态和y点的投资动态。在点x和y处的经济主体之间的交易聚合定义为两个坐标的函数。为了描述经济空间中经济场的动力学,我们推导出流体动力学类方程。对于简单经济场相互作用模型,我们推导出闭合形式的流体动力学方程,并获得其扰动的波动方程。经济场波在经济空间中传播,其振幅可能随时间指数增长并破坏经济稳定性。简单模型中经济空间中宏观经济和金融波的多样性揭示了波过程对宏观经济建模和预测的重要性。
英文摘要:
We present macroeconomic model that describes evolution of macroeconomic variables and macroeconomic waves on economic space. Risk ratings of economic agents play role of their coordinates on economic space. Aggregation of economic variables like Assets and Investment, Credits and Loans of economic agents at point x define corresponding macroeconomic variables as functions of time t and coordinates x on economic space. Evolution of macroeconomic variables is determined by economic and financial transactions between economic agents. Such transactions can occur between economic agents with any coordinates x and y and that reflect non-local "action-at-a-distance" character of internal macroeconomic interactions. For instance, Buy-Sell transactions between points x and y on economic space define dynamics of Assets at point x and Investment at point y. Aggregates of transactions between economic agents at point x and y on economic space define economic fields as functions of two coordinates. To describe dynamics of economic fields on economic space we derive hydrodynamic-like equations. For simple models of interactions between economic fields we derive hydrodynamic-like equations in a closed form and obtain wave equations for their perturbations. Economic field waves propagate on economic space and their amplitudes can grow up as exponent in time and may disturb economic stability. Diversities of macroeconomic and financial waves on economic space in simple models uncover importance of wave processes for macroeconomic modeling and forecasting.
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。