具有非均匀分布约束的存量-流量一致宏观经济模型
Stock-flow consistent macroeconomic model with nonuniform distributional constraint
摘要：
我们报告的结果有关的部分汇总股票流一致（SFC）宏观经济模型在静态的银行和企业部门的汇总，家庭部门的分解，和家庭财富的概率密度函数（pdf）是外生的，计量经济数据的约束。结果表明，等式部分的约束可以减少到一个单一的常和方程，这涉及到这个问题的研究连续的质量运输问题，和iid随机变量的总和。因此，现有的结果可以应用，并提供边际概率，和冷凝发生前的临界点的位置。使用蒙特卡罗抽样的打了就跑的类型，使用法国的财富和收入数据进行各种数值实验。
英文摘要：
We report on results concerning a partially aggregated Stock Flow Consistent (SFC) macroeconomic model in the stationary state where the sectors of banks and firms are aggregated, the sector of households is dis-aggregated, and the probability density function (pdf) of the wealth of households is exogenous, constrained by econometric data. It is shown that the equality part of the constraint can be reduced to a single constant-sum equation, which relates this problem to the study of continuous mass transport problems, and to the sum of iid random variables. Existing results can thus be applied, and provide marginal probabilities, and the location of the critical point before condensation occurs. Various numerical experiments are performed using Monte Carlo sampling of the hit-and-run type, using wealth and income data for France.
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