货币流通与持有时间分布
The Circulation of Money and Holding Time Distribution
摘要:
我们研究了封闭经济系统中货币流通的统计力学。通过引入货币持有时间的概念,首次给出了货币流通速度的显式统计公式。研究结果表明,经济主体的行为模式决定了经济增长的速度。为了证明保持时间分布的形状,已经进行了计算机模拟。我们发现,货币流通是一个Poisson过程,其中持有时间的概率分布服从一类Gamma分布,货币流通速度取决于交换份额和代理人的数量。
英文摘要:
We have studied the statistical mechanics of money circulation in a closed economic system. An explicit statistical formulation of the circulation velocity of money is presented for the first time by introducing the concept of holding time of money. The result indicates that the velocity is governed by behavior patterns of economic agents. Computer simulations have been carried out in order to demonstrate the shape of the holding time distribution. We find that, money circulation is a Poisson process in which the holding time probability distribution follows a type of Gamma distribution, and the velocity of money depends on the share for exchange and the number of agents.
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