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arXiv physics/0607287physics.soc-phq-fin.GN
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企业代理网络对外部冲击的响应

Response of Firm Agent Network to Exogenous Shock

Yuichi Ikeda, Hideaki Aoyama, Hiroshi Iyetomi, Yoshi Fujiwara, Wataru Souma, Taisei Kaizoji

摘要:

本文描述了一个基于代理的交互企业模型,在该模型中,交互企业代理人理性地投资资本和劳动力,以实现收益最大化。在这个模型中,交易和生产都被考虑在内。首先,模拟了真实交易网络中单个企业的绩效。模拟定量地再现了收入、材料成本、资本和劳动力的累积概率分布。然后,企业的反应,以一个给定的外生冲击,定义为国内生产总值的突然变化,进行了讨论。在高增长情景下,增长率的累积概率和偏态分布具有较长的尾部。

英文摘要:

This paper describes an agent-based model of interacting firms, in which interacting firm agents rationally invest capital and labor in order to maximize payoff. Both transactions and production are taken into account in this model. First, the performance of individual firms on a real transaction network was simulated. The simulation quantitatively reproduced the cumulative probability distribution of revenue, material cost, capital, and labor. Then, the response of the firms to a given exogenous shock, defined as a sudden change of gross domestic product, is discussed. The longer tail in cumulative probability and skewed distribution of growth rate are observed for a high growth scenario.

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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