基于复杂系统和混沌理论的双重汇率模型

基于复杂系统和混沌理论的双重汇率模型

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摘要本文基于复杂系统和混沌理论,建立一个包含发达国家和发展中国家两个子系统的双重汇率的模型,然后分析了发展中国家子系统的耗散与均衡。研究结果表明,长期的大规模资本流入是造成系统性危机的主要原因,双重汇率可以隔绝外国利率变化对发展中国家价格水平和经常账户的影响。

作者莫世康王文峰

机构地区南开大学经济学院

出处《南开经济研究》 CSSCI 北大核心 2004年第6期46-51,共6页 Nankai Economic Studies

基金本项目受国家社科基金项目"虚拟经济实体经济与货币数量关系研究"资助。批准号:031352016。

关键词发展中国家汇率模型经常账户资本流入利率变化价格水平混沌理论家价系统性研究结果 Duel Exchange Rates Complexity Systems Chaos Theory

参考文献25

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南开经济研究

2004年第6期

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