摘要
为了分析宏观经济与股票市场之间的相互影响,我们提供了一个基于主体的股份制经济模型──ASMEC-S。人工经济由多个家庭、多个消费品企业、一个资本品企业、一个银行和一个政府组成。消费品企业是股份制企业,政府和众多家庭是它们的股东。家庭的消费剩余可以用于股票市场的投资,是否买卖某种股票取决于家庭的预期。消费品企业通过调整劳动力数目和资本数目控制生产规模,并应用分类器系统完善定价策略。政府可以通过制定货币政策调控经济运行。实验结果表明:宏观经济和股票市场均呈现出周期波动;政府适当地调整利率能够使宏观经济和股票市场运行比较平稳。
In order to analyze the influence between the macro-economy and stock market, We provide an agent-based model of the shareholding economy-ASMEC-S. Economy is formed by a lot of families, a lot of consumer goods firms, a capital product firm, a bank and a government. The consumer goods firms are share-issu i ng firms; the government and numerous families are their shareholders. The consu mption surplus of the family can be used in the investment of the stock market, whether to buy or sell a certain stock depends on the expectancy of the family. The firms of the consumer goods controls the production scale through adjusting the figure of workforces and the figure of capital, and uses the classifier system to perfect the pricing strategies. The government can adjust and control economical operation through making the monetary policy. The experimental result shows: macro-economy and stock market demonstrate cycle and fluctuate. Government c an make macro-economy and stock market run relatively steady by adjusting interest rate properly.
出处
《吉林大学社会科学学报》
CSSCI
北大核心
2002年第2期31-39,共9页
Jilin University Journal Social Sciences Edition
基金
教育部人文社会科学重点研究基地重大项目(01JAZJD790003)。