宏观经济理性预期二次最优建模

Study on quadratic optimum modeling theory under rational expectation in macroeconomics

在目标函数为非一致动态叠加目标函数的条件下,根据宏观经济二次最优闭环模型理论,推导出模型的动态方程的稳态因子方程,并给出宏观经济系统均衡轨道的解析表达式,从而完整地建立起宏观经济理性预期二次最优模型.将二次最优控制理论引入到宏观经济系统中,并与理性预期思想相结合的方法,对经济系统中的预期作用给出定量化的描述.

In the condition of non-uniform dynamic addition object function, based on the macroeconomic theory of the quadratic optimal closed loop model, the static solutions of Riccati equation are obtained. Using the solutions, the analytic formulae of the equilibrium paths are derived, The quadratic optimum modeling theory under rational expectation in macroeconomics is built perfectly.The combination of rational expectation and modeling theory of quadratic optimum gives quantitative description of human being＇s ability of expectation in macroeconomics.