摘要
传统的投入产出价格模型利用矩阵描述并分析价格传导过程.因矩阵表述方式属二维模型,故而无法反映价格随时间变化的动态关系.利用有向加权网络描述各产业部门及部门间的价格传导关系,并将时间维度引入构建了价格传导网络模型,考察价格传导时滞的影响.与现有投入产出价格模型相比,模型具有以下三个优势:一是可计算任意时刻的价格传导波动,而传统投入产出价格模型只是该模型在价格传导时间趋向无穷时的特例;二是模型考虑了各部门不同的价格传导时滞的影响,对价格传导过程描述更加精确;三是该模型不受二维矩阵算法的限制,计算复杂度低,易于仿真模拟.
The traditional Input-Output Price Model uses matrices to describe and analyze the process of price transmission. Since the matrix-based approach is a two-dimensional model, it cannot reflect the dynamic characteristics of price transmission with time. This paper uses the Directed Weighted Network to formulate the price transmission between various industrial sectors by taking the temporal dimension into account. In order to effectively evaluate the impact of the delay of price transmissioni the Price Transmission Network Model is constructed. Compared to the traditional Input-Output Price Model, the Price Transmission Network Model contributes to following tree points. First, this model can calculate the fluctuations of price transmission at any time, and the traditional model is an asymptotical special case when the time is approaching to infinity. Second, this model considers the impact of different transmission delay, so that it can illustrate the price transmission process with higher accuracy. Third, this model is not limited by the two-dimensional matrix algorithm, and it can be simulate in low computational complexity.
出处
《数学的实践与认识》
CSCD
北大核心
2011年第24期61-68,共8页
Mathematics in Practice and Theory
基金
国家自然科学基金(70903068)
关键词
价格模型
价格传导时滞
有向加权网络
投入产出
price model
price transmission delay
directed weighted network
input-output model
