概述随机非线性动力系统在经济周期研究中的运用

Application of Stochastic Nonlinear Dynamics in Business Cycle Model

非线性动力学为经济周期的动态分析提供了全新的思路和方法,打破了传统的均衡线性分析的范式。考虑到复杂经济系统中本质的表现为非线性,而且还不可避免地存在随机噪声。因此,为了深入地探究经济周期的动力学形成机理,将随机非线性动力系统引入到经济周期问题的研究中。通过研究随机模型的稳定性、分岔、混沌和随机最优控制,实现对宏观经济动态演化和运行的评价、监测与控制。这不仅拓宽了随机动力学在宏观经济领域中的应用,而且也为宏观经济运行的研究提供了一个全新的思路和方法。

This survey summarizes some uses of stochastic non-linear dynamics in business cycle model.Non-linear dynamics is an important attempt of breaking equilibrium and linear paradigm in business cycle model analysis.However,nonlinearity and random noise are existing in the real economical system,so the stochastic Non-linear dynamical system is introduced in anglicizing business cycle model.By analysis steady,bifurcation,chaos and stochastic optimal control,some complex dynamics of the business cycle models are known.Stochastic non-linear dynamics provides a new train of thought for macroeconomic researchers.