基于智能體的貨幣政策對行業(yè)非對稱效應(yīng)研究
發(fā)布時間：2018-11-21 07:34
【摘要】：在2011年底舉行的中央經(jīng)濟工作會議中,政府傳達了今后一個時期經(jīng)濟工作的基調(diào)與路線。這些宏觀經(jīng)濟目標的實現(xiàn)依賴于經(jīng)濟政策合理與有效地制定和實施,因此中央重點提出要加強宏觀經(jīng)濟調(diào)控,體現(xiàn)經(jīng)濟政策的靈活性、針對性和前瞻性。 中國的貨幣政策具有特殊性。與國外的利率高度市場化的情況相比,我國貨幣政策的利率渠道并不通暢,因此,國家干預(yù)金融市場更多地依靠貨幣供應(yīng)量這個指標,它同時也是我國貨幣政策的中介目標。此外,利率、存款準備金率、公開市場業(yè)務(wù)等貨幣政策工具由政府管控,它將以何種方式、何種程度影響國民經(jīng)濟的運行,也是我們重點關(guān)心的問題。 以往常用的分析經(jīng)濟(貨幣)政策的方法,主要是系統(tǒng)動力學(xué)、投入產(chǎn)出分析、聯(lián)立方程模型、可計算一般均衡模型等。它們基于建立起宏觀經(jīng)濟系統(tǒng)或變量間的時間序列,或通過求解方程組的方式,得到了經(jīng)濟(貨幣)政策有效性的實證結(jié)論。相比較于這些傳統(tǒng)方法,本文發(fā)展了智能空間中的B-4問題求解方法,提出了解耦A(yù)gent、聯(lián)合問題求解方法、自主強度等概念,并運用該理論在研究貨幣政策領(lǐng)域中進行了如下一些探索： (1)建立了基于智能體的貨幣政策模擬系統(tǒng)(MPSS)。通過2007年42部門投入產(chǎn)出表中的消耗系數(shù)設(shè)計出生產(chǎn)部門的投入產(chǎn)出關(guān)系,以智能體的自主決策、相互協(xié)作進行仿真,設(shè)計出追求自身利益最大化的功能型智能體、對資源配置起調(diào)節(jié)作用的協(xié)調(diào)型智能體以及間接干預(yù)經(jīng)濟活動的控制型智能體。其中,詳細刻畫了對貨幣政策傳導(dǎo)起重要作用的中央銀行以及商業(yè)銀行智能體。他們之間通過要素流、資金流以及信息流進行物質(zhì)與消息的傳遞,實現(xiàn)多目標下的共同演化,這樣可以得到與實際經(jīng)濟相符合的結(jié)果。 (2)強調(diào)了貨幣政策的外生性,強化了商業(yè)銀行的信貸功能。存款性金融機構(gòu)在充當資金池的作用時,一方面接收中央銀行的政策信息,做出相應(yīng)的政策反應(yīng)；另一方面,對于貸款產(chǎn)生的預(yù)期風(fēng)險與收益,科學(xué)合理地進行決策,控制各行業(yè)的再生產(chǎn)規(guī)模。 (3)模擬了貨幣政策的非對稱效應(yīng),表現(xiàn)出行業(yè)產(chǎn)值及價格受該政策影響的差異特性,并能夠與實際時間相對應(yīng),具有一定參考價值。依據(jù)雙向經(jīng)濟建模方法,將宏觀貨幣政策的作用通過信貸渠道影響微觀行業(yè),同時又從微觀智能體的決策與協(xié)作結(jié)果涌現(xiàn)出宏觀現(xiàn)象。由于設(shè)定了與實際時間相一致的步長,因此可以同一年的經(jīng)濟周期對應(yīng)起來。 (4)反映了能源、電力部門的重要指標。通過經(jīng)濟模擬和對其中能源行業(yè)的投入產(chǎn)出結(jié)果分析,可以得到經(jīng)濟政策作用下的行業(yè)發(fā)展情況,進而提煉出能源、電力部門的產(chǎn)量、用電量等信息。
[Abstract]:At the Central Economic work Conference held at the end of 2011, the government conveyed the tone and route of economic work in the coming period. The realization of these macroeconomic objectives depends on the rational and effective formulation and implementation of economic policies, so the central government puts forward to strengthen macroeconomic regulation and control to reflect the flexibility, pertinence and foresight of economic policies. China's monetary policy has its particularity. Compared with the high marketization of interest rate in foreign countries, the interest rate channel of monetary policy in China is not smooth. Therefore, the national intervention in financial market depends more on the index of money supply, which is also the intermediate target of monetary policy in our country. In addition, interest rates, reserve requirements, open market operations and other monetary policy instruments are controlled by the government, and how and to what extent will they affect the operation of the national economy are also our key concerns. The commonly used methods of analyzing economic (monetary) policy are system dynamics, input-output analysis, simultaneous equation model, general equilibrium model and so on. Based on the time series of macroeconomic systems or variables, or by solving equations, the empirical conclusions on the effectiveness of economic (monetary) policies are obtained. Compared with these traditional methods, this paper develops the B-4 problem solving method in intelligent space, and puts forward the concepts of decoupling Agent, joint problem solving method, autonomous strength and so on. Using this theory in the field of monetary policy, the following explorations are carried out: (1) an agent based monetary policy simulation system, (MPSS)., is established. The input-output relation of production department is designed through the consumption coefficient of 42 departments input-output table in 2007. The functional agent is designed to maximize its own benefit by the independent decision-making of the agent and the simulation of cooperation with each other. The coordination agent which regulates the allocation of resources and the control agent that indirectly interferes with economic activities. Among them, the central bank and commercial bank agent which play an important role in monetary policy transmission are described in detail. By means of factor flow, capital flow and information flow, they can transmit material and message to achieve the co-evolution of multi-objective, so as to get the result that is consistent with the actual economy. (2) it emphasizes the externality of monetary policy and strengthens the credit function of commercial banks. When the depository financial institution acts as the fund pool, on the one hand, it receives the policy information of the central bank and makes the corresponding policy response; On the other hand, for the expected risks and benefits of loans, scientific and reasonable decisions are made to control the reproduction scale of various industries. (3) the asymmetric effect of monetary policy is simulated, which shows the different characteristics of industry output value and price influenced by the policy, and can correspond to the actual time, which has certain reference value. According to the bidirectional economic modeling method, the role of macro-monetary policy is used to influence the micro-industry through credit channels, and at the same time, the macro-phenomenon emerges from the decision-making and cooperation results of micro-agent. By setting a step that is consistent with the actual time, it is possible to match the economic cycle of the same year. (4) it reflects the important index of energy and power sector. Through the economic simulation and the analysis of the input-output results of the energy industry, we can get the development of the industry under the action of economic policy, and then extract the information of energy, power sector output, electricity consumption and so on.
【學(xué)位授予單位】：華北電力大學(xué)
【學(xué)位級別】：博士
【學(xué)位授予年份】：2012
【分類號】：F822.0;F224
本文編號：2346327
[Abstract]:At the Central Economic work Conference held at the end of 2011, the government conveyed the tone and route of economic work in the coming period. The realization of these macroeconomic objectives depends on the rational and effective formulation and implementation of economic policies, so the central government puts forward to strengthen macroeconomic regulation and control to reflect the flexibility, pertinence and foresight of economic policies. China's monetary policy has its particularity. Compared with the high marketization of interest rate in foreign countries, the interest rate channel of monetary policy in China is not smooth. Therefore, the national intervention in financial market depends more on the index of money supply, which is also the intermediate target of monetary policy in our country. In addition, interest rates, reserve requirements, open market operations and other monetary policy instruments are controlled by the government, and how and to what extent will they affect the operation of the national economy are also our key concerns. The commonly used methods of analyzing economic (monetary) policy are system dynamics, input-output analysis, simultaneous equation model, general equilibrium model and so on. Based on the time series of macroeconomic systems or variables, or by solving equations, the empirical conclusions on the effectiveness of economic (monetary) policies are obtained. Compared with these traditional methods, this paper develops the B-4 problem solving method in intelligent space, and puts forward the concepts of decoupling Agent, joint problem solving method, autonomous strength and so on. Using this theory in the field of monetary policy, the following explorations are carried out: (1) an agent based monetary policy simulation system, (MPSS)., is established. The input-output relation of production department is designed through the consumption coefficient of 42 departments input-output table in 2007. The functional agent is designed to maximize its own benefit by the independent decision-making of the agent and the simulation of cooperation with each other. The coordination agent which regulates the allocation of resources and the control agent that indirectly interferes with economic activities. Among them, the central bank and commercial bank agent which play an important role in monetary policy transmission are described in detail. By means of factor flow, capital flow and information flow, they can transmit material and message to achieve the co-evolution of multi-objective, so as to get the result that is consistent with the actual economy. (2) it emphasizes the externality of monetary policy and strengthens the credit function of commercial banks. When the depository financial institution acts as the fund pool, on the one hand, it receives the policy information of the central bank and makes the corresponding policy response; On the other hand, for the expected risks and benefits of loans, scientific and reasonable decisions are made to control the reproduction scale of various industries. (3) the asymmetric effect of monetary policy is simulated, which shows the different characteristics of industry output value and price influenced by the policy, and can correspond to the actual time, which has certain reference value. According to the bidirectional economic modeling method, the role of macro-monetary policy is used to influence the micro-industry through credit channels, and at the same time, the macro-phenomenon emerges from the decision-making and cooperation results of micro-agent. By setting a step that is consistent with the actual time, it is possible to match the economic cycle of the same year. (4) it reflects the important index of energy and power sector. Through the economic simulation and the analysis of the input-output results of the energy industry, we can get the development of the industry under the action of economic policy, and then extract the information of energy, power sector output, electricity consumption and so on.
【學(xué)位授予單位】：華北電力大學(xué)
【學(xué)位級別】：博士
【學(xué)位授予年份】：2012
【分類號】：F822.0;F224
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