双市场非均衡模型的建模方法──中国资本市场和货币市场非均衡模型  

THE METHOD OF MODELBUILDING FOR TWO-MARKET DISEQUILIBRIUM MODEL──CFINA'S CAPITAL MARKET AND MONEY MARKET DISEQUILIBRIUM MARKET

作　　者：张世英[1] 王雪坤[1] 张晖东[1] 

机构地区：[1]天津大学

出　　处：《管理工程学报》1996年第1期1-8,共8页Journal of Industrial Engineering and Engineering Management

基　　金：国家自然科学基金

摘　　要：由于市场之间存在未被满足的需求和供给的溢出影响，要求考虑多市场的非均衡模型。本文建立具有数量调节和价格调节机制的双市场非均衡模型及其极大似然参数估计方法。作为应用和对中国非均衡经济的实证分析，建立了我国资本市场和货币市场的双市场非均衡模型。Because of the Spill-over effects of the unsatisfied demand or supply between the multi-market, we need consider multi-market disequilibrium models. In this paper, a maximum likelihood method to estimate the parameters in the two-market disequilibrium model with two adjustment mechanism represented by quantity adjustment equations and price adjustment equations is given. As a practical analysis of Chinese disequilibrium economy. the method is used to build the capital market and the money market disequilibrium model and analyse the demand and supply state and the correlation of the two markets.

关 键 词：非均衡模型 溢出效应 资本市场 货币市场 市场 

分 类 号：F723[经济管理—市场营销]