递规效用,污染和随机经济增长(英文)  

Recursive Utility,Pollution and Stochastic Economic Growth

作　　者：张学清[1] 胡适耕[1] 王海军[1] 

机构地区：[1]华中科技大学数学系,湖北武汉430074

出　　处：《应用数学》2006年第2期319-324,共6页Mathematica Applicata

基　　金：SupportedbytheNationalNaturalScienceFoundationofChina(70271069)

摘　　要：本文在一个带有污染的随机内生增长模型中引入了递规效用.证明了在一定的宏观均衡条件下,主要经济指标的均衡值可唯一的决定于模型参数.并证明了许多模型参数对福利和经济增长的影响与跨时替代弹性而不是风险厌恶系数有关.In this paper, we introduce recursive utility into a stochastic endogenous growth model with pollution. This paper proves that under appropriate macroeconomic equilibrium conditions,the equilibrium values of the main economic indexes are uniquely determined by the parameters in the model. This paper also proves that the effects of many parameters in the model on the welfare and economic growth are related to the intertemporal elasticity of substitution rather than risk aversion.

关 键 词：递规效用 随机最优化 Bellman方程 环境保护 随机增长 

分 类 号：O211.63[理学—概率论与数理统计]