基于RBC模型的动态随机一般均衡的数值解  

NUMERICAL SOLUTION OF DYNAMIC STOCHASTIC GENERAL EQUILIBRIUM BASED ON THE RBC MODEL

作　　者：堵溢[1] 孙宁华[1] 

机构地区：[1]南京大学经济学院,江苏南京210093

出　　处：《经济数学》2007年第3期291-299,共9页Journal of Quantitative Economics

摘　　要：以一般均衡为框架,引入随机变量的动态随机一般均衡系统,由于模型的庞大和函数形式的复杂,往往不能给出明确的数值解.本文给出几种操作性强的、有效的寻求一般化模型数值解的方法,并通过介绍模型参数确定的办法,使得理论的模型有了现实的含义.Based on the framework of general equilibrium and introduced with the random variable, the dynamic stochastic general equilibrium can＇t give the numerical solution at one sight for its huge dimensions and complex forms of the funclions. Studing a general model, this paper puts forward several manipulative and effective ways to leading to the numerical solution of the model and these methods render the theoretical models realistic meaniogs.

关 键 词：动态随机一般均衡 数值解 RBC 

分 类 号：O211.5[理学—概率论与数理统计]