货币政策传导系统稳定性、脆性及熵关系——基于耗散结构和突变的理论及实证分析  

Relations between Stability,Brittle and Entropy of Monetary Policy Transmission System Based on Theory and Empirical Analysis of Dissipative Structure and Mutation

作　　者：王祥兵[1] 严广乐[1] 

机构地区：[1]上海理工大学管理学院,上海200093

出　　处：《系统工程》2012年第4期10-17,共8页Systems Engineering

基　　金：上海市重点学科建设项目(S30504);上海市研究生教育创新计划项目(JWCXSL1021)

摘　　要：货币政策传导系统是一类典型的复杂经济系统,其演化机制与耗散结构具有同态性。本文首次将耗散结构理论中低浓度三分子模型引入货币政策传导系统演化机理研究,利用唯象方法建立货币政策传导系统演化的动力学模型,得出系统形成耗散结构的判据。其次建立货币政策传导系统基于突变理论的脆性综合评价模型,利用1993～2010年中国货币政策传导的基础数据对货币政策传导系统演化模型的理论结论进行验证。通过实证分析发现,中国的经济发展和货币政策的实践与货币政策传导系统演化的理论描述是吻合的,并为货币政策传导系统演化的理论模型和逻辑结论提供了现实性依据,这也说明货币政策传导系统演化的理论模型不仅具有重要理论意义,而且具有较高实践价值。The monetary policy transmission system is a typical complex economic system,for homogeneity exists between its evolution mechanism and dissipative structure.The low concentrational trimolecular model of dissipative structure theory is first introduced into research on evolution mechanism of monetary policy transmission system in this paper.Firstly the dynamic model of monetary policy transmission system evolution is established by using the phenomenological method,thus criterion of system forming the dissipative structure is drawn.Secondly brittleness comprehensive evaluation model of monetary policy transmission system is established based on catastrophe theory,and the theoretical conclusion of evolution model of monetary policy transmission system is validated by using basic data of the 1993-2010 China monetary policy transmission.The empirical analysis shows that China’s economic development and the practice of monetary policy and theoretical description of monetary policy transmission system evolution model is consistent,providing realistic evidence for evolutionary theory model of monetary policy transmission system and the logical conclusion,which means that theory model of monetary policy transmission system evolution has not only theoretical significance but also higher practical value.

关 键 词：货币政策传导系统 耗散结构 低浓度三分子模型 熵 脆性评价模型 

分 类 号：F820[经济管理—财政学]