欧债危机对全球及中国传染性的测度分析——基于复杂网络的模拟研究  

Measurement Analysis of European Debt Crisis' s Infects on Global Economiess and China Based on Simulation of Complex Networks

作　　者：庞晓波[1] 王姗姗[2] 陈守东[1] 

机构地区：[1]吉林大学数量经济研究中心 [2]吉林大学商学院

出　　处：《世界经济研究》2015年第12期35-46,124-125,共12页World Economy Studies

基　　金：国家社会科学基金项目"系统性金融风险与宏观审慎监管研究"(项目编号:12BJY158)

摘　　要：文章基于贸易渠道构建了包含244个国家的全球网络,利用复杂网络方法和具有潜伏期的SEIR模型对欧债危机传染性进行了模拟分析,并将随机网络与实际网络的传染性进行了对比。结果发现:全球网络具有无标度特征和小世界特征;全球网络的复杂性既表现出对危机的扩散性,又表现出吸收性,全球网络具备稳健性特征;危机传染力在低于扩散阈值时不会对他国构成负外部性,但危机越严重传染范围越广,高于崩溃阈值后传染范围达到最大;中国与美国在全球网络中节点度相同,但在传染模拟中中国先于美国被传染,且危机潜伏期越久此种特征越明显。This paper builds a global network in trade channels comprising of 244 countries,using Complex network theory and latency SEIR model to simulate European debt crisis,and comparing infectivity of random network with actual network. It turns out that:Global trade network has scale-free property and small scale features; Global Trade Network is robust,and its complexity not only contributes to proliferation crises in the network,but also has the ability to absorb the crisis; When the severity of European debt crisis is less than the diffusion threshold,it could not constitute a negative externality countries. With the severity of the crisis deepened,the range of infection will be more extensive,when the severity is higher than the threshold of the collapse,it will reach the maximum range of infection and no longer change; China and USA has the same network node degree,yet China will be infected earlier than USA. This phenomenon is more obvious when the incubation period is longer.

关 键 词：欧债危机 传染 复杂网络 SEIR模型 

分 类 号：F113[经济管理—国际贸易]