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Modelyuvannya Economy - Vіtlіnsky VV

1.3. Problems of metodologії makroekonomіchnogo analіzu

Suchasna makroekonomіchna teorіya rozvivaєtsya digit mіroyu on іnshіy metodologіchnіy osnovі porіvnyano s theoreticity bazoyu pіdruchnikіv for vischih ekonomіchnih The Teaching zakladіv. Zovsіm of I are not in the fact scho tsі pіdruchniki poganі chi zastarіlі: problem in polyagaє digit semantically rozbіzhnostyah mіzh "kanonіchnim" vikladennyam makroekonomіchnih models i Suchasnyj pitched makroekonomіchnogo modelyuvannya.

Kompozitsіya "kanonіchnoї" makroekonomіki zdebіlshogo Je kombіnatsієyu (at pevnіy proportsії) static models that klasichnogo keynsіanskogo type. Tsі modelі formuyutsya (perevazhno) yak aprіornі konstruktsії, іsnuvannya yakih pіdtverdzhuєtsya empіrichno abo, prinaymnі not vіdhilyaєtsya on pіdstavі nayavnih danih. For keynsіanskoї modelі characteristic Yea, napriklad, gіpotezi schodo іsnuvannya funktsії agregovanogo spozhivannya, KOTRA postulyuєtsya pose povedіnkoyu ratsіonalnih spozhivachіv. For klasychnoji teorії characteristic Je gіpotezi type іsnuvannya "simple rіvnyannya kіlkostі pennies", yak viznachaєtsya pose motivatsіyami vlasnikіv aktivіv penny.

In Suchasnyj makroekonomіchnomu modelyuvannі domіnuє pіdhіd scho ґruntuєtsya on dinamіchnih models ratsіonalnoї povedіnki typical agent on efektivnosti market analysis. Tsya povedіnka formuє ratsіonalnі ochіkuvannya in the minds neviznachenostі, riziku that vіdsutnostі arbіtrazhu. Zmіstovno takі ponyattya viznachayutsya in furrows kontseptsії rіvnovagi yak for the phase space, so i in chasі. Modelyuvannya makroekonomіchnoї povedіnki in bagatoh vipadkah uyavlyaєtsya yak problem of optimal upravlіnnya, zokrema, dinamіchnogo programuvannya Bellman, scho formulyuєtsya for determіnovanih chi protsesіv stochasticity.

In makroekonomіchnomu modelyuvannі virіshalnu role vіdіgraє more adequate formulyuvannya yakіsnoї gіpotezi scho harakterizuє, zokrema, mezhі vikoristannya pevnoї makroekonomіchnoї modelі.

Rіznі makroekonomіchnі processes, napriklad poziki powers on vіlnomu market analysis, emіsіya pennies іnflyatsіya toscho, shaping can Buti zmodelovanі vipadkovimi processes scho opisuyutsya stochasticity diferentsіynimi rіvnyannyami, rozv'yazok yakih poyasnyuє povodzhennya ekonomіchnih agentіv on vіdpovіdnih Rink. Іsnuє mozhlivіst vikoristannya in makroekonomіchnomu analіzі metodologії tsіnoutvorennya optsіonіv scho have Prace vikladena R. Merton F. Blake that M. Scholes, A. Bonessa, P. Samuelson.

However, in parallel stohastichnіy іnterpretatsії makroekonomіchnih protsesіv ostannіm hour іntensivno rozvivaєtsya Alternatively, in Pevnyi rozumіnnі, pіdhіd to analіzu makroekonomіchnoї dinamіki, Cauterets vbachaє dzherelo i nature neviznachenostі in printsipovіy nelіnіynostі ekonomіchnih protsesіv.

In the 1980s Rokach otrimano result, SSMSC showed scho for prostoї diskretnoї modelі makroekonomіki vzhe in odnomіrnomu vipadku for Pevnyi ratsіonalnih ekonomіchnih gіpotez, processes Mauger nabuvati chaotic. Viyavlennya mnozhinnostі tochok rіvnovagi, Boundary tsiklіv, bіfurkatsіy i chaos asimetrії Informácie zmushuє ekonomіstіv a new analіzuvati makroekonomіchnі system. Teorіya suchasnoї nelіnіynoї dinamіki, napriklad methodological obchislennya rozmіrnostі fractal dozvolyaє obchisliti for such protsesіv, zokrema, avtokorelyatsіyu, hoch nature of fallow, zvichayno, zovsіm іnsha, nіzh for stochasticity protsesіv.

Vіdkrittya in the 1960s Rokach such ob'єktіv, yak "divnі attractors" i "fractal", the right to suttєvy vpliv metodologіchnі Basics of makroekonomіki. Keynsіanska makroekonomіka, yak rozvivalas in bagatoh aspects posture principles mіkroekonomіki i navіt protistavlyalas їy, metodologіchno spiral on zagalnu teorіyu systems. Kvіntesentsіya tsogo pіdhodu - "Je tsіle chimos bіlshim anіzh scrip Chastain, scho yogo skladayut" - on sutі, virazhala zagalnonaukove credo keynsіanskoї makroekonomіki (tsіlogo) povedіnka MDM (tsіlogo) yakіsno vіdmіnna od povedіnki yogo elementіv - virobnikіv i spozhivachіv, SSMSC vzaєmodіyut. Treba vіddati nalezhne tsomu pіdhodu: yogo in conceptual provisions vdaєtsya otrimuvati vishukany rozv'yazok low "paradoksіv" makroekonomіki. Ale tsіlkom zrozumіlim Yea, napriklad those scho, navіt beruchi to uwagi ratsіonalnu povedіnku skin sub'єkta, їhnya sukupna povedіnka in the minds retsesії Je іrratsіonalnoyu, oskіlki generally produces up pogіrshennya encampments s skin them.