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Modeluvannya ekonomiki - Vіtlіnskiy V.V.

ROZDIL 14. MODEL ANALYSIS OF MACROECONOMIC POLICY

14.1. Аналіз макроекономічної політики

Macroeconomic Policies, on the basis of the form of zagalni umovi, zgіdno z yakimi dіyut індивідуальні виробники і споживачі, розробляється та реалізується з використанням Actual models (formal chi informal).

We'll see vivchennya ekonomіchnih іdey, Especially such scho oformlenі in chіtkі formalіzovanі modelі, neobhіdne th korisne for viyavlennya zakonomіrnostey pid hour of acceptance rіshen i realіzatsії makroekonomіchnoї polіtiki.

Metodologіya analіzu makroekonomіchnoї polіtiki Mauger Buti yak sistematizovana rozdіl makroekonomіchnoї teorії, subject tsogo rozdіlu Je doslіdzhennya power formuvannya i zastosuvannya vіdpovіdnogo type makroekonomіchnoї polіtiki s pevnoї mnozhini alternative varіantіv * 1.

* 1: {Smirnov AD Lectures on Macroeconomic Modeling: Proc. Manual for universities. - Moscow: State University Higher School of Economics, 2000.}

The methodology has been corrupted by Y. Tinbergen and A. Fillips. The basic svoїh risah Won zalishilasya nezmіnnoyu, ale th suttєvo dopovnena rozvinuta in kіlkoh directly peredusіm іz zastosuvannyam gіpotezi ratsіonalnih chi on adaptive ochіkuvan and takozh analіzu serednotermіnovih aspektіv dinamіki nakopichuvannya bagatstva, kotrі in zagalnomu viglyadі opisuyutsya on osnovі teorії portfolio pіdhodu J. Tobіna.

For bahatooh situatsiy macroeconomy analiz zruchno conduct in the terms "tsili-zasobi." Here macroeconomic polity can rozglyadatis yak tsіlesprjamovana zmіna become systems, zumovlyuvannogo zmіami parametіv ostanni. The system parameters can be subdivided into two groups: the structural characteristics of the system of the call of the middle peasant (supersystems of the supermodel), which are not controlled (nekrovaniemi); Controlling (keroviny) parameters. Зміни останніх, по суті, і є «політиками», зашасування яких to lead up to бажаних змін параметрыів (змінних) will become. Pripuskuyutsya, scho parametrsystems - vzaemmno nezalezhnimi; Tse vozmozhlya obsoblyuvavati efekti zastosuvannya concrete polity in the "pure" viglyadi for the steel the value of the in-between, the reverse, the parameters in the systems.

In zagalnomu vipadku m -mіrny vector V vvazhaєtsya vector admissibility makroekonomіchnih polіtik (here i Mauger vikoristovuvatis termіn "іnstrumentalnі zmіnnі" chi "zasobi") and n -mіrny vector X - vector stanіv makroekonomіki. Макроекономічна рівновага здейільшого descriptive vector-matrix rivnyannam:

(14.1)

De F ( X , V ) is the matrices of the volume nm , and the structure of the macroeconomy is the same as that of the medium, the "supersystem". Vector rіnovnazhnogo стану макроекономіки є functцією параметів системи:

(14.2)

Після підстановки якої в (14.1) remain згідно з the theorem about implicit function to be pleased with the totality.

For a small roundabout, the points of the valley of the macroeconomy (vector ¶ V ) і зміни become systems (the vector ¶ X *) to satisfy the рівняня:

(14.3)

Звідси маємо, що ефекти макроэкономічних політик визначаються матричним рівнянням:

(14.4)

De I is the identity matrix, and

Матри matrix Jacobi macroeconomic system (14.3), which is calculated in precision.

Dobutok dvoh matrix, SSMSC zapisanі in pravіy chastinі (14.4) (matritsі a vector), harakterizuє reaktsії makroekonomіki on zmіnu parametrіv system kotrі іnterpretuyutsya yak realіzatsіya (dopustimoї mnozhini) makroekonomіchnih polіtik.

It is clear from (14.4) that the matrix At a fatal vipadka is uninhabited, then it is wrapped up to not zhazhdi іsnuyo (okrіm duzhe spetsialnih vypadkіv, but does not become an economical enteress). Tomu nontrivial (non-zero) rozv'azok sistemi (14.3) має місце, if macroeconomic politsiki спричиняють efekt is not limited to the vector rівноважних стаів, але й on the structure of systems, отже, матриця It is not guilty of storing the Lisha of the zero elements.

Non-incremental growth (vectors ¶ V ¶ ¶ X ) Slowing-up of macro-economical rivnogov zavzhdy pіdporyadkuyut umovі:

(14.5)

Kotra, vlasne, і viznachaє peremіschennya z odnієї points rіnnovagi іnshu. Vodnochase vpliv makroekonomіchnih polіtik the camp system zokrema on її structure oznachaє scho Mauger їh efekt viyavitisya neutrality tobto "polіtichny іmpuls" Mauger Buti povnіstyu dempferovanim (zgladzhenim, zgashenim) zmіnoyu camp system.

Yak rule, efekti riznyh macroeconomic politsik doslidzhuyut izolovano, tobto all parametres system vvazhayut fіksovaniemi, okrim one, and for kozhnoi concrete polichiki obkchlyuetsya multiplikator such viglyadu:

(14.6)

De - n -mirror vectors-effects of i- th macroeconomic polity.

Significantly, the calculation of multiplicators is, on a daily basis, the sensitivities of the macroeconomic system, the incidence of the vectors (14.6) characterize the sensitivity of the point of the share of the macroeconomy of the iodine of the i- th parameter to the system.