Mathematical description of the macroeconomic system: nonlinear and stochastic game input-output model and application research

主讲人:刘秀丽(预测科学研究中心)
时间:2015年5月21日上午9:00   地点:N202

  Abstract:

  Input-output (IO) model is one of the main economic mathematical models widely applied.Traditional IO model is based on the homogeneity assumption and proportionality assumption, which makes the IO model compact and convenient in macro economy analysis, planning and forecasting in short-term. In reality, the parameters of IO model, such as input-output coefficient matrix and investment coefficient matrix fluctuate randomly. So there is big difference between IO assumptions and the real economic situation, which leads to the invalid when it is applied to make long term forecasting and planning. It is an international challenge in the IO research field. To quantitatively describe and analysis of macroeconomic system more realistic, the reporter has made the research on nonlinear important coefficients input-occupancy-output model and stochastic game input-output model subsequently. The report will introduce nonlinear important coefficients input-occupancy-output model and its applications, the general structure of stochastic game IO model and its numerical solution method.