英文标题：
《Stock-flow consistent macroeconomic model with nonuniform distributional
constraint》
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作者：
Aur\\\'elien Hazan (UPEC UP12)
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最新提交年份：
2017
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英文摘要：
We report on results concerning a partially aggregated Stock Flow Consistent (SFC) macroeconomic model in the stationary state where the sectors of banks and firms are aggregated, the sector of households is dis-aggregated, and the probability density function (pdf) of the wealth of households is exogenous, constrained by econometric data. It is shown that the equality part of the constraint can be reduced to a single constant-sum equation, which relates this problem to the study of continuous mass transport problems, and to the sum of iid random variables. Existing results can thus be applied, and provide marginal probabilities, and the location of the critical point before condensation occurs. Various numerical experiments are performed using Monte Carlo sampling of the hit-and-run type, using wealth and income data for France.
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中文摘要：
我们报告了一个平稳状态下部分聚集的股票流一致性（SFC）宏观经济模型的结果，其中银行和企业部门是聚集的，家庭部门是非聚集的，家庭财富的概率密度函数（pdf）是外生的，受计量经济数据的约束。结果表明，约束的等式部分可以简化为一个常数和方程，该方程将该问题与连续质量输运问题的研究以及iid随机变量的和联系起来。因此，可以应用现有的结果，并提供临界概率和冷凝发生前临界点的位置。利用法国的财富和收入数据，采用肇事逃逸型蒙特卡罗抽样法进行了各种数值实验。
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：General Finance 一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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一级分类：Physics 物理学
二级分类：Physics and Society 物理学与社会
分类描述：Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体（人类或其他）的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统（如能源网、运输网络）的物理和工程。
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一级分类：Statistics 统计学
二级分类：Applications 应用程序
分类描述：Biology, Education, Epidemiology, Engineering, Environmental Sciences, Medical, Physical Sciences, Quality Control, Social Sciences
生物学，教育学，流行病学，工程学，环境科学，医学，物理科学，质量控制，社会科学
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