全球衰退是一种具有异质性、相互作用的级联现象 代理

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

摘要翻译：
我将全球衰退视为一种连锁现象。换句话说，一个或多个国家出现的衰退如何渗透到一个相互关联的经济体网络中。建立了以西方经济体为主体的异构agent模型。一个国家有可能在任何一年进入衰退，并在下一年摆脱衰退。此外，代理人有一个独特的门槛倾向，从他们有最强联系的代理人那里输入衰退。它们连接在一个小世界拓扑上，一个智能体的邻居在任何时候都处于衰退状态（状态1）或处于衰退状态（状态0）。如果加权和超过阈值，代理进入衰退。数据集采用17个西方国家1871-2006年的年实际GDP增长率。在任何一年里，衰退国家的数量都是指数分布的，个别国家内部衰退的持续时间也是如此。该模型是根据这两个事实，加上衰退之间的“等待时间”来校准的。它能够成功地复制它们。网络结构对代理复制风格化的事实至关重要。具体国家进入和摆脱衰退的概率本身就使结果与实际数据大相径庭。
---
英文标题：
《Global recessions as a cascade phenomenon with heterogenous, interacting
  agents》
---
作者：
Paul Ormerod
---
最新提交年份：
2008
---
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
--
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。
--

---
英文摘要：
  I examine global recessions as a cascade phenomenon. In other words, how recessions arising in one or more countries might percolate across a network of connected economies. A heterogeneous agent based model is set up in which the agents are Western economies. A country has a probability of entering a recession in any given year and one of emerging from it the next. In addition, the agents have a unique threshold propensity to import a recession from the agents with which they have the strongest connections. They are connected on a small world topology, and an agent's neighbours at any time are either in (state 1) or out (state 0) of recession. If the weighted sum exceeds the threshold, the agent goes into recession. Annual real GDP growth for 17 Western countries 1871-2006 is used as the data set. The distribution of the number of countries in recession in any given year is exponential, as is the duration of recessions within individual countries. The model is calibrated against these two facts, plus the 'wait time' between recessions. It is able to replicate them successfully. The network structure is essential for the agents to replicate the stylised facts. The country-specific probabilities of entering and emerging from recession by themselves give results very different to the actual data.
---
PDF链接：
https://arxiv.org/pdf/0807.1639

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：相互作用 异质性 Quantitative Successfully HETEROGENOUS countries 事实 全球 given 处于