巴西古德温增长周期宏观经济动力学检验

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摘要翻译：
本文通过假设巴西社会的个人收入分配由Gompertz-Pareto分布(GPD)描述，讨论了Goodwin(1967)的带有周期的宏观经济增长模型的实证有效性。这是由代表绝大多数人口(~99%)的贡珀茨曲线和代表最富有的极小部分(~1%)的帕累托幂定律结合而成的。根据古德温最初的模型，我们将贡比兹的部分与工人相一致，将帕累斯的部分与资本家阶层相一致。由于GPD参数是每年的，古德温宏观经济学是一个时间演化模型，我们使用先前确定并在此进一步扩展的巴西GPD参数，以及失业数据，通过古德温动力学研究巴西1981-2009年这些数量的时间演化。这是在最初的古德温模型和Desai等人提出的扩展中完成的。（2006）。就巴西的数据而言，我们的结果显示，在所研究的时间段内，两个模型都有部分定性和定量的一致性，尽管原始模型提供了更好的数据拟合。然而，这两个模型都没有很好的经验一致性，因为它们预测的是数据中没有发现的单中心周期。我们讨论了古德温动力学必须改进的具体点，以便为经济系统的动力学提供一个更现实的表示。
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英文标题：
《Testing the Goodwin growth-cycle macroeconomic dynamics in Brazil》
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作者：
N.J.Moura Jr (1) and Marcelo B. Ribeiro (2), ((1) Instituto Brasileiro
  de Geografia e Estat\'istica - IBGE, Rio de Janeiro, Brazil, (2) Instituto de
  F\'isica, Universidade Federal do Rio de Janeiro, Brazil)
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最新提交年份：
2013
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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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英文摘要：
  This paper discusses the empirical validity of Goodwin's (1967) macroeconomic model of growth with cycles by assuming that the individual income distribution of the Brazilian society is described by the Gompertz-Pareto distribution (GPD). This is formed by the combination of the Gompertz curve, representing the overwhelming majority of the population (~99%), with the Pareto power law, representing the tiny richest part (~1%). In line with Goodwin's original model, we identify the Gompertzian part with the workers and the Paretian component with the class of capitalists. Since the GPD parameters are obtained for each year and the Goodwin macroeconomics is a time evolving model, we use previously determined, and further extended here, Brazilian GPD parameters, as well as unemployment data, to study the time evolution of these quantities in Brazil from 1981 to 2009 by means of the Goodwin dynamics. This is done in the original Goodwin model and an extension advanced by Desai et al. (2006). As far as Brazilian data is concerned, our results show partial qualitative and quantitative agreement with both models in the studied time period, although the original one provides better data fit. Nevertheless, both models fall short of a good empirical agreement as they predict single center cycles which were not found in the data. We discuss the specific points where the Goodwin dynamics must be improved in order to provide a more realistic representation of the dynamics of economic systems.
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PDF链接：
https://arxiv.org/pdf/1301.1090

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关键词：经济动力学 经济动力 宏观经济 动力学 长周期 巴西 1967 time 没有 empirical