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Stochastic Analysis of a Nonlinear Business Cycle Model with Correlated Random Income Disturbance

机译：相关随机收入干扰的非线性商业周期模型的随机分析

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摘要

The economic cycle has always been an important feature of the evolution of an economic system. In the presence ofmany uncertain factors, it appears in the manner of very complex nonlinearity and randomness. Based on the theory of stochastic nonlinear dynamics, a nonlinear economic cycle model with correlated random income disturbance is established. The probability density evolution of the nonlinear economic cycle model under random disturbance is numerically analyzed by using a path integration method. The analysis shows the high saving rate reduces the investment and improves the probabilities of low income and low income change rate. In order to achieve a higher income, the saving rate should be controlled to some reasonable small value. The nonlinearity of the economic cycle model increases the probabilities of high income and high income change rate, which can lead to the increase of income in a probabilistic sense. The increase of randomincome interference enhances the uncertainty of income. Meanwhile, the increase of correlated random income disturbance can lead to a nonsymmetric distribution of the probability distributions of income and income change rate. In such cases, the income is more difficult to forecast and control.
机译：经济周期一直是经​​济体系发展的重要特征。在存在许多不确定因素的情况下，它以非常复杂的非线性和随机性的方式出现。基于随机非线性动力学理论，建立了具有相关随机收入扰动的非线性经济周期模型。利用路径积分方法对随机扰动下的非线性经济周期模型的概率密度演化进行了数值分析。分析表明，高储蓄率减少了投资，提高了低收入和低收入变动率的可能性。为了获得更高的收入，应将储蓄率控制在一定的合理小值。经济周期模型的非线性增加了高收入和高收入变化率的可能性，从概率的角度来看，这可能导致收入增加。随机收入干扰的增加增加了收入的不确定性。同时，相关的随机收入扰动的增加会导致收入的概率分布和收入变化率的不对称分布。在这种情况下，收入很难预测和控制。

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  • 来源
    《Mathematical Problems in Engineering》 |2018年第14期|8706842.1-8706842.12|共12页
  • 作者

    Zhao Jun;

  • 作者单位

    Tianjin Foreign Studies Univ, Sch English Studies, Dept Int Business, Tianjin 300204, Peoples R China|Tianjin Belt & Rd Initiat Strateg Inst, Tianjin 300204, Peoples R China;

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