论文标题:基于熵理论的宏观经济系统波动研究
Study on the Fluctuation of Macroeconomic System Based on the Entropy Theory
论文作者 何刚
论文导师 叶阿忠,论文学位 硕士,论文专业 西方经济学
论文单位 福州大学,点击次数 156,论文页数 68页File Size4851k
2005-05-01论文网 http://www.lw23.com/lunwen_30185522/ 能量;熵;经济系统;波动;预测
energy;entropy; economic system; fluctuation; forecast
宏观经济系统是包括一个国家的整体经济运行状况的巨系统。它并不是像人们所期望的那样,持续、稳定地向前发展,而是经常地处于扩张与收缩的反复交替中。经济的波动是永恒的,是超越经济体制、政治制度和社会形态而客观存在的。对宏观经济系统怎样认识,如何建立与描述宏观经济模型,对宏观经济变量的特性的认识等等,都对宏观经济波动与调控理论与实证研究有重要影响。 本文认为,经济系统在组成上虽然也都包含有大量子系统,但子系统数目多并不是经济系统复杂性质的关键所在,关键在于这些子系统在组成经济系统时,具有层次性。对于复杂系统,能量和熵理论具有普遍科学方法论的性质,给我们提供了新的视角。 本文的主要研究内容和创新之处如下: 1.对经济波动的理论和研究方法进行了回顾和评述。深入分析了宏观经济系统的特点,指出经济系统是一个复杂的非线性系统,宏观经济问题的研究应建立在对经济系统的复杂性、非线性、不确定性及模糊性认识的基础上,进而提出了将熵与宏观经济研究相结合的思路。 2.深入分析了熵的基本理论和特点。由于熵是描述复杂系统状态的变量,它不依赖于系统的微观特征,所以熵理论与宏观经济研究相融合有其必要性与可能性。本文运用能量和熵来分析宏观经济系统波动理论,为宏观经济波动的分析和预测提供了新的研究思路和方法,把熵理论引入一个新的应用空间。 3.用实际数据对基于能量和熵的宏观经济预测模型进行了检验,结果表明该模型是有效和可靠的,由此构建的双指标系统能够对我国宏观经济系统的状态和波动进行准确的描述。我们只要找出经济系统能量和熵的双指标体系的变化规律,就能够对经济波动的变化进行预测和预警。
Macroeconomic system is a huge system including the economic situation in the whole country. Its development is not sustainable and steadily as our expectation, but alternately up and down. The wave of economic system is eternal and external in any kind of economy and political system as well as the form of society. How to model and explain the macroeconomic system and draw the characteristics of its variables are very important to regulate and control the macroeconomic system. Therefore the research of the rule of economic fluctuate is very important for our government to make macroeconomic policies.The economic system consists of many sub-systems, but it is not the key of the complexity of economic system. The key is that economic system has layers. For the complex systems, energy and entropy have given us the new tool to explain them. The main content and innovation of this paper are as follows:1. It retrospects to and comments on the theory and research method of the economic fluctuation. This paper analyzes the characteristics of the macroeconomic system, and draws a conclusion that economic system is a complex, nonlinear system, which should be investigated based on the knowledge of complexity, nonlinear and uncertainty. And then it puts forward the method which combines energy and entropy with the research of macroeconomics.2. It analyzes the theory and characteristics of entropy. Because that entropy is a variable which is used to describe the state of complex system and independent on the microcosmic characteristics of system, it is possible and necessary to combine entropy theory with the macroeconomic fluctuation. It provides the analysis and anticipation of macroeconomic fluctuation with the brand new ideas and ways, and expands the entropy.3. It tests the model to forecast macroeconomic fluctuation based on energyand entropy theory and statistic data. The result of testing shows us that the model is useful and credible. It makes up the two-variable system which can explain the situation and fluctuation of the macroeconomic system precisely and find the changing rules. So we can use it to forecast the trend of the economic fluctuation.
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