对货币联盟中的动态宏观经济政策游戏的敏感性分析
Dmitri Blueschke1, Viktoria Blueschke-Nikolaeva1, Reinhard Neck1
1Department of Economics, University of Klagenfurt, Universitätsstrasse 65-67, 9020 Klagenfurt, Austria.
概括
本研究通过改变参数值来测试货币联盟游戏模型的稳定性. 调查结果表明,最初的结论在很大程度上保持了,其中的偏差为政策影响提供了经济洞察力.
科学领域:
- 经济学 经济学 经济学
- 游戏理论 游戏理论
- 货币政策 货币政策 货币政策
背景情况:
- 一项早期的研究提出了一个由政府和中央银行参与的货币联盟的动态游戏模型.
- 该模型的参数先前通过校准确定,而不是以计经济学估计.
研究的目的:
- 评估原始模型结果对替代参数值的敏感性.
- 为了确定模型的结论是否在一系列可信的参数设置中是可靠的.
主要方法:
- 该研究重新分析了货币联盟的动态游戏模型.
- 检查了与原始校准不同的替代参数值.
- 结果进行了比较,以确定偏差及其经济影响.
主要成果:
- 原始模型的核心发现在质量上与替代参数值保持一致.
- 在特定情况下观察到微小的偏差,促使进一步的经济解释.
- 在改变的参数下,政策变化的宏观经济影响得到了说明.
结论:
- 货币联盟的动态游戏模式显示出对参数变化的定性稳定性.
- 与原始结果的偏差为政策和宏观经济结果提供了有价值的经济见解.
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