基于动力学视角的经济时间序列分析
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引用本文:徐玉华1,2,克忠义1,杜明娟1,白雪寒1.基于动力学视角的经济时间序列分析[J].经济数学,2017,(4):85-88
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徐玉华1,2,克忠义1,杜明娟1,白雪寒1 (1.南京审计大学 金融学院, 江苏 南京, 211815
2. 南京审计大学 江苏金融工程重点实验室江苏 南京, 211815) 
中文摘要:基于1978~2014年中国教育发展水平、就业人数与实际资本存量的数据,应用动力学原理建立模型,讨论了模型均衡解的稳定性,同时分析了该经济系统受到外部扰动时的动力学行为.研究结果表明,外部扰动产生的系统混沌效应会影响经济系统的正常运行,从而管理者有必要对经济系统提出有效的应对策略.因此,基于动力学原理,本文为时间序列动力学特征的微观刻画提供了一个视角.
中文关键词:动力学  时间序列  混沌
 
Analysis of Economic Time Series Based On the Perspective of Dynamics
Abstract:Based on the data of Chinese education development level, the number of employed persons and the actual capital stock from 1978 to 2014, the model was established by applying the principle of dynamics, the stability of the model equilibrium solution was discussed, and the economic system was analyzed by the dynamic behavior of the external disturbance. The results show that the system chaos effect caused by external disturbance will affect the normal operation of the economic system, it is necessary for managers to put forward effective control measures for the economic system. Therefore, the paper provides a visual angle for the microscopic characterization of time series dynamics based on the kinetic principle.
keywords:dynamics  time series  chaos
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