金融危机蔓延,经济增长和失业:一个数学模型

IF 0.7 4区 经济学 Q3 ECONOMICS
C. Tadmon, Eric Rostand Njike Tchaptchet
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引用次数: 3

摘要

摘要失业是经济危机和金融危机影响社会发展的主要渠道。在本文中,我们提出了一个数学模型来研究金融危机蔓延、经济增长和失业之间的相互作用。我们还解决了一个最优控制问题,重点是以最低成本将金融危机的不利影响最小化。对该模型的分析使我们得出两个均衡:(1)无压力均衡,其中经济和就业是最优的;(2)有压力均衡。我们从理论上证实了奥肯定律,并给出了用模型参数计算最低保留工资的公式。进行了数值模拟以说明所获得的理论结果。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Financial crisis spread, economic growth and unemployment: a mathematical model
Abstract The unemployment is the main channel through which the economic and financial crises influence the social development. In this paper, we propose a mathematical model to study the interactions between financial crisis spread, economic growth and unemployment. We also solve an optimal control problem focusing on the minimization, at the lowest cost, of the adverse effects of the financial crisis. The analysis of the model leads us to two equilibria: (1) a stress free equilibrium, where the economy and the employment are optimal, and (2) a stressed equilibrium. We obtain a theoretical confirmation of Okun’s law and a formula to compute the minimum reservation wage in terms of model parameters. Numerical simulations are performed to illustrate the theoretical results obtained.
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来源期刊
CiteScore
1.40
自引率
12.50%
发文量
34
期刊介绍: Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory may increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published.
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