• 中国计算机学会会刊
  • 中国科技核心期刊
  • 中文核心期刊

J4 ›› 2011, Vol. 33 ›› Issue (2): 179-185.doi: 10.3969/j.issn.1007130X.2011.

• 论文 • 上一篇    下一篇

基于多智能体经济模拟的货币政策效应研究

肖 潇1,田建伟2,徐敏杰3   

  1. (1.华北电力大学经济与管理学院,北京 102206;2北京交通大学电气工程学院,北京 100044;3.国网能源研究院,北京 100052)
  • 收稿日期:2010-04-13 修回日期:2010-07-10 出版日期:2011-02-25 发布日期:2011-02-25
  • 通讯作者: 肖 潇
  • 作者简介:肖潇(1982),男,湖南澧县人,博士生,研究方向为能源经济、复杂系统仿真、智能工程理论应用等。田建伟(1977),男,河南义马人,博士生,研究方向为电力技术经济、智能工程在电力系统中的应用等。徐敏杰(1975),男,博士,研究方向为经济与能源供需研究、电力经济复杂系统仿真等
  • 基金资助:

    美国能源基金会项目(G060108211)

Research on Monetary Policy Effect Based on MultiAgent Economic Simulation

XIAO Xiao1,TIAN Jianwei2,XU Minjie3   

  1. (1.School of Business and Administration,North China Electric Power University,Beijing 102206;2.School of Electrical Engineering,Beijing Jiaotong University,Beijing 100044;3.State Grid Energy Research Institute,Beijing 100052,China)
  • Received:2010-04-13 Revised:2010-07-10 Online:2011-02-25 Published:2011-02-25

摘要:

运用MAS技术构建了经济政策作用模型。模型中包括居民、银行、市场、行业、政府等五类智能体,并充分利用了智能体的协作、交互功能。研究中将货币政策设计为从微观个体的知识获取、决策以及宏观总量控制两个方面作用于经济运行。模拟演算结果验证了模型的有效性和实用性,得出了在一定的产业规模条件下,利率机制对货币供应及总产出作用明显,表明该模型可为政策制定者提供参考。

关键词: 货币政策, 经济模拟, 多智能体, 复杂系统

Abstract:

An economic policy simulation model is developed by using the MAS (MultiAgent System) technique. The model is composed of five categories of agents i.e. the resident agent, the bank agent, the government agent, the market agent and the industry agent, and their features are fully utilized for the agents’ cooperation and communication. The effect of monetary policy is designed as micro individual knowledge acquirement, decision making and macro overall volume control. The results obtained demonstrate the validity and applicability of the proposed model, and demonstrate that the  interest rate mechanism has a significant effect on money supply and total output under a certain industrial scale. The simulation experiment also indicates that the model is able to provide a reference to the decisionmaker.

Key words: monetary policy;economic simulation;multiagent;complex system