Диссертация (1138224), страница 14
Текст из файла (страница 14)
Ïîñòðîåíû è èññëåäîâàíû íîâûåìîäåëè ìîíîïîëèñòè÷åñêîé êîíêóðåíöèè, â òîì ÷èñëå ìíîãîîòðàñëåâàÿ ìîäåëü ìîíîïîëèñòè÷åñêîé êîíêóðåíöèè, äèíàìè÷åñêèå âàðèàíòû ìîäåëè Ìåëèöà, ìîäåëè ñ äèíàìèêîé äåíåæíûõ ðåçåðâîâ ôèðìû, îïèñûâàåìîé áðîóíîâñêèì äâèæåíèåì ñ äðåéôîì è òåëåãðàôíûìïðîöåññîì.  ïðîöåññå èññëåäîâàíèÿ íàéäåíî îïòèìàëüíîå óïðàâëåíèå â ìîäåëè ôèðìû, äåíåæíûå ðåçåðâû êîòîðîé îïèñûâàþòñÿ òåëåãðàôíûì ïðîöåññîì, ïîëó÷åíî îïèñàíèå äèíàìèêè òåëåãðàôíîãîïðîöåññà â îãðàíè÷åííîé îáëàñòè ñ ïîãëîùàþùåé íèæíåé ãðàíèöåéè îòðàæàþùåé ñ çàäåðæêîé âåðõíåé ãðàíèöåé, ïðîâåäåíû ÷èñëåííûåðàñ÷åòû.
Ïîêàçàíî, ÷òî äèíàìèêà ðàññìîòðåííûõ ìîäåëåé õàðàêòåðèçóåòñÿ íåòðèâèàëüíûìè ñòðóêòóðíûìè ñäâèãàìè. À èìåííî, â ìîäåëÿõ ìîíîïîëèñòè÷åñêîé êîíêóðåíöèè, â êîòîðûõ äèíàìêà äåíåæíûõçàïàñîâ ôèðìû îïèñûâàåòñÿ áðîóíîâñêèì äâèæåíèåì ñ äðåéôîì èëèòåëåãðàôíûì ïðîöåññîì, ïðîèñõîäèò ñòðóêòóðíûé ñäâèã, â ðåçóëüòàòå êîòîðîãî óâåëè÷èâàåòñÿ êîëè÷åñòâî ôèðì ñ áîëüøèì ãîðèçîíòîìïëàíèðîâàíèÿ (ìàëûé êîýôôèöèåíò ìåæâðåìåííûõ ïðåäïî÷òåíèé).Òàêæå ôèðìû ñ ìàëûì êîýôôèöèåíòîì ìåæâðåìåííûõ ïðåäïî÷òåíèéèìåþò áîëüøåå çíà÷åíèå îæèäàåìîãî ñóììàðíîãî äèñêîíòèðîâàííîãî ïîòîêà äèâèäåíäîâ. Òàêèì îáðàçîì, â äàííûõ ìîäåëÿõ áîëåå ïðåäïî÷òèòåëüíî äîëãîâðåìåííîå ïëàíèðîâàíèå. Êðîìå òîãî, ïðåäëîæåíàìîäåëü ìîíîïîëèñòè÷åñêîé êîíêóðåíöèè, â êîòîðîé ê íåòðèâèàëüíûì ñòðóêòóðíûì ñäâèãàì ïðèâîäèò òåõíè÷åñêèé ïðîãðåññ ðàñòåòäîëÿ ôèðì, ïðîèçâîäÿùèõ ñèëüíî äèôôåðåíöèðîâàííûå ïðîäóêòû.Ñîîòâåòñòâåííî, ïðåäëîæåííûå êîíñòðóêöèè ìîãóò ìîãóò áûòü èñïîëüçîâàíû êàê ñîñòàâíûå áëîêè ìîäåëåé DSGE, åñëè îò íèõ òðåáó111åòñÿ âîñïðîèçâåäåíèå ïîäîáíûõ ýôôåêòîâ.
Òàêæå ïðèìåíèòåëüíî êíåêîòîðûì êîíñòðóêöèÿì áûëè îïèñàíû ìåõàíèçìû âçàèìîäåéñòâèÿñ îñòàëüíîé ýêîíîìèêîé, ÷òî âåñüìà âîñòðåáîâàííî â ðàìêàõ êîíöåïöèè DSGE.Ñàìîñòîÿòåëüíûé èíòåðåñ, êàê íàì ïðåäñòàâëÿåòñÿ, èìååò íàéäåííîå â ðàáîòå îïòèìàëüíîå óïðàâëåíèå â ìîäåëè ôèðìû, äåíåæíûå ðåçåðâû êîòîðîé îïèñûâàþòñÿ òåëåãðàôíûì ïðîöåññîì. Êàê íèñòðàííî, îòñóòñòâèå áðîóíîâñêîãî äâèæåíèÿ â îïèñàíèè äèíàìèêè íåóïðîùàåò, à óñëîæíÿåò ìîäåëü â îòëè÷èå îò ìîäåëåé â áðîóíîâñêèìäâèæåíèåì, ïîëó÷åííûõ èç óðàâíåíèÿ Ãàìèëüòîíà-ßêîáè-Áåëëìàíàðàâåíñòâ îêàçûâàåòñÿ íåäîñòàòî÷íî äëÿ íàõîæäåíèÿ îïòèìàëüíîãîóïðàâëåíèÿ. Òåì íå ìåíåå, àíàëèç âàðèàöèîííûõ íåðàâåíñòâ ïîçâîëèë ïîëó÷èòü îïòèìàëüíîå óïðàâëåíèå, êîòîðîå, êàê è â àíàëîãè÷íûõçàäà÷àõ, èìååò ïîðîãîâûé òèï.Òàêæå èíòåðåñ ïðåäñòàâëÿåò ïîëó÷åííîå â ðàáîòå îïèñàíèå äèíàìèêè òåëåãðàôíîãî ïðîöåññà â îãðàíè÷åííîé îáëàñòè ñ ïîãëîùàþùåé íèæíåé ãðàíèöåé è îòðàæàþùåé ñ çàäåðæêîé âåðõíåé ãðàíèöåé ñëó÷àé, êîòîðûé, íàñêîëüêî íàì èçâåñòíî, ðàíåå â ëèòåðàòóðå íåðàññìàòðèâàëñÿ.112Ëèòåðàòóðà1.
Melitz Marc J. The Impact of Trade on Intra-Industry Reallocationsand Aggregate Industry Productivity // Econometrica. 2003. Ò. 71, 6. Ñ. 16951725.2. Krugman Paul R. Increasing returns, monopolistic competition, andinternational trade // Journal of International Economics. 1979. Ò. 9, 4. Ñ. 469479.3. Krugman Paul R. Scale Economies, Product Differentiation, and thePattern of Trade // American Economic Review. 1980.
Ò. 70, 5.Ñ. 95059.4. Helpman Elhanan, Melitz Marc J., Yeaple Stephen R. Export VersusFDI with Heterogeneous Firms // American Economic Review. 2004.Ò. 94, 89-92. Ñ. 300316.5. Chaney Thomas. Distorted Gravity: The Intensive and ExtensiveMargins of International Trade // American Economic Review. 2008.Ò. 98, 4. Ñ. 17071721.6.
Helpman Elhanan, Melitz Marc J., Rubinstein Yona. EstimatingTrade Flows: Trading Partners and Trading Volumes // QuarterlyJournal of Economics. 2008. Ò. 123, 2. Ñ. 441487.7. Eaton Jonathan, Kortum Samuel, Kramarz Francis. An Anatomy ofInternational Trade: Evidence From French Firms // Econometrica.2011. Ò. 79, 5. Ñ. 14531498.1138. Behrens Kristian, Pokrovsky Dmitry, Zhelobodko Evegeny.
MarketSize, Entrepreneurship, and Income Inequality: Tech. Rep.: DP9831:CEPR Discussion Paper, 2014.9. Smets Frank, Wouters Rafael. Shocks and Frictions in US BusinessCycles: A Bayesian DSGE Approach // American Economic Review.2007. June. Ò. 97, 3. Ñ. 586606.10. Ericson Richard, Pakes Ariel. Markov-Perfect Industry Dynamics:A Framework for Empirical Work // Review of Economic Studies.1995. Ò. 62, 1. Ñ. 5382.11. DhingraSwati,MorrowJohn.MonopolisticCompetitionandOptimum Product Diversity Under Firm Heterogeneity: Tech. Rep.: :London School of Economics, 2012.12. Dixit Avinash K, Stiglitz Joseph E.
Monopolistic Competition andOptimum Product Diversity // American Economic Review.1977.Ò. 67, 3. Ñ. 297308.13. KimballMilesS.TheQuantitativeAnalyticsoftheBasicNeomonetarist Model // Journal of Money, Credit and Banking. 1995.November. Ò. 27, 4. Ñ. 124177.14. MonopolisticCompetition:BeyondTheConstantElasticityofSubstitution / Evgeny Zhelobodko, Sergey Kokovin, Mathieu Parenti[è äð.] // Econometrica. 2012.
Ò. 80, 6. Ñ. 27652784.15. Pospelov Igor G., Radionov Stanislav A. On The Social Efficiency InMonopolistic Competition Models // HSE Economic Journal. 2015.Ò. 19, 3. Ñ. 386394.16. CalvoGuillermoA.Staggeredautility-maximizingframework // Journal of Monetary Economics.1983. September.Ò. 12, 3. Ñ.
383398.114pricesin17. Slobodyan Sergey, Wouters Raf. Learning in an estimated mediumscale DSGE model // Journal of Economic Dynamics and Control.2012. January. Ò. 36, 1. Ñ. 2646.18. Bouakez Hafedh. Nominal rigidity, desired markup variations, andreal exchange rate persistence // Journal of International Economics.2005. May. Ò. 66, 1.
Ñ. 4974.19. Riggi Marianna, Tancioni Massimiliano. Nominal vs real wagerigidities in New Keynesian models with hiring costs: A Bayesianevaluation // Journal of Economic Dynamics and Control. 2010. July.Ò. 34, 7. Ñ. 13051324.20. Sala Luca, SoderstromUlf, Trigari Antonella. Monetary policy underuncertainty in an estimated model with labor market frictions //Journal of Monetary Economics.
2008. July. Ò. 55, 5. Ñ. 9831006.21. Givens Gregory E. Unemployment insurance in a sticky-price modelwith worker moral hazard // Journal of Economic Dynamics andControl. 2011. August. Ò. 35, 8. Ñ. 11921214.22. BursteinAriel,EichenbaumMartin,RebeloSergio.Modelingexchange rate passthrough after large devaluations // Journal ofMonetary Economics. 2007. March.
Ò. 54, 2. Ñ. 346368.23. Edge Rochelle M., Laubach Thomas, Williams John C. Learningand shifts in long-run productivity growth // Journal of MonetaryEconomics. 2007. November. Ò. 54, 8. Ñ. 24212438.24. Gopinath Gita, Itskhoki Oleg, Rigobon Roberto. Currency Choiceand Exchange Rate Pass-Through // American Economic Review.2010. March.
Ò. 100, 1. Ñ. 30436.25. Sbordone Argia M. Globalization and Inflation Dynamics: TheImpact of Increased Competition // International Dimensions of115Monetary Policy.NBER Chapters.National Bureau of EconomicResearch, Inc, 2007. Ñ. 547579.26. Barde Sylvain. A Generalised Variable Elasticity of SubstitutionModeldeofNewl'OFCE:Economic2008-33:Geography:ObservatoireDocumentsFrancaisdesdeTravailConjoncturesEconomiques (OFCE), 2008.27. Klenow Peter J., Willis Jonathan L. Sticky information and stickyprices // Journal of Monetary Economics. 2007. September. Ò. 54, Supplemen. Ñ. 7999.28. Baumol William J.
Macroeconomics of Unbalanced Growth: TheAnatomy of Urban Crisis // Economic Journal. 1967. June. Ò. 57, 3. Ñ. 415426.29. AcemogluDaron,GuerrieriVeronica.CapitalDeepeningandNonbalanced Economic Growth // Journal of Political Economy.2008. June. Ò. 116, 3. Ñ. 467498.30. Kongsamut Piyabha, Rebelo Sergio, Xie Danyang. Beyond BalancedGrowth // Review of Economic Studies. 2001. October. Ò. 68, 4.Ñ. 86982.31.
MatsuyamaKiminori.Agriculturalproductivity,comparativeadvantage, and economic growth // Journal of Economic Theory.1992. December. Ò. 58, 2. Ñ. 317334.32. AcemogluDaron.IntroductiontoModernEconomicGrowth.Princeton University Press, 2007.33. Pospelov Igor G., Radionov Stanislav A. Multisector MonopolisticCompetition Model: Tech.
Rep.: WP BRP 34/EC/2013: NationalResearch University Higher School of Economics, 2013.34. Smulders J.A., Klundert T.C.M.J. van de. Monopolistic competitionandeconomicgrowth:OpenAccesspublicationsfromTilburgUniversity: urn:nbn:nl:ui:12-123118: Tilburg University, 2004.11635. Romer Paul M. Endogenous Technological Change // Journal ofPolitical Economy. 1990. Ò.
![](https://s.studizba.com/z.php?f=/templates/si/i/noavatar.png&w=100&h=100&t=1"){kind=avatar}
