Analiza makroekonomskega modela stabilizacijske politike z metodo sistemske dinamike

doktorska disertacija

Domen Zavrl (Author), Miroljub Kljajić (Mentor)

Abstract

Cilj disertacije je analiza aplikacije stabilizacijske politike ekonomskega sistema z metodologijo sistemske dinamike (SD). S sintezo je moč kompleksne ekonomske pojave prikazati na transparenten način s pomočjo vzročno posledičnih diagramov v smislu »kaj če« analize ob poznanem modelu in možnih scenarijih. Razumevanje delovanja ekonomskega sistema je pogoj za uspešno stabilizacijsko politiko. Najpogostejši pojmi, zaradi katerih prihaja pri avtorjih stabilizacijskih modelov do razhajanj so: nestrinjanja o delovanju povratnih zank v smislu kompleksnosti vpliva posameznih ekonomskih politik in različni zamiki delovanja posameznih ukrepov ter tudi razlike pri tolmačenju obnašanja posameznikov. Prav sistemska dinamika je metodologija primerna za razlago kompleksnih sistemov, pri čemer dogajanja v ekonomskem sistemu proučujemo z orodji in dognanji iz prakse sistemske dinamike. Napačna ukrepanja v kompleksnih sistemih imajo namreč za posledico dodatne odklone od želenega stanja, torej od trenda. To je tudi razumljivo, saj je ekonomija kompleksen in nelinearen sistem, občutljiv na začetne pogoje, ekonomisti pa uporabljajo princip ceteris paribus in predpostavke o eksogenosti posameznih spremenljivk. Pri proučevanju delovanja sistema in napovedovanju prihodnjega obnašanja je pomembno upoštevati, da je ekonomija podsistem družbenega sistema in da se je potrebno tudi v duhu sistemske dinamike vprašati, če je torej res, da na ekonomski sistem, kot podsistem, vplivajo le ekonomski faktorji, na katere imajo vpliv aktualne ekonomske politike. V disertacij smo izhajali iz določenih predpostavk ekonomske stabilizacijske politike, za katere velja širši konsenz. Z metodo SD smo z vidika doprinosa k stabilizaciji makroekonomskega sistema kritično ovrednotili nekatere obstoječe makroekonomske modele; Keynesovega, neokeynesianskega, postkeynesianskega, Philipsovega ter deskriptivno sintezo sistemske dinamike in ekonomije Stermana in Forresterja. Pri aplikaciji SD na obstoječih modelih se je pri Keynesovem modelu pokazala moč metodologije za opis delovanja sistema in modeliranja obnašanja množic, pri drugih delih pa predvsem natančen opis delovanja sistemov. Sinteza behaviorističnih heterodoksnih modelov in SD je zaradi skupnih pogledov na ekonomski sistem obetavna. Poleg obstoječih modelov stabilizacijske politike prikazanih z metodologijo sistemske dinamike, je v disertaciji predstavljen tudi nov stabilizacijski model in analiza delovanja denarne in fiskalne politike. Zaradi sinteze obstoječih teorij in SD, model omogoča celovit in transparenten prikaz delovanja ekonomskega sistema in zadovoljuje pogoje za učinkovito analizo stabilizacijske politike.

Keywords

makroekonomska teorija;stabilizacijska politika;sistemska dinamika;

Data

Language:	Slovenian
Year of publishing:	2011
Source:	[Maribor
Typology:	2.08 - Doctoral Dissertation
Organization:	UM FOV - Faculty of Organizational Sciences
Publisher:	D. Zavrl]
UDC:	005
COBISS:	259144192
Views:	2171
Downloads:	271
Average score:	0 (0 votes)
Metadata:

Other data

Secondary language:	English
Secondary title:	System Dynamic Approach to Macroeconomic Modelling and its Implications for Stabilization Policy
Secondary abstract:	This thesis is meant to highlight the possible effects of synthesizing economic stabilization policy through the use of system dynamics (SD). Our thesis assists in presenting the manner in which SD can clearly and transparently exhibit complex social systems and scenario analysis through casual and understandable diagrams. Ex ante analysis are crucial when attempting to both analyze and quantify any economic policy. However when doing so there are often disputes among the findings compiled by differing economists. The most common reasons for such disputes among economists are the utilization of different lags, effects of feedback, and different interpretations in the understanding of human behavior. With this in mind we have opted to utilize SD (system dynamics) to enable us to provide a much better understanding and clearer results. SD is a tool utilized in understanding complex systems and its application in analyzing economic systems and policies provides the clarity that has heretofore been difficult to achieve. Whereas the real world should be considered a complex system with features of non linearity and discontinuities with additional levels of sensitivity to initial conditions, economists utilize the constants of the ceteris paribus principle in explaining exogenous variables and side effects. The utilization of such theory has, and will continue to fail in attempting to explain what happens in the real world. The fact is that the application of such theories cannot even provide any possible explanation for the past or present economic behaviors let alone offer applicable stabilization policy. To do so we first have to understand that economics is a subsystem within a system. Utilizing such as a basis we see that if the economic system is a subsystem of the social system then we quickly recognize that economic behavior cannot be predicted utilizing purely economic analysis. Our goal is to show the effects that the synthesis of combining stabilization policy and system dynamics would bring in supplying meaningful, understandable, and applicable tools and measures. In our exercises we utilized the core of mainstream macroeconomics and did not dispute or deviate from these consensus findings. Analysis of existing macroeconomic models (Keynes’, newkeynesian, postkeynesian, Philips’ assumptions and existing descriptive synthesis of SD and economics as integrated by Sterman and Forrester) was conducted utilizing SD methodology. The synthesis of behavioral models combined with SD is promising. Please note that in addition to utilizing existing models where SD factors have been applied we also provide a new model in this work. This is a synthesized model that we have devised wherein fiscal and monetary policy can be tested and projected. The new model is capable of presenting complex social systems in a clear, concise, and transparent manner which is the major prerequisite for establishing and presenting economic stabilization policy that can achieve results in the real world.
Secondary keywords:	Stabilization Policy;Macroeconomic Theory;System Dynamics;Modelling;Management and Simulation;
URN:	URN:SI:UM:
Type (COBISS):	Dissertation
Thesis comment:	Univ. Maribor, Fak. za organizacijske vede
Pages:	IX, 163 str.
Keywords (UDC):	science and knowledge;organization;computer science;information;documentation;librarianship;institutions;publications;znanost in znanje;organizacije;informacije;dokumentacija;bibliotekarstvo;institucije;publikacije;prolegomena;fundamentals of knowledge and culture;propaedeutics;prolegomena;splošne osnove znanosti in kulture;management;menedžment;
ID:	8762036