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异质预期条件下房价波动非线性延滞差分方程

梁以德 徐佳娜 崔芯

梁以德, 徐佳娜, 崔芯. 异质预期条件下房价波动非线性延滞差分方程[J]. 应用数学和力学, 2007, 28(6): 699-712.
引用本文: 梁以德, 徐佳娜, 崔芯. 异质预期条件下房价波动非线性延滞差分方程[J]. 应用数学和力学, 2007, 28(6): 699-712.
LEUNG Andrew Y T, XU Jia-na, TSUI Wing-shum. Nonlinear Delay Difference Equations for Housing Dynamics Assuming Heterogeneous BackwardOLooking Expectations[J]. Applied Mathematics and Mechanics, 2007, 28(6): 699-712.
Citation: LEUNG Andrew Y T, XU Jia-na, TSUI Wing-shum. Nonlinear Delay Difference Equations for Housing Dynamics Assuming Heterogeneous BackwardOLooking Expectations[J]. Applied Mathematics and Mechanics, 2007, 28(6): 699-712.

异质预期条件下房价波动非线性延滞差分方程

详细信息
    作者简介:

    梁以德,男,教授,博士(联系人.Tel:+86-852-27887600;Fax:+86-852-27889643;27887612;E-mail:andrew.leung@cityu.edu.hk).

  • 中图分类号: O241.84;O175.4

Nonlinear Delay Difference Equations for Housing Dynamics Assuming Heterogeneous BackwardOLooking Expectations

  • 摘要: 通过建立蛛网模型分析经济变动对具有后向预期性质的房地产市场的价格波动的影响.其中,市场需求函数采用简单使用者成本模型,而供给函数则以存量-流量模型为基础.通过建立一组n阶延滞差分方程来分析一类异质后向预期房价波动模型的性质,例如均衡或振荡,收敛或偏离等.结果显示需求弹性小于供给弹性并不是形成振荡的必要条件.房价的波动会随着异质后向预期假设以及其他内生因素的不同而产生本质不同的变化.
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出版历程
  • 收稿日期:  2005-11-02
  • 修回日期:  2007-02-17
  • 刊出日期:  2007-06-15

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