A Stochastic Growth Model of Multi Macro-economic System

作     者：Gao-Rong Ning~(1*) Xian-Yuan Wu~1 Kai-Yuan Cai~2 Tao Liang~3 1 School of Mathematical Sciences,Capital Normal University,Beijing,100037,China 2 Department of Automatic Control,Beijing University of Aeronautics and Astronautics,Beijing,100083,China 3 Information Engineering College,Beijing Capital Normal University,Beijing,100037,China 

会议名称：《第七届中国不确定系统年会》

会议日期：2009年

学科分类：07[理学] 070104[理学-应用数学] 0701[理学-数学] 

关 键 词：Gibrat’s law power law firms size distribution demand factor dynamical economic systems 

摘      要：正In this paper we propose a simple model of multi-organizations to analyze the dynamic behaviors of macro-economic *** this model,three mechanisms are included:1) congeneric firms are mainly competition against each other,and inhomogeneous firms are mainly synergic with each other;2) the Gibrat’s Law of Proportionate Effect is followed, that is,the expected value of the growth rate of a business firm is proportional to its current size in its own industry and 3) new firms continually enter the *** find that the firm size distribution in its own industry displays heavy tails or power-law,where the power is determined by the quotient of demand factor and supply factor of this *** contrasts the Gaussian distribution predicted by Gibrat’s law of proportionate effect.