نظریه بازی ها و نقش آن در تعیین سیاست های بهینه در تقابل استراتژیک بین سیاست گذار پولی و مالی (کاربردی از نظریه بازی های دیفرانسیلی و استاکلبرگ)

نوع مقاله: علمی - پژوهشی

نویسندگان

1 دانشجوی دکتری اقتصاد دانشگاه اصفهان

2 استاد گروه اقتصاد دانشگاه اصفهان

3 دانشیار گروه اقتصاد و ریاضی دانشگاه تیلبرگ هلند

4 دانشیار گروه اقتصاد دانشگاه اصفهان

چکیده

در این مقاله چندین هدف دنبال می­شود. در ابتدا به بررسی مفهوم نظریه بازی­ها و چگونگی شکل­گیری مفاهیم کاربردی و بنیادی آن پرداخته‌شده است و سپس این موضوع که چگونه کارهای فن نیومن و مورگن اشتاین (1944) و جان نش (1950-1953)، سبب شکل­گیری نظریه بازی مدرن شد، مورد بررسی قرار می‌گیرد. با بررسی چگونگی ورود نظریه بازی در فضای اقتصاد کلان مدرن، متوجه دستاوردهای عظیمی می‌شویم؛ این دستاوردها را می­توان مدیون کار کیدلند و پرسکات (1977) دانست. در این بررسی، دلیل اهمیت بازی­های دیفرانسیلی برای ما روشن می­شود. برای بررسی کاربردی این نحوه از تقابل استراتژیک، در ادامه مقاله، تلاش شده است در قالب بازی استاکلبرگ یا همان بازی رهبر- پیرو با ساختار اطلاعاتی حلقه باز و بازخورد در چارچوب مدل تابلینی (1986)، مدل تعادلی برای اقتصاد ایران را طراحی و شبیه سازی نماییم. نتایج نشان می­دهد که سرعت همگرایی به سمت تعادل در بازی با اطلاعات حلقه باز بیش از بازی با اطلاعات بازخورد است و همچنین سطح بدهی تعادلی در وضعیت پایا در بازی با اطلاعات بازخورد کمتر از بازی با اطلاعات حلقه باز است. همچنین نتایج حاصل از این مدل نشان می­دهد که در بازی رهبر پیرو بین دولت و بانک مرکزی، می­توان سطح بدهی را به سطح هدف و مطلوب آن نزدیک کرد و حتی دولت می­تواند با استفاده بهینه از درآمدهای نفتی، مانع از انتشار پول بیش از اندازه توسط بانک مرکزی شود. 

کلیدواژه‌ها


عنوان مقاله [English]

Game theory and its role in determining optimal policies and strategic interaction between fiscal and monetary policymakers (Application of differential game theory and stackelberg games)

نویسندگان [English]

  • davoud mahmoudinia 1
  • Rahim Dallali Esfahani 2
  • Jacob Engwerda 3
  • Rasul Bakhshi Dastjerdi 4
2 Professor
3 Professor
4 Faculity
چکیده [English]

In this study, we follow several purpose. In the first section, the game theory concept and the formation of its fundamental concepts is examined. After that, we investigate that how von Neumann-Morgenstern (1944) and john Nash (1950-1953) works, caused the formation of modern game theory. Then, we discussed that how game theory enter to macroeconomic modern space. The achievement of this area can be found in Kydland and Prescott (1977). On the other hand, we consider the importance of differential game. This theory plays an important role in the applicable of strategic interaction between fiscal and monetary policy. Hence by extend Tabellini model (1986) in stackellberg case by open loop and feedback information, the equilibrium model in Iranian economy is investigated. The results show that, converge speed in open loop case is higher than feedback case and also debt equilibrium in the feedback case is lower than open loop case. On the other hand, the result shows that in stackelberg game between government and central bank, the level of debt can be brought to the target level, and even with huge oil revenues, the government could impose policy to prevent the creation of much money by central bank.

کلیدواژه‌ها [English]

  • Game theory
  • Differential game
  • Stackelberg game
  • Fiscal and Monetary policy
  • Iran Economy

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