作者ms90109 (没人陪你流眼泪)
看板Economics
标题[考试] 跨时求算利率 94中正国经 麻烦大家帮我看看
时间Thu Mar 27 11:56:20 2008
来源: 94中正国经
科目:总经
问题:
Consider an economy consisting of 100 two-period-lived-agents.Agent h receives
exogenous real income in both periods as follows:
|-(2,1),h=2,4,...,100(the even)
(y1,y2)=|
|-(1,1),h=1,3,...,99 (the odd)
Assume there is no technology for converting the current period good into the
feture period good,and the good is perishable.
Agents can borrow or lend. Each agent has the same utility function
U(c1,c2)=lnC1+lnC2.
1.Find the competitive equilibrium value of the real net interest rate r
2.Find the future period consumption for the borrowers c2
我的想法:
MAX U(c1,c2)=lnC1+lnC2.
st C1 + C2/1+r = y1 + y2/1+r
MRSc1c2= C2/C1=1+r ===> c2=(1+r)c1
带回st c1 = 0.5*{y1 + y2/1+r}
均衡时 社会总合储蓄为零
所以 50*0.5*{y1 + y2/1+r} + 50*0.5*{y1 + y2/1+r} =50*2+50*1
第一类消费者 第二类消费者
将条件带入得
2 + 1/(1+r) + 1 + 1/(1+r) = 6
r = -1/3
请问利率求算出来有可能是负的吗 还是我解的过程有哪边错
麻烦大家帮我看一下 想很久都想不通
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◆ From: 61.61.225.148
1F：推 mystage:这题我没有解 {懒惰} 但据说去年确实有122.123.131.229 03/27 13:06
2F：→ mystage:题目设计不良 算出来利率是负的122.123.131.229 03/27 13:07
3F：→ mystage:如果真的遇到这样的题目也只能照着写了122.123.131.229 03/27 13:07
4F：→ ms90109:那利率是负的 消费者还会愿意进入 61.61.225.148 03/27 16:03
5F：→ ms90109:借贷市场吗 还是只是单纯我算错.... 61.61.225.148 03/27 16:04
※ ms90109:转录至看板 Grad-ProbAsk 03/27 18:31