不完全市场一般均衡理论及其应用

We investigate the existence of general equilibrium with incomplete markets and its application to macroeconomics analysis on this project. Our research.covers the existence of general equilibrium for net-valued excess demand.correspondence with incomplete markets, the local properties of the equilibrium,.compare static analysis and dynamic analysis, dynamic assets pricing in the model with incomplete markets, equilibrium rate and money strategy and others. Our research includes:.1. General equilibrium theory with incomplete markets; 2. Money strategy and finance strategy research Under the supporting of NSFC, we have written 21 papers, and 12 papers had been.published. We completed our research task. Our study deals with the economics and the finance economics. It is mportant for financial markets to realize the significance of micro structure. The study in these fields is of grate value in developing economics and finance economics, and has widerange of application.

本项目拟研究不完成市场一般均衡理论及其应用。主要内容为集值超需对应的不完全市场一般均衡存在性，均衡的局部性质和比较静态与动态分析，不完全市场一般均衡模型的金融衍生资产定价，均衡利率及货币政策研究。本项目对于促进数学的应用和经济学、金融经济学的发展，加深对金融市场微观结构的认识有重要意义和广泛的实际应用前景。..