| name | exchange-rate-model |
| description | 汇率模型,实现货币法(弹性价格与粘性价格)与蒙代尔-弗莱明简化版分析汇率决定。适用于汇率理论的。模型参数为固定假设值,未校准真实经济数据,不适用于实盘汇率预测,不构成投资建议。 |
| version | 1.0.0 |
| author | wangyi |
exchange-rate-model
汇率模型工具,实现货币模型(弹性价格与粘性价格)和蒙代尔-弗莱明简化模型分析汇率决定,仅使用 Python 标准库。
脚本API
flexible_price_monetary(money_supply, money_supply_foreign, output, output_foreign, interest_rate, interest_rate_foreign, alpha=1.0, beta=0.5, base_rate=1.0)
弹性价格货币模型。
必填: money_supply, money_supply_foreign, output, output_foreign, interest_rate, interest_rate_foreign
sticky_price_monetary(money_supply, money_supply_foreign, output, output_foreign, interest_rate, interest_rate_foreign, adjustment_speed=0.5, alpha=1.0, beta=0.5, base_rate=1.0)
粘性价格货币模型(Dornbusch 超调模型)。
必填: money_supply, money_supply_foreign, output, output_foreign, interest_rate, interest_rate_foreign
mundell_fleming(government_spending=0, money_supply_change=0, foreign_interest_rate=0.03, exchange_rate_regime='floating', capital_mobility=1.0, fiscal_multiplier=1.5, monetary_sensitivity=2.0, trade_sensitivity=0.5, interest_sensitivity=1.0)
蒙代尔-弗莱明简化模型。
analyze_exchange_rate(model='flexible_monetary')
统一汇率模型接口。
调用示例
python scripts/main.py \
--model <model> \
--adjustment-speed <adjustment_speed> \
--alpha <alpha> \
--base-rate <base_rate> \
--beta <beta> \
--capital-mobility <capital_mobility> \
--exchange-rate-regime <exchange_rate_regime> \
--fiscal-multiplier <fiscal_multiplier> \
--foreign-interest-rate <foreign_interest_rate> \
--government-spending <government_spending> \
--interest-rate <interest_rate> \
--interest-rate-foreign <interest_rate_foreign> \
--interest-sensitivity <interest_sensitivity> \
--monetary-sensitivity <monetary_sensitivity> \
--money-supply <money_supply> \
--money-supply-change <money_supply_change> \
--money-supply-foreign <money_supply_foreign> \
--output <output> \
--output-foreign <output_foreign> \
--trade-sensitivity <trade_sensitivity>