The research direction of quantitative economics theory has the characteristics of mathematical physics of economic theory, dynamic model technology and countermeasure of behavior analysis, which embodies the characteristics of deep and wide level and wide content of quantitative economics theory. Main research contents:
① Econometric theory mainly studies time series (structural time series and non-stationary time series), model parameter identification and estimation methods, data decomposition and filtering methods, hypothesis testing and Bayesian measurement methods.
② Mathematical model theory mainly studies the hypothesis, mathematical derivation and relationship test of general equilibrium model, economic policy model and market mechanism model.
③ Economic game theory mainly studies the dynamic game under the condition of incomplete information, focusing on theoretical issues such as principal-agent, incentive mechanism and policy compatibility.
Through research, it provides a theoretical basis for economic simulation, monitoring and regulation, and at the same time, it can conduct in-depth research on many important practical problems.
2. Research on the application of quantitative economy (main academic leaders: Zhao Zhenquan, Chen Shoudong)
The applied research direction of quantitative economy is guided by economic theory, takes the real economic system as the object, and adopts mathematical methods and econometric methods to analyze, predict, optimize and make decisions on economic growth and economic fluctuation, regional economy and industrial economy, financial market development and enterprise management, which has the characteristics of interdisciplinary and mutual integration. Main research contents:
① The analysis and forecast of economic growth and economic fluctuation mainly studies the quantitative economic model method and development technology used in the analysis and forecast of economic growth and economic fluctuation, and applies the quantitative economic theory and model method to the economic system by using real economic data to carry out system operation analysis, structure analysis, policy analysis and countermeasure analysis, so as to provide reference for the government's economic decision-making.
② Regional economy and industrial economy mainly study the influencing factors of regional economic development and national economic development and the restrictive factors of industrial economic development, analyze the feasibility, reliability and risks of regional economic development and industrial economic development decision-making, and provide advice and suggestions for economic behavior decision-making of governments and enterprises at all levels.
③ The development and optimization of financial market mainly studies finance and financial decision-making, financial asset pricing, scale and structure optimization of financial market and risk control, so as to serve the optimal development of China's financial market.
④ Enterprise management and decision-making mainly studies the theory of enterprise finance and capital operation under the modern enterprise system and the application of scientific management methods to realize the optimal decision-making of enterprise management.
3. Quantitative economic software development and simulation experiment research (main academic leader: Zhu-Xian Shi)
The research direction of quantitative economic software development and simulation experiment is guided by economic theory and based on modern econometrics and computer science. In-depth study of various economic analysis methods, tools and economic system simulation experimental techniques, development of quantitative economic software suitable for China's national conditions, and provision of more scientific and advanced analytical tools and experimental means for macroeconomic monitoring, simulation and forecasting. The main research contents include:
(1) prosperity analysis software: A new generation of prosperity analysis software system based on state space model, dynamic cointegration and neural network is developed by combining various new international prosperity analysis methods since the late 1980s and the actual economic operation in China.
(2) Based on the existing statistical and econometric software tools, econometric software adopts advanced computer software technologies and platforms, and applies various modern econometric analysis methods to further develop advanced software systems for medium and long-term forecasting and policy simulation, such as macroeconomic econometric model, fiscal model, financial model and regional economic model.
(3) The economic system simulation experiment adopts system dynamics and modern artificial intelligence technology, and develops a computer model that can simulate the behaviors of various typical economic subjects, which can be used to simulate the operation of the real economic system, and then analyze the impact of economic policies and test various economic theories.