Estudio de la dinámica de préstamos y depósitos en un sistema económico cerrado a partir de modelos cinéticos de distribución
Study of the dynamics of loans and deposits in a closed economic system based on kinetic models of distribution
DOI:
https://doi.org/10.15446/cuad.econ.v43n91.99851Palabras clave:
econofísica, distribución de ingresos, distribución de Boltzmann-Gibbs, entidad financiera, modelos basados en agentes (es)econophysics, income distribution, Boltzmann-Gibbs distribution, financial entity, agent-based models (en)
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La econofísica emplea modelos basados en agentes para describir las regularidades en las distribuciones de ingreso encontradas empíricamente. En este trabajo se estudia el efecto que tiene incluir una entidad financiera en la distribución de dinero mediante modelos cinéticos de distribución. Para esta tarea, se considera un sistema cerrado compuesto por agentes económicos que intercambian dinero aleatoriamente junto con una entidad financiera que establece una dinámica de préstamos y depósitos. Los resultados indican que son necesarias condiciones para estabilizar el sistema si se considera deuda y la distribución de probabilidad diverge con una tasa de intermediación diferente de cero.
Econophysics employs agent-based models to describe the emergent phenomenals found empirically in the income distributions. In this paper, we study the effect of a financial entity in the distribution of money through kinetic exchange models. For this aim, let us consider a closed system of many economic agents that exchange money randomly together with a financial entity that establishes a loans and deposits dynamic. The analysis indicates that a debt restriction is necessary to stabilize the system and the probability distribution diverge with an intermediation rate different from zero.
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