發(fā)布時(shí)間：2018-03-04 19:05

  本文選題：宏觀經(jīng)濟(jì)聯(lián)立方程組　切入點(diǎn)：誤差修正模型　出處：《中國(guó)財(cái)政科學(xué)研究院》2016年碩士論文　論文類型：學(xué)位論文

【摘要】：本文構(gòu)建了一個(gè)小型宏觀季度聯(lián)立方程組模型。模型的構(gòu)建主要基于凱恩斯IS-LM模型框架。在計(jì)量方法上,對(duì)行為方程使用了誤差修正模型,在整體模型構(gòu)建上,使用了聯(lián)立方程組的方法。模型包括消費(fèi)、投資、進(jìn)出口、貨幣市場(chǎng)、供給、政府、匯率和價(jià)格指數(shù)共八個(gè)基本板塊。模型包括17行為方程,2個(gè)定義方程,17個(gè)內(nèi)生變量,10個(gè)外生變量。數(shù)據(jù)采集的區(qū)間從2005年1季度到2015年4季度。在構(gòu)造行為方程時(shí)采用Hendery建模理論,即從一般到特殊的建模思想,在建立模型時(shí),基于數(shù)據(jù)導(dǎo)向,先建立最一般的方程(包括所有可能的變量),然后逐步剔除明顯不顯著的變量,最后對(duì)行為方程進(jìn)行協(xié)整檢驗(yàn)。本文模型主要用于分析當(dāng)前經(jīng)濟(jì)增速下滑背景下各經(jīng)濟(jì)變量的未來(lái)趨勢(shì),總共分為6個(gè)部分,第一部分為引文,簡(jiǎn)述了當(dāng)前宏觀經(jīng)濟(jì)形勢(shì),宏觀計(jì)量模型先驗(yàn)主義特點(diǎn),第二部分為文獻(xiàn)綜述,分別從國(guó)外和國(guó)內(nèi)兩方面介紹了宏觀聯(lián)立方程組模型的沿革發(fā)展。第三部分介紹了本文所使用的計(jì)量理論模型,包括聯(lián)立方程組模型、協(xié)整理論和誤差修正模型。第四部分介紹了模型數(shù)據(jù)處理的情況。第五部分介紹了本文所使用的聯(lián)立方程組模型的基本結(jié)構(gòu)和核心行為方程,是文章的主體部分。最后一部分是是宏觀經(jīng)濟(jì)計(jì)量模型的預(yù)測(cè)和評(píng)估,對(duì)模型內(nèi)主要經(jīng)濟(jì)變量進(jìn)行了預(yù)測(cè)和政策建議。預(yù)測(cè)的結(jié)果表明,2016年中國(guó)GDP增速約為6.49%。需求低迷依舊是當(dāng)前中國(guó)經(jīng)濟(jì)的癥結(jié)。在貨幣政策和財(cái)政政策均面臨約束,刺激力度有限的情況下,唯有積極創(chuàng)新,挖掘潛在需求,尋找新的經(jīng)濟(jì)增長(zhǎng)點(diǎn)。當(dāng)前中國(guó)供給側(cè)結(jié)構(gòu)性改革戰(zhàn)略立足長(zhǎng)遠(yuǎn),力圖激發(fā)創(chuàng)新活力來(lái)提高生產(chǎn)率,進(jìn)而提高潛在經(jīng)濟(jì)增速,同時(shí)帶動(dòng)中國(guó)經(jīng)濟(jì)轉(zhuǎn)型和產(chǎn)業(yè)升級(jí),讓中國(guó)可以順利跨越中等收入階段陷阱。
[Abstract]:In this paper, a small macro quarterly simultaneous equations model is constructed. The model is mainly based on Keynesian IS-LM model framework. In terms of econometric methods, the error correction model is used for the behavior equation, and the overall model is constructed. The model includes consumption, investment, import and export, money market, supply, government, The model consists of 17 behavior equations, 2 definition equations, 17 endogenous variables and 10 exogenous variables. The data collection ranges from the first quarter of 2005 to the fourth quarter of 2015. Using Hendery modeling theory, That is, from general to special modeling ideas, when building models, based on data orientation, the most general equations (including all possible variables) are first established, and then variables that are obviously not significant are gradually eliminated. Finally, the cointegration test of the behavior equation is carried out. This model is mainly used to analyze the future trend of each economic variable under the background of the current economic growth rate decline. It is divided into six parts altogether. The first part is the citation, which describes the current macroeconomic situation. The second part is literature review, which introduces the evolution and development of macroscopical simultaneous equations model from both foreign and domestic aspects. The third part introduces the econometric model used in this paper. It includes simultaneous equations model, cointegration theory and error correction model. Part 4th introduces the data processing of the model. Part 5th introduces the basic structure and core behavior equation of the simultaneous equations model used in this paper. Is the main part of the article. The last part is the prediction and evaluation of the macroeconomic econometric model. The main economic variables in the model are forecasted and policy recommendations are made. The forecast results show that China's GDP growth rate in 2016 is about 6.49.The sluggish demand is still the crux of the current Chinese economy. Both monetary and fiscal policies face constraints. In the case of limited stimulus, the only way to increase productivity is to actively innovate, tap potential demand, and seek new economic growth points. At present, China's supply-side structural reform strategy is based on the long run and tries to stimulate innovation to improve productivity. In turn, the potential growth rate will be increased, while China's economic transformation and industrial upgrading will be driven, so that China can smoothly overcome the middle-income trap.
【學(xué)位授予單位】：中國(guó)財(cái)政科學(xué)研究院
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2016
【分類號(hào)】：F224;F123.2

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