本文選題：外生沖擊 + 經(jīng)濟(jì)波動(dòng)��； 參考：《吉林大學(xué)》2017年碩士論文

【摘要】：宏觀經(jīng)濟(jì)研究的兩個(gè)焦點(diǎn)是經(jīng)濟(jì)增長(zhǎng)與經(jīng)濟(jì)波動(dòng)。改革開(kāi)放之后,我國(guó)在經(jīng)濟(jì)上取得了巨大的成就,但是同時(shí)也受到經(jīng)濟(jì)波動(dòng)這一問(wèn)題的困擾。同時(shí),我國(guó)長(zhǎng)期依靠總需求管理政策刺激經(jīng)濟(jì)增長(zhǎng),這也造成了產(chǎn)能過(guò)剩和重復(fù)建設(shè)等一系列問(wèn)題。那么,我國(guó)經(jīng)濟(jì)波動(dòng)的具體來(lái)源是什么,政府應(yīng)該如何采取措施使得我國(guó)經(jīng)濟(jì)運(yùn)行更加平穩(wěn),又應(yīng)該如何權(quán)衡實(shí)施總需求管理政策和總供給管理政策?對(duì)于這些問(wèn)題的回答,無(wú)論是對(duì)于我國(guó)經(jīng)濟(jì)持續(xù)健康發(fā)展還是人民生活水平的提高都有著十分重要的意義。此外,宏觀經(jīng)濟(jì)學(xué)的研究方法在近些年取得了長(zhǎng)足的進(jìn)步和發(fā)展。早期對(duì)經(jīng)濟(jì)波動(dòng)的研究主要集中在對(duì)經(jīng)濟(jì)周期進(jìn)行識(shí)別和分類(lèi),而目前大部分經(jīng)濟(jì)學(xué)家的關(guān)注點(diǎn)則放在了外生沖擊對(duì)于經(jīng)濟(jì)波動(dòng)的影響。近些年對(duì)這一問(wèn)題進(jìn)行研究的主流模型就是動(dòng)態(tài)隨機(jī)一般均衡(DSGE)模型。本文也正是在這一理論背景下對(duì)我國(guó)經(jīng)濟(jì)波動(dòng)問(wèn)題展開(kāi)研究。本文擬研究如下幾個(gè)問(wèn)題:首先在前人研究的基礎(chǔ)上,構(gòu)建包含需求沖擊和供給沖擊的DSGE模型,并把習(xí)慣偏好、壟斷競(jìng)爭(zhēng)和包含利率平滑與前瞻性行為的泰勒規(guī)則引入模型。模型中加入六個(gè)外生沖擊,并分類(lèi)為供給沖擊和需求沖擊,以研究供需沖擊對(duì)主要經(jīng)濟(jì)變量的影響。其次,利用我國(guó)宏觀經(jīng)濟(jì)時(shí)間序列數(shù)據(jù),對(duì)模型中的參數(shù)進(jìn)行校準(zhǔn)和估計(jì)。隨后通過(guò)脈沖響應(yīng)、方差分解與歷史分解進(jìn)行實(shí)證分析,研究外生沖擊對(duì)我國(guó)宏觀經(jīng)濟(jì)的影響,識(shí)別我國(guó)經(jīng)濟(jì)波動(dòng)驅(qū)動(dòng)因素,并分析我國(guó)經(jīng)濟(jì)波動(dòng)的主要來(lái)源。本文根據(jù)研究結(jié)果提出以下政策建議。首先,實(shí)證分析的結(jié)果顯示各個(gè)變量波動(dòng)的來(lái)源主要是供給沖擊。因此,政府在適度刺激總需求的同時(shí),應(yīng)該對(duì)供給管理政策給予充分的重視。具體而言,政府應(yīng)該放棄前階段粗放式的投資政策,減少對(duì)總需求的大幅刺激;就貨幣政策而言,由于各個(gè)變量都會(huì)受到貨幣政策的一定影響,因此中央銀行在實(shí)施貨幣政策時(shí)應(yīng)該更加謹(jǐn)慎,避免因?yàn)檎咭蛩貙?dǎo)致經(jīng)濟(jì)的大幅波動(dòng)。在美聯(lián)儲(chǔ)加息的大背景下,我國(guó)應(yīng)該實(shí)施穩(wěn)健的貨幣政策,注意防范其他國(guó)家貨幣政策對(duì)我國(guó)經(jīng)濟(jì)的溢出效應(yīng),避免寬松的貨幣政策造成資本外流和匯率波動(dòng)。其次,就供給管理政策而言,政府應(yīng)該加大投入,鼓勵(lì)技術(shù)創(chuàng)新,依靠技術(shù)進(jìn)步推動(dòng)經(jīng)濟(jì)增長(zhǎng)。此外,政府應(yīng)該減小經(jīng)濟(jì)運(yùn)行當(dāng)中的阻力和摩擦,提高市場(chǎng)運(yùn)行效率。具體來(lái)說(shuō),政府應(yīng)該加強(qiáng)對(duì)壟斷行業(yè)的監(jiān)管,同時(shí)加快簡(jiǎn)政放權(quán)的步伐,以減少市場(chǎng)無(wú)效率造成的損失。最后,強(qiáng)調(diào)供給管理政策不是要放棄需求管理政策,政府應(yīng)該綜合利用多種宏觀經(jīng)濟(jì)政策以促進(jìn)經(jīng)濟(jì)持續(xù)發(fā)展,減小經(jīng)濟(jì)波動(dòng)。
[Abstract]:The two focal points of macroeconomic research are economic growth and economic fluctuations. After the reform and opening up, our country has made great achievements in economy, but at the same time, it is beset by the problem of economic fluctuation. At the same time, China relies on aggregate demand management policy to stimulate economic growth for a long time, which also causes a series of problems such as overcapacity and repeated construction. So, what is the specific source of economic fluctuations in China, how should the government take measures to make our economy run more smoothly, and how to balance the implementation of aggregate demand management policy and total supply management policy? The answers to these questions are of great significance to the sustained and healthy development of our economy and the improvement of people's living standards. In addition, the research method of macroeconomics has made great progress and development in recent years. The early researches on economic fluctuation mainly focus on identifying and classifying economic cycles, while most economists now focus on the impact of exogenous shocks on economic volatility. In recent years, the mainstream model of this problem is the dynamic stochastic general equilibrium (DSGE) model. This article also carries on the research to our country economic fluctuation question under this one theory background. This paper intends to study the following problems: firstly, on the basis of previous studies, we construct a DSGE model which includes demand shock and supply shock, and introduce customary preference, monopoly competition and Taylor rule which includes smooth and forward-looking behavior of interest rate into the model. Six exogenous shocks are added to the model and classified as supply shocks and demand shocks to study the impact of supply and demand shocks on the main economic variables. Secondly, the parameters of the model are calibrated and estimated by using the macroeconomic time series data of our country. Then through impulse response, variance decomposition and historical decomposition, empirical analysis is carried out to study the impact of exogenous shocks on China's macroeconomic, identify the driving factors of China's economic fluctuations, and analyze the main sources of China's economic fluctuations. Based on the research results, this paper puts forward the following policy recommendations. First of all, empirical analysis shows that the main source of volatility is supply shocks. Therefore, the government should pay enough attention to supply management policy while stimulating aggregate demand moderately. In particular, the government should abandon the extensive investment policy of the previous stage and reduce the substantial stimulus to aggregate demand. In the case of monetary policy, since all variables are affected by monetary policy, So central banks should be more cautious in implementing monetary policy and avoid sharp swings in the economy as a result of policy factors. Under the background of Fed raising interest rate, our country should implement steady monetary policy, pay attention to prevent the spillover effect of other countries' monetary policy on our country's economy, avoid capital outflow and exchange rate fluctuation caused by loose monetary policy. Secondly, in terms of supply management policy, the government should increase investment, encourage technological innovation, and rely on technological progress to promote economic growth. In addition, the government should reduce the resistance and friction in the operation of the economy and improve the efficiency of market operation. Specifically, the government should strengthen the supervision of monopoly industries and speed up the pace of decentralization in order to reduce the loss caused by market inefficiency. Finally, it is emphasized that the supply management policy is not to abandon the demand management policy, and the government should make comprehensive use of various macroeconomic policies to promote sustainable economic development and reduce economic fluctuations.
【學(xué)位授予單位】：吉林大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2017
【分類(lèi)號(hào)】：F124.8

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