本文關(guān)鍵詞： 經(jīng)濟(jì)周期理論景氣分析 多維框架 Stock-Watson型景氣指數(shù)　出處：《首都經(jīng)濟(jì)貿(mào)易大學(xué)》2014年碩士論文　論文類型：學(xué)位論文

【摘要】：在全球經(jīng)濟(jì)一體化的背景下,我國經(jīng)濟(jì)周期性波動(dòng)的市場(chǎng)化特征愈發(fā)顯著,因此,為了保證經(jīng)濟(jì)平穩(wěn)快速發(fā)展,對(duì)宏觀經(jīng)濟(jì)的監(jiān)測(cè)就必不可少。作為監(jiān)測(cè)經(jīng)濟(jì)波動(dòng)的工具,經(jīng)濟(jì)景氣指數(shù)的應(yīng)用逐漸發(fā)展起來。 20世紀(jì)60年代末,美國國家經(jīng)濟(jì)研究局(National Bureau of Economic Research,簡稱NBER)和美國商務(wù)部合作開發(fā)了合成指數(shù)(Composite Index),作為監(jiān)測(cè)經(jīng)濟(jì)波動(dòng)的指數(shù)工具。合成指數(shù)(CI)由于只是將處于上升階段和下降階段的指標(biāo)進(jìn)行簡單的數(shù)值相比,使得一些人認(rèn)為其缺乏嚴(yán)密的數(shù)學(xué)模型的支持,從而產(chǎn)生的結(jié)果不足以使人信服。此外,隨著我國市場(chǎng)經(jīng)濟(jì)的逐步發(fā)展,宏觀經(jīng)濟(jì)中各個(gè)領(lǐng)域展現(xiàn)出不同的波動(dòng)周期,這些波動(dòng)周期之間的相互影響是一個(gè)非常復(fù)雜的過程。這就導(dǎo)致傳統(tǒng)的單一的合成指數(shù)體系已經(jīng)不能夠滿足準(zhǔn)確、全面的反映宏觀經(jīng)濟(jì)運(yùn)行狀況的需要。 基于以上兩個(gè)問題,本文立足于使用建立在更加嚴(yán)密的數(shù)學(xué)模型上的Stock-Watson型景氣指數(shù)對(duì)我國宏觀經(jīng)濟(jì)系統(tǒng)構(gòu)建更為全面的多維框架景氣分析系統(tǒng)。對(duì)物價(jià)、消費(fèi)、投資、出口、汽車、房地產(chǎn)和宏觀經(jīng)濟(jì)總量分別構(gòu)建SW景氣指數(shù),從而形成對(duì)我國宏觀經(jīng)濟(jì)的多維SW景氣指數(shù)監(jiān)測(cè)體系。對(duì)比傳統(tǒng)的合成指數(shù)與本文所構(gòu)建的SW景氣指數(shù),結(jié)果顯示SW景氣指數(shù)能夠準(zhǔn)確的反映我國宏觀經(jīng)濟(jì)的波動(dòng)情況,對(duì)于經(jīng)濟(jì)的轉(zhuǎn)折點(diǎn)更加敏感,而多維框架景氣分析方法又可以對(duì)我國宏觀經(jīng)濟(jì)進(jìn)行更加準(zhǔn)確全面的分析。在一定程度上,可以詳細(xì)的判斷出導(dǎo)致每次經(jīng)濟(jì)轉(zhuǎn)折的驅(qū)動(dòng)因素,從而為宏觀調(diào)控機(jī)構(gòu)能夠更加及時(shí)有效的調(diào)控宏觀經(jīng)濟(jì)提供更加具有針對(duì)性的政策建議。 本文使用的方法與傳統(tǒng)方法相比,主要不同有兩點(diǎn)：第一,本文所采用的Stock-Watson型景氣指數(shù)方法是基于完善的理論基礎(chǔ)和嚴(yán)密的數(shù)學(xué)模型的指數(shù)構(gòu)建方法,相比一些傳統(tǒng)的景氣指數(shù)構(gòu)建方法,具有更好的邏輯嚴(yán)謹(jǐn)性。第二,相比起當(dāng)前我國經(jīng)濟(jì)監(jiān)測(cè)還是基于宏觀經(jīng)濟(jì)總量進(jìn)行全局性的了解,本文采用多維框架分析方法,對(duì)宏觀經(jīng)濟(jì)的幾個(gè)重要維度分別建立景氣指數(shù)系統(tǒng),通過綜合考慮宏觀經(jīng)濟(jì)各個(gè)維度之間的動(dòng)態(tài)關(guān)系,監(jiān)控和預(yù)測(cè)各領(lǐng)域中不同類型的波動(dòng),以結(jié)構(gòu)化的視角把握我國宏觀經(jīng)濟(jì)運(yùn)行態(tài)勢(shì)。
[Abstract]:In the context of global economic integration, the market-oriented characteristics of China's economic cyclical fluctuations become more and more prominent. Therefore, in order to ensure the steady and rapid development of the economy, it is necessary to monitor the macro-economy. The application of economic climate index has developed gradually. At the end of 1960s, The national Bureau of Economic research (nber) and the u. S. Department of commerce have developed the composite index, a tool for monitoring economic volatility, since it will only be in the upward and downward stages. Indicators are compared to simple values, It makes some people think that it lacks the support of rigorous mathematical models and the resulting results are not convincing enough. In addition, with the gradual development of the market economy in our country, there are different cycles of fluctuations in various areas of the macro economy. The interaction between these fluctuation cycles is a very complex process, which leads to the traditional single composite index system can no longer meet the needs of accurately and comprehensively reflecting the macroeconomic operation. Based on the above two problems, this paper based on the use of more rigorous mathematical model based on the Stock-Watson boom index to build a more comprehensive macroeconomic system of multi-dimensional framework boom analysis system. For prices, consumption, investment, exports, Automobile, real estate and macroeconomic aggregates respectively construct SW boom index, thus forming a multi-dimensional SW boom index monitoring system for China's macro economy. Compared with the traditional composite index and the SW boom index constructed in this paper, The results show that the SW boom index can accurately reflect the fluctuation of China's macro economy, and is more sensitive to the turning point of the economy. And the multidimensional framework boom analysis method can also make a more accurate and comprehensive analysis of China's macro-economy. To a certain extent, it can be used to determine in detail the driving factors that lead to each economic turn. Thus, it can provide more targeted policy advice for macro-control institutions to adjust and control the macro-economy in a more timely and effective manner. Compared with the traditional method, the method used in this paper has two main differences: first, the Stock-Watson boom index method used in this paper is based on a sound theoretical basis and a rigorous mathematical model of the index construction method. Compared with some traditional methods of constructing boom index, it has better logical rigor. Secondly, compared with the overall understanding of the current economic monitoring or macro-economic aggregate, this paper adopts multi-dimensional framework analysis method. To establish the boom index system for several important dimensions of the macro economy, monitor and predict the different types of fluctuations in various fields by synthetically considering the dynamic relations among the various dimensions of the macro economy. Grasp the situation of macro economy in our country from the perspective of structure.
【學(xué)位授予單位】：首都經(jīng)濟(jì)貿(mào)易大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：F124;F224

【引證文獻(xiàn)】

相關(guān)期刊論文 前1條

1 牛麗娟;邵俊崗;;中國郵輪經(jīng)濟(jì)景氣指數(shù)研究[J];特區(qū)經(jīng)濟(jì);2016年12期

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本文編號(hào)：1534182