本文選題：RBC模型 + 動(dòng)態(tài)一般均衡�。� 參考：《南京大學(xué)》2013年碩士論文

【摘要】：基本的真實(shí)經(jīng)濟(jì)周期提出者基德蘭德和普林斯科特在模型中運(yùn)用了“校準(zhǔn)”這一新的方法來(lái)進(jìn)行模型的模擬以及分析。國(guó)內(nèi)的研究一般是使用傳統(tǒng)的參數(shù)法來(lái)確定參數(shù)值,該種方法存在著諸多的限制,所以本文主要側(cè)重于改進(jìn)校準(zhǔn)模型。摒棄常規(guī)使用參數(shù)方法來(lái)進(jìn)行參數(shù)定值,本文以求能夠使用非參數(shù)方法——變窗寬局部線性估計(jì)法,使得參數(shù)的估計(jì)能夠更加準(zhǔn)確,這種方法能夠適用于估計(jì)彈性以及貢獻(xiàn)率等參數(shù)。所以首先本文介紹了校準(zhǔn)的含義以及以及國(guó)內(nèi)外的研究現(xiàn)狀；之后提出適用于該參數(shù)估計(jì)的非參數(shù)方法——變窗寬局部線性估計(jì)；然后建立加入能源沖擊的真實(shí)經(jīng)濟(jì)周期RBC的理論模型來(lái)分析中國(guó)經(jīng)濟(jì)在發(fā)展過(guò)程中的周期現(xiàn)象,該模型認(rèn)為是能源和技術(shù)的隨機(jī)沖擊造成了經(jīng)濟(jì)的波動(dòng),利用中國(guó)的實(shí)際數(shù)據(jù)并采用變窗寬局部線性估計(jì)方法估計(jì)模型的參數(shù)并校準(zhǔn),主要對(duì)資本對(duì)于產(chǎn)出的貢獻(xiàn)彈性和能源對(duì)于產(chǎn)出的貢獻(xiàn)彈性這兩個(gè)參數(shù)進(jìn)行了校準(zhǔn),再使用校準(zhǔn)后的模型模擬中國(guó)經(jīng)濟(jì)波動(dòng)。 我們發(fā)現(xiàn)使用非參數(shù)方法進(jìn)行校準(zhǔn)參數(shù)后得到的模擬結(jié)果比使用參數(shù)方法校準(zhǔn)之后的結(jié)果更加準(zhǔn)確,其模型經(jīng)濟(jì)和現(xiàn)實(shí)經(jīng)濟(jì)的擬合水平達(dá)到76.05%,這是對(duì)于校準(zhǔn)模型的改進(jìn),所以指明在以后的模型校準(zhǔn)中應(yīng)該較好地運(yùn)用非參數(shù)估計(jì)方法從而提高模型的擬合度；另一方面,由于能源價(jià)格沖擊對(duì)于產(chǎn)出有重要的影響,能源作為未來(lái)經(jīng)濟(jì)發(fā)展的一種重要?jiǎng)恿?提出了從能源儲(chǔ)備,能源節(jié)約等方面提出建議,從而實(shí)施這些建議或者措施使經(jīng)濟(jì)能夠更好的發(fā)展。
[Abstract]:Kidland and Princott, the proponents of the basic real business cycle, used a new "calibration" method to simulate and analyze the model. The traditional parameter method is generally used to determine the parameter value in our country. This method has many limitations, so this paper mainly focuses on improving the calibration model. In this paper, the nonparametric method, the variable window width local linear estimation method, is used to estimate the parameters more accurately. This method can be used to estimate elasticity and contribution rate. Therefore, this paper firstly introduces the meaning of calibration and the research status at home and abroad, and then proposes a non-parametric method for parameter estimation-variable window width local linear estimation. Then the theoretical model of real economic cycle RBC with energy shock is established to analyze the cycle phenomenon in the development of Chinese economy. The model considers that the random impact of energy and technology causes the economic fluctuation. Based on the actual data of China and the variable window width local linear estimation method, the parameters of the model are estimated and calibrated. The contribution elasticity of capital to output and the contribution of energy to output are calibrated. Then the calibrated model is used to simulate the fluctuation of Chinese economy. We find that the simulation results obtained by using the non-parametric method to calibrate the parameters are more accurate than those obtained by using the parametric method, and the model economic and realistic economic fitting level is 76.05, which is an improvement on the calibration model. Therefore, it is pointed out that the non-parametric estimation method should be used well in the future model calibration to improve the model fit. On the other hand, because of the impact of energy price shock on the output, Energy as an important driving force of economic development in the future, put forward from the energy reserves, energy conservation and other aspects, so that the implementation of these suggestions or measures to enable better economic development.
【學(xué)位授予單位】：南京大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F124;F224

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本文編號(hào)：2109362