部门冲击和整体冲击的经济影响分析——基于改进的中国7部门DSGE模型的数值模拟

中国管理科学 ›› 2013, Vol. 21 ›› Issue (5): 15-22.

部门冲击和整体冲击的经济影响分析——基于改进的中国7部门DSGE模型的数值模拟

王佳^1,2, 王文周³, 张金水¹

1. 清华大学经济管理学院, 北京 100084;
2. 中国社会科学院经济研究所, 北京 100836;
3. 北京师范大学经济与工商管理学院, 北京 100875

收稿日期:2011-04-21 修回日期:2013-05-07 出版日期:2013-10-30 发布日期:2013-10-15
基金资助:
国家自然科学基金资助项目(70871070)

The Effects of Sectoral Shocks and Aggregate Shocks——Based on the Simulation of an Improved 7-sector DSGE Model

WANG Jia^1,2, WANG Wen-zhou³, ZHANG Jin-shui¹

1. School of Economics and Management, Tsinghua University, Beijing 100084, China;
2. Institue of Economics Chinese Acodemy of Social Sciences, Beijing 100836, China;
3. School of Economics and Business Administration, Beijing Normal University, Beijing 100875, China

Received:2011-04-21 Revised:2013-05-07 Online:2013-10-30 Published:2013-10-15

摘要/Abstract

摘要： 本文建立了引入了两种资本品不可替代、劳动投入不完全替代和整体冲击的改进的7部门DSGE模型,根据脉冲响应结果具体分析了冲击沿部门的传导机制,并对比分析了部门冲击和整体冲击的经济影响,指出经济周期中观察到的各部门产出共动性的特征更多是整体冲击作用的结果,并指出多部门模型中部门冲击对总产出波动的模拟和单部门模型对总产出波动的模拟结果基本一致,因此利用单部门模型刻画总产出的变化是一种可行的简化。

关键词: 部门冲击, 整体冲击, DSGE模型

Abstract: In this paper,an improved 7-sector DSGE model is established in which the unsubstitutability of construction's capital and manufacturing's capital, the incomplete substitutability of labor inputs and sectoral shock are introduced. With impulse response analysis, the transmission mechanisms of sectoral shocks are analysed in detail. It is concluded that aggregate shock is mainly account for the comovement in business cycles. Further,as a result,it is indicated that using one-sector model to simulate aggregate output is a feasible simplification.

Key words: sectoral shock, aggregate shock, DSGE model

中图分类号:

F062.9

王佳, 王文周, 张金水. 部门冲击和整体冲击的经济影响分析——基于改进的中国7部门DSGE模型的数值模拟[J]. 中国管理科学, 2013, 21(5): 15-22.

WANG Jia, WANG Wen-zhou, ZHANG Jin-shui. The Effects of Sectoral Shocks and Aggregate Shocks——Based on the Simulation of an Improved 7-sector DSGE Model[J]. Chinese Journal of Management Science, 2013, 21(5): 15-22.

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