【摘要】：隨著計(jì)算機(jī)技術(shù)和現(xiàn)代統(tǒng)計(jì)理論的發(fā)展,DSGE模型已經(jīng)成為當(dāng)代宏觀經(jīng)濟(jì)計(jì)量分析的一個(gè)重要工具,被廣泛的應(yīng)用于宏觀經(jīng)濟(jì)分析的各個(gè)方面。本文在充分借鑒和吸納國(guó)內(nèi)外學(xué)者在相關(guān)領(lǐng)域已有研究成果的基礎(chǔ)之上,利用開(kāi)放經(jīng)濟(jì)條件下的新凱恩斯DSGE模型分析框架,對(duì)不確定性條件下我國(guó)貨幣政策工具規(guī)則的穩(wěn)健性進(jìn)行了比較。首先,本文對(duì)DSGE模型的構(gòu)造思路和處理方法進(jìn)行了簡(jiǎn)單的介紹,其次,在借鑒國(guó)外學(xué)者相關(guān)研究成果的基礎(chǔ)上,構(gòu)造了一個(gè)適合我國(guó)國(guó)情的開(kāi)放經(jīng)濟(jì)新凱恩斯DSGE模型。然后將不確定性因素引入開(kāi)放經(jīng)濟(jì)下的新凱恩斯菲利普斯曲線、IS曲線、資產(chǎn)價(jià)格決定方程、匯率決定方程和國(guó)際資本流動(dòng)行為方程中,比較分析了不確定性沖擊的最壞情況、忽略不確定性存在和介于二者之間的近似狀態(tài)三種情況下,國(guó)際大宗商品價(jià)格、國(guó)外產(chǎn)出缺口和貨幣政策規(guī)則對(duì)國(guó)內(nèi)通貨膨脹和產(chǎn)出的沖擊狀況。結(jié)果表明,充分考慮到不確定性的沖擊能減輕相關(guān)因素對(duì)國(guó)內(nèi)通貨膨脹和產(chǎn)出的沖擊；在穩(wěn)健性前提下,數(shù)量型和價(jià)格型貨幣政策工具規(guī)則對(duì)治理通貨膨脹問(wèn)題的效果基本相同,但對(duì)于解決經(jīng)濟(jì)增長(zhǎng)問(wèn)題,數(shù)量型貨幣政策規(guī)則將優(yōu)于價(jià)格型規(guī)則。
[Abstract]:With the development of computer technology and modern statistical theory, DSGE model has become an important tool of contemporary macro-economic econometric analysis, and has been widely used in all aspects of macro-economic analysis. Based on the existing research results of domestic and foreign scholars in related fields, this paper makes use of the analytical framework of New Keynesian DSGE model under the condition of open economy. This paper compares the robustness of China's monetary policy instrument rules under uncertain conditions. Firstly, this paper gives a brief introduction to the construction and treatment of the DSGE model. Secondly, on the basis of the relevant research results of foreign scholars, a new Keynesian DSGE model of open economy is constructed, which is suitable for the national conditions of our country. Then the uncertainty factors are introduced into the New Keynesian Phillips curve, IS curve, asset price determination equation, exchange rate determination equation and international capital flow behavior equation under the open economy, and the worst situation of uncertainty shock is compared and analyzed. Ignoring the existence of uncertainty and the approximate state between the two, the impact of international commodity prices, foreign output gaps and monetary policy rules on domestic inflation and output is ignored. The results show that shocks with full consideration of uncertainty can reduce the impact of related factors on domestic inflation and output; On the premise of conservatism, quantitative monetary policy rules and price-based monetary policy tools have the same effect on controlling inflation, but quantitative monetary policy rules will be superior to price-based rules in solving the problem of economic growth.
【學(xué)位授予單位】：天津財(cái)經(jīng)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：F822.0

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