發(fā)布時間：2018-04-30 04:25

  本文選題：外生沖擊 + 經濟波動　； 參考：《吉林大學》2017年碩士論文

【摘要】：宏觀經濟研究的兩個焦點是經濟增長與經濟波動。改革開放之后,我國在經濟上取得了巨大的成就,但是同時也受到經濟波動這一問題的困擾。同時,我國長期依靠總需求管理政策刺激經濟增長,這也造成了產能過剩和重復建設等一系列問題。那么,我國經濟波動的具體來源是什么,政府應該如何采取措施使得我國經濟運行更加平穩(wěn),又應該如何權衡實施總需求管理政策和總供給管理政策?對于這些問題的回答,無論是對于我國經濟持續(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,宏觀經濟學的研究方法在近些年取得了長足的進步和發(fā)展。早期對經濟波動的研究主要集中在對經濟周期進行識別和分類,而目前大部分經濟學家的關注點則放在了外生沖擊對于經濟波動的影響。近些年對這一問題進行研究的主流模型就是動態(tài)隨機一般均衡(DSGE)模型。本文也正是在這一理論背景下對我國經濟波動問題展開研究。本文擬研究如下幾個問題:首先在前人研究的基礎上,構建包含需求沖擊和供給沖擊的DSGE模型,并把習慣偏好、壟斷競爭和包含利率平滑與前瞻性行為的泰勒規(guī)則引入模型。模型中加入六個外生沖擊,并分類為供給沖擊和需求沖擊,以研究供需沖擊對主要經濟變量的影響。其次,利用我國宏觀經濟時間序列數據,對模型中的參數進行校準和估計。隨后通過脈沖響應、方差分解與歷史分解進行實證分析,研究外生沖擊對我國宏觀經濟的影響,識別我國經濟波動驅動因素,并分析我國經濟波動的主要來源。本文根據研究結果提出以下政策建議。首先,實證分析的結果顯示各個變量波動的來源主要是供給沖擊。因此,政府在適度刺激總需求的同時,應該對供給管理政策給予充分的重視。具體而言,政府應該放棄前階段粗放式的投資政策,減少對總需求的大幅刺激;就貨幣政策而言,由于各個變量都會受到貨幣政策的一定影響,因此中央銀行在實施貨幣政策時應該更加謹慎,避免因為政策因素導致經濟的大幅波動。在美聯(lián)儲加息的大背景下,我國應該實施穩(wěn)健的貨幣政策,注意防范其他國家貨幣政策對我國經濟的溢出效應,避免寬松的貨幣政策造成資本外流和匯率波動。其次,就供給管理政策而言,政府應該加大投入,鼓勵技術創(chuàng)新,依靠技術進步推動經濟增長。此外,政府應該減小經濟運行當中的阻力和摩擦,提高市場運行效率。具體來說,政府應該加強對壟斷行業(yè)的監(jiān)管,同時加快簡政放權的步伐,以減少市場無效率造成的損失。最后,強調供給管理政策不是要放棄需求管理政策,政府應該綜合利用多種宏觀經濟政策以促進經濟持續(xù)發(fā)展,減小經濟波動。
[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.
【學位授予單位】：吉林大學
【學位級別】：碩士
【學位授予年份】：2017
【分類號】：F124.8

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本文編號：1823075