本文選題：粘性信息 + 信息更新速度��； 參考：《首都經(jīng)濟(jì)貿(mào)易大學(xué)》2017年碩士論文

【摘要】：粘性是新凱恩斯主義的一個(gè)主要研究熱點(diǎn)。粘性的存在可以解釋微觀經(jīng)濟(jì)與宏觀經(jīng)濟(jì)波動(dòng)的諸多問題。Mankiw和Reis構(gòu)造的粘性信息理論模型為解釋復(fù)雜多變的宏觀經(jīng)濟(jì)現(xiàn)象奠定了關(guān)鍵的微觀基礎(chǔ)。在該粘性信息模型里,信息的傳遞與更新是逐步展開的,人們必然需要付出某些時(shí)間和成本來采集并處理信息,因此存在粘性信息。本文基于Mankiw、Reis提出的粘性信息理論模型,按照經(jīng)濟(jì)周期的不同階段以及企業(yè)所在產(chǎn)業(yè)的不同,將企業(yè)的異質(zhì)性進(jìn)一步擴(kuò)展細(xì)分,研究在經(jīng)濟(jì)周期的不同階段中,不同產(chǎn)業(yè)的企業(yè)信息粘性程度是否存在差異,比較不同經(jīng)濟(jì)條件下的企業(yè)的信息粘性程度,同時(shí)估計(jì)我國(guó)的通貨膨脹預(yù)期。本文選取的樣本數(shù)據(jù)為季度數(shù)據(jù),數(shù)據(jù)跨度為1992年第1季度到2015年第2季度。數(shù)據(jù)來源于中國(guó)經(jīng)濟(jì)金融數(shù)據(jù)庫(kù)(簡(jiǎn)稱CCER)和中國(guó)國(guó)家統(tǒng)計(jì)局,所有數(shù)據(jù)均采用對(duì)數(shù)化調(diào)整。本文在系統(tǒng)梳理有關(guān)的理論文獻(xiàn)并進(jìn)行經(jīng)濟(jì)學(xué)分析的前提下,構(gòu)建兩個(gè)對(duì)應(yīng)的理論假設(shè)并進(jìn)行實(shí)證檢驗(yàn)。研究發(fā)現(xiàn):(1)經(jīng)濟(jì)周期與企業(yè)的信息粘性程度相關(guān),即在經(jīng)濟(jì)擴(kuò)張期,企業(yè)的信息粘性程度較低,信息更新調(diào)整較快,而在經(jīng)濟(jì)收縮期,企業(yè)信息粘性程度較高,信息更新速度較慢;(2)不同產(chǎn)業(yè)的企業(yè)信息粘性程度存在差異。其中,第二產(chǎn)業(yè)的企業(yè)信息粘性較高,信息集更新速度最慢,第三產(chǎn)業(yè)的企業(yè)次之,第一產(chǎn)業(yè)的企業(yè)具有最低的信息粘性水平,信息調(diào)整最為迅速。本文的研究結(jié)論對(duì)我國(guó)制定產(chǎn)業(yè)政策以及信息政策具有重要的實(shí)際意義。
[Abstract]:Viscosity is a major research hotspot of neo-Keynesianism. The existence of viscosity can explain many problems of microeconomic and macroeconomic fluctuations. The viscous information theory model constructed by Mankiw and Reis lays a key micro foundation for the explanation of complex and changeable macroeconomic phenomena. In this viscous information model, the information transfer and update are gradually expanded, people must pay some time and cost to collect and process information, so there is viscous information. Based on the viscous information theory model proposed by Mankiwski Reis, according to the different stages of the business cycle and the different industries in which the enterprise is located, the heterogeneity of the enterprise is further expanded and subdivided, and studied in the different stages of the economic cycle. Whether there are differences in the degree of information viscosity in different industries, compare the degree of information viscosity of enterprises under different economic conditions, and estimate the inflation expectations of our country at the same time. The sample data selected in this paper are quarterly data, ranging from the first quarter of 1992 to the second quarter of 2015. The data are from the China Economic and Financial Database (CCER) and the National Bureau of Statistics, all of which are logarithmic. On the premise of systematically combing the relevant theoretical literature and analyzing the economics, this paper constructs two corresponding theoretical hypotheses and carries on the empirical test. It is found that the business cycle is related to the degree of information viscosity of enterprises, that is, in the period of economic expansion, the degree of information viscosity of enterprises is lower, and the information updating adjustment is faster, while in the period of economic contraction, the degree of information viscosity of enterprises is higher. The rate of information updating is slow. (2) there are differences in the degree of information stickiness among different industries. Among them, the second industry enterprise information viscosity is higher, the information set update speed is the slowest, the third industry enterprise is the second, the first industry enterprise has the lowest information viscosity level, the information adjustment is the most rapid. The conclusion of this paper has important practical significance for China to formulate industrial policy and information policy.
【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】：2017
【分類號(hào)】：F124.8;F121.3

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