本文關(guān)鍵詞：卡爾多—卡萊斯基經(jīng)濟周期模型在中國的實證檢驗　出處：《復(fù)旦大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 經(jīng)濟周期 投資滯后 非線性動力學(xué) Hopf分岔

【摘要】：與經(jīng)濟波動相比,中國改革開放以來的投資波動存在較為明顯的滯后。投資增長與經(jīng)濟增長的錯配有可能影響經(jīng)濟的平穩(wěn)發(fā)展,甚至放大經(jīng)濟波動。因此對投資滯后與經(jīng)濟周期關(guān)系的研究有助于我們更好地把握經(jīng)濟運行的規(guī)律和合理認識投資對經(jīng)濟發(fā)展的帶動作用,為我國的宏觀調(diào)控政策提供理論依據(jù)。本文通過構(gòu)建卡爾多-卡萊斯基動態(tài)經(jīng)濟周期模型,研究投資滯后對中國經(jīng)濟穩(wěn)定性的影響,并提出了縮短投資的時間滯后,促進中國經(jīng)濟穩(wěn)定運行的建議。 本文首先回顧了中國改革開放以來的歷次經(jīng)濟周期和投資增長率波動的周期,分析了導(dǎo)致投資變動滯后于產(chǎn)出變動的原因。隨后,本文將卡爾多-卡萊斯基動態(tài)經(jīng)濟周期模型應(yīng)用到經(jīng)濟周期理論研究中,分析了中國投資滯后對經(jīng)濟運行穩(wěn)定性造成的影響。 在凱恩斯國民收入決定模型中,邊際儲蓄傾向和邊際投資傾向是常數(shù)。英國經(jīng)濟學(xué)家卡爾多改進了凱恩斯的國民收入決定模型,提出邊際儲蓄傾向和邊際投資傾向是隨著產(chǎn)出的波動而變化的,不同產(chǎn)出水平下社會的投資和儲蓄有所不同,因而會出現(xiàn)總需求大于或者小于總供給的現(xiàn)象。此后,學(xué)者們將卡爾多模型和強調(diào)投資滯后效應(yīng)對經(jīng)濟周期影響的卡萊斯基模型結(jié)合起來,提出在投資傾向和儲蓄傾向變化時,投資如果相對產(chǎn)出變化而言存在滯后,對經(jīng)濟運行的穩(wěn)定存在負面影響。 本文結(jié)合中國實際對卡爾多-卡萊斯基模型進行修改和重構(gòu),在模型中加入財政支出、凈出口等變量,并用1985年至2011年的中國宏觀數(shù)據(jù)進行模型擬合。在得出包含具體數(shù)值的方程組后,本文針對中國經(jīng)濟的不同發(fā)展階段進行經(jīng)濟系統(tǒng)穩(wěn)定性的研究。 本文的計量分析結(jié)果表明當產(chǎn)出水平較低時,中國的投資增幅較快；而產(chǎn)出達到更高水平后,投資增速開始放緩。統(tǒng)計結(jié)果也表明中國的投資變化相對產(chǎn)出變化存在滯后。因而,運用卡爾多-卡萊斯基經(jīng)濟周期模型研究投資滯后對中國經(jīng)濟穩(wěn)定性的影響是比較恰當?shù)�。通過實證研究,可以得出幾點結(jié)論：(1)我國經(jīng)濟增長與投資水平變化的關(guān)系是非線性的。(2)投資滯后對中國經(jīng)濟的穩(wěn)定性存在負面影響�？s短投資的滯后期有利于保持經(jīng)濟的平穩(wěn)運行。(3)在經(jīng)濟發(fā)展的不同階段,投資時滯的長度對經(jīng)濟波動的影響程度不同。針對分析結(jié)果,本文還提出了縮短投資滯后期的幾點建議。
[Abstract]:Compared with the economic fluctuation, the fluctuation of investment in China has lagged behind since the reform and opening up. The mistakes of investment growth and economic growth may affect the smooth development of the economy. Therefore, the study of the relationship between the lag of investment and the economic cycle will help us better grasp the laws of economic operation and reasonably understand the role of investment in economic development. This paper studies the impact of investment lag on China's economic stability by constructing the dynamic business cycle model of Cardo-Kalesky. It also puts forward the suggestion of shortening the time lag of investment and promoting the stable operation of Chinese economy. This paper first reviews the successive economic cycles and the fluctuation cycles of investment growth rate since the reform and opening up in China, and analyzes the reasons why the investment changes lag behind the output changes. In this paper, the dynamic business cycle model of Cardo-Kalesky is applied to the study of business cycle theory, and the influence of the lag of Chinese investment on the stability of economic operation is analyzed. In Keynesian national income decision model, marginal saving tendency and marginal investment tendency are constant. It is pointed out that the marginal saving tendency and marginal investment tendency change with the fluctuation of output, and the social investment and savings are different under different output levels. As a result, there will be a phenomenon that the aggregate demand is greater or smaller than the total supply. After that, scholars combine the Kalesky model with the Kalesky model, which emphasizes the effect of the lag effect of investment on the economic cycle. It is pointed out that when the investment tendency and the saving tendency change, there is a negative impact on the stability of the economic operation if the investment lags behind the change of the output. This paper revises and reconstructs the Kaldo-Kalesky model based on the reality of China, and adds fiscal expenditure, net export and other variables into the model. The model is fitted with Chinese macroscopic data from 1985 to 2011. The equations containing specific values are obtained. This paper studies the stability of China's economic system at different stages of economic development. The results of the econometric analysis show that when the output level is low, China's investment growth is faster; But after the output reaches the higher level, the investment growth rate starts to slow down. The statistical result also indicates that the Chinese investment change is lagging behind the output change. It is more appropriate to study the impact of investment lag on China's economic stability by using the Cardovician business cycle model. Several conclusions can be drawn: (1) the relationship between China's economic growth and the change of investment level is nonlinear. The lag of investment has a negative effect on the stability of Chinese economy. Shortening the lag period of investment is helpful to keep the economy running smoothly at different stages of economic development. The influence of the length of investment delay on economic fluctuation is different. In view of the results of the analysis, some suggestions for shortening the lag period of investment are put forward in this paper.
【學(xué)位授予單位】：復(fù)旦大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F224;F124.8

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