發(fā)布時(shí)間：2018-02-02 01:48

  本文關(guān)鍵詞： 電價(jià)波動(dòng) 宏觀經(jīng)濟(jì) 動(dòng)態(tài)隨機(jī)一般均衡模型 時(shí)變參數(shù)因子擴(kuò)展向量自回歸模型　出處：《安徽財(cái)經(jīng)大學(xué)》2015年碩士論文　論文類型：學(xué)位論文

【摘要】：2000年以來(lái),我國(guó)經(jīng)濟(jì)迅猛發(fā)展的同時(shí)電力需求與供給的矛盾日益突出,為緩減這種矛盾,以及解決電價(jià)扭曲的現(xiàn)狀,并且適應(yīng)建立社會(huì)主義市場(chǎng)經(jīng)濟(jì)體制的要求,我國(guó)正逐步推行電力體制改革,打破電力行業(yè)原有的壟斷局面,在電力管理中引入競(jìng)爭(zhēng)機(jī)制,完善市場(chǎng)配置電力資源的作用,而其中最為關(guān)鍵的便是電力價(jià)格改革。電價(jià)改革使得電力的銷售價(jià)格將隨電力資源需求和供給的變動(dòng)而波動(dòng),因此有必要明確電價(jià)的波動(dòng)對(duì)宏觀經(jīng)濟(jì)可能存在的沖擊效應(yīng)。本文首先構(gòu)建一個(gè)包含電力要素、可以模擬我國(guó)經(jīng)濟(jì)環(huán)境的、具有微觀經(jīng)濟(jì)理論意義的動(dòng)態(tài)隨機(jī)一般均衡模型。通過(guò)設(shè)定代表性家庭根據(jù)自身效用最大化來(lái)權(quán)衡休閑和勞動(dòng),并從勞動(dòng)市場(chǎng)獲取報(bào)酬后,購(gòu)買電力資源用以家用或提供給中間產(chǎn)品廠商,中間產(chǎn)品廠商利用代表性家庭提供的勞動(dòng)、電力以及資本進(jìn)行生產(chǎn),并交付給最終產(chǎn)品廠商,而貨幣當(dāng)局選用擴(kuò)展的泰勒規(guī)則進(jìn)行市場(chǎng)調(diào)節(jié)。通過(guò)市場(chǎng)出清、一階條件的求解、校準(zhǔn)、貝葉斯估計(jì)等一系列步驟,模擬我國(guó)電價(jià)波動(dòng)對(duì)產(chǎn)出、物價(jià)水平、投資等多個(gè)宏觀經(jīng)濟(jì)變量的沖擊影響,以及通過(guò)歷史方差分解探討2000年第一季度至2014年第四季度這段時(shí)期內(nèi),電價(jià)沖擊對(duì)于我國(guó)經(jīng)濟(jì)波動(dòng)的解釋能力,最后對(duì)構(gòu)建的理論模型進(jìn)行基準(zhǔn)評(píng)價(jià)�？紤]到本文構(gòu)建的簡(jiǎn)化形式的理論模型無(wú)法完全擬合現(xiàn)實(shí)經(jīng)濟(jì)環(huán)境,也無(wú)法真實(shí)反映經(jīng)濟(jì)環(huán)境變動(dòng)的時(shí)變特征,故需要依靠傳統(tǒng)計(jì)量經(jīng)濟(jì)模型進(jìn)行實(shí)證檢驗(yàn)。因此,本文利用非理論性的時(shí)變參數(shù)因子擴(kuò)展向量自回歸模型對(duì)上述理論模型進(jìn)行實(shí)證檢驗(yàn),通過(guò)在109個(gè)宏微觀經(jīng)濟(jì)變量中提取解釋因子,和待考察的變量共同構(gòu)建向量自回歸,考察2005年第二季度、2009年第三季度、2011年第一季度以及2014年第四季度四個(gè)時(shí)點(diǎn)電價(jià)波動(dòng)對(duì)產(chǎn)出、物價(jià)水平、投資等變量的沖擊,并且和構(gòu)建的理論模型結(jié)果相比較,研究發(fā)現(xiàn)電價(jià)波動(dòng)對(duì)我國(guó)各宏觀經(jīng)濟(jì)變量不僅影響顯著,而且具有時(shí)變的特征。最后根據(jù)本文研究結(jié)論,基于我國(guó)現(xiàn)階段經(jīng)濟(jì)形勢(shì)以及電力市場(chǎng)改革狀況,針對(duì)電價(jià)改革過(guò)程中可能出現(xiàn)的問(wèn)題提出相應(yīng)的政策建議。
[Abstract]:Since 2000, with the rapid development of economy, the contradiction between electricity demand and supply has become increasingly prominent. In order to alleviate this contradiction, and to solve the current situation of electricity price distortion. And to meet the requirements of the establishment of a socialist market economy system, China is gradually carrying out the reform of the power system, breaking the original monopoly situation in the electric power industry, introducing a competitive mechanism into the power management. The role of improving the market allocation of power resources, and the most critical is the electricity price reform, the electricity price reform makes the electricity sales price will fluctuate with the change of demand and supply of power resources. Therefore, it is necessary to clarify the impact of the fluctuation of electricity price on the macroeconomic. Firstly, this paper constructs a power element, which can simulate the economic environment of our country. A dynamic stochastic general equilibrium model with microeconomic theoretical significance. By setting up representative families to balance leisure and labor according to their own utility maximization, and get the remuneration from the labor market. The purchase of electricity resources is used for household use or to be provided to intermediate product manufacturers, which make use of labour, electricity and capital provided by representative households for production and delivery to end product manufacturers. The monetary authorities choose the extended Taylor rule to regulate the market. Through a series of steps, such as market clearing, the solution of first-order conditions, calibration, Bayesian estimation and so on, we simulate the fluctuation of electricity price to the output and price level in China. The impact of several macroeconomic variables, such as investment, and the period from in the first quarter of 2000 to in the fourth quarter of 2014 are discussed through historical variance decomposition. Electricity price shock to explain the economic fluctuations in China, finally the theoretical model constructed by the benchmark evaluation. Considering the simplified form of theoretical model constructed in this paper can not fully fit the real economic environment. Also can not truly reflect the time-varying characteristics of the economic environment, so we need to rely on the traditional econometric model for empirical testing. In this paper, the extended vector autoregressive model of non-theoretical time-varying parameter factors is used to test the above theoretical models, and the explanatory factors are extracted from 109 macro and micro economic variables. The vector autoregressions were constructed with the variables to be investigated, and investigated on in the second quarter of 2005, in the third quarter of 2009. In in the first quarter of 2011 and in the fourth quarter of 2014, the impact of electricity price fluctuation on output, price level, investment and other variables, and compared with the results of the theoretical model. The study found that the fluctuation of electricity price not only has a significant impact on the macroeconomic variables in China, but also has the characteristics of time-varying. Finally, according to the conclusion of this study, based on the current economic situation and the electricity market reform in China. In view of the electricity price reform process may appear the question to put forward the corresponding policy suggestion.
【學(xué)位授予單位】：安徽財(cái)經(jīng)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2015
【分類號(hào)】：F426.61;F124

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