经济结构冲击综述及国内外研究进展
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摘要
随着国际经济局势的不断波动,研究和分析经济危机的产生原因以及波动周期日益成为经济学的热点。经济学家一直认为,经济危机的出现源自经济波动,只有经济的波动才会带来经济的"峰-谷"循环,而经济波动出现的原因大多取决于结构的冲击。因此,文章从经济结构冲击的研究方法上对结构冲击识别进行了研究。文章基于VAR模型,分析了识别方法约束条件的变化过程及三大约束条件,就国内结构识别方法这一课题研究应用的主要理论模型的研究成果进行了综述性分析。最后对结构冲击识别方式的使用方向进行了阐述,得出了基于不同经济学流派、数学模型下的识别方式的具体研究环境,并针对不同的经济学研究方向给出了上述识别方式的主要应用环境。以期对未来我国经济学经济危机以及结构冲击识别等方面的研究带来新的启示。
As the continuous fluctuation of the international economic situation, the research and analysis of the causes of the economic crisis and the fluctuation cycle become a hot topic in economic studies. Chinese economist's always believe that the emergence of economic crisis from economic fluctuation, and that the economic fluctuation will bring our economics "rise and fall". The causes of economic fluctuations will be dependented on the impact of the structure. Therefore, the paper makes a research on structural impact identification from the research methods of economic structure impact. The writer uses the direction of structure impact identification is discussed. And the specific research on environmental economics of different schools made the mathematical model of identification which based on the way and direction of economic research for different application environment of the ways of identification. We hope that through the study, the future of Chinese economics can made a better economic crisis and structural impact identification. And that other aspects of the study bring new inspiration.
As the continuous fluctuation of the international economic situation, the research and analysis of the causes of the economic crisis and the fluctuation cycle become a hot topic in economic studies. Chinese economist's always believe that the emergence of economic crisis from economic fluctuation, and that the economic fluctuation will bring our economics "rise and fall". The causes of economic fluctuations will be dependented on the impact of the structure. Therefore, the paper makes a research on structural impact identification from the research methods of economic structure impact. The writer uses the direction of structure impact identification is discussed. And the specific research on environmental economics of different schools made the mathematical model of identification which based on the way and direction of economic research for different application environment of the ways of identification. We hope that through the study, the future of Chinese economics can made a better economic crisis and structural impact identification. And that other aspects of the study bring new inspiration.
引文
[1]卜永祥,靳炎.中国实际经济周期:一个基本解释和理论扩展[J].世界经济,2002(7).
[2]陈昆亭,龚六堂,邹恒甫.什么造成了经济增长的波动,供给还是需求:中国经济的RBC分析[J].世界经济,2004(4).
[3]龚敏,李文溥.中国经济波动的总供给和总需求冲击作用分析[J].经济研究,2007(11).
[4]黄赜琳.技术冲击和劳动供给对经济波动的影响分析—基于可分劳动RBC模型的实证检验[J].财经研究,2006(6).
[5]刘斌.货币政策冲击的识别及我国货币政策有效性的实证分析[J].金融研究,2001(7).
[6]李春吉.投资冲击、全要素生产率冲击与中国经济波动—基于RBC模型估计结果的分析[J].经济问题,2010(9).
[7]李卓,张茜.国际油价波动与石油冲击—基于符号约束VAR模型实证分析[J].世界经济研究,2012(8).
[8]吕光明.供求冲击与中国经济波动:基于SVAR模型的甄别分析[J].统计研究,2009(7).
[9]欧阳志刚,史焕平.中国经济增长与通胀的随机冲击效应[J].经济研究,2010(1).
[10]赵文胜,张屹山.货币政策冲击与人民币汇率动态[J].金融研究,2012(8).
[11]庄子罐,崔小勇,龚六堂等.预期与经济波动—预期冲击是驱动中国经济波动的主要力量吗?[J].经济研究,2012(6).
[12]Baumeister C.and Benati L.Unconventional Monetary Policy and the Great Recession:Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound[J].International Journal of Central Banking,2013,9(2):165-212.
[13]Baumeister C.and Peersman G.Time-Varying Effects of Oil Supply Shocks on the US Economy[J].Bank of Canada,2012.
[14]Benati L.The Long-run Phillips Curve[J].Mimeo,Department of Economics,University of Bern,2013a.
[15]Binning A.Underidentified SVAR Models:A Framework for Combining Short and Long-run Restrictions with Sign-restrictions[J].Norges Bank Working paper,2013/14.
[16]Canova F.and M.Paustian.Measurement with Some Theory:Using Sign Restrictions to Evaluate Business Cycle Models[J].Journal of Monetary Economics,2011,58(7):345-361.
[17]Canova F.and E.Pappa.Price Dispersions in Monetary Unions:The Role of Fiscal Shocks[J].Economic Journal,2011,117(3):713-737.
[18]Kilian L.and D.P.Murphy.Why Agnostic Sign Restrictions Are Not Enough:Understanding the Dynamics of Oil Market VAR Models[J].Journal of the European Economic Association,2012,10(5):1166-1188.
[2]陈昆亭,龚六堂,邹恒甫.什么造成了经济增长的波动,供给还是需求:中国经济的RBC分析[J].世界经济,2004(4).
[3]龚敏,李文溥.中国经济波动的总供给和总需求冲击作用分析[J].经济研究,2007(11).
[4]黄赜琳.技术冲击和劳动供给对经济波动的影响分析—基于可分劳动RBC模型的实证检验[J].财经研究,2006(6).
[5]刘斌.货币政策冲击的识别及我国货币政策有效性的实证分析[J].金融研究,2001(7).
[6]李春吉.投资冲击、全要素生产率冲击与中国经济波动—基于RBC模型估计结果的分析[J].经济问题,2010(9).
[7]李卓,张茜.国际油价波动与石油冲击—基于符号约束VAR模型实证分析[J].世界经济研究,2012(8).
[8]吕光明.供求冲击与中国经济波动:基于SVAR模型的甄别分析[J].统计研究,2009(7).
[9]欧阳志刚,史焕平.中国经济增长与通胀的随机冲击效应[J].经济研究,2010(1).
[10]赵文胜,张屹山.货币政策冲击与人民币汇率动态[J].金融研究,2012(8).
[11]庄子罐,崔小勇,龚六堂等.预期与经济波动—预期冲击是驱动中国经济波动的主要力量吗?[J].经济研究,2012(6).
[12]Baumeister C.and Benati L.Unconventional Monetary Policy and the Great Recession:Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound[J].International Journal of Central Banking,2013,9(2):165-212.
[13]Baumeister C.and Peersman G.Time-Varying Effects of Oil Supply Shocks on the US Economy[J].Bank of Canada,2012.
[14]Benati L.The Long-run Phillips Curve[J].Mimeo,Department of Economics,University of Bern,2013a.
[15]Binning A.Underidentified SVAR Models:A Framework for Combining Short and Long-run Restrictions with Sign-restrictions[J].Norges Bank Working paper,2013/14.
[16]Canova F.and M.Paustian.Measurement with Some Theory:Using Sign Restrictions to Evaluate Business Cycle Models[J].Journal of Monetary Economics,2011,58(7):345-361.
[17]Canova F.and E.Pappa.Price Dispersions in Monetary Unions:The Role of Fiscal Shocks[J].Economic Journal,2011,117(3):713-737.
[18]Kilian L.and D.P.Murphy.Why Agnostic Sign Restrictions Are Not Enough:Understanding the Dynamics of Oil Market VAR Models[J].Journal of the European Economic Association,2012,10(5):1166-1188.