基于无模型控制的财政货币政策研究
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摘要
我国宏观经济经过改革开放二十九年,政府的宏观调控能力大大加强,初步形成了以市场经济为主体的宏观调控机制。但财政政策和货币政策如何协同运用还是一个亟待解决的问题。由于宏观经济系统是一个大型复杂系统,存在着非线性、时滞和时变,因此建立一个实用的宏观经济模型并不容易。除此,随着改革的深入、产业结构的升级、制度的创新,模型的结构也在不断地变化,这就对实现宏观经济调控的控制律提出了更为苛刻的要求,要求控制律既要能够适应模型参数的变化,还要能够适应模型结构的变化。首先从方法论上比较了现代宏观经济学的研究范式拉姆齐模型与无模型控制的优缺点,说明了基于无模型控制的宏观经济研究是在其他研究所确定的因果关系的基础上,去掉其复杂的参数辨识过程,同时具有简化形式实证分析的优点和结构模型实证分析的优点。
     接着介绍了基于无模型控制的财政货币政策研究所需要的理论基础,说明了无模型控制律的设计,突破了控制律对数学模型尽可能实现精确的建立这一要求的限制。其所提出的实时辨识--实时反馈控制校正,把辨识与控制律的设计结合起来的途径使得所设计的控制律还具有结构自适应性。证明了多输入-多输出系统的无模型控制律具有最小变差的性质,这就为国家在运用稳健的财政政策与适度从紧的货币政策时提供了理论基础。同时还运用实用稳定性理论方法给出了无模型控制律中的小参数的取值范围。
     在无模型控制理论的基础上,动态化宏观经济基础模型IS-LM模型,把无模型控制应用于IS-LM模型的动态调整上,通过仿真可以看出,无模型控制具有良好的跟踪性能,能够很好地完成动态目标要求,无模型控制在宏观经济上的应用是完全可行的。
     最后总结了我国现阶段宏观经济运行情况及主要问题,即我国宏观经济现在处于高位运行,财政支出和货币供应量的增长都比较快,从短期看,也能实现经济高增长、低通胀的目标,但从长期看,风险太高,而且很难维持下去。现在就造成宏观经济运行出现“三偏一高”的问题,即投资增速偏高,货币流动性偏大,贸易顺差增长偏快,经济增长的资源环境代价过高。分析了产生这些问题的深层次原因。并且基于总需求-总供给模型运用无模型控制理论提出实现经济高增长、低通胀的低位运行,从而保障国民经济可持续发展,并提出一些建议。
     通过仿真结果和可行性分析,可以看出,无模型控制在宏观经济动态调控上的应用是可行的,具有很强的现实意义。
Through 29 years reformation and opening,the ability of macroeconomic control of our government is strengthened,macroeconomic control mechanism based on market economy was founded elementary.But how to use fiscal policy and monetary policy jointly is a urgent needed solved problem. Because macroeconomic system is a big complicated system and it exists nonlinear,time lag and time change,it is difficult to establish a applied macroeconomic model.Besides,through reformation embedding, industrial structure upgrading,and institutional innovation,model structure is changing.This puts forward rigorous request about control law for macroeconomic control,which not only adapts to parameters changes but also adapts to model structure changes.
     Firstly,this paper compared modern macroeconomic study model pattern Ramsey model with no model control in methodology.It was stated that macroeconomic study based on no model control is based on the causality ascertained by other studies, gets rid of complicated parameters identification process,and not only possesses merits of predigestion form demonstration analysis but also possesses merits of structure model demonstration analysis. Secondly,the theory basis of fiscal policy and monetary policy study based on no model control was introduced.It was stated that no model control law breaks through the restrict that mathematics model ought to be accurately founded.Its real-time identification and real-time feedback control makes the law possess structure self adapted ability, which offers the theoretic basis for adopting the moderate fiscal policy and reasonably tight monetary policy.The small parameter bound of no model control law was gained by applied stability theory.
     Thirdly, on the basis of no model control, this paper made macroeconomic base model IS-LM dynamic,and applied no model control on dynamic adjust of IS-LM model. Through simulation it is obtained that no model control has good tracing property and it can trace dynamic aim easily.The application of no model control on macroeconomy is feasible. At last,our country macroeconomic running instance and main problems were summarized .It is that our country macro-economy is going on high level, which fiscal output and money supply increased fast. From short term, it can also achieve the aim of high economic growth and low inflation, but from long term risk is so high and it is difficult to keep on going. Now our country’s economy goes on with four problems: investment is increasing faster, currency fluidity is faster, trade surplus is increasing faster, and environment cost for economic growth is higher.The deep-seated reasons were analysed.This paper used AS-AD model based on no model control and proposed low level running on high economic growth and low inflation. Thus economy continual development will be guaranteed. Some advices were proposed to achieve economic development.
     Through simulation results and feasibility analysis,it can be gained that no model control is feasible to be used in macroeconomic dynamic control.
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