基于跨期选择的消费率问题研究
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摘要
改革开放以来在我国经济快速增长的同时,消费与投资的不协调问题越来越突出。多年来我国最终消费率持续走低,已经严重制约了居民消费需求的扩大和消费结构的升级,也严重阻碍了中国经济的持续快速增长。对消费率问题的研究一般可以归结为对消费与投资比例关系的研究。近年来,关于我国投资与消费关系的研究成为理论界的热点问题之一,在对该问题的探讨中,国内经济学界的研究主要以经验性分析为主,而对于消费者的微观行为与宏观经济运行规律之间的复杂关系缺乏卓有成效的探索。因此,研究消费率的形成机制,对于确定合理的投资率,对于制定有效的有关调控政策有十分重要的借鉴意义。
传统建模方法通常是面向一个层次,宏观和微观之间是截然分开的。复杂适应系统的建模方法能够弥补这个缺陷,它的基本思想是对系统各抽象的要素之间的关系进行刻画,相应的方法和工具受到越来越多的关注,Swarm仿真平台就是其中之一。基于复杂适应性Swarm仿真平台的模型建模过程是“自下而上”的,这种“自下而上”的模型反映了局部性、内部元素相互作用的分散性等复杂系统的典型特点。主体间的交互是分散的,即任何一个主体的行动都与其他一些主体的行动相关。对于整个系统来说,宏观上的表现是由这些主体共同产生的。本文在复杂适应性视角下,借鉴了Swarm仿真的基本思想,创建了基于消费者行为(跨期选择)、政府行为以及企业行为的经济学仿真模型,以此来探索消费率的微观形成机制。
在本文的研究中进行了大量的仿真实验,对仿真结果的分析,我们可以得出一些有启发性的结论:在仿真模型运行过程中,我们可以看到消费与投资曲线呈现出不规律的跳动,并非是此消彼长的关系;消费者的行为极端复杂,不同群体的消费行为表现为不同的消费率;消费者在市场中的主导地位会因为政府行为的缺失而体现得更为明显;对于同样的初始状态,经济系统长期运行之后涌现的宏观结果未必相同。本文的研究表明,在消费率的形成中,消费者具有决定性作用,而最终的结果是由消费者行为(跨期选择)、企业行为以及政府行为来共同决定的。
The economy of China has maintained a high growth rate since the adoption of reform and opening policies. But the proportion of consumption is not in consonance with investment. The ultimate consumption rate is low in recent years, which extremely not only restricts the residents’consumption demand and the upgrading of consumption structure, but also hampers the economic growth. The researches on consumption rate are regarded as the studies of the proportion to consumption. It is clear that the researches of the proportion to consumption are a focus these days, most of the domestic economists’researches are empirical analyses. So, the studies on theory are not in-depth studies and lack of convincing. What’s worse, it is lack of efficient ways to probe the complex connection between the consumers’microscopic behavior and the operation of the macroeconomic. Our researches on the shape of the consumption rate and the reasonable investment rate are valuable and meaningful for government to make effective policies.
The traditional modeling methods is singleness, detaching the micro and the macro aspects. The methods on theory of complexity and adaptability can fix it. The principal thought is to depict the abstract element’s connection in the system. The corresponding means and tools get more and more concern, such as simulation model based on swarm. The progress of the swarm platform based on theory of complexity and adaptability is from bottom to top. That reflects the type points of the complex system, such as localness, disperse. The interactions between agents are dispersible. The macro behaviors of the whole system are generated by these agents. In the view of the complexity and adaptability theory, this paper establishes a computable economic simulation model, which contains the behaviors of consumers, government and enterprises, to quest for the mechanism of the shape of consumption rate, using the theory of complexity and adaptability.
In this research, we do a lot of simulation experiments. By analyzing these simulation results, I draw some revelatory conclusions. The curves of the consumption and investment are varying irregularly. Extreme complexity of consumer behavior, consumer behavior of different groups for different consumption rate.The consumers’leading status in market will be more obvious if missing the governmental behaviors. The macro results are not necessary the same for the same origin. Our researches indicate that consumers’behaviors are vital to the shape of the consumption rate, and the ultimate results are codetermined by the behaviors of consumers, government and enterprises.
传统建模方法通常是面向一个层次,宏观和微观之间是截然分开的。复杂适应系统的建模方法能够弥补这个缺陷,它的基本思想是对系统各抽象的要素之间的关系进行刻画,相应的方法和工具受到越来越多的关注,Swarm仿真平台就是其中之一。基于复杂适应性Swarm仿真平台的模型建模过程是“自下而上”的,这种“自下而上”的模型反映了局部性、内部元素相互作用的分散性等复杂系统的典型特点。主体间的交互是分散的,即任何一个主体的行动都与其他一些主体的行动相关。对于整个系统来说,宏观上的表现是由这些主体共同产生的。本文在复杂适应性视角下,借鉴了Swarm仿真的基本思想,创建了基于消费者行为(跨期选择)、政府行为以及企业行为的经济学仿真模型,以此来探索消费率的微观形成机制。
在本文的研究中进行了大量的仿真实验,对仿真结果的分析,我们可以得出一些有启发性的结论:在仿真模型运行过程中,我们可以看到消费与投资曲线呈现出不规律的跳动,并非是此消彼长的关系;消费者的行为极端复杂,不同群体的消费行为表现为不同的消费率;消费者在市场中的主导地位会因为政府行为的缺失而体现得更为明显;对于同样的初始状态,经济系统长期运行之后涌现的宏观结果未必相同。本文的研究表明,在消费率的形成中,消费者具有决定性作用,而最终的结果是由消费者行为(跨期选择)、企业行为以及政府行为来共同决定的。
The economy of China has maintained a high growth rate since the adoption of reform and opening policies. But the proportion of consumption is not in consonance with investment. The ultimate consumption rate is low in recent years, which extremely not only restricts the residents’consumption demand and the upgrading of consumption structure, but also hampers the economic growth. The researches on consumption rate are regarded as the studies of the proportion to consumption. It is clear that the researches of the proportion to consumption are a focus these days, most of the domestic economists’researches are empirical analyses. So, the studies on theory are not in-depth studies and lack of convincing. What’s worse, it is lack of efficient ways to probe the complex connection between the consumers’microscopic behavior and the operation of the macroeconomic. Our researches on the shape of the consumption rate and the reasonable investment rate are valuable and meaningful for government to make effective policies.
The traditional modeling methods is singleness, detaching the micro and the macro aspects. The methods on theory of complexity and adaptability can fix it. The principal thought is to depict the abstract element’s connection in the system. The corresponding means and tools get more and more concern, such as simulation model based on swarm. The progress of the swarm platform based on theory of complexity and adaptability is from bottom to top. That reflects the type points of the complex system, such as localness, disperse. The interactions between agents are dispersible. The macro behaviors of the whole system are generated by these agents. In the view of the complexity and adaptability theory, this paper establishes a computable economic simulation model, which contains the behaviors of consumers, government and enterprises, to quest for the mechanism of the shape of consumption rate, using the theory of complexity and adaptability.
In this research, we do a lot of simulation experiments. By analyzing these simulation results, I draw some revelatory conclusions. The curves of the consumption and investment are varying irregularly. Extreme complexity of consumer behavior, consumer behavior of different groups for different consumption rate.The consumers’leading status in market will be more obvious if missing the governmental behaviors. The macro results are not necessary the same for the same origin. Our researches indicate that consumers’behaviors are vital to the shape of the consumption rate, and the ultimate results are codetermined by the behaviors of consumers, government and enterprises.
引文
1参见《就业、利息和货币通论》,第6、7、11、15章,凯恩斯著,商务印书馆,1981年。
2何德旭主编.中国服务业发展报告No.5——中国服务业体制改革与创新[R].北京:社会科学文献出社,2007年1月:第243页。
3戴维.罗默.高级宏观经济学[M].商务印书馆.2004:18.
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[3]多恩布什、费希尔.宏观经济学[M].北京:中国人民大学出版社,1997:254.
[4]费尔德曼.前苏联计划经济[M].北京:商务印书馆1928(11):132.
[5]涅姆钦诺夫.经济数学方法和模型[J].北京:商务印书馆,1980:29.
[6]亚诺什.科尔内.突进与和谐的增长[M].经济科学出版社,1988:9-10.
[7]戴维.罗默.高级宏观经济学[M].北京:商务印书馆,2004:53-113.
[8] Ross.S.Guest, I.M.Mcdonald, Optimal national saving in Asia: Humps, Troughs and Declines in response to Demographic Change. working paper,Griffith Uni., and Melbourne Uni., 2001.
[9] Angus Deaton,John Muellbauer: Economics and consumer behavior, Cambridge University Press,1980.
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[12]刘国光.社会主义再生产问题[M].上海:三联书店,1979:95.
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[14]刘慧勇.投资规模论[J].中国财经出版社,1989:37-38.
[15]汪海波.中国积累和消费问题研究[J].广州:广东人民出版社,1986:213-214.
[16]史贞.浅析我国经济增长中投资与消费的失衡[J].山西财经大学学报(高等教育版),2007(2):89.
[17]吴忠群.中国经济增长中消费和投资的确定[J].中国社会科学,2002(3):59.
[18]乔为国、潘必胜.我国经济增长中合理投资率的确定[J].中国软科学,2005(7):81.
[19]彭志龙.我国投资与消费比例关系的分析研究中国国情国力,2004(11):13.
[20]武芳梅.刍议消费率及投资率与我国的经济增长.经济问题,2006(6):9-10.
[21]刘迎秋.论我国国民经济的次高增长阶段[J].中国社会科学,1999(4):87.
[22]张平,张晓晶.经济增长、结构调整的累积效应与资本形成——当前经济增长态势分析[J].经济研究,2003(8):3.
[23]张清平.70年代末以来中国居民消费率变动实证研究.经济纵横,2003(9):16-19.
[24]贺铿.对当前经济形式的认识及宏观调控建议.统计与信息论坛,2004(5):31.
[25]孙丹.经济转轨时期投资的规模与效率[J].财经科学,2002(5):106.
[26]李姝.我国当前消费率偏低的成因及对策分析.财经问题研究,2002(4):49-51.
[27]罗云毅.我国当前消费水平是否偏低[J].宏观经济研究,2000(18):39.
[28]许永兵,南振兴当前消费率讨论中的两个认识误区[J].经济学家,2005(2):11.
[29]许国志.系统科学[M].上海:上海科技教育出版社,2000:9.
[30]霍兰著,周小牧等译.隐秩序适应性造就复杂性[M].上海:上海科技教育出版社,2000(8):12.
[31]赵龙文,候义斌.Agent的概念模型及其应用技术[J].计算机工程与科学,2000(6):22.
[32] Sandip Sen, Multiagent system: milestones and new horizons [J], Trend inCognitive Sciences Vol.1, No. 9, 1997.
[33]赵东奎,张世伟.基于主体计算经济学初探.吉林大学社会科学学报,2003(2):32-37.
[34]刘晓光,刘晓峰.计算经济学研究新进展——基于Agent的计算经济学透视[J].经济学研究动态,2003(11):58-62.
[35] Arthur B., Durlauf S.N, Lane D.A.: The economy as an evolving complex system II. Mass : Addison-Wesley, 1997.
[36] Anderson P. W, Arrow K. J., Pines D.: The economy as an evolving complex system : the proceedings of the Evolutionary Paths of the Global Economy Workshop. Addison-Wesley,1987.
[37]许国志,顾基发,车宏安.系统科学与工程研究[C],上海科技教育出版社,2000(10):5.
[38]张守一.SWARM在其经济研究中的应用[J].数量经济技术经济研究,2001(1):6.
[39]“Swarm2.1.1 Reference Guide”.www.swarm.org.
[40]王雪霞,SWARM经济仿真:基于代理人的模型和面向对象的程序设计[J].2000(10):9.
[41] N.Minara toolkit.Burkhart, C. Langton, M. Askenazi. The swarm simulation system:building mufti-agent simulation. http://wwwswarmorg. 1996.
[42]戴维.罗默.高级宏观经济学[M].北京:商务印书馆.2004:18.
2何德旭主编.中国服务业发展报告No.5——中国服务业体制改革与创新[R].北京:社会科学文献出社,2007年1月:第243页。
3戴维.罗默.高级宏观经济学[M].商务印书馆.2004:18.
[1]王礼燕.我国居民消费率低的原因与对策[J].商场现代化,2006(9):31.
[2] [法]魁奈.魁奈经济著作选集[M].北京:商务印书馆,1979:238.
[3]多恩布什、费希尔.宏观经济学[M].北京:中国人民大学出版社,1997:254.
[4]费尔德曼.前苏联计划经济[M].北京:商务印书馆1928(11):132.
[5]涅姆钦诺夫.经济数学方法和模型[J].北京:商务印书馆,1980:29.
[6]亚诺什.科尔内.突进与和谐的增长[M].经济科学出版社,1988:9-10.
[7]戴维.罗默.高级宏观经济学[M].北京:商务印书馆,2004:53-113.
[8] Ross.S.Guest, I.M.Mcdonald, Optimal national saving in Asia: Humps, Troughs and Declines in response to Demographic Change. working paper,Griffith Uni., and Melbourne Uni., 2001.
[9] Angus Deaton,John Muellbauer: Economics and consumer behavior, Cambridge University Press,1980.
[10]陈云.陈云文选[M].北京:人民出版社,1986:45.
[11]薛暮桥.社会主义经济理论问题[M].北京:人民出版社,1979:41.
[12]刘国光.社会主义再生产问题[M].上海:三联书店,1979:95.
[13]项镜泉、胡乃武.论经济效果[J].中国社会科学出版社,1981:226-227.
[14]刘慧勇.投资规模论[J].中国财经出版社,1989:37-38.
[15]汪海波.中国积累和消费问题研究[J].广州:广东人民出版社,1986:213-214.
[16]史贞.浅析我国经济增长中投资与消费的失衡[J].山西财经大学学报(高等教育版),2007(2):89.
[17]吴忠群.中国经济增长中消费和投资的确定[J].中国社会科学,2002(3):59.
[18]乔为国、潘必胜.我国经济增长中合理投资率的确定[J].中国软科学,2005(7):81.
[19]彭志龙.我国投资与消费比例关系的分析研究中国国情国力,2004(11):13.
[20]武芳梅.刍议消费率及投资率与我国的经济增长.经济问题,2006(6):9-10.
[21]刘迎秋.论我国国民经济的次高增长阶段[J].中国社会科学,1999(4):87.
[22]张平,张晓晶.经济增长、结构调整的累积效应与资本形成——当前经济增长态势分析[J].经济研究,2003(8):3.
[23]张清平.70年代末以来中国居民消费率变动实证研究.经济纵横,2003(9):16-19.
[24]贺铿.对当前经济形式的认识及宏观调控建议.统计与信息论坛,2004(5):31.
[25]孙丹.经济转轨时期投资的规模与效率[J].财经科学,2002(5):106.
[26]李姝.我国当前消费率偏低的成因及对策分析.财经问题研究,2002(4):49-51.
[27]罗云毅.我国当前消费水平是否偏低[J].宏观经济研究,2000(18):39.
[28]许永兵,南振兴当前消费率讨论中的两个认识误区[J].经济学家,2005(2):11.
[29]许国志.系统科学[M].上海:上海科技教育出版社,2000:9.
[30]霍兰著,周小牧等译.隐秩序适应性造就复杂性[M].上海:上海科技教育出版社,2000(8):12.
[31]赵龙文,候义斌.Agent的概念模型及其应用技术[J].计算机工程与科学,2000(6):22.
[32] Sandip Sen, Multiagent system: milestones and new horizons [J], Trend inCognitive Sciences Vol.1, No. 9, 1997.
[33]赵东奎,张世伟.基于主体计算经济学初探.吉林大学社会科学学报,2003(2):32-37.
[34]刘晓光,刘晓峰.计算经济学研究新进展——基于Agent的计算经济学透视[J].经济学研究动态,2003(11):58-62.
[35] Arthur B., Durlauf S.N, Lane D.A.: The economy as an evolving complex system II. Mass : Addison-Wesley, 1997.
[36] Anderson P. W, Arrow K. J., Pines D.: The economy as an evolving complex system : the proceedings of the Evolutionary Paths of the Global Economy Workshop. Addison-Wesley,1987.
[37]许国志,顾基发,车宏安.系统科学与工程研究[C],上海科技教育出版社,2000(10):5.
[38]张守一.SWARM在其经济研究中的应用[J].数量经济技术经济研究,2001(1):6.
[39]“Swarm2.1.1 Reference Guide”.www.swarm.org.
[40]王雪霞,SWARM经济仿真:基于代理人的模型和面向对象的程序设计[J].2000(10):9.
[41] N.Minara toolkit.Burkhart, C. Langton, M. Askenazi. The swarm simulation system:building mufti-agent simulation. http://wwwswarmorg. 1996.
[42]戴维.罗默.高级宏观经济学[M].北京:商务印书馆.2004:18.