国家扶持下甘肃省资本流动的CGE模拟分析
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摘要
2010年国务院提出扶持甘肃发展的若干意见,相信在国家的支持下甘肃省的资本流动方向会逐步发生逆转,从原来的以流出为主过渡到流入与流出持平或者大于流出的情况。资本流动的变化势必会使得经济活动中的产业、要素、居民收入、政府账户等发生较大的变化,因此对资本流动进行CGE模拟分析和社会核算矩阵(SAM)乘数理论分析可以有效的预测经济中主要部门随之相应的变动并做出规避措施。
本文沿着瓦尔拉斯一般均衡理论,结合社会核算矩阵模型、线性规划模型和宏观计量经济模型,应用CGE模型的建模原理、参数估计方法来解决国家扶持下甘肃省资本流动这一模拟情况。
本文建立的CGE模型,利用宏观闭合规则和微观闭合规则,在保证其解的存在性与唯一性的同时,为满足CGE模型对数据的要求,根据SAM的一般编制原理、方法及调平手段,编制了甘肃省2007年SAM,并采用广义跨熵法(CE)方法进行了调平处理。
CGE模型基本结构包括四组方程,分别为需求方程、供给方程、供求方程和均衡方程。本文运用各组方程的优化方程,分析了多要素多部门模型,将模型单元扩展至包含了政府因素和对外经济因素,描述了资本变动下甘肃省经济结构内部的主导产业、总需求、总供给、总产出、总储蓄、政府收入与储蓄、居民收入与储蓄等账户的变动情况。
本文的总体框架是依照CGE模型的一般建模程序来架构整篇文章的。从第二章开始建模,第二章为模型中涉及的方程选择与推导,第三章为应用该模型所涉及的数据基础—甘肃省2007年SAM的编制与平衡,第四章为该模型的参数估计及校准,第五章为应用CGE模型得出模拟结果以及其对甘肃省经济分析。第六章为结束语。
The State Council plan to support the development of a number of observations of Gansu in 2010, I believe Gansu Province will be gradually reverse the flow direction in the support of the state capital,the main outflow from the original to the transition to flat or greater than the inflow and outflow outflows.Capital flows change bound makes industry in the economic activitiesi,elements,income,government accounts etc. larger changes,therefore, capital flows of the CGE simulation analysis and social accounting matrix (SAM) multiplier theory analysis can effectively predict the economy with the corresponding change in key sectors and then make circumvention measures.
This article along the Walrasian general equilibrium theory, combin-ation of social accounting matrix model, linear programming models and macro-econometric model. Application of principles of CGE modeling, parameter estimation methods to solve the state support for capital flows in Gansu Province under the simulated conditions.
The CGE model is established, with the use of macro- closure rules and micro-closure rules,the solution in ensuring the existence and uniqueness,while CGE models to meet the data requirements, according to the general preparation of SAM principles, methods and means of leveling the preparation of the Gansu Province in 2007 SAM,and the generalized cross-entropy (CE) method was leveling processing.
The basic structure of CGE models include four set of equations, namely demand equation, the supply equations, supply and demand equation and a balanced equation.In this paper, the optimization equation of the set of equations, analyze multi-element and multi-sector model, the model is expanded to include the government unit factors and external economic factors,describes the change in the capital of Gansu Province under the leading industries within the economic structure, the total de-mand and total supply, total output, total savings, government revenue and savings, income and savings accounts and other changes.
This is in accordance with the general framework of the CGE model framework of the general modeling program to the whole article. Model-ing from the second chapter, Chapter II in the model selection and deriv-ation of the equations involved, the third chapter is the application of the model involved in the data base that is Gansu Province in 2007 and the balance of the establishment of SAM.The model of Chapter Parameter estimation and calibration is in the fourth chapter, the fifth chapter is the application of CGE model simulation results obtained and its economic analysis of Gansu province. The last Chapter is closing.
本文沿着瓦尔拉斯一般均衡理论,结合社会核算矩阵模型、线性规划模型和宏观计量经济模型,应用CGE模型的建模原理、参数估计方法来解决国家扶持下甘肃省资本流动这一模拟情况。
本文建立的CGE模型,利用宏观闭合规则和微观闭合规则,在保证其解的存在性与唯一性的同时,为满足CGE模型对数据的要求,根据SAM的一般编制原理、方法及调平手段,编制了甘肃省2007年SAM,并采用广义跨熵法(CE)方法进行了调平处理。
CGE模型基本结构包括四组方程,分别为需求方程、供给方程、供求方程和均衡方程。本文运用各组方程的优化方程,分析了多要素多部门模型,将模型单元扩展至包含了政府因素和对外经济因素,描述了资本变动下甘肃省经济结构内部的主导产业、总需求、总供给、总产出、总储蓄、政府收入与储蓄、居民收入与储蓄等账户的变动情况。
本文的总体框架是依照CGE模型的一般建模程序来架构整篇文章的。从第二章开始建模,第二章为模型中涉及的方程选择与推导,第三章为应用该模型所涉及的数据基础—甘肃省2007年SAM的编制与平衡,第四章为该模型的参数估计及校准,第五章为应用CGE模型得出模拟结果以及其对甘肃省经济分析。第六章为结束语。
The State Council plan to support the development of a number of observations of Gansu in 2010, I believe Gansu Province will be gradually reverse the flow direction in the support of the state capital,the main outflow from the original to the transition to flat or greater than the inflow and outflow outflows.Capital flows change bound makes industry in the economic activitiesi,elements,income,government accounts etc. larger changes,therefore, capital flows of the CGE simulation analysis and social accounting matrix (SAM) multiplier theory analysis can effectively predict the economy with the corresponding change in key sectors and then make circumvention measures.
This article along the Walrasian general equilibrium theory, combin-ation of social accounting matrix model, linear programming models and macro-econometric model. Application of principles of CGE modeling, parameter estimation methods to solve the state support for capital flows in Gansu Province under the simulated conditions.
The CGE model is established, with the use of macro- closure rules and micro-closure rules,the solution in ensuring the existence and uniqueness,while CGE models to meet the data requirements, according to the general preparation of SAM principles, methods and means of leveling the preparation of the Gansu Province in 2007 SAM,and the generalized cross-entropy (CE) method was leveling processing.
The basic structure of CGE models include four set of equations, namely demand equation, the supply equations, supply and demand equation and a balanced equation.In this paper, the optimization equation of the set of equations, analyze multi-element and multi-sector model, the model is expanded to include the government unit factors and external economic factors,describes the change in the capital of Gansu Province under the leading industries within the economic structure, the total de-mand and total supply, total output, total savings, government revenue and savings, income and savings accounts and other changes.
This is in accordance with the general framework of the CGE model framework of the general modeling program to the whole article. Model-ing from the second chapter, Chapter II in the model selection and deriv-ation of the equations involved, the third chapter is the application of the model involved in the data base that is Gansu Province in 2007 and the balance of the establishment of SAM.The model of Chapter Parameter estimation and calibration is in the fourth chapter, the fifth chapter is the application of CGE model simulation results obtained and its economic analysis of Gansu province. The last Chapter is closing.
引文
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[4]Bohringer et al.Economic and Environmental Impacts of the Kyoto Praotocol[J].The Canadian Journal of Economics/Revue canadienne d'Economique,2003,36(2):475-494
[5]Ballard C.L.Fullerton,D.,Shoven,J.B.and Whalley,J.A General Equilibrium Model for Tax Policy Evaluation[M].Chicago:The University of Chicago Press,1985.
[6]Carl Iversen,Aspects of the Theory of International Capital Movement,Copenhagen:Oxford University Press,1936.113-127
[7]Donald MacDougall.The World Dollar Problem:A tudy in International Economics. London: Macmillan,1957.498-500
[8]Dianqing Xu.The Chasm in the Transition:A CGE Analysis of Chinese Economic Reform. Journal of Policy Modeling.1996(18)No.2:117-139
[9]Dixon P.B., Evidence-based Trade Policy Decision Making in Australia and development of Computable General Equilibrium Modeling.2006.http://siteresources.worldbank.org/.
[10]Edwards,S..Capital mobility and economic performance:Are emerging economics different? [J]. NBER Working Paper,No.8076,2001
[11]Feldstan Martin and Horioka Charles. Domestic saving and international capital flow[J].The Economic Jomal,1980. Vol.90:316-329
[12]Finn Tarp,David Roland-Holst,John Rand(2003) Finn Tarp,David Roland-Holst,John Rand.Economic Structure and development in an emergent Asian economy:evidence from a social accounting matrix for Vietnam[J].Journal of Asian Economics,2003(13):189-203
[13]Hoover.E.M.and Giarratani F.An introduction to regional economics[M].The Web Book of Regional Science,1999:23-65
[14]Harberger A.C.The Incidence of the Corporation Income Tax[J].The Journal of Political Economy,1962,70(3):215-240.
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[16]John H.Dunning.International Production and Multinational Enterprise. London: Allen&Unwin.1981.134-178
[17]Jeannine N.Bailliu.Private Capital Flows,Financial Development and Economic Growth in Developing Countries.Bank of Canada,Working Paper 200015,July:11-13
[18]Manuel Alejandro Cardenete,Ferran Sancho.An Applied General Equilibrium Model to Assess the Impact of National Tax Changes on a Regional Economy[J].Review of Urban and Regional Development Studies,2003,15(1).
[19]Murray C.Kemp.The pure theory of international trade and investment.London:Englewood Cliffs, N.J.,Prentice-Hall,1969.256-267
[20]Pereira A.M.,Shoven J.B.A Survey of Dynamic Computational General Equilibrium Models for Tax Policy Evaluation[J].Journal of Policy Modeling,1988,10(3):401-436.
[21]Pyatt,G.and J.I.Round..Accounting and fixed price multipliers in a Social Accounting Matrix Framework[J].The Economic Journal,1979(89):850-873
[22]Razin,A.and Yuen,C..Factor mobility and income growth:Two convergence hypotheses[J].Review of Development Economics,1997,1(2):171-190
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[26]Scarf,H.E.,1967.The approximation of fixed points of a continuous mapping.Journal of Applied Mathematics,15:1328-1343
[27]Susana Santos.The Importance of The Social Accounting Matrix,Application to Portugal during the 1990-95 period[J].July,2001
[28]S.I.Cohen.European structural patterns applied to transition economics:assessment for Poland and Hungary[J].Socio-Economic Planning Sciences,1999(33):205-219
[29]Taylor L.,E.L.Bacha,E.A.Cardoso,F.J.Lysy.Models of Growth and Distribution for Brazil [M]. Oxford:Oxford University Press,1980.
[30]Thorbecke,E.and Jung,H..A multiplier decomposition method to analyze poverty alleviation[J],Journal of Development Economics,1996,Vol.48:279-300
[31]W.Arthur Lewis.The Theory of Economic Growth(中译本《经济增长理论》,梁小民)上海：上海三联书店,1990：283
[32]郭金龙,王宏伟.中国区域间资本流动与区域经济差距研究[J].管理世界,2003,7：45-58
[33]高颖.中国资源-经济-环境SAM的编制方法[J].统计研究,2008(5)：84-88
[34]冯珊.我国经济系统的可计算一般均衡模型C-CGE[J]系统工程理论与实践.1989,4：32-39
[35]段志刚等.北京市社会核算矩阵的编制[J].统计研究,2003(12)：35-38
[36]樊明太等.中国CGE模型：基本结构及有关问题(下)[J].数量经济技术经济研究,1999年第4期：24-30
[37]范金、郑庆武.中国地区宏观金融社会核算矩阵的编制[J].当代经济科学,2003,25(5)：34-39
[38]范金,郑庆武,王艳,袁小慧.完善人民币汇率形成机制对中国宏观经济影响的情景分析——般均衡分析[J].管理世界,2004(7)：29-42
[39]国务院发展研究中心.中国经济的发展与模型[M].北京：中国财经出版社,1990：93
[40]胡鞍钢.地区与发展：西部开发新战略[M].中国计划出版社,2001：50-220
[41]胡永平、张宗盛和祝接金.基于储蓄—投资关系的中国区域间资本流动分析[J].中国软科学,2004,8：25-36
[42]胡宗义,刘亦文.统一内外资企业所得税率的动态CGE研究[J].数量经济技术经济研究,2008,12：124-138.
[43]贺瑞,杜跃平.地区间资本流动的分析与我国区域经济协调发展[J].商场现代化,2005,12：205-206
[44]李善同、翟凡等.一个中国经济的可计算一般均衡模型[J].数量经济技术经济研究,1997年第3期,38-44
[45]李善同等.中国经济的社会核算矩阵[J].数量经济技术研究,1996(1)：42-46
[46]李娜、石敏俊和王飞.区域差异和区域联系对中国区域政策效果的作用：基于中国八区 域CGE模型[J]系统工程理论与实践2009.10第29卷第10期：35-44
[47]雷明、李方.中国绿色社会核算矩阵(GSAM)研究[J].经济科学,2006(3)：84-95
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[2]Adelman I.,S.Robinson.Income Distribution Policy in Developing Countries A Case Study of Korea[M].Stanford:Stanford University Press,1978.
[3]B.Essama-Nssah(2004),Building and Running General Equilibrium Models in Eviews,World Bank Policy Research Working Paper3197,January 2004.
[4]Bohringer et al.Economic and Environmental Impacts of the Kyoto Praotocol[J].The Canadian Journal of Economics/Revue canadienne d'Economique,2003,36(2):475-494
[5]Ballard C.L.Fullerton,D.,Shoven,J.B.and Whalley,J.A General Equilibrium Model for Tax Policy Evaluation[M].Chicago:The University of Chicago Press,1985.
[6]Carl Iversen,Aspects of the Theory of International Capital Movement,Copenhagen:Oxford University Press,1936.113-127
[7]Donald MacDougall.The World Dollar Problem:A tudy in International Economics. London: Macmillan,1957.498-500
[8]Dianqing Xu.The Chasm in the Transition:A CGE Analysis of Chinese Economic Reform. Journal of Policy Modeling.1996(18)No.2:117-139
[9]Dixon P.B., Evidence-based Trade Policy Decision Making in Australia and development of Computable General Equilibrium Modeling.2006.http://siteresources.worldbank.org/.
[10]Edwards,S..Capital mobility and economic performance:Are emerging economics different? [J]. NBER Working Paper,No.8076,2001
[11]Feldstan Martin and Horioka Charles. Domestic saving and international capital flow[J].The Economic Jomal,1980. Vol.90:316-329
[12]Finn Tarp,David Roland-Holst,John Rand(2003) Finn Tarp,David Roland-Holst,John Rand.Economic Structure and development in an emergent Asian economy:evidence from a social accounting matrix for Vietnam[J].Journal of Asian Economics,2003(13):189-203
[13]Hoover.E.M.and Giarratani F.An introduction to regional economics[M].The Web Book of Regional Science,1999:23-65
[14]Harberger A.C.The Incidence of the Corporation Income Tax[J].The Journal of Political Economy,1962,70(3):215-240.
[15]Jacob A Frenkel,Assaf Razin,Chi-Wa Yuen:Fiscal policies and growth in the world economy. London:Cambridge,Mass MIT Press,1996.56-89
[16]John H.Dunning.International Production and Multinational Enterprise. London: Allen&Unwin.1981.134-178
[17]Jeannine N.Bailliu.Private Capital Flows,Financial Development and Economic Growth in Developing Countries.Bank of Canada,Working Paper 200015,July:11-13
[18]Manuel Alejandro Cardenete,Ferran Sancho.An Applied General Equilibrium Model to Assess the Impact of National Tax Changes on a Regional Economy[J].Review of Urban and Regional Development Studies,2003,15(1).
[19]Murray C.Kemp.The pure theory of international trade and investment.London:Englewood Cliffs, N.J.,Prentice-Hall,1969.256-267
[20]Pereira A.M.,Shoven J.B.A Survey of Dynamic Computational General Equilibrium Models for Tax Policy Evaluation[J].Journal of Policy Modeling,1988,10(3):401-436.
[21]Pyatt,G.and J.I.Round..Accounting and fixed price multipliers in a Social Accounting Matrix Framework[J].The Economic Journal,1979(89):850-873
[22]Razin,A.and Yuen,C..Factor mobility and income growth:Two convergence hypotheses[J].Review of Development Economics,1997,1(2):171-190
[23]Reisen,Helmut,Marcelo Soto.Which Types of Capital Inflows Foster Developing-Country Growth.International Finance,2001,4(1):1-14
[24]Richard F.Garbaccio.Price Reform and Structural Change in the Chinese Economy:Policy Simulation Using a CGE Model.China Economic Reviews,1994(6)No.1:1-34
[25]Stanley Fisher.Capital Account Liberalization and the Role of the IMF.Washington DC:International Monetary Fund,1997.1-13
[26]Scarf,H.E.,1967.The approximation of fixed points of a continuous mapping.Journal of Applied Mathematics,15:1328-1343
[27]Susana Santos.The Importance of The Social Accounting Matrix,Application to Portugal during the 1990-95 period[J].July,2001
[28]S.I.Cohen.European structural patterns applied to transition economics:assessment for Poland and Hungary[J].Socio-Economic Planning Sciences,1999(33):205-219
[29]Taylor L.,E.L.Bacha,E.A.Cardoso,F.J.Lysy.Models of Growth and Distribution for Brazil [M]. Oxford:Oxford University Press,1980.
[30]Thorbecke,E.and Jung,H..A multiplier decomposition method to analyze poverty alleviation[J],Journal of Development Economics,1996,Vol.48:279-300
[31]W.Arthur Lewis.The Theory of Economic Growth(中译本《经济增长理论》,梁小民)上海：上海三联书店,1990：283
[32]郭金龙,王宏伟.中国区域间资本流动与区域经济差距研究[J].管理世界,2003,7：45-58
[33]高颖.中国资源-经济-环境SAM的编制方法[J].统计研究,2008(5)：84-88
[34]冯珊.我国经济系统的可计算一般均衡模型C-CGE[J]系统工程理论与实践.1989,4：32-39
[35]段志刚等.北京市社会核算矩阵的编制[J].统计研究,2003(12)：35-38
[36]樊明太等.中国CGE模型：基本结构及有关问题(下)[J].数量经济技术经济研究,1999年第4期：24-30
[37]范金、郑庆武.中国地区宏观金融社会核算矩阵的编制[J].当代经济科学,2003,25(5)：34-39
[38]范金,郑庆武,王艳,袁小慧.完善人民币汇率形成机制对中国宏观经济影响的情景分析——般均衡分析[J].管理世界,2004(7)：29-42
[39]国务院发展研究中心.中国经济的发展与模型[M].北京：中国财经出版社,1990：93
[40]胡鞍钢.地区与发展：西部开发新战略[M].中国计划出版社,2001：50-220
[41]胡永平、张宗盛和祝接金.基于储蓄—投资关系的中国区域间资本流动分析[J].中国软科学,2004,8：25-36
[42]胡宗义,刘亦文.统一内外资企业所得税率的动态CGE研究[J].数量经济技术经济研究,2008,12：124-138.
[43]贺瑞,杜跃平.地区间资本流动的分析与我国区域经济协调发展[J].商场现代化,2005,12：205-206
[44]李善同、翟凡等.一个中国经济的可计算一般均衡模型[J].数量经济技术经济研究,1997年第3期,38-44
[45]李善同等.中国经济的社会核算矩阵[J].数量经济技术研究,1996(1)：42-46
[46]李娜、石敏俊和王飞.区域差异和区域联系对中国区域政策效果的作用：基于中国八区 域CGE模型[J]系统工程理论与实践2009.10第29卷第10期：35-44
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