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基于小型开放经济RBC模型的中国经济波动模拟分析
引用本文:陈鹏.基于小型开放经济RBC模型的中国经济波动模拟分析[J].财贸研究,2011,22(1):1-7.
作者姓名:陈鹏
作者单位:南京大学长江三角洲经济社会发展研究中心,江苏,南京,210093
摘    要:以随机动态一般均衡模型作为基本分析框架,建立一个具有投资组合调整成本的小型开放经济实际经济周期(RBC)模型,在模型参数校准的基础上分析模型对中国经济波动典型化事实的模拟能力和方差分解效应,结果表明:小型开放经济RBC模型平均可以模拟大约80%以上的中国经济波动;技术冲击是造成中国产出和就业波动的主要因素。

关 键 词:经济波动  小型开放经济  RBC模型  模拟分析

Stimulating Analysis of Chinese Economic Fluctuations Based on RBC Model in a Small Open Economy
CHEN Peng.Stimulating Analysis of Chinese Economic Fluctuations Based on RBC Model in a Small Open Economy[J].Finance and Trade Research,2011,22(1):1-7.
Authors:CHEN Peng
Institution:CHEN Peng(Center for the Yangtze River Delta’s Socioeconomic Development,Nanjing University,Nanjing 210093)
Abstract:With the dynamic stochastic general equilibrium(DSGE) model as basic analytic framework,this paper constructs a real business cycle(RBC) model in a small open economy that includes portfolio costs and shocks to government spending.The model is parameterized and calibrated to explore the ability of model to simulate the stylized facts of Chinese economic fluctuations and effects of stochastic disturbance on Chinese economy.Conclusions show that the model is good to explain the stylized facts of Chinese economic fluctuations,and technology disturbance is the principal factor which leads to Chinese output and employment fluctuations.
Keywords:economic fluctuations  small open economy  RBC model  stimulating analysis
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