运用宏观经济计量模型预测和分析国民经济运行，为政府制订经济政策和发展计划提供依据，受到当今世界各国的重视。借鉴和吸收当代经济计量学方法，建立有中国特色的宏观经济计量模型，对中国国民经济结构和宏观经济运行进行实证分析，也是当前中国经济研究所面临的重大课题之一。本文的基本目的就是要建立普遍可适用的宏观经济计量模型，以期为政府决策部门制订经济政策和发展计划提供参考。由于本文的研究对象是一个具有开放性、非线性和非平衡性等特征的复杂巨系统，因此，综合运用了经济学、系统科学和经济计量学理论与方法。在建模过程中使用的计算机应用软件为Eviews3．1。文章的整体结构分为两部分：第一部分是绪论，即第一章的内容。该章从政府在当今市场经济中的地位作用出发，引出论文研究的主题——经济计量模型，然后对国内外同类相关的研究进行了回顾与综述以及中国经济的运行情况。第二部分是模型的建立，整个内容包括第二、第三、第四章。其中第二章主要研究经济计量模型所依据的宏观经济理论；第三章讨论了宏观经济计量模型的结构框图，设定了模型的形式；第四章则介绍如何根据第三章中设计的模型结构和设定的模型形式，收集数据资料，进行模型参数估计和检验，最后建立模型。
关键词：宏观经济计量模型；统计分析；模型构建
Macroeconometric Models to build the ideas and methods
Abstract
The macroscopic economy of measurement model forecast and analysis to the national economy operation for the government to make economic policy and development plan, provide the basis by world attention. Drawing on and assimilating the contemporary economic metrology method, the development with Chinese characteristics in the macro economy of measurement model, the national economic structure of China and macro economic operation of empirical analysis, and is also China's current economic research institute, one of the greatest challenges facing the subject. The basic objective of this paper is to establish common applicable macroeconomic measurement model, in order to make the government decision-making departments economic policies and development plans to provide the reference.
Because of this study object is a an open, nonlinear and the balance characteristics of the complex huge system, therefore, the integrated use of system science and economics, economic metrology theory and method. In the course of modeling of computer application software for use Eviews3.1. The overall structure of the article is divided into two parts: the first part is the introduction, namely the first chapter of the content. This chapter in today's market economy from the government role in the position of the theme of the paper, leads study-measurement model, and then the economy of domestic and foreign similar related research reviews and review and the running situation of the Chinese economy. The second part is the model of the entire content, including the second, third, fourth chapter. The second chapter of main research econometric model based on the macro economic theory; The third chapter discusses the structure of the macro economic measuring model is described, the model form; the set Chapter 4 according to the third chapter introduces how to design the model structure and set model forms, collect data material, model parameter estimation and the inspection, and finally establish model.
Keywords: Macroeconomic measurement model； Statistical analysis；Model building
目 录
摘要
Abstract
1绪论 1
1.1问题的提出 1
1.2国内外相关研究概况 1
1.3中国经济运行概述 4
2模型的理论基础 5
2.1模型所依据的经济理论 5
2.2建模的目的和设计的指导思想 9
3模型的结构与设定 10
3.1模型的总体结构 10
3.2模型的设定 11
3.2.1生产模块 11
3.2.2需求模块 15
3.2.3固定资产与投资模块 16
3.2.4财政与金融模块 18
3.2.5对外贸易模块 20
3.2.6其它模块 21
4宏观经济计量模型的建立 22
4.1联立方程模型的有关概念 22
4.2模型的参数估计 25
4.2.1参数的估计方法比较 25
4.2.2模型参数估计方法的选择 26
4.3结构型联立方程模型 27
4.4模型的检验 27
结论 29
参考文献
致谢
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