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部门冲击和整体冲击的经济影响分析——基于改进的中国7部门DSGE模型的数值模拟

, PP. 15-22

Keywords: 部门冲击,整体冲击,DSGE模型

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Abstract:

?本文建立了引入了两种资本品不可替代、劳动投入不完全替代和整体冲击的改进的7部门DSGE模型,根据脉冲响应结果具体分析了冲击沿部门的传导机制,并对比分析了部门冲击和整体冲击的经济影响,指出经济周期中观察到的各部门产出共动性的特征更多是整体冲击作用的结果,并指出多部门模型中部门冲击对总产出波动的模拟和单部门模型对总产出波动的模拟结果基本一致,因此利用单部门模型刻画总产出的变化是一种可行的简化。

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