The Macroeconomic Fluctuations, Entrepreneur Confidence and

  本文关键词：“新常态”下的宏观经济波动、企业家信心和失业率，由笔耕文化传播整理发布。

引用本文:王桂虎.“新常态”下的宏观经济波动、企业家信心和失业率——基于脉冲响应分析的实证研究[J].首都经济贸易大学学报,2015,17(1):3-10[]

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“新常态”下的宏观经济波动、企业家信心和失业率——基于脉冲响应分析的实证研究

王桂虎

(中国社会科学院经济研究所)

摘要:

    “新常态”背景下，GDP增速下滑是大概率事件，宏观经济波动将不可避免。梳理中国宏观经济的各种因素与企业家信心、失业率，探讨三者之间的脉冲响应关系，发现：企业家信心会在一定程度上对失业率产生影响；利率波动对企业家信心和失业率的冲击最为显著，而企业家信心和失业率对于房价的冲击最为明显；GDP增速的波动对企业家信心的冲击具有显著的正向关系，对于失业率的冲击具有显著的负向关系；“新常态”背景下宏观经济波动存在潜在风险。

关键词:  “新常态”  宏观经济波动  企业家信心  失业率

DOI：

投稿时间：2014-10-20  

基金项目:

The Macroeconomic Fluctuations, Entrepreneur Confidence and Unemployment Rate in the Context of “The New Normal”

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Abstract:

    The decline of the GDP growth rate is of big probability and the macroeconomic fluctuation will be inevitable in the context of “the New Normal”. By combing a variety factors of the Chinense macroeconomy，the confidence of entrepreneurs and the unemployment rate, the paper applies the vector auto regression model to analyze their dynamic relationship on the base of the annual data. It finds that: the entrepreneur confidence affects the unemployment rate on a certain extent; the interest rate fluctuations on the impact of entrepreneurial confidence and unemployment rate is the most significant, and the confidence of entrepreneurs and the unemployment rate on the impact of house price is the most obvious; the GDP growth rate fluctuations has significantly positive relationship with the impact of entrepreneur confidence, while it has significant negative relationship with the unemployment rate; there exits potential risk in the period of “the New Normal”.

Key words:  “the New Normal”  macroeconomic fluctuation  the confidence of entrepreneurs  the unemployment rate

  本文关键词：“新常态”下的宏观经济波动、企业家信心和失业率，由笔耕文化传播整理发布。