理性预期宏观经济模型的建立与解析

发布时间：2018-04-17 09:15

本文选题：理性预期 + 稳定政策　；参考：《厦门大学》2001年硕士论文

【摘要】： 预期是经济主体的基本行为方式，对预期理论的研究有助于认识经济主体的行为规律．随着经济社会的发展，特别是信息、知识对经济的影响越来越大的时代的到来，对预期理论的研究更显重要．预期理论发展到理性预期，是一个重大飞跃，使经济分析方法突破了以往的限制．现代信息社会的发展，人们的预期越来越趋向于理性．本论文研究的中心是分析中国的现实情况，讨论人们的理性预期在逐步走向完善的过程中，经济模型的特点，及中国的政策取向．第一章：介绍预期理论的发展进程，对比分析了理性预期与其它预期理论不同的信息基础及形成机制，并介绍了理性预期理论的近期发展．第二章：根据理性预期的统计性质，建立中国宏观经济计量模型，根据实际统计数据估计模型参数，通过对模型的分析，表明中国经济呈现了一定的理性特征，政府制定经济政策时，应考虑到公众的理性预期．第三章：讨论理性预期与政策的关系．首先介绍一个含理性预期的经典模型，，其结论是政府稳定政策无效．考虑到中国当前实际不满足其假定条件，对模型进行修改，得出在特定情况下政府政策的有效性．再针对政府制定政策时倾向于时间不一致性，定性分析在理性预期存在的条件下，政府的政策结果，得出政府应推行稳定的政策，以稳定公众预期，达到政策目标的结论．第四章：基于理性预期的特性，引入纳什均衡问题，建立在受到随机冲击时的宏观经济二人非合作对策模型，通过模型变换，并根据相关定理，得出模型的鲁棒控制状态反馈策略，进一步对模型进行仿真计算，结果说明采取稳定政策是正确的．第五章：具体分析中国的经济情况，阐述为启动中国经济，制定政策时应注意的方方面面．
[Abstract]:Is the basic way of expected behavior of economic subject, study on the behavior of the expectations theory is helpful to understand the economic subject. With the development of economy and society, especially in the information era of knowledge, a greater influence on the economy's arrival, research on the expectation theory is more and more important. The expected development of the theory of rational expectations, is a major leap forward, the economic analysis method breaks through the restrictions.
With the development of modern information society, people's expectations tend to be more rational. The core of this paper is to analyze the reality of China, and discuss the characteristics of economic models and China's policy orientation in the process of gradual improvement of people's rational expectations.
The first chapter introduces the development process of expectation theory, compares and analyzes the information basis and formation mechanism of rational expectation and other expectation theories, and introduces the recent development of rational expectation theory.
The second chapter: according to the statistical properties of rational expectation, establish Chinese macro econometric model, according to the actual statistical data to estimate the model parameters, through the analysis of the model shows that Chinese presents some characteristics of economic rationality, the government economic policy, consideration should be given to the rational expectations of the public.
The third chapter: discuss the relationship between rational expectations and policy. Firstly, a classical model with rational expectations, the conclusion is the stability of the government policy is invalid. Considering the actual conditions that do not meet the current Chinese, modify the model, draw in the effectiveness of government policies under specific conditions. For the formulation of government policy tendency from the time inconsistency, qualitative analysis of rational expectations in the presence of government policy results, that the government should implement a stable policy, to stabilize the public expectations, to achieve policy objectives.
The fourth chapter: the characteristics of rational expectations based on the introduction of the Nash equilibrium of macro economy, build under the impact of two random non cooperative game model, through the model transformation, and according to the related theorem, robust state feedback control strategy of the model, the model for simulation. The results proved the stability of the policy is correct.
The fifth chapter: a specific analysis of the economic situation in China, and the various aspects that should be paid attention to to start the Chinese economy and formulate policies.

【学位授予单位】：厦门大学
【学位级别】：硕士
【学位授予年份】：2001
【分类号】：F015

【引证文献】