经济周期与产业结构对信息粘性的影响

发布时间：2018-06-16 17:17

本文选题：粘性信息 + 信息更新速度　；参考：《首都经济贸易大学》2017年硕士论文

【摘要】：粘性是新凯恩斯主义的一个主要研究热点。粘性的存在可以解释微观经济与宏观经济波动的诸多问题。Mankiw和Reis构造的粘性信息理论模型为解释复杂多变的宏观经济现象奠定了关键的微观基础。在该粘性信息模型里,信息的传递与更新是逐步展开的,人们必然需要付出某些时间和成本来采集并处理信息,因此存在粘性信息。本文基于Mankiw、Reis提出的粘性信息理论模型,按照经济周期的不同阶段以及企业所在产业的不同,将企业的异质性进一步扩展细分,研究在经济周期的不同阶段中,不同产业的企业信息粘性程度是否存在差异,比较不同经济条件下的企业的信息粘性程度,同时估计我国的通货膨胀预期。本文选取的样本数据为季度数据,数据跨度为1992年第1季度到2015年第2季度。数据来源于中国经济金融数据库(简称CCER)和中国国家统计局,所有数据均采用对数化调整。本文在系统梳理有关的理论文献并进行经济学分析的前提下,构建两个对应的理论假设并进行实证检验。研究发现:(1)经济周期与企业的信息粘性程度相关,即在经济扩张期,企业的信息粘性程度较低,信息更新调整较快,而在经济收缩期,企业信息粘性程度较高,信息更新速度较慢;(2)不同产业的企业信息粘性程度存在差异。其中,第二产业的企业信息粘性较高,信息集更新速度最慢,第三产业的企业次之,第一产业的企业具有最低的信息粘性水平,信息调整最为迅速。本文的研究结论对我国制定产业政策以及信息政策具有重要的实际意义。
[Abstract]:Viscosity is a major research hotspot of neo-Keynesianism. The existence of viscosity can explain many problems of microeconomic and macroeconomic fluctuations. The viscous information theory model constructed by Mankiw and Reis lays a key micro foundation for the explanation of complex and changeable macroeconomic phenomena. In this viscous information model, the information transfer and update are gradually expanded, people must pay some time and cost to collect and process information, so there is viscous information. Based on the viscous information theory model proposed by Mankiwski Reis, according to the different stages of the business cycle and the different industries in which the enterprise is located, the heterogeneity of the enterprise is further expanded and subdivided, and studied in the different stages of the economic cycle. Whether there are differences in the degree of information viscosity in different industries, compare the degree of information viscosity of enterprises under different economic conditions, and estimate the inflation expectations of our country at the same time. The sample data selected in this paper are quarterly data, ranging from the first quarter of 1992 to the second quarter of 2015. The data are from the China Economic and Financial Database (CCER) and the National Bureau of Statistics, all of which are logarithmic. On the premise of systematically combing the relevant theoretical literature and analyzing the economics, this paper constructs two corresponding theoretical hypotheses and carries on the empirical test. It is found that the business cycle is related to the degree of information viscosity of enterprises, that is, in the period of economic expansion, the degree of information viscosity of enterprises is lower, and the information updating adjustment is faster, while in the period of economic contraction, the degree of information viscosity of enterprises is higher. The rate of information updating is slow. (2) there are differences in the degree of information stickiness among different industries. Among them, the second industry enterprise information viscosity is higher, the information set update speed is the slowest, the third industry enterprise is the second, the first industry enterprise has the lowest information viscosity level, the information adjustment is the most rapid. The conclusion of this paper has important practical significance for China to formulate industrial policy and information policy.
【学位授予单位】：首都经济贸易大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F124.8;F121.3

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