台湾经济波动的实际冲击效应——基于封闭和开放实际经济周期模型的比较分析  

Real Shocks and Taiwan Residents Economic Fluctuations——Comparative Analysis Based on Closed and Open RBC Models

作　　者：陈鹏[1] 

机构地区：[1]南京大学长江三角洲经济社会发展研究中心,江苏南京210093

出　　处：《台湾研究集刊》2011年第3期43-53,共11页Taiwan Research Journal

摘　　要：本文分别建立了一个封闭实际经济周期(RBC)模型和一个小型开放RBC模型来模拟台湾经济周期波动,并在模型参数校准的基础上分析和比较两种模型对台湾经济波动典型化事实的模拟能力,以及小型开放RBC模型中主要宏观经济变量对台湾经济的冲击效应。研究结果表明,小型开放模型对台湾经济波动的模拟能力较封闭模型有较大程度的提高。同时,小型开放RBC模型的动态响应函数表明技术和对外贸易冲击是造成台湾经济波动的重要因素。This paper constructs a closed real business cycle（RBC） model and a RBC model in a small open economy to simulate the cyclical fluctuations of Taiwan.Based on calibration of two types of models,we explore and compare the abilities of the models to simulate the stylized facts of Taiwan Residents economic fluctuations and effects of stochastic disturbance on Taiwan Residents economy.With which we conclude firstly that the model has a good power to explain the stylized facts of Taiwan Residents economic fluctuations,and secondly that technology and trade disturbances are the principal factors of resulting to Taiwan Residents macroeconomic fluctuations.

关 键 词：实际冲击 经济波动 小型开放经济 RBC模型 

分 类 号：F127[经济管理—世界经济]