宏观经济政策:递归和向量自回归模型的开创研究与应用——2011年诺贝尔经济学奖得主的学术贡献综述  

Macroeconomic Policy:The Pioneering Research and Application of the Recurrence and Vector Auto-regression——An Academic Review about the 2011 Nobel Economic Prize Laureates

作　　者：刘三林[1] 彭穗生[2] 吴华维[2] 

机构地区：[1]广东工业大学经济与贸易学院,广东广州510520 [2]广东工业大学管理学院,广东广州510520

出　　处：《广东工业大学学报（社会科学版）》2012年第1期5-12,共8页Journal of Guangdong University of Technology(Social Sciences Edition)

摘　　要：2011年诺贝尔经济学奖授予托马斯·J·萨金特和克里斯托弗·A·西姆斯两位经济学家,以表彰他们在研究宏观经济政策之间的相互作用及其影响方面所作出的理论贡献。简要介绍他们的学术经历、主要学术著作与研究论文,重点阐述他们在分析宏观经济政策方面所采用的研究方法、分析框架与递归和向量自回归模型的发展与实践应用,并对他们的学术贡献进行简要的评价,以期探索对宏观经济政策实施有意义的启示。On October 10, 2011, the Royal Swedish Academy of Sciences awarded the Nobel Prize in Economic Sciences to Professor Christopher A. Sims and Professor Thomas J. Sargent for their work on the inter- actions between the macroeconomic policies as well as the effects of such policies. This paper presents brief introductions to the two economists, such as their academic experiences, their academic works and research papers, emphasizing the research method and their analytical framework for macroeconomic policies, and the development and application of the models of recurrence and vector auto-regression. This article appraises their academic contributions briefly, hoping to find more significant inspirations for the implementation of macroeconomic policies.

关 键 词：托马斯·J·萨金特 克里斯托弗·A·西姆斯 宏观经济政策 递归模型 向量自回归模型 

分 类 号：F09[经济管理—政治经济学] F015