居民消费的习惯形成与实际经济周期模型的求解分析——一个基于三部门RBC模型的研究  

The Analysis on Solving Real Business Cycle Model with Habit Formation:A Study on RBC Model with Three Sections

作　　者：吕朝凤[1] 黄梅波[2] 周骁毅[3] 

机构地区：[1]厦门大学经济学院国际经济与贸易系,福建厦门361005 [2]厦门大学世界经济研究中心,福建厦门361005 [3]四川大学数学学院,四川成都610064

出　　处：《经济数学》2012年第2期99-105,共7页Journal of Quantitative Economics

基　　金：国家自然科学基金重点资助项目(71131008)

摘　　要：结合H-P滤波法和King,Plosser&Robelo(1987)的研究,探讨了一个求解引入居民消费的习惯形成和存在稳态趋势增长的RBC模型的对数线性化方法,并利用该方法求解引入习惯形成和政府支出冲击的三部门RBC模型来分析中国1979-2009年间宏观经济波动.研究表明:这个方法求解本文模型的预测结果与中国的特征事实较一致;与NHG方法求解的预测结果相比较,二者存在明显的差异;对中国经济的解释力要强于NHG方法求解的预测结果.Combined with the methods of H-P filter and King, Plosser and Robelo （1987）, this paper discussed the solution of RBC model with habit formation and trend steady growth by linearization method, and used it to solve RBC model with habit formation and government consumption shocks to analyze China＇s business cycle in 1979-2009. It shows that the predie tion results of RBC model solved by this method are much consistent with the facts of real business in China. And compared with the results obtained by INHG method, this method can explain Macroeeonomic fluctuations in China better than NHG method, which implies that this method solving RBC model with habit formation greatly improves simulation results.

关 键 词：实际经济周期 动态一般均衡 习惯形成 全要素生产率冲击 政府支出冲击 

分 类 号：F126.1[经济管理—世界经济]