后危机时代中国城镇长短期就业风险的度量与预测  

Measurement and Prediction of China's Long-Term and Short-Term Urban Employment Risk in the Post-Crisis Era

作　　者：黄波[1] 

机构地区：[1]上海立信会计学院金融学院

出　　处：《中国人口科学》2012年第5期23-33,111,共11页Chinese Journal of Population Science

基　　金：教育部人文社科青年项目(编号:10YJC790090);上海市教委重点学科建设项目(编号:J51703)资助

摘　　要：后危机时代,中国经济转型对应的自然失业率攀升和外部环境不确定性引致的周期性失业波动加大将持续并存,与之对应的长短期就业风险度量与预测因此具有重要的理论与现实意义。文章基于附加预期的菲利普斯曲线与奥肯定律构建状态空间模型,并利用Kalman滤波进行参数估计,由此分离出1980～2010年中国城镇时变自然失业率和时变周期性失业率,用以对长短期就业风险分级。文章进一步分析了就业风险影响因素,并运用排序Logit、Probit模型进行城镇长短期就业风险估计与预测。结果显示,2012年和2013年中国城镇自然失业率处于4.28%～4.94%、周期性失业率处于1.27%～2.51%的概率最大。In the post-crisis era,the increase of natural unemployment rate with China's economic transformation and the rising cyclical unemployment fluctuations caused by the economic uncertainty abroad will coexist sequentially.Therefore,the measurement and prediction of short-term and long-term employment risk bear important theoretical and practical significance.By using state space models based on the Expectations-augmented Phillips Curve and Okun's Law and applying the parameter estimation from Kalman filter technique,this study is able to separate the urban time-varying natural unemployment rate from the cyclical unemployment rate over the period from 1980 to 2010.Along with the analysis of employment risk factors,the Order Logit/Probit models are used to estimate and forecast the urban short-term and long-term employment risk.The outcomes indicate that China's urban natural unemployment rate will stay between 4.28% and 4.94%,and the cyclical unemployment rate will be between 1.27% and 2.51% with a maximum likelihood in the year of 2012 and 2013.

关 键 词：长短期就业风险 自然失业率 排序Logit PROBIT模型 

分 类 号：F249.2[经济管理—劳动经济]