改进的货币需求法与未观测经济规模估测  

The Money Demand and the Scale of Non-observed Economy Estimate

作　　者：闫海波[1] 孟媛[1] 陈敬良[2] 

机构地区：[1]上海理工大学管理学院 [2]上海理工大学

出　　处：《统计研究》2013年第4期42-45,共4页Statistical Research

基　　金：上海市政府公共政策咨询项目"产业结构与税收结构调整互动关系研究"(编号11ZXCJ002)的部分成果

摘　　要：作为尚未被国民经济核算监测和计量的经济活动,"未观测经济"范畴自2002年被正式提出以来,理论界对其规模测算的研究不断深入;未观测经济本身亦对中国的经济运行产生了可感知的实际影响。本文构建了基于修正货币需求法的未观测经济估测模型,并首次将状态空间模型引入了未观测经济规模的测算。研究结果反映了过去20年间中国未观测经济的规模,而建立的模型本身亦可对未观测经济规模进行动态监测。As the economic activity which has not been monitored and measured by national accounts, the research of the scale of ＂non-observed economy＂ is deepening since it was propose in 2002 ; Non-observed economy itself would affect China＇s economic operation. In this paper, we construct the non-observed economy estimation model based on a fixed currency demand method, and introduce the state space mode for the first time. The results reflect the scale of non-observed economy in China in the past 20 years, and the model constructed in this paper can monitor the scale of non-observed economy dynamically.

关 键 词：未观测经济 状态空间模型 广义货币供应量 GDP平减指数 

分 类 号：C812[社会学—统计学]