进口需求与国内要素间的弹性——贝叶斯估计与实证估计比较  

Elasticity between Demand of Imports and Domestic Inputs ——Comparison of Bayesian Estimation and Empirical Estimation

作　　者：李达[1] 龚六堂[1] 

机构地区：[1]北京大学光华管理学院

出　　处：《南开经济研究》2014年第3期53-66,共14页Nankai Economic Studies

摘　　要：本文从小国开放DSGE模型出发,非常直观的计算了进口和国内要素之间的替代弹性,并且分别采用贝叶斯方法和实证方法以及韩国数据对其替代弹性进行了估计。贝叶斯估计结果表明资本和劳动与进口之间的替代弹性大约在5.5左右,资本和劳动之间的替代弹性大约为0.496。实证分析结果发现资本和劳动与进口之间的弹性并不相等,但是资本与进口之间的弹性与贝叶斯估计结果较为接近,劳动和进口之间的弹性略小一些。其次,我们发现国内要素和进口之间的替代弹性大体上都在下降,资本和劳动之间的替代弹性在上升。最后,我们发现资本和劳动之间的替代弹性小于1,但是相对于贝叶斯估计的结果更小。We calculate the elasticities of substitution between domestic inputs and importsbased on small open economy DSGE model, and estimate it through Bayesian method,then use Korea data doing empirical analysis. Elasticities of substitution between capi-tal （labor） and import is about 5.5, and is about 0.496 between capital and labor. Elasticitiesof substitution between capital and import and labor and import are not equal, however,through empirical analysis, but the former value is extremely close, the latter one is a littlesmaller. We also find that the elasticities of substitution between domestic inputs and importsare decreasing during the sample period, while the elasticity of substitution between capitaland labor is upward. Finally, we find the elasticity of substitution between capital and laboris smaller than 1, which is also smaller than the Bayesian estimation result.

关 键 词：超越对数成本函数 动态随机一般均衡模型 进口需求 替代弹性 

分 类 号：F752.61[经济管理—国际贸易] F224[经济管理—产业经济]