关于中国全要素生产率测度的研究--基于一阶差分对数模型和有效资本存量的再测算  

A Study on the Measurement of Total Factor Productivity in China:Re-measurement Based on First Order Differential Logarithm Model and Effective Capital Stock

作　　者：刘云霞[1] 赵昱焜 曾五一 Liu Yunxia;Zhao Yukun;Zeng Wuyi

机构地区：[1]厦门大学经济学院统计学与数据科学系 [2]集美大学财经学院 [3]吉林财经大学 [4]上海对外经贸大学

出　　处：《统计研究》2021年第12期77-88,共12页Statistical Research

基　　金：国家社会科学基金重大项目“资本存量核算理论方法研究与相关数据库建设”(15ZDB135)。

摘　　要：本文对以往我国全要素生产率测度中存在的问题做了较为系统的分析,试图总结一套科学且具有可操作性的测度方法。本文在区分实际资本存量和有效资本存量的基础上,根据我国资本存量估算数据,采用一阶差分对数模型和有关经济计量学方法,估计资本与劳动的产出弹性,避免了可能出现的"伪回归""序列相关""多重共线性"和"异方差"等问题,从而保证所测度的产出弹性估计值既符合经济理论分析又能通过经济计量学检验。本文还阐述了全要素生产率与广义技术进步这两个指标的联系与区别,并通过实证分析揭示了不同时期两项指标产生差异的原因。实证分析结果表明,改革开放以来全要素生产率提高对促进我国经济增长发挥了重要作用。This paper makes a systematic analysis on the problems existing in the measurement of total factor productivity in China in the past and tries to summarize a set of scientific and operable measurement methods.In this paper actual capital stock and effective capital stock are distinguished and the latest capital stock data is used as the basic data for the research.Based on these,the output elasticity coefficients of capital and labor are estimated by using the first difference logarithmic model and some econometric methods.The problems such as"pseudo regression""sequence correlation""multi collinearity"and"heteroscedasticity"are avoided by following the above steps.Thus,it ensures that the final model can pass various statistical tests and econometric tests.This paper also points out the relationship and differences between TFP and generalized technological progress.And then the paper reveals the reasons for the differences between the two indicators in different periods through empirical analysis.The results of empirical analysis show that the improvement of TFP has played an important role in promoting China’s economic growth since the reform and opening up.

关 键 词：全要素生产率 广义技术进步 资本存量 有效资本存量 索洛余值法 

分 类 号：F224[经济管理—国民经济] C813[社会学—统计学]