环境DSGE模型的重要参数——基于多元回归分析的研究

Environmental DSGE Models’Important Parameters:Research Based on Multiple Regression Analysis

阐述一种判断EDSGE模型(环境动态一般均衡模型)的重要外生参数取值的优化方法。以我国学者建立的EDSGE模型为例,选取内生变量Y(国内生产总值)为主要研究对象,碳减排前后Y的变化(DY)可被视作为了碳减排付出的经济代价。以“DY”为因变量,EDSGE模型的外生参数为自变量,采用回归分析和T检验,识别回归模型中显著的自变量。回归模型中显著的自变量即是EDSGE模型中重要的参数。

This paper describes an optimization method for determining the value of important exogenous parameters of EDSGE model(Environmental Dynamic Stochastic General Equilibrium model).Taking the EDSGE model established by Chinese scholars as an example,selects the endogenous variable Y(gross domestic product)as the main research object,the change of Y before and after carbon emission reduction(DY)can be regarded as the economic cost for carbon emission reduction.With‘DY’as the dependent variable and the exogenous parameters of EDSGE model as the independent variables,identifies the significant independent variables in the regression model by regression analysis and T test.The significant independent variables in the regression model are the important parameters in the EDSGE model.Seven of the 14 exogenous parameters used in the EDSGE model are identified as important parameters.