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校准法的原理、应用与发展方向 被引量:8

The Principle, Application and Development Trend of Calibration
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摘要 校准法越来越成为现代经济研究中常用的研究方法,在实际应用中取得了丰硕的成果,尤其是在实际经济周期的研究中,但在国内对校准法的了解与应用尚有待进一步提高。本文在介绍校准法基本思想的基础上,结合实际经济周期模型研究实例详细介绍了校准法的基本原理,并将校准法与计量法作了对比分析,最后指出了对校准法予以进一步完善的发展方向。 Calibration gradually becomes the common method in the study of contemporary economic and acquires plenty of achievements, especially in the field of the real business cycle. But the research and the application of calibration are limited in domestic. Based on the essential idea of calibration, the paper introduces the basic principle of the method with an example of real business cycle models, and compares with the econometric method. At last, the main problems and the development trend in the present research of calibration have been presented.
作者 黄赜琳
出处 《数量经济技术经济研究》 CSSCI 北大核心 2005年第1期144-149,共6页 Journal of Quantitative & Technological Economics
关键词 校准法 实际经济周期模型 计量法 Calibration Real Business Cycle Models Econometric
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参考文献7

  • 1卢卡斯.《经济周期理论研究》[M].商务印书馆,2000..
  • 2Cooley, F. and E.Prescott, Economic Growth and Business Cycle, in T. Cooley, ed., Frontiers of Business Cycle Research, Princeton University Press, Princeton, 1- 38.
  • 3Cooley, F., The Nature and Use of Calibrated Models, in the Seventh World Congress of the Econometric Society in Tokyo. 1995.
  • 4Christina, D. and T.N.Srinivasan, Calibration, NBER Working Paper 1998.
  • 5Hansen, G., Indivisible Labor and the Business Cycle, Journal of Monetary Economics, 16. 309-327, 1985.
  • 6Kydland, F. and E.Prescott, Time to BuiM and Aggregate Fluctuations, Econornetrica 50:1345-1370, 1982.
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