湖南宏观经济模型与经济波动

Macroeconomic Model and Economic Fluctuation in Hunan Province

针对湖南经济波动的剧烈程度高于全国这一事实,建立一个湖南经济波动的预警模型。同时以政府消费和出口为先决变量,以GDP、居民消费和投资为内生变量,利用3SLS法建立一个联立方程组作为湖南的宏观经济模型。模型分析表明,政府消费对GDP等重要变量的乘数效应较大,因而应加大对政府消费的调控。在此基础上,结合ARMA模型和宏观经济波动模型对2010年以前的GDP、消费和投资增长率进行预测,通过系统化分析方法量化以上变量的无警区间,结果表明湖南未来几年的GDP、消费和投资波动将趋于稳定。

An early warning model of Hunan＇s business fluctuation is founded since the business fluctuation in Hunan is more violent than that of the other provinces. A macroeconomic model which takes government consumption and export as predetermined variables and takes GDP, private consumption and investment as endogenous variables is founded by simultaneous equatiohs with 3SLS law. Analysis on the model shows that the multiplier effect of government consumption on other variables such as GDP is very strong. So increase the adjustment and control to government consumption is necessary. The growth rate of GDP, consumption and investment by 2010 is forecasted with ARMA model and macroeconomic model. The result indicates that the trends of GDP, consumption and investment will go stable in the following years in Hunan through systematic approaches to quantify the nowarning range of mentioned variables.