摘要
理性预期理论对现代宏观经济学产生了极其深远的影响。文章以理性预期理论为基础建立了一个宏观货币经济计量模型,并以此模型探讨了含预期变量的经济计量方程的一般求解方法。利用中国宏观经济实际指标数据对模型进行了实例检验,取得了较好的预期解释效果。
Rational expectation theory has achieved profound and lasting influence for modern macroeconomics. This paper builds a monetary macro econometrics model on the foundation of this theory, discusses the general solving method of econometrics equation which includes expected variable on the basis of the model. By using the practical target data of China′s macroeconomics to make a detection, better expected explaining results have been obtained.
出处
《成都理工学院学报》
CAS
CSCD
1998年第1期30-36,共7页
Journal of Chengdu University of Technology
关键词
理性预期
经济计量
条件期望
滞后变量
计量模型
rational expectation
econometrics
conditioned expectation
lagged variable
monetary policy