投入产出与计量经济联合模型研究

Analysis of Integrated Econometric and Input-Output Model

经典投入产出(Input-output,IO)模型是一个线性性和确定性系统。尽管IO模型对现实经济世界的描述只是一种近似,但它所特有的细致的部门分类,能深刻揭示某一时点国民经济各部门之间的数量依存关系。计量经济(Econometric,EC)模型具有动态性优点,它能通过概率论来处理现实世界的不确定性。本文试图结合这两种模型的优点,尝试着建立EC+IO联合模型,并运用中国数据进行实证分析,结果证明联合模型能够更真实地模拟宏观经济发展,进行更准确的预测。

The classical input-output（IO）model is a popular linear and deterministic system.Although it can only approximately describe the real-world economy,IO model can reveal the dependency among different economic sectors at a particular point of time through static or cross-sectional model.On the other hand,the econometric（EC）model is a dynamic system and can deal with the uncertainty in the real economy by means of probability theory.This paper tries to integrate econometric（EC）model and input-output（IO）model to combine their advantages.An empirical study with china data was conducted and it is shown that the integrated model can simulate the macroeconomic more realistically and thus make prediction more accurately.