财政民生支出CGE模型闭合条件的选择与检验

The Selection of Closures in CGE Model

CGE模型闭合条件是反映模型经济特性和影响模拟结果的关键方面,其选择也多凭建模者主观判断。本文构建财政民生支出CGE模型,运用计量经济方法对其45种闭合条件下居民收入变化的模拟结果进行实证和检验。研究发现,部分闭合条件下的CGE模型结果与相应VAR模型脉冲冲击后各个变量响应的结果存在较大程度的接近,这些结果与我国当前经济状况相符,且更为准确,从而证明在CGE建模时可以借助计量经济方法进行闭合条件的选择。

The choice of closures in CGE model is a significant factor which strongly influences the economic quality and simulated consequence of the model. But scholars usually make choices subjectively. This paper constructs a CGE model for fiscal expenditure to people livelihood, then uses econometric methods to make empirical test for the simulated outcomes of CGE model under 45 different closures. The test shows that the impulse response of each variable included in a VAR mod- el, which based on the same problem with CGE model above, are very close to the CGE simulated results of inhabitant income under some closures. We also find that meanings of these closures are in accordance with the current macro economic situa- tions of our country and more accurate than we suppose before. This means that some econometric methods can provide assistance to choose closure in CGE model.