论宏观经济计量模型的发展

On the Development of Macroeconometric Models

自丁伯根 (1937)开创宏观经济计量模型的先河开始 ,宏观经济计量模型经历了 30、 4 0年代的最初发展 ,5 0、 6 0年代的蓬勃发展乃至 70年代的衰落 ,到后来宏观经济计量模型各种理论和应用不断完善的发展过程。本文通过介绍宏观经济模型的发展 ,并结合比较 80年代出现的VAR模型和CGE模型 。

Since Tinbergen′s pioneering work in 1937,the development of macroeconometric model had gone through the following processes:initiation in 1930s and 1940s;prosperity in 1950s and 1960s;decline in 1970s;and further perfection both in theory and application later on.After reviewing the development of macroeconometric models and comparing VAR model and CGE model which came out in 1980s,the authors come to the conclusion that the classical macroeconometric model is still the tool of economic analysis and prediction applying widely to government department and commercial sector in various countries at present.