关于经济系统的状态空间模型及其构建研究

Investigating State Space Models of Economic Systemand Their Construction

文中首先给出经济系统的状态空间模型的一般形式,然后从直接与间接两种方式探讨了状态空间模型的构建问题。直接构建状态空间模型是通过人口发展模型进行的;而间接构建是通过投入产出模型、差分向量模型、联立经济计量模型、AR(p)模型、MA(1)模型、ARMA(p,q)模型、单方程线性计量模型与传递函数模型的转换进行的。

This paper starts with giving a normal format of state space models on economic system.Then investigate how to construct the state space models with both of direct and indirect ways.A population development model exemplifies the process of direct constructing the state space model.The process of indirect construction is realized by the transformation of the inputoutput model,difference vector model,simultaneous econometric model,AR(p),MA(1),ARMA(p,q)models,singleequation linear model and transfer function model.