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针对湖南经济波动的剧烈程度高于全国这一事实,建立一个湖南经济波动的预警模型。同时以政府消费和出口为先决变量,以GDP、居民消费和投资为内生变量,利用3SLS法建立一个联立方程组作为湖南的宏观经济模型。模型分析表明,政府消费对GDP等重要变量的乘数效应较大,因而应加大对政府消费的调控。在此基础上,结合ARMA模型和宏观经济波动模型对2010年以前的GDP、消费和投资增长率进行预测,通过系统化分析方法量化以上变量的无警区间,结果表明湖南未来几年的GDP、消费和投资波动将趋于稳定。
In response to the fact that the intensity of the economic fluctuations in Hunan is higher than the national average, an early warning model of economic fluctuations in Hunan is established. At the same time, taking the government consumption and export as the primary variables, taking GDP, household consumption and investment as endogenous variables, using the 3SLS method to establish a simultaneous equations as the macroeconomic model of Hunan. The model analysis shows that the effect of government consumption on the important variables such as GDP is large, so government regulation should be increased. On this basis, combined with the ARMA model and the macroeconomic volatility model to predict the growth rates of GDP, consumption and investment before 2010, and systematically analyze the non-alarm interval of the above variables, the results show that in the next few years, the GDP, Consumption and investment volatility will stabilize.