计量经济学第章.pptVIP

The Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel 1969 for having developed and applied dynamic models for the analysis of economic processes The Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel 1973 for the development of the input-output method and for its application to important economic problems The Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel 1980 for the creation of econometric models and the application to the analysis of economic fluctuations and economic policies The Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel 1984 for having made fundamental contributions to the development of systems of national accounts and hence greatly improved the basis for empirical economic analysis The Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel 1989 for his clarification of the probability theory foundations of econometrics and his analyses of simultaneous economic structures The Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel 2000 for his development of theory and methods for analyzing selective samples” for his development of theory and methods for analyzing discrete choice The Bank of Sweden Prize in Economic Sciences inMemory of Alfred Nobel 2003 for methods of analyzing economic time series with common trends cointegration “ for methods of analyzing economic time series with time-varying volatility ARCH 计量经济学模型的应用 （一）结构分析 [1] 是对经济现象中变量之间相互关系的研究。 [2] 所采用的主要方法是弹性分析、乘数分析与比较静力分析。 [3] 计量经济学模型的功能是揭示经济现象中变量之间的相互关系,即通过模型 得到弹性、乘数等重要指标。 （二）经济预测 [1] 计量经济学模型作为一类经济数学模型，是从应用于经济预测，特别是短期预测而发展起来的。 [2]计量经济学模型是以模拟历史、从已经发生的经济活动中找出变化规律为主要技术手段。 [3]对于非稳定发展的经济过程，对于缺乏规范行为理论的经济活动，计量经济学模型预测功能失效。 计量经济学模型的应用 （三）政策评价 [1] 政策评价的重要性 [2] 经济政策的不可试验性 [3] 计量经济学模型的“经济政策实验室”功能 -工具目标法 -政策模拟法 -最优控制法 （四）理论检验与发展 [1] 任何经济学理论，只有当它成功地解释了过去，才能为 人们所接受 [2] 计量经济学模型提供了一种检验经济理论的好方法 [3] 对理论假设的检验可以发现和发展理论 思考题 1 什么是计量经济学？计量经济学方法与一般经济数学方法有什么区别？ 计量经济学是以揭示经济活动中客观存在的数量关系为主要内容的经济学一个分支。 经济学