國際經(jīng)濟周期理論綜述.pdf

1、山東大學碩士學位論文國際經(jīng)濟周期理論綜述姓名：婁振發(fā)申請學位級別：碩士專業(yè)：金融學指導教師：陳昆亭20090315III東大學碩士學位論文ABSTRACTTraditionalrealbusinesscycle(RBC)theorywassetupanddevelopedbyKydlandandPrescottin1982andKing，Plossorin1983，thetheorywasbuiltondynamicstochastic

2、generalequilibriummodel，throughthedynamicprogrammingapproachintertemporalutilitymaximizationbehaviorthefinalmodelcanexplainthechangesinthecyclicalfluctuationsinaclosedeconomyintheoutput，employmentandinvestmentHoweverbeca

3、usethetheoryitselfisbasedontheassumptionthatasingleclosedeconomyanalysisofeconomies，whileignoringtheinterlinkages而也theinternationalcommunitycontinuousdeveloping，theinternationalrealbusinesscycletheorywhichisdevelopedafte

4、rthe90’SintheprogressiveprocedurehasobtainedabroaderconcernontheperspectiveRopensitsviews，throughtheconstructionofatwo(ormore)countriesbetweenthedynamicstochasticgeneralequilibriummodelanalysisofinternationalmacroeconomi

5、cvariablesbetweentheassociationformobilityvolatilityandsustainabilityofeconomicvariablesandvaluesverywellasanmeasurementinstudyingcharacteristicsoftheinternationalcoordinationHoweveraccordingtBC，thetheoryofIRBCdevelopedf

6、romthetheoryofRBCaftertheintroductionoftherealeconomyWasfoundthatthecharacteristicsofaseriesofeconomicdataandthefactthattheinconsistencywitllthemodel，themostimportantofwhicharetwoanomalies：thequantityandpriceanomaliesBas

7、edonearlyIRBCbasicresearchstudyfortheIRBCabroadhasenterednewareas，inordertosolvethesetwoanomalies，somescholarshavetriedtointroduceamodelofimperfectmarketassumptionsthatthemarketisnolongercomplete，byintroducingthepriceand

8、wagesstickythemarketfactorssuchasfiicfionandtradebarriers；alsosomeotherscholarstrytobetteraddresstherealityandtheinconsistenciesbetweenthetheorybydecomposingthesectorsofproductionandconsumptionStochasticdynamicgeneralequ

9、ilibriummodelingapproachischaracterizedbytheuseofacalibrationmethodtobefullyfittheeconomicmodelofeconomicdata，itWaslateradoptedbythescholarsaswellastheassumptionsonthemodelchangesthelocalstructure，inthemodelandtheeconomi

10、cdatahasbeenmadewithmadegreatprogressThispaperstudiesthetheoryofinternationalrealbusinesscycle，reviewstheIRBCtheoryondealingwiththeeconomyfortheprocessmodeling；dataprocessingmodelfitting，aswellastheale國sofimprovementThef