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供求冲击的识别与我国产业波动
引用本文:王延军,温娇秀.供求冲击的识别与我国产业波动[J].软科学,2011,25(7):61-66.
作者姓名:王延军  温娇秀
作者单位:1. 上海立信会计学院,上海,200434
2. 上海财经大学公共政策研究中心,上海,200434
基金项目:上海市教委重点学科(第五期)建设项目(J51702)
摘    要:借鉴修正后的两变量SVAR模型对我国各次产业波动中的供求冲击进行了分析,结果发现:供给冲击相对于需求冲击来说在我国各次产业产出波动的形成中发挥着更为重要的作用,这在第二产业中体现得最为明显,其次是第三产业,最后是第一产业;在第一产业中,供给冲击对于价格水平波动的形成发挥更大的作用,而在第二、三产业中,需求冲击比供给冲击则具有更高的相对方差贡献率。

关 键 词:SVAR模型  经济冲击  产业波动

Shocks of Supply and Demand and the Industrial Fluctuation in China
WANG Yan-jun,WEN Jiao-xiu.Shocks of Supply and Demand and the Industrial Fluctuation in China[J].Soft Science,2011,25(7):61-66.
Authors:WANG Yan-jun  WEN Jiao-xiu
Institution:WANG Yan-jun1,WEN Jiao-xiu2(1.Shanghai Lixin College of Accounting,Shanghai 200434,2.Centre of Public Policy,Shanghai University of Finance and Economics,Shanghai 200434)
Abstract:This paper analyzes the supply and demand shocks on every industry with revised two variables SVAR model.The results show that: supply shocks are more important than the demand shocks on the output fluctuation in every industry,the most obvious of which is in the secondary industry,the next in the tertiary industry,the last in the first industry;in the first industry,the supply shocks are more important than the demand shocks in the price level fluctuation,but in the secondary industry and in the tertiary i...
Keywords:SVAR model  economic shocks  industrial fluctuation  
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