國(guó)際經(jīng)濟(jì)周期理論綜述.pdf

1、山東大學(xué)碩士學(xué)位論文國(guó)際經(jīng)濟(jì)周期理論綜述姓名：婁振發(fā)申請(qǐng)學(xué)位級(jí)別：碩士專業(yè)：金融學(xué)指導(dǎo)教師：陳昆亭20090315III東大學(xué)碩士學(xué)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(guó)sofimprovementThef