宏观经济政策：递归和向量自回归模型的开创研究与应用——2011年诺贝尔经济学奖得主的学术贡献综述

社会工作与管理 ›› 2012, Vol. 12 ›› Issue (1): 5-12.

宏观经济政策：递归和向量自回归模型的开创研究与应用——2011年诺贝尔经济学奖得主的学术贡献综述

刘三林1,彭穗生2,吴华维2

1.广东工业大学经济与贸易学院; 2.广东工业大学管理学院，广东广州, 510520

收稿日期:2011-11-19 出版日期:2012-01-15 发布日期:2012-01-15
作者简介:刘三林(1968)，男，汉族，副教授；主要研究方向：宏观经济发展理论与经济思想。

Macroeconomic Policy: The Pioneering Research and Application of the Recurrence and Vector Auto regression——An Academic Review about the 2011 Nobel Economic Prize Laureates

LIU Sanlin1, PENG Suisheng2, WU Huawei2

1.School of Economics and Commerce, Guangdong University of Technology, Guangzhou, Guangdong 510520, P. R. China;
2. School of Management, Guangdong University of Technology, Guangzhou, Guangdong 510520, P. R. China

Received:2011-11-19 Online:2012-01-15 Published:2012-01-15

摘要/Abstract

摘要： 2011年诺贝尔经济学奖授予托马斯·J·萨金特和克里斯托弗·A·西姆斯两位经济学家，以表彰他们在研究宏观经济政策之间的相互作用及其影响方面所作出的理论贡献。简要介绍他们的学术经历、主要学术著作与研究论文，重点阐述他们在分析宏观经济政策方面所采用的研究方法、分析框架与递归和向量自回归模型的发展与实践应用，并对他们的学术贡献进行简要的评价，以期探索对宏观经济政策实施有意义的启示。

关键词: 托马斯·J·萨金特, 克里斯托弗·A·西姆斯, 宏观经济政策, 递归模型, 向量自回归模型

Abstract: On October 10, 2011, the Royal Swedish Academy of Sciences awarded the Nobel Prize in Economic Sciences to Professor Christopher A. Sims and Professor Thomas J. Sargent for their work on the interactions between the macroeconomic policies as well as the effects of such policies. This paper presents brief introductions to the two economists, such as their academic experiences, their academic works and research papers, emphasizing the research method and their analytical framework for macroeconomic policies, and the development and application of the models of recurrence and vector autoregression. This article appraises their academic contributions briefly, hoping to find more significant inspirations for the implementation of macroeconomic policies.

Key words: Thomas J. Sargent, Christopher A.Sims, macroeconomic policy, recurrence model, vector auto regression model

刘三林1,彭穗生2,吴华维2. 宏观经济政策：递归和向量自回归模型的开创研究与应用——2011年诺贝尔经济学奖得主的学术贡献综述[J]. 社会工作与管理, 2012, 12(1): 5-12.

LIU Sanlin1, PENG Suisheng2, WU Huawei2. Macroeconomic Policy: The Pioneering Research and Application of the Recurrence and Vector Auto regression——An Academic Review about the 2011 Nobel Economic Prize Laureates[J]. SOCIAL WORK AND MANAGEMENT, 2012, 12(1): 5-12.

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