理性预期与因果关系:宏观计量经济学理论与经验研究——2011年度诺贝尔经济学奖得主的主要经济理论述评
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外国经济与管理 2011 年 第 33 卷第 11 期, 页码：1 - 10
摘要
参考文献
摘要
本文首先概略地介绍了2011年度诺贝尔经济学奖得主萨金特(Thomas J.Sargent)和西姆斯(Christopher A.Sims)的学术思想发展轨迹以及他们的重要学术论著,然后对他们有关理性预期约束下宏观计量经济分析的主要贡献——结构宏观计量经济学和向量自回归模型的理论和应用研究——进行比较全面的述评,最后探讨了他们的宏观经济理论及计量方法贡献对我国经济理论研究以及宏观经济政策制定的启示。
①相关的论文收入了《理性预期与计量经济实践》一书,参考文献不再列出。
⑤参见Liu(2010):DSGE Model Restrictions for Structural VAR Identification,SSRN Working Paper Series,http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1701140.
[1]郭其友,李宝良.宏观经济政策的跨期权衡分析——2006年诺贝尔经济学奖得主菲尔普斯宏观经济思想述评[J].外国经济与管理,2006,28(11):1-11.
[2]黄志贤,郭其友.当代西方经济学流派的演化[M].厦门:厦门大学出版社,2006.
[3]张进铭.西姆斯对宏观经济学与计量经济学的贡献——潜在诺贝尔经济学奖获得者学术贡献评介系列[J].经济学动态,2007,(9):108-111.
[4]罗传健.2007年美国经济学会会长萨金特学术贡献评介[J].经济学动态,2007,(11):14-18.
[5]李凌,权衡.宏观计量经济学研究方法的演进与比较[J].经济学动态,2009,(5):24-29.
[6]扬奎斯特,萨金特著.递归宏观经济理论[M].(杨斌等译).北京:中国人民大学出版社,2010.
[7]卡特.麦道克著.理性预期[M].(杨鲁军等译).上海:格致出版社,上海人民出版社,2011.
[8]Lucas,Robert E Jr.Econometric policy evaluation:A critique[R].Carnegie-Rochester Conference Series on Public Policy,1976.
[9]Lucas,Robert E Jr,and Sargent,Thomas J.Rational expectations and econometric practice[M].Minneapolis,MN:University of Minnesota Press,1981.
[10]Sargent,Thomas J.The ends of four big inflations[A].In Hall,Roberth E(Ed.).Inflation:Causes and effects,[M].Chica-go:University of Chicago Press,1983:41-97.
[11]Sargent,Thomas J.The conquest of American inflation[M].Princeton,NJ and Oxford:Princeton University Press,2001.
[12]Sargent,Thomas J,and Surico,Paolo.Two illustrations of the quantity theory of money:Breakdowns and revivals[J].Ameri-can Economic Review,2011,101(1):109-128.
[13]Sargent,Thomas J,and Wallace,Neil.Rational expectations and the theory of economic policy[J].Journal of Monetary Eco-nomics,1976,(2):169-183.
[14]Sargent,Thomas J,Williams,Noah,and Zha,Tao.Shocks and government beliefs:The rise and fall of American inflation[J].American Economic Review,2006,96:1193-1224.
[15]Sims,Christopher A.Money,income,and causality[J].American Economic Review,1972,62:540-552.
[16]Sims,Christopher A.Macroeconomics and reality[J].Econometrica,1980,48(1):1-48.
[17]Sims,Christopher A.Are forecasting models usable for policy analysis?[J].Minneapolis Federal Reserve Bank Quarterly Re-view,1986,10(1):2-16.
[18]Sims,Christopher A.A rational expectations framework for short-run policy analysis[A].In Singleton,Kenneth J(Ed.).New approaches to monetary economics[C].Cambridge,New York and Melbourne:Cambridge University Press,1987:293-308.
[19]Sims,Christopher A.Interpreting the macroeconomic time series facts:The effects of monetary policy[J].European Economic Review,1992,36:975-1011.
[20]Sims,Christopher A.A simple model for the study of the determination of the price level and the interaction of monetary and fiscal policy[J].Economic Theory,1994,(4):381-399.
[21]Sims,Christopher A.Implications of rational inattention[J].Journal of Monetary Economics,2003,50:665-90.
[22]Sims,Christopher A,and Zha,Tao.Were there regime switches in U S monetary policy?[J].American Economic Review,2006,96(1):54-81.
[23]Samuelson,P A,and Barnett,W A.Inside the economist's mind:Conversations with eminent economists[M].NY:Blackwell Publishing Ltd,2007.
[24]Royal Swedish Academy of Sciences.Empirical Macroeconometrics[EB/OL].royal Swedish academy of sciences,2011.
[25]Royal Swedish Academy of Sciences.The prize in economic sciences2011[EB/OL].Royal Swedish Academy of Sciences,2011.
⑤参见Liu(2010):DSGE Model Restrictions for Structural VAR Identification,SSRN Working Paper Series,http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1701140.
[1]郭其友,李宝良.宏观经济政策的跨期权衡分析——2006年诺贝尔经济学奖得主菲尔普斯宏观经济思想述评[J].外国经济与管理,2006,28(11):1-11.
[2]黄志贤,郭其友.当代西方经济学流派的演化[M].厦门:厦门大学出版社,2006.
[3]张进铭.西姆斯对宏观经济学与计量经济学的贡献——潜在诺贝尔经济学奖获得者学术贡献评介系列[J].经济学动态,2007,(9):108-111.
[4]罗传健.2007年美国经济学会会长萨金特学术贡献评介[J].经济学动态,2007,(11):14-18.
[5]李凌,权衡.宏观计量经济学研究方法的演进与比较[J].经济学动态,2009,(5):24-29.
[6]扬奎斯特,萨金特著.递归宏观经济理论[M].(杨斌等译).北京:中国人民大学出版社,2010.
[7]卡特.麦道克著.理性预期[M].(杨鲁军等译).上海:格致出版社,上海人民出版社,2011.
[8]Lucas,Robert E Jr.Econometric policy evaluation:A critique[R].Carnegie-Rochester Conference Series on Public Policy,1976.
[9]Lucas,Robert E Jr,and Sargent,Thomas J.Rational expectations and econometric practice[M].Minneapolis,MN:University of Minnesota Press,1981.
[10]Sargent,Thomas J.The ends of four big inflations[A].In Hall,Roberth E(Ed.).Inflation:Causes and effects,[M].Chica-go:University of Chicago Press,1983:41-97.
[11]Sargent,Thomas J.The conquest of American inflation[M].Princeton,NJ and Oxford:Princeton University Press,2001.
[12]Sargent,Thomas J,and Surico,Paolo.Two illustrations of the quantity theory of money:Breakdowns and revivals[J].Ameri-can Economic Review,2011,101(1):109-128.
[13]Sargent,Thomas J,and Wallace,Neil.Rational expectations and the theory of economic policy[J].Journal of Monetary Eco-nomics,1976,(2):169-183.
[14]Sargent,Thomas J,Williams,Noah,and Zha,Tao.Shocks and government beliefs:The rise and fall of American inflation[J].American Economic Review,2006,96:1193-1224.
[15]Sims,Christopher A.Money,income,and causality[J].American Economic Review,1972,62:540-552.
[16]Sims,Christopher A.Macroeconomics and reality[J].Econometrica,1980,48(1):1-48.
[17]Sims,Christopher A.Are forecasting models usable for policy analysis?[J].Minneapolis Federal Reserve Bank Quarterly Re-view,1986,10(1):2-16.
[18]Sims,Christopher A.A rational expectations framework for short-run policy analysis[A].In Singleton,Kenneth J(Ed.).New approaches to monetary economics[C].Cambridge,New York and Melbourne:Cambridge University Press,1987:293-308.
[19]Sims,Christopher A.Interpreting the macroeconomic time series facts:The effects of monetary policy[J].European Economic Review,1992,36:975-1011.
[20]Sims,Christopher A.A simple model for the study of the determination of the price level and the interaction of monetary and fiscal policy[J].Economic Theory,1994,(4):381-399.
[21]Sims,Christopher A.Implications of rational inattention[J].Journal of Monetary Economics,2003,50:665-90.
[22]Sims,Christopher A,and Zha,Tao.Were there regime switches in U S monetary policy?[J].American Economic Review,2006,96(1):54-81.
[23]Samuelson,P A,and Barnett,W A.Inside the economist's mind:Conversations with eminent economists[M].NY:Blackwell Publishing Ltd,2007.
[24]Royal Swedish Academy of Sciences.Empirical Macroeconometrics[EB/OL].royal Swedish academy of sciences,2011.
[25]Royal Swedish Academy of Sciences.The prize in economic sciences2011[EB/OL].Royal Swedish Academy of Sciences,2011.
引用本文
李宝良, 郭其友. 理性预期与因果关系:宏观计量经济学理论与经验研究——2011年度诺贝尔经济学奖得主的主要经济理论述评[J]. 外国经济与管理, 2011, 33(11): 1–10.
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