CAJ | 학술논문

甄别供给与需求冲击在我国各次产业波动中的地位和作用,是有效制定宏观管理政策,特别是产业政策的重要前提条件。本文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,供给冲击比需求冲击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,供给冲击对价格水平波动的影响更大,而在第二、第三产业中,需求冲击比供给冲击具有更高的相对方差贡献率。
견별공급여수구충격재아국각차산업파동중적지위화작용,시유효제정굉관관리정책,특별시산업정책적중요전제조건。본문차감수정후적량변량SVAR모형대아국각차산업파동중적공구충격진행료분석。결과발현,공급충격비수구충격재아국각차산업산출파동적형성중발휘착경위중요적작용,저재제이산업중체현득최위명현,기차시제삼산업,최후시제일산업;재제일산업중,공급충격대개격수평파동적영향경대,이재제이、제삼산업중,수구충격비공급충격구유경고적상대방차공헌솔。
Identifying the position and function of supply shocks and demand shocks on industry fluctuation is the important prerequisite for effective macro policy,especially the industrial policy.This paper analyzed the supply and demand shocks on industry with revised SVAR model,It finds,supply shocks are more important than the demand shocks on the output fluctuation in every industry,which the most obvious in the secondary industry,the next in the tertiary industry;the last in the first industry;According to the price fluctuation,supply shocks are more important in the first industry,but demand shock have the higher RVC in the secondary and tertiary industry.