CAJ | 학술논문

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。
차감수정후적량변량SVAR모형대아국각차산업파동중적공구충격진행료분석,결과발현：공급충격상대우수구충격래설재아국각차산업산출파동적형성중발휘착경위중요적작용,저재제이산업중체현득최위명현,기차시제삼산업,최후시제일산업;재제일산업중,공급충격대우개격수평파동적형성발휘경대적작용,이재제이、삼산업중,수구충격비공급충격칙구유경고적상대방차공헌솔。
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 industry demand shocks have the higher Relative Variance Contribution than the supply shocks.