北京邮电大学学报(社科版) ›› 2017, Vol. 19 ›› Issue (5): 67-73.

• 经济与管理 • 上一篇    下一篇

技术进步率测算方法的蒙特卡洛模拟比较

  

  1. 1台湾新竹清华大学 经济学系,台湾 新竹30074; 2 中央民族大学 经济学院,北京100081
  • 收稿日期:2017-06-09 出版日期:2017-10-31

Comparison of Monte Carlo Simulation Calculation Method of Technical Progress Rate#br#

  1. 1 Economics Department,Taiwan Tsing Hua University, Hsinchu 30074,China;
    2 School of Economics, Minzu University of China, Beijing 100081, China
  • Received:2017-06-09 Online:2017-10-31

摘要: 通过理论分析,发现索洛余额法与丁伯根改进方法在技术进步率处理上的主要差异是技术进步的时间变化是否存在长期趋势。索洛余额法中的技术进步是随时间变化的随机变量,不存在长期趋势;而丁伯根改进方法则认为技术进步的变化存在长期趋势,在理论上丁伯根改进方法的测算结果更为稳健。在此基础上,利用蒙特卡洛模拟对理论比较结果进行模拟验证,发现丁伯根改进方法与索洛余额法在技术进步率变动不存在长期趋势时测算结果基本相似;而当技术进步率变动存在长期趋势时,丁伯根改进方法在不同模拟条件下得出的技术进步率较索洛余额法更接近预设真值,模拟结果也更为稳定。

关键词: 索洛余额法, 丁伯根改进方法, 技术进步率, 蒙特卡洛模拟

Abstract:  Through theoretical analysis, it is found that the main differences between Solow residual method and Tinbergen method in technical progress rate are whether there are long-term trends In Solow method, technical progress rate is a random variable with time changing, and there is no long-term trend But Tinbergen method believes that the technical progress has the long-term trend with time changing So in theory, Tinbergen method is more robust Based on theoretical analysis, Monte Carlo simulation is used to verify the results It is found that Tinbergen method and Solow residual method calculation results are similar when  technical progress doesn′t have long-term trend But when there is a long-term trend, compared with Solow residual method, the technical progress rate obtained through Tinbergen method under different simulation conditions is closer to the true value and the simulation results are more stable

Key words:  Solow residual method, Tinbergen method, technical progress rate, Monte Carlo simulation

中图分类号: