摘要
采用KALMAN滤波方法构建了全要素生产率估算的状态空间模型，分别使用KALMAN滤波方法和索洛残差法估算我国1978～2004年全要素生产率的增长率，并对两种方法估算结果进行了分析。分析结果表明，KALMAN滤波方法消除了索洛残差法中或然因素的影响，能更好地反映全要素生产率的内涵，同时我国全要素生产率增长率的变化不仅与宏观经济运行状况相关，而且与经济运行的内部结构有关。
A state-space model to estimate the total factor productivity based on the Kalman Filter Method is established.Then the total factor productivity growth from 1979 to 2004 in China is estimated by means of both the Kalman Filter Method and the Solow Residual Method.The results demonstrate that the former can reduce the effect of contingent factors on the total factor productivity,and can better reflect the meaning of the total factor productivity.Further analysis shows that the change of the total factor productivity growth is related to the macroeconomic performance as well as the internal economic structure.
出处
《水利经济》
2007年第4期16-19,共4页
Journal of Economics of Water Resources
