By the reality of investment in China, a fished inv es tment model is obtained and modified by Hicks multiplicator-accelerator model. It preferable explains the status quo of investment in China. In China, The valu e ...By the reality of investment in China, a fished inv es tment model is obtained and modified by Hicks multiplicator-accelerator model. It preferable explains the status quo of investment in China. In China, The valu e of investment in period t is not only having relation to the investment of per iod t-1 and Gross Domestic Products of period t-1 (as the model of Hicks and S amuelson described) but also having some relation to the investment of period t -2.This is the reason that the model of Hicks or Samuelson can’t use in China d irectly. Then the model is analyzed by VAR(Vector Autoregressive) system. The VA R is a new model of macro-economics measurement. The advantage of VAR is that i t is avoid some complex problems as measuring off the endogenous variable and ex ogenous variable and the identifiability of model. It is composed of some dynami c equations. And it regards all the variables in equations as endogenous variabl es. By using statistical data in China a model about Gross Domestic Product and Investment is obtained and a forecasting is designed. The correlation is cal culated using Matlab. The results of the correlation of Gross Domestic Products, Investment and Consumption can analyze the rationality of policy of country and forecast the trend of economics. And it is profitable for exactly understand th e circumstance of investment. The shortage of this paper is that the gross of st atistical data is too small, only the data after the year of 1978 is available.展开更多
文摘By the reality of investment in China, a fished inv es tment model is obtained and modified by Hicks multiplicator-accelerator model. It preferable explains the status quo of investment in China. In China, The valu e of investment in period t is not only having relation to the investment of per iod t-1 and Gross Domestic Products of period t-1 (as the model of Hicks and S amuelson described) but also having some relation to the investment of period t -2.This is the reason that the model of Hicks or Samuelson can’t use in China d irectly. Then the model is analyzed by VAR(Vector Autoregressive) system. The VA R is a new model of macro-economics measurement. The advantage of VAR is that i t is avoid some complex problems as measuring off the endogenous variable and ex ogenous variable and the identifiability of model. It is composed of some dynami c equations. And it regards all the variables in equations as endogenous variabl es. By using statistical data in China a model about Gross Domestic Product and Investment is obtained and a forecasting is designed. The correlation is cal culated using Matlab. The results of the correlation of Gross Domestic Products, Investment and Consumption can analyze the rationality of policy of country and forecast the trend of economics. And it is profitable for exactly understand th e circumstance of investment. The shortage of this paper is that the gross of st atistical data is too small, only the data after the year of 1978 is available.
