文档介绍：山西财经大学
硕士学位论文
对我国经济增长率和失业率关系的实证研究
姓名:左向旗
申请学位级别:硕士
专业:统计学
指导教师:杭斌
2006-05-15
摘要
宏观经济学中有一个经验规律:经济增长率与失业率之间存在一个负的相
关关系,即奥肯定律。自从奥肯定律被发现之后,经济学家们对经济增长率和
失业率之间的奥肯关系产生了浓厚的兴趣,他们利用不同市场经济国家的数据
进行了检验,大多数检验的结果肯定了奥肯定律的广泛存在。
本文研究的目的就是想检验奥肯定律在中国这样一个处于市场经济初级阶
段的国家是否存在。人们一般会预期:在改革开放前和改革开放的前期,经济
增长率和失业率之间的权衡关系可能并不存在或者并不明显。随着改革开放的
进行和经济的发展,这种权衡关系可能会表现的很明显。
目前国内对我国经济增长率和失业率关系的研究多数得出如下结论:我国
不存在奥肯定律,本文作者认为,这一结论有悖于经济规律,其根源在于他们
错误地用城镇登记失业率来代替实际失业率,因为前者严重低估了后者。针对
这一问题,本文构造了核算实际失业率变化的新方法,通过建立的差分模型和
“混合模型”对我国经济增长率和失业率关系作了实证分析;研究结论表明我
国存在显著的奥肯定律。本文在估计奥肯系数的过程中碰到了自相关问题,考
虑到我国现在处于市场经济的初级阶段,制度的改革无疑要影响奥肯关系,因
此在模型中增加了制度变量,近乎完美地解决了这一问题。
本文共分为五个部分:第一部分是对奥肯定律的回顾及其在国内外的应
用;第二部分是对经济增长率和失业率数据的初步分析,并确定研究方法;第
三部分是验证奥肯定律在中国的存在性,并分析结论;第四部分是观察中国的
奥肯系数的稳健性,并将中国的奥肯系数和世界上其他国家的奥肯系数作了对
比;第五部分是总结。
I
【关键词】奥肯定律,实际失业率,非对称性,稳健性
II
Abstract
Okun’s law is one of the basic rules of thumb of macroeconomics. It
states that there exist a negative relationship between the economic
growth rate and unemployment rate. Since Okun’s original publication, the
existence of a trade-off between unemployment and output in various
market economies has been studied extensively and largely confirmed.
The goal of this paper is to test for the presence of an Okun-type
relationship in China, who is on the early stage of market economies. One
should intuitively expect an Okun-type relationship to be weak or non-
existent during the early stage of the market transition. However, as
market reforms progress, a measurable link between growth and
unemployment should emerge there as well.
At present the research on the relationship of economic growth and
unemployment rate in China almost conclude that Okun’s law does not
exist. But we think this conclusion does not consistent with economic law,
because they took urban registered unemployment rate for real one and
the former underestimated the latter. So we create a new method to
compute the real unemployment rate, and perform empirical