財政政策對總體經濟變數的效果：加入廠商進出的動態隨機均衡模型分析

The Effect of Fiscal Policy on Economic Variables: Analysis of Dynamic Stochastic Equilibrium Models with Entry and Exit of Firms

吳彝秦(Wu Yi-Chin)

指導教授 ： 賴廷緯

國立政治大學/社會科學學院/經濟學系/碩士(2019年)

https://doi.org/10.6814/NCCU202000081

摘要

本篇文章主要介紹在一般均衡之下，面臨財政支出擴張時，如何透過廠商自由進出以及內生產品衰退的機制影響總體經濟變數。面臨到一個正向政府支出衝擊時，由於政府支出對廠商有正向外部效果，因此使得廠商多生產且利潤增加。藉此家計單位增加消費並提供更多勞動供給、且使得總產出增加。我們探討不同的政府支出外部效果、政府支出衝擊的持續性，以及不同參數對總體經濟變數的影響，並觀察模型中政府支出的正向衝擊對於消費產出波動比、政府支出與產出波動比、廠商進入與產出之波動比以及消費與產出的相關性，並比較模型與現實之差異。

關鍵字

實質景氣循環 ； 廠商進入與退出 ； 異質性廠商 ； 政府支出衝擊

並列摘要

This thesis mainly introduces how to influence economic variables through the mechanism of free entry and exit of firms and the decline of endogenous products when facing the expansion of fiscal expenditure in general equilibrium. When it faces a shock of positive government spending, firms will be more productive and earn much more profits because government spending has a positive external effect on firms. In this way, households increase consumption and provide more labor supply as well as increase total output. We explore the external effects of different government expenditures, the persistence of shock of government spending and the impact of different parameters on economic variables. We also discuss the volatility ratio of firm entry and output, the correlation between consumption and output, and finally we compare the differences between models and reality.

並列關鍵字

Real business cycle ； Firm entry and exit ； Heterogeneous firms ； Government spending shock

參考文獻

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