摘要： Economic forecasters have come in for a lot of criticism in recent months. But this is not new. The failure to predict the boom in 1988 and ensuing inflation and balance of payments problems led to some serious re‐examination of the structure of the main macroeconometric models in the UK. The speed with which the UK economy moved into sharp recession in the second half of 1990‐ also appeared to catch most forecasters on the hop. This Briefing Paper is not directly about forecasting;it is about macroeconometric models. However, forecasting provides by far the most extensive use of these models. Not all macroeconomic forecasters use a formal econometric model ‐ some City economists find a spreadsheet more than adequate ‐ but those that do find that they are an invaluable aid to clear thinking and provide an effective way of filtering all of the information that is available, in one form or another, about the economy. This paper was originally intended to provide a retrospective review of the development of UK macro‐models since the late 1970s, coinciding broadly with my period at London Business School. However, it became clear that there was a need to argue more generally in favour of macro‐modelling, given the numerous assaults that this activity has sustained over the last 15 years. I want to demonstrate that the conduct of research in this area ‐ at the very least in the UK ‐ has been, and continues to be, a progressive research strategy in the sense in which philosophers of science use this term. I believe that macro‐modellers, because they have an obligation to forecast and to make the forecast public, are closer to how theoretical constructs in economics conflict with the observation of economic events, and provide a more robust testing ground for economic theories than the relatively narrow ‐ though very important ‐ confines of single equation statistical testing, that dominate academic journals. This should not mean that every new theoretical idea should be e

关键词： ECONOMIC FORECASTS   MACROECONOMETRIC MODELS   RATIONAL EXPECTATIONS   FORECAST ERRORS   FORECAST ADJUSTMENTS  

摘要： This paper presents a comparative analysis of the sources of error in forecasts for the UK economy published over a recent four-year period by four independent groups. This analysis rests on the archiving at the ESRC Macroeconomic Modelling Bureau of the original forecasts together with all their accompanying assumptions and adjustments. A method of decomposing observed forecast errors so as to distinguish the contributions of forecaster and model is set out; the impact of future expectations treated in a ‘model-consistent’ or ‘rational’ manner is specifically considered. The results show that the forecaster's adjustments make a substantial contribution to forecast performance, a good part of which comes from adjustments that bring the model on track at the start of the forecast period. The published ex-ante forecasts are usually superior to pure model-based ex-post forecasts, whose performance indicates some misspecification of the underlying models.

关键词： 宏观经济模型   社会经济发展规划   社会经济发展战略   区域规划   区域经济规划   宏观管理   逻辑联系   系统工程  

摘要： 区域规划或地区社会经济发展规划是对某一特定地区进行宏观管理的重要手段，是制定一个地区社会经济发展战略的基本依据和出发点。从编制区域规划过程中相关因素的逻辑联系和内外联系来看，区域规划实际上是一个复杂的系统工程。本文试图结合实际应用的需要，简要地论述区域经济规划的基本概念、编制的主要思路与涉及到的一些模型。

关键词： 经济模型   系统分析   航天技术  

摘要： 航天飞行器综合效益模型是在运用系统思想和投资——消耗理论基础上建立起来的动态模型,包括一般效益模型和优化效益模型。通过系统分析,对卫星、平台和空间站的实用,可获得综合效益值,并用工程估算法校核计算,证明效益动态模型的定量计算可行而且可信,对效益分析计算,具有一定的普遍意义。它又指明:为获取较高的航天技术的效益,不仅需要大量投资,而且要讲究投资策略;在整个投资周期内坚持饱和水准M 可变是提高效益的一条好途径,也是今后要加强研究的重要课题。

关键词： 计理经济模型   时变参数估计  

摘要： 本文在分析普通移动窗法的基础上,对计量经济模型的时变参数估计问题,提出了一种新的估计方法—最优移动窗法。并给出了带移动窗的加权最小二乘递推公式。

关键词： 宏观经济模型   系统联结   政策模拟   经济预测  

关键词： 地质技术经济   岩金矿山   经济模型  

摘要： 本文从实际出发,对决定矿山经济效益的主要因素:成本、品位、回收率、价格之间的函数关系作了推导。并以此关系为依据用DAL语言编制了程序,采用计算机和CAD技术建立了评价岩金矿山的模拟经济模型,自动绘制出不同回收率下生产成本与品位、价格的曲线关系和图表,以供岩金矿床进行快速定量的经济评价、矿床详查或勘探的决策,制定工业指标、矿床工业评价和对生产矿山经济效益的预测等需要。

关键词： 参数估计方法   移动窗   计量经济模型   时变参数估计   结构分析   递推最小二乘法   仿真模型   估计值   参数值   统计最优  

摘要： 一、引言建立计量经济模型主要有三方面的用途,即使用模型进行结构分析、政策评价和预测。这就要求我们所建立的计量经济模型应该尽可能反映经济运行规律。而建模很关键的一步就是要进行模型的参数估计。其中结构分析对参数估计提出了更严格的要求,只有正确的估计值才能用于结构分析,如果参数的估计值远离其真实值,则进行结构分析就没有意义。