Mô hình dự báo cho nền kinh tế nhỏ và mở của Việt Nam Phương pháp tiếp cận: BVAR-DSGE

Nguyễn Đức Trung và Nguyễn Hoàng Chung

Tạp chí Phát triển Kinh tế, 28(10), 05–38, 2018

Tóm tắt: Nghiên cứu sử dụng mô hình cân bằng động ngẫu nhiên tổng quát để ước lượng cho nền kinh tế nhỏ và mở như Việt Nam. Mô hình được xây dựng và hiệu chỉnh sao cho phù hợp với mục tiêu dự báo đối với các biến số vĩ mô của nền kinh tế như: Tăng trưởng sản lượng, lạm phát, lãi suất chính sách, biến động trong tỉ giá hối đoái và điều kiện thương mại. Ngược lại với các nền tảng thống kê thuần túy, nghiên cứu sử dụng mô hình DSGE cho nền kinh tế mở và nhỏ như Việt Nam để cung cấp các thông tin tiền nghiệm cho mô hình ước lượng BVAR. Kết quả nghiên cứu cho thấy sự phù hợp tương đối về phương pháp tiếp cận và tính tương thích giữa các mô hình lí thuyết và dữ liệu thực tế nhằm xây dựng một mô hình dự báo có ý nghĩa cho Việt Nam.

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