改进的货币需求法与未观测经济规模估测

 作为尚未被国民经济核算监测和计量的经济活动，“未观测经济”范畴自2002年被正式提出以来，理论界对其规模测算的研究不断深入；未观测经济本身亦对中国的经济运行产生了可感知的实际影响。本文构建了基于修正货币需求法的未观测经济估测模型，并首次将用以对不可观测变量进行量测的状态空间模型引入了未观测经济规模的测算。研究结果反映了过去20年间中国未观测经济的规模，而建立的模型本身亦可对未观测经济规模进行动态地监测。

Modified Money Demand Method and the Scale of Non-observed Economy Estimate

As the economic activity which has not been monitored and measured by national accounts, the research of the scale of “non-observed economy” is deepening since it was propose in 2002; Non-observed economy itself would affect China's economic operation. In this paper, we construct the non-observed economy estimation model based on a fixed currency demand method, and introduce the state space mode for the first time. The results reflect the scale of non-observed economy in China in the past 20 years, and the model constructed in this paper can monitor the scale of non-observed economy dynamically.