| 经济不确定性的量化测度研究：前沿进展与理论综述 |
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| 引用本文： | 李华杰 史丹 马丽梅. 经济不确定性的量化测度研究：前沿进展与理论综述[J]. 统计研究, 2018, 35(1): 117-128. DOI: 10.19343/j.cnki.11-1302/c.2018.01.012 |
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| 作者姓名： | 李华杰 史丹 马丽梅 |
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| 摘 要： | 测量经济不确定性是一件重要但又较困难的事情，目前国内外专门研究经济不确定性测量方法的文献并不多。本文梳理了近年来国内外量化测度经济不确定性的文献，从中将零碎的有关经济不确定性的测量方法提炼出来，归纳为三大类：通过寻找合适的经济不确定性替代指标、通过调查数据计算被调查者对当前经济状况和预期的主观感知截面数据偏差（或预测偏差）计算不确定性、通过构建状态空间模型求解作为隐含状态量的经济不确定性。本文详细介绍了每类方法的原理和典型方法，对各类方法做了评述：分析了各类方法的适用场景和优缺点，探讨了应用每类方法的关键点和难点，并介绍了每类方法的代表性应用实例。本文清晰、全面地展示了目前量化测度经济不确定性的前沿进展和理论发展，为研究经济不确定性夯实基础工作，补缺了近年来国内在量化测度经济不确定性方法综述这一领域的空白。
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| 关 键 词： | 经济不确定性 量化测度 方法 前沿进展 |
Research of Quantitative Measuring Methods of Economic Uncertainty: Frontier Progress and Theory Summary |
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| Li Huajie Shi Dan Ma Limei. Research of Quantitative Measuring Methods of Economic Uncertainty: Frontier Progress and Theory Summary[J]. Statistical Research, 2018, 35(1): 117-128. DOI: 10.19343/j.cnki.11-1302/c.2018.01.012 |
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| Authors: | Li Huajie Shi Dan Ma Limei |
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| Abstract: | Measuring economic uncertainty is of importance and difficulty, and there is lack of the review literature of the methods of measuring economic uncertainty. This paper carded the literature review of methods of measuring economic uncertainty in and abroad in recent years, and classified the methods into three categories: finding proper proxies as economic uncertainty, calculating the deviation of subject's forecasts deviation and error from surveys as economic uncertainty, constructing state space model and to estimate the unobserved state through mounts data as economic uncertainty. This paper analyzed the application scenarios and differences among methods, advantages and disadvantages, key point and difficulties in applying methods, and illustrate example for each method. This paper starts from the research on economic uncertainty, and draws up the measurement methods of the mainstream literature in order to show the progress of the current measurement status of economic uncertainty in order to solid the foundation of economic uncertainty research and fill the gaps in the field of economic uncertainty measurement. |
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| Keywords: | Economic Uncertainty Quantitative Measuring Methods Frontier Progress |
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