Construction of a Computable General Equilibrium Model based on Microeconomic Data for Analyses of the Russian Economic Structure

基于微观经济数据构建可计算一般均衡模型用于分析俄罗斯经济结构

• 批准号: 14530005
• 负责人: NAKAMURA Yasushi
• 金额: $ 1.73万
• 依托单位: Yokohama National University
• 依托单位国家: 日本
• 项目类别: Grant-in-Aid for Scientific Research (C)
• 财政年份: 2002
• 资助国家: 日本
• 起止时间: 2002 至 2004
• 项目状态: 已结题
• 来源: https://kaken.nii.ac.jp/grant/KAKENHI-PROJECT-14530005/
• 关键词: Russian Economy; CGE Model; Extractive Industries; SAM; National Accounting; Input-Output; Financial Model; Household Savings; 計算可能一般均衡モデル; 石油産業; SAM-CGE; 産業連関表; マクロ経済モデル; ロシア; 石油ガス産業; 移行経済; 金融改革; 家計調査

The purpose of the research is to construct a Computable General Equilibrium(CGE) Model of the Russian Economy which includes the sub-models of the extractive industry and of the financial sector.Additional information on household saving behavior was needed to construct the financial sub-model : we determined that the official statistics and the Russian Longitudinal Monitoring Survey sponsored by the World Bank and the US government could not provide with information much enough to build it We organized a pilot survey to investigate households' attitude to saving in the two Russian regions. The survey, 250 household samples for each region, gave a new class of information which had never been collected in Russia ; the information increased the plausibility of the financial sub-model very much. It was strongly hoped to bring the pilot survey to a full-scale survey, it was, however, not realized because of the organizational and financial problems in the Russian counterpart institution. … More Afterwards, we concentrated on estimating a Russian flow of funds table being based on solely macro data. The table was completed at the end of the research term ; it was, however, turned out not very reliable. The numbers in the table have changed very large before and after mathematical balancing.The research made the construction of the Russian financial sub-model advanced very much ; it was, however, still not possible to build a plausible financial sub-model.Modeling the Russian extractive industry was successfully completed. A CGE model comprising the oil and gas institutional sector was build being based on national accounts, I-O tables, and company financial reports. The results of the analyses were published in referred journals. Standard procedures to convert company accounting data into national accounting data and to make a static CGE model from national accounting data have been developed and published in the form of occasional and discussion papers.The constructed Oil and Gas CGE model was static; it is, therefore, not applicable to analysis of the long-term development of the Russian economy. Although the research term was ended, I am advancing the research in the two directions : (1)to construct a Russian dynamic CGE model with a overly simplified version of the flow of funds table, (2)to build a Japanese dynamic CGE model with a Japanese flow of funds table in the same format as that of the Russian table. Less

本研究的目的是构建俄罗斯经济的可计算一般均衡（CGE）模型，其中包括采掘业和金融部门的子模型。构建金融子模型需要有关家庭储蓄行为的额外信息：我们确定官方统计数据以及世界银行和美国政府赞助的俄罗斯纵向监测调查无法提供足够的信息来构建该模型。我们组织了一项试点调查来调查家庭对储蓄行为的态度。 节省俄罗斯两个地区的费用。这项调查对每个地区 250 个家庭进行了抽样调查，提供了俄罗斯从未收集过的一类新信息；这些信息极大地增加了财务子模型的合理性。人们强烈希望将试点调查转变为全面调查，但由于俄罗斯对口机构的组织和财务问题而未能实现。 …更多 随后，我们专注于仅根据宏观数据估算俄罗斯资金流量表。该表是在研究学期结束时完成的；然而，事实证明它不太可靠。表中的数字在数学平衡前后变化很大。这项研究使得俄罗斯金融子模型的构建有了很大的进步；然而，仍然不可能建立一个合理的金融子模型。俄罗斯采掘业的建模已成功完成。包括石油和天然气机构部门的 CGE 模型是根据国民账户、I-O 表和公司财务报告构建的。分析结果发表在参考期刊上。将公司会计数据转换为国民会计数据以及根据国民会计数据制作静态 CGE 模型的标准程序已经制定并以临时论文和讨论论文的形式发布。所构建的石油和天然气 CGE 模型是静态的；因此，它不适用于分析俄罗斯经济的长期发展。虽然研究学期已经结束，但我正在两个方向推进研究：（1）用过于简化的资金流量表构建俄罗斯动态CGE模型，（2）用与俄罗斯表格式相同的日本资金流量表构建日本动态CGE模型。较少的

项目成果

中村 靖: "計算可能一般均衡(CGE)モデルで利用する関数の最適化と線形化"横浜国際社会科学研究. 7・3. 143-158 (2002)

Yasushi Nakamura：“可计算一般均衡（CGE）模型中使用的函数的优化和线性化”横滨国际社会科学研究7・3（2002）。

計算可能一般均衡モデルで利用する関数の最適化と線形化

可计算一般均衡模型中使用的函数的优化和线性化

• 发表时间: 2002
• 期刊: 横浜国際社会科学研究 7・3
• 作者: Shashnov;S.;中村 靖
• 通讯作者: 中村 靖

中村 靖: "ロシアを知る事典(「貯蓄」「金融(資金循環」の項)"平凡社(近刊). (2003)

Yasushi Nakamura：“了解俄罗斯的百科全书（“储蓄”和“金融（资金流通）”部分），Heibonsha（即将出版）。（2003）

Domestic Oil and Gas Prices and the Russian Economy

国内石油和天然气价格与俄罗斯经济

• 发表时间: 2004
• 期刊: Keizai Kenkyuu 55-2
• 作者: Nakamura;Y.
• 通讯作者: Y.

The Oil and Gas Industry in the Russian Economy

俄罗斯经济中的石油和天然气工业

• 发表时间: 2004
• 期刊: Post-Communist Economies 16・2
• 作者: Y.Nakamura