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

研究的目的是构建一个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业的子模型。构建金融子模型需要额外的家庭储蓄行为信息：我们确定，由世界银行和美国政府发起的官方统计数据和俄罗斯纵向监测调查不能提供足够多的信息来建立该模型。我们组织了一项试点调查，调查俄罗斯两个地区的家庭对储蓄的态度。这项针对每个地区的250个家庭样本的调查，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金融子模型的可信度。人们强烈希望将试点调查带入全面调查，但由于俄罗斯对应机构的组织和财务问题，这一目标未能实现。…之后，我们集中精力估算了一份仅基于宏观数据的俄罗斯资金流量表。这张表是在研究期末完成的；然而，事实证明它不太可靠。表中的数字在数学平衡前后发生了很大的变化，研究使得俄罗斯金融子模型的构建有了很大的进步，但仍然不可能建立一个可信的金融子模型，俄罗斯采掘业的建模成功完成。正在建立一个由石油和天然气机构部门组成的CGE模型，该模型基于国民账户、I-O表和公司财务报告。分析结果发表在相关期刊上。已经制定了将公司会计数据转换为国家会计数据并将国家会计数据转换为静态CGE模型的标准程序，并以临时和讨论文件的形式发布。构建的石油和天然气CGE模型是静态的，因此不适用于俄罗斯经济的长期发展分析。虽然研究期限已经结束，但我正朝着两个方向推进研究：(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表构建日本动态CGE模型。较少

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