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.. , . ·• I '- i .. BQ GIAO DlJC VA DAO TAO DAI HOC QUOC GIA THANH PHO HO CHI MINH TRUONG DAI HOC KINH TE ,.,., " DUONG TAN DI~P ? , , ' SO' DUNG PHUONG PHAP DU'• BAO VA • CAN o0t TRONG VIEC DIEU TIET VT MO • Chuyen nganh kinh te" qmln ly va ke" ho~ch h6a kinh te' qu6c dan Ma s6: 5.02.05 I ( I i LU~N AN PH6 TIEN Si KHOA HOC KINH TE Nguoi huong Clan khoa hQc PGS-PTS. DU LO GIANG PGS-PTS. NGUYEN THl LIEN DI:tP THANH PHO HO CHI MINH- NAM 1996 MUCLUC • • "'"' ,...., ~ D~TVANDE ' Phan thl1 nhift KHAI QUAT VE CAC PHUONG PHAP Dl} BAO v A CAN DOl Chlfdng 1 : Phlidng phap dt;i bao b~ng mo hlnh toan I. T6ng quan 4 5 II. Mo hlnh ngo:;ti suy xu the' 7 III. Mo hlnh h6i qui tu'ong quan 8 IV. Trinh tlf dlf bao b~ng phu'ong phap mo hlnh toan 11 Chlfdng 2 : Dt;i bao b~ng phlidng phap chuyen gia 16 Khai quat v~ phu'ong phap chuyen gia 16 r. II. Danh gia nang llfc chuyen gia 18 III. Xay dlfng h<$ tho'ng cau hoi 23 IV. Tru'ng cffu y kie'n chuyen gia 25 v. XU' ly y kie'n chuyen gia Tl vr. M<)t s6 phu'ong pha p chuyen gia di~n hlnh 37 Chlfdng 3 : Phlidng phap can do'i r. 40 Khai quat 40 II. Mo hlnh can do'i lien nganh 42 Phan thU' hai co sa LY THUYET CUA CAC CHINH SACH DIEU TIET vi MO ChU'dng 4 : Cd sd ly thuye't ciia cac chinh sach di~u tie't VI mo 4(, "t Khai quat 46 II. Mo hlnh IS - LM 51 III. Mo hlnh AS - AD 56 ' ·' / ! Phan thl1 ba HO~CH DJNH CAC CHINH SACH VI MO Chltdng 5 : Ho~ch dinh chinh sach 6n dinh h6a n~n kinh te" c:::: 63 c 1. Kh;ii quat 63 II. Xay dgng cac mo hlnh di€u chlnh 66 III. Phuong phap ho~ch dinh chinh sach · 82 IV. Vi d\1 107 v. Kha nang rna r()ng mo hlnh 114 Chltdng 6 : Ho~ch dinh chinh sach phat tri~n kinh te' :c:::4l 117 -..J ·I. TcSng quan 11 7 II. Phuong phap ho~ch dinh chinh sach phat tri€n kinh te" 119 KETLU!N i I ( 1 N€n kinh te' nu'oc ta hi~n nay Ia n€n kinh te' thi tru'ong c6 sl! di€u tie't ciia chinh phii. H~ tho'ng thi tntong ho~t d()ng theo nhung qui lu~t rieng ciia n6. Sl! can thi~p ciia chinh phii cling phat huy tac d1;1ng thong qua nhung qui lu~t d6. N6 khac voi each di€u tie't theo phu'dng phap ke' ho~nh h6a t~p trung tru'oc day. Tinh hlnh d6 da d~t ra m()t yeu c~u hue xuc Ia phai tim du'qc nhung cong c1;1, nhung ky thu~t thich hqp d~ c6 th~ di€u hanh n€n kinh te' di theo m1;1c tieu mong muo'n. Thong thu'ong, cac nha kinh te' hay d€ c~p de'n chinh sach tai chinh va, chinh sach ti€n t~ nhu' Ia nhung cong c1;1 chinh trong vi~c di€u tie't vi mo. Nhi€u nha kinh te' Vi~t Nam cling dang he't sue quan tam de'n vi~c tim hi~u nguyen ly ung xii' ciia cac chinh sach nay trong hoan canh moi ciia chung ta hi~n nay. Tuy nhien, c6 m()t va'n d€ cl!c ky quan tn;mg rna it ngu'oi d~ y de'n, d6 la va'n d€ ky thu~t sii' d1;1ng cac chinh sach kinh te'. Phai, ne'u chi bie't du'qc nguyen ly rna khong c6 ky thu~t ho~ch dinh chinh sach thich hqp thi cling khong th~ du'a ra chinh sach t6t du'qc. N6i .each khac, ne'u thie'u ky thu~t ho~ch dinh thi cac chinh sach du'a ra vfin con mang tinh cha't cam tinh nhi€u hdn. M~t khac, ne'u c6 ky thu~t nhu'ng khong c6 each pho'i hqp nhung ky thu~t d6 trong vi~c du'a cac chinh sach kinh te' thi ky thu~t to't cling khong c6 y nghia. Chinh vi v~y, vi~c tim ra ky thu~t ho~ch dinh va phu'dng thuc v~n d1;1ng cac ky thu~t d6 trd thanh hai yeu c~u khong th~ tach roi.voi nhau. Va d6 cling chinh Ia cai rna hi~n nay chung ta dang c~n. Xua't phat tu th\l'c te' neu tren, lu~n an nay se t~p trung giai quye't va'n d€ "sii' dl;lng phu'dng phap d\1' bao va can do'i trong vi~c di€u tie't vi mo". 2 D\1' bao va can dO'i la hai phu'ong phap da tung du't phffn, va gQi chung d6 la nh6m "phu'ong pha p dl.f bao b~ng mo hlnh toan" Rieng nh6m "phu'ong phap dl.f bao khac" bao g6m cac phu'ong phap dl.f bao d~c bi~t, dung d~ ap dt;mg rieng cho tung dO'i tu't ho~c nhi€u d~ng ham, d~ tu d6 suy ra gia trj cua chi tieu cftn dl.f bao. Can cu vao each ll.fa chQn cac bie'n s6, vao co sCi s6 li~u th6ng ke, va vao ye'u tO' thC1i gian, chung toi chia cac phu'ong phap dl.f bao b~ng mo hlnh toan ra lam ba lop : - M(>t Ia lop phu'ong pha p ngo~i suy xu the' - Hai la lop phu'ong pha p h6i qui tu'ong quan don, bao g6m hai lo~i mo hlnh : mo hlnh h6i qui theo khong gian va mo hlnh h6i qui theo thC1i gian. - Ba.la lOp phu'ong phap h6i qui tu'ong quan b(>i, cilng bao g6m h6i qui theo khong gian va h6i qui theo thC1i gian. Lo~i mo hlnh nay c6 th~ xay dl.fng du'oi d~ng m(>t ham, cilng c6 th~ xay dl.fng du'oi d~ng m(>t h~ thO'ng cac ham s6 va phu'ong trlnh lien ke't voi nhau. Ba lop phu'ong phap tren l~i c6 th~ du'ng. Mo hlnh tinh la lo~i mo hlnh khong chua bie'n sO' thC1i gian, con mo hlnh d(>ng la lo~i mo hlnh c6 chua bie'n thC1i gian. Ba lop phu'ong phap tren c6 th~ du'ON Xn Yn y X s6 li~u Yt X11 X12 .. ·Xlk Cac Y2 X21 X22"•X2k i = l,n va j = ~ n quan sat t;;ti m<)t thoi di€m (ciia nhi~u ddn vi) QUI BQI Yn Cac s6 li~u Yi ,xi voi i = I, n la n quan sat t;;ti n thoi di€m (ciia mi)t ddn vi ) Yi ,xij voi s6 Ii~u Yi. xii voi i = I, n la va j = ~ Ia n quan sat t;;ti n Cac thoi di€m (ciia mi)t ddn vi) Xnl Xn2"' Xnk t t t Xt Xz xk LOAIMOHINH . Tinh Tinh •y=f(t) Ngo~i suy xu the' D~NG H6i quiddn MO H6i qui b~i HINH (j=l,k) D~ng • y =f (x) • y = f (x) • y =f (x, t) • y =f (Xj, t) • Yt =f (Y,-r ) • Yt =f (y,." t) Cach phan lo~i neu tren giup cho chung ta c6 th~ de d~u:~g nh~n d~ng mo hlnh khi ung dgng trong titng tn.tC1ng h<;lp C\1 th~. D~ phvc V\1 cho vi~c ho~ch dinh cac chinh sach di~u tie't vi mo, chung ta dij.t trQng tam vao nh6m mo hlnh theo . 7 thoi gian. Con nh6m mo hlnh theo khong gian chu ye'u ph1:1c V\1 cho vi~c qmln ly vi mo ho~c cho tung ddn vi kinh te' rieng bi~t. Vl v~y, phffn du'oi day chid~ c~p de'n ba lop mo hlnh theo thoi gian II. MO HINH NG041 SUY xu THE Ngo~i suy xu the' Ia phu'dng phap ngo~i suy thuffn tuy dlfa vao ye'u gian. "Thoi gian du't d~ng ham C\1 the nao d6 theo bie'n sai s6 t. Con E la phffn s6 cua mo hlnh, du't xac sufft tin c~y cho tru'oc. Cac ham thuong du

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