Professional Documents
Culture Documents
MC LC
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Kinh T Lng
LI M U
Kinh t lng l mt mn khoa hc cung cp cc phng php phn tch v mt
lng mi quan h gia cc hin tng kinh t cng vi s tc ng qua li gia
chng da trn c s cc s liu thu thp t thc t. Nhm cng c thm cc gi
thit kinh t t a ra cc quyt nh ng dn hn.
Cc phng php, cc m hnh kinh t lng,..trong mn kinh t lng
gip chng ta c th phn tch v d bo c cc hin tng kinh t.
hu ht cc quc gia trn th gii, u khng phn bit khuynh hng
chnh tr. Mi quc gia u t xc nh ring cho mnh mt chin lc ring
pht trin kinh t - x hi. Tng trng v pht trin kinh t l mc tiu u tin
ca tt c cc nc trn th gii, l thc o ch yu v s tin b trong mi giai
on ca cc quc gia. Khng ring mt t nc no c, Vit Nam cng vy
lun xem vic pht trin kinh t l mt nhim v rt bc thit. Vit Nam sau hn
20 nm i mi, c nhng bc pht trin ng k, t nc ta t nn kinh t
thi bao cp tr tr chuyn sang nn kinh t th trng theo nh hng XHCN.
Tng thu nhp quc dn hng nm tng ln . Hn th na t nc chng ta
hin nay ang gia nhp vo nn kinh t ton cu WTO, hi nhp kinh t quc t .
y l mt bc tin rt quan trng v m ra cho nn kinh t nc nh nhiu ha
hn.
Tng trng kinh t din ra n biu hin tc tng trng GDP ( GNP,
NNP,.) ngy cng cao v n nh trong thi gian di, nn kinh t s c nhiu
thnh tu to ln v nh vy m cht lng cuc sng ca con ngi ngy cng
cao, p ng y cc vn v gio dc o to, y t, Nh vy thu nhp v
mc sng ca ngi dn cng n nh th t nc cng pht trin. Chnh v vy
m vic tng trng kinh t c xem nh l vn hp dn trong nghin cu
kinh t n chnh l tiu im phn nh s thay i b mt nn kinh t quc gia..
nh gi nn kinh t ca mt quc gia, cc nh kinh t nh gi qua tng thu
nhp quc dn GNI ( Gross National Income ) hay tng sn phm quc gia GNP
( Gross National Product ).
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Kinh T Lng
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Kinh T Lng
1. Pht trin vn .
i vi mi nn kinh t bt k nc no, mt khu vc no hay mt chu lc no
trong qu trnh xy dng v pht trin kinh t th mc tiu hng u ca h l
lm th no c c mt nn kinh t vng mnh v pht trin c mt v tr quan
trng trn trng quc t. Vy mt cu hi t ra l h phi lm g c c
iu ? Vng iu ng ngha vi thu nhp quc dn ca h phi cao v n
nh .
Thu nhp quc dn l kt qu ca qu trnh kinh t. Vai tr ca n trong mt quc
gia l v cng quan trng. Thu nhp quc dn phn nh trnh tng trng v
pht trin kinh t ca quc gia . Da vo n nh gi mc tng trng v
pht trin kinh t trong cc nm cng nh gia cc nc vi nhau.
Trong nhng nm qua nhn chung tnh hnh thu nhp quc dn ca Vit Nam c
nhiu bin i su sc, c nhng lc th rt n nh, c nhng lc th rt cao,
nhng c nhng lc th xung rt thp. Kt qu y l kt qu ca nhiu nguyn
nhn tc ng, chng ta hy cng tm hiu nhng yu t tc ng qua ti ca
nhm: "Nghin cu s nh hng ca cc yu t n tng thu nhp ca Vit
Nam t nm 1990 n 2009."
2. Ngun gc ca m hnh t l thuyt.
2.1. Khi nim.
Tng thu nhp quc dn (Gross national income GNI) l ch s kinh t xc nh
tng thu nhp ca mt quc gia trong mt thi gian, thng l mt nm.
2.2. Phng php tnh tng thu nhp quc dn(GNI).
Tng thu nhp quc dn c tnh bao gm tng gi tr hng ha v dch v to ra
trong quc gia, cng vi thu nhp nhn c t bn ngoi (ch yu l li vay v c
tc), tr i nhng khon tng t phi tr ra bn ngoi c thc hin trong mt
nm. c thc hin nh sau:
GNI = GDP + NIA Ti
Trong :
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Kinh T Lng
Xut khu
M:
Nhp khu
* NIA - Thu nhp rng t nc ngoi: l hiu s gia thu nhp t cc yu t xut
khu v thu nhp t cc yu t nhp khu
NIA = thu nhp t cc yu t xut khu - thu nhp t cc yu t nhp khu.
* Thu gin thu (Indirect tax) l loi thu c cng vo gi, l mt b phn cu
thnh ca gi c hng ho.Thu gin thu l hnh thc thu gin tip qua mt n v
trung gian (thng l cc doanh nghip) nh vo ngi tiu dng.Thu gin
thu l thu m ngi chu thu v ngi np thu khng cng l mt. Chng hn,
chnh ph nh thu vo cng ty (cng ty np thu) v cng ty li chuyn thu ny
vo chi ph tnh vo gi hng ha v dch v, do vy i tng chu thu l ngi
tiu dng cui cng. L loi thu nh vo thu nhp ca cc thnh phn dn c,
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Kinh T Lng
bao gm cc khon sau: Thu mn bi, Thu GTGT, Thu doanh thu, Thu trc
b, Thu ti nguyn,Thu Xut Nhp Khu, Thu tiu th c bit.
Do , tng thu nhp quc dn bao gm: chi tiu dng c nhn, tng u t ca
dn c, chi tiu dng ca chnh ph, thu nhp thun t ti sn nc ngoi (sau
khi cc thu), v tng gi tr hng ha v dch v xut khu v tr i hai khon:
tng gi tr hng ha v dch v nhp khu v thu gin thu.
Thu nhp quc dn tng t nh Tng sn lng quc gia GNP, ch khc bit
ch GNP khng tr i thu gin thu.
V d: Li nhun ca mt cng ty hot ng nc M ti Vng quc Anh s
c tnh vo GNI Hoa K v Anh GDP, nhng s khng c tnh vo Vng
quc Anh hoc M GNI GDP. Tng t, nu mt quc gia cng tr nn mc n,
v dnh mt lng ln thu nhp phc v n ny s c phn nh trong mt GNI
gim nhng khng phi l GDP gim. Tng t, nu mt quc gia bn ra cc ti
nguyn ca mnh cho cc thc th bn ngoi quc gia ca h ny cng s c
phn nh theo thi gian trong gim GNI, nhng khng gim GDP. iu ny s
lm cho vic s dng GDP hp dn hn cho cc chnh tr gia cc nc c tng
n quc gia v gim ti sn. GNP cng l mt trong s t nhng khi nim m i
tay trong tay vi GDP, GNI, NNI.
3. L thuyt a bin c lp, cc bin ph thuc vo m hnh.
3.1. Dn s.
Khi dn s tng nhanh th thu nhp u ngi cng thp. Ngc li, mc thu nhp
bnh qun u ngi c tc ng nht nh n t l sinh v t ca dn s.
3.2. Gi tr sn phm nng lm ng nghip.
3.2.1. Gi tr sn phm nng nghip.
Nng nghip l mt trong nhng ngnh kinh t lu i, to ra sn phm thit yu
nht cho cuc sng. Trong xu th cng nghip ha, hin i ha nh hin nay,
nng nghip vn gi mt vai tr quan trng trong nn kinh t ca mi quc gia.
3.2.2. Gi tr sn phm lm nghip.
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Kinh T Lng
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Kinh T Lng
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Kinh T Lng
Sn phm cng nghip c tnh theo n v hin vt, hin vt qui c hoc n
v gi tr.
3.4.2. Gi tr sn xut dch v.
Dch v trong kinh t hc, c hiu l nhng th tng t nh hng ha nhng l
phi vt cht. C nhng sn phm thin v sn phm hu hnh v nhng sn phm
thin hn v sn phm dch v, tuy nhin a s l nhng sn phm nm trong
khong gia sn phm hng ha - dch v. Dch v c cc c tnh sau:
Tnh ng thi (Simultaneity): sn xut v tiu dng dch v xy ra
ng thi.
Tnh khng th tch ri (Inseparability): sn xut v tiu dng dch
v khng th tch ri. Thiu mt ny th s khng c mt kia.
Tnh cht khng ng nht (Variability): khng c cht lng ng
nht.
V hnh (Intangibility): khng c hnh hi r rt. Khng th thy
trc khi tiu dng.
Khng lu tr c (Perishability): khng lp kho lu tr nh
hng ha c.
4. Thit lp m hnh.
4.1. Cc bin trong m hnh.
STT
Tn
bin
Loi
Ph thuc
X2
c lp
X3
c lp
X4
c lp
X5
c lp
nh ngha
Tng thu nhp quc dn
(GNI)
Tng dn s
Tng sn phm nng lm
ng nghip
Tng sn phm cng nghip
v xy dng
Tng sn phm dch v
n v o
Ghi
ch
T ng
Nghn dn
T ng
T ng
T ng
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Kinh T Lng
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Kinh T Lng
Nm
Tng thu
nhp
(t ng)
Dn s
(nghn
dn)
1990
39284
66016,7
1991
72620
67242,4
1992
106757
68450,1
1993
134913
69644,5
1994
174017
70824,5
1995
228677
71995,5
1996
269654
73156,7
1997
308600
74306,9
1998
352836
75456,3
1999
392693
76596,7
2000
435319
77630,9
2001
474855
78621,0
2002
527056
79538,7
2003
603688
80468,4
2004
701906
81437,7
2005
822432
82393,5
2006
951456
83313,0
2007
1108752
84221,1
2008
1436955
85122,3
2009*
1567553
86024,6
Ghi ch: Nm 2009*: s liu s b
Tng sn
phm
NLNN
(t ng)
16252
31058
37513
41895
48968
62219
75514
80826
93073
101723
108356
111858
123383
138285
155992
175984
198798
232586
329886
346786
Tng sn
phm
CN&XD
(t ng)
9513
18252
30135
40535
51540
65820
80876
100595
117299
137959
162220
183515
206197
242126
287616
344224
404697
474423
591608
667323
Tng sn
phm DV
(t ng)
16190
27397
42884
57828
78026
100853
115646
132202
150645
160260
171070
185922
206182
233032
271699
319003
370771
436706
563544
644280
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Kinh T Lng
5.3. Thng k m t.
Kt qu cc thng k m t bng EViews:
Trong :
o Mean: Gi tr trung bnh.
o Median: S trung v.
o Maximum: Gi tr ln nht ca bin.
o Minimum: Gi tr nh nht ca bin.
o Skewness: lch.
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Kinh T Lng
XTX =
( X T X ) 1
20,0
1532461,5
2510955,0
4216473,0
4284140,0
40,57819572
-0,00057096
-0,00001014
0,00002053
0,00000077
X TY
1532461,5
11815956642,8
202354253463
344068155919,6
347110445345
2510955,0
202354253463
47851097870,3
869209157879
845115135614
4216473,0
344068155919,6
869209157879,0
1605940772279
1546716119204
4284140,0
347110445345
545115135614
1546716119204
1498775709734
-0,00001014
-0,00000000
0,00000000
0,00000000
-0,00000000
0,00002053
-0,00000000
0,00000000
0,00000000
-0,00000000
0,00000077
0,00000000
-0,00000000
-0,00000000
0,00000000
-0,00057096
-0,00000000
-0,00000000
-0,00000000
-0,00000000
10710023,0
868694793638,9
2121078730416,0
3887654045633,0
3761584896545,0
-182187,991
2,731620983
1,299654903
1,119210509
0,510063388
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Kinh T Lng
SUMMARY OUTPUT
Regression Statistics
Multiple R
0,999939
R Square
0,999877
Adjusted R Square
0,999844
Standard Error
5515,234
Observations
20
ANOVA
df
Regression
SS
MS
3,71E+12
9,28E+11
Residual
15
4,56E+08
30417806
Total
19
3,71E+12
Standard
Error
t Stat
Coefficients
Intercept
Significance F
30515,83
P-value
3,98E-29
Lower 95%
Upper 95%
Lower
95,0%
Upper
95,0%
-182188
35132,6
-5,18572
0,000111
-257071
-107305
-257071
-107305
X2
2,731621
0,496879
5,497557
6,13E-05
1,672548
3,790694
1,672548
3,790694
X3
1,299655
0,199519
6,513925
9,79E-06
0,874389
1,724921
0,874389
1,724921
X4
1,119211
0,086959
12,87048
1,65E-09
0,933861
1,30456
0,933861
1,30456
X5
0,510063
0,157377
3,24103
0,005483
0,174622
0,845504
0,174622
0,845504
SUMMARY OUTPUT
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Kinh T Lng
Vy m hnh c c lng l:
Y = - 182187,991+ 2,731620983X2 + 1,299654903X3 + 1,119210509X4 +
0,510063388X5
ngha ca cc tham s c lng :
i vi 1 : Khi tng dn s, tng sn phm nng lm ng nghip,
tng sn phm cng nghip v xy dng, tng sn phm dch v bng 0
th tng thu nhp quc dn(GNI) t gi tr nh nht v bng -182187,991
t ng.
i vi
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Kinh T Lng
R=
0,9182758
0,997211774
0,998779774 0,998971422
0,918275826
0,907320697
0,912648798 0,910299579
0,997211774
0,9073207
0,993264097 0,997530222
0,998779774
0,9126488
0,993264097
1 0,996964129
0,998971422
0,9102996
0,997530222
0,996964129
Kt qu bng Eviews:
R 2 = 0,999877
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Kinh T Lng
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Kinh T Lng
Cov ( ) = 2 .( X T X ) 1 =
1234299701,4
-17367,6503
-17367,65
0,24688
-308,47860
-0,00111
624,47206
-0.00678
23,61864
0,00009
-308,47861
-0,00111
0,03980
0,00390
-0,02534
624,47207
23,61865
-0,00678
0,00009
0,00390
-0,02534
0,00756
-0,01022
-0,01022
0,02476
C: n = 20
k=5
= 5%
Khong tin cy ca 1 .
T (*)
182187 ,991 2,131 * 35123 ,60169 1 182187 ,991 + 2,131 * 35123 ,60169
257036 ,3862 1 107339 ,5958
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Kinh T Lng
4 .
T (*)
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Kinh T Lng
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Kinh T Lng
H 0 : 2 = 0( * )
KGT:
H1 : 2 #0
Ta c: 2 = 2,731620983
t=
2 = 0
Se ( 2 ) = 0,49687909
2 2* 2,731620983 0
=
= 5,497556726
0,49687909
Se( 2 )
t > t (n k )
2
Bc b H0
H 0 : 3 = 0( * )
KGT:
H 1 : 3 #0
Ta c: 3 = 1,299654903
t=
3* = 0
Se ( 3 ) = 0,199519473
3 3* 1,299654903 0
=
= 6,513925099
0,199519473
Se( 3 )
t > t (n k )
2
Bc b H0
KGT:
Ta c: 4 = 1,119210509
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Se( 4 ) = 0,086959487
4* = 0
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Kinh T Lng
t=
4 4* 1,119210509 0
=
= 12,87048196
0,086959487
Se( 4 )
t (n k ) = t 0, 05 ( 20 50 =1,753
t > t (n k )
Bc b H0
KGT:
Ta c: 5 = 0,510063388
t=
Se ( 5 ) = 0,517376927
5* = 0
5 5* 0,510063388 0
=
= 0,985864195
0,517376927
Se( 5 )
t (n k ) = t 0, 05 ( 20 50 =1,753
t > t ( n k )
chp nhn H0
Vy kin trn c c s.
Khi tng dn s, tng sn phm nng lm ng nghip, tng sn hm cng
nghip v xy dng, tng sn phm dch v bng 0 th tng thu nhp quc dn t
-247167 t ng.
7)
H 0 : 1 = 2 4 7 1 6(*
KGT:
H 1 : 1 # 2 4 7 1 6 7
Ta c: 1 = 182187 ,991
1* = 247167
Se ( 1 ) = 35123 ,60196
1 1* 182187,991 (247167)
t=
=
= 1,850009833
35123,60196
Se( 1 )
t (n k ) = t 0 , 025 (20 5) = 2,131
2
t < t (n k )
2
Chp nhn H0
Vy kin trn c c s.
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Kinh T Lng
H0 : 2 = 3 = 4 = 5 = 0
KGT:
H 1 : 2 = 3 = 4 = 5 #0
Tiu chun kim nh F:
F=
n k ESS
n k
R2
20 5
0,999877128
*
=
*
=
*
= 30515 ,81508
2
k 1 RSS
k 1 1 R
5 1 1 0,999877128
Ta c:
SS
ESS
RSS
TSS
MS
ESS/(k-1)
RSS/(n-k)
F
F
Sig(F)
Sig(F)
SS
3712898089030,61
456267095,94
3713354356126,55
MS
F
9,28E+11 30515,81508
30417806
Sig(F)
3,98E-29
5.12. D bo.
Gi s khi tng dn s l 75000 nghn dn, tng sn phm Nng - Lm - Ng
nghip l 155890,5 t ng, tng sn phm Cng nghip v Xy dng l 355679
t ng, tng sn phm Dch v l 256790 t ng tm khong d bo gi tr trung
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Kinh T Lng
Ta c:
Y0 t (n k ) Se (Y0 ) E (
2
Y
= X 0 ) Y0 + t (n k ) Se (Y0 )
X
2
Y
= X 0 ) 754346 ,2873 + 2,131 * 9405 ,953918
X
Y
= X 0 ) 774390 ,3751
X
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Kinh T Lng
D bo gi tr c bit.
Var (Y0 ) =118889775 ,500652
Se (Y0 ) = Var (Y0 ) =10903 ,65881
Ta c:
Y0 t (n k ) Se (Y0 )
2
Y0
= X 0 Y0 + t (n k ) Se (Y0 )
X
2
Y0
= X 0 754346 ,2873 + 2,131 * 10903 ,65881
X
Y0
= X 0 777581 ,9842
X
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Kinh T Lng
H0 : R2 = 0
Gi thit
2
H1 : R 0
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Kinh T Lng
Ta c :
F0 , 05 ( 4,16 ) = 3,01
F0 , 05 ( 4,16 ) = 3,01
xy ra.
5.13.2.Bin php khc phc.
2
Ta c : RBo
3 = 0,999530
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Kinh T Lng
2
Ta c : RBo
5 = 0,999791
2
2
Xt thy RBo
nn loi b bin X5 khi m hnh, khi
5 = 0,999791 > RBo 3 = 0,999530
m hnh tr nn tt hn:
Y= -182674,4+2,729656X2+1,821528X3+1,329700X4
5.14. Phng sai ca sai s thay i.
5.14.1.Pht hin ra phng sai ca sai s thay i.
Kim nh m hnh gc ban u:
Thc hin Kim nh White c cc tch cho gia cc bin c lp bng EViews,
ta c kt qa nh sau:
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Kinh T Lng
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Kinh T Lng
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Kinh T Lng
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Kinh T Lng
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X5
, c:
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Kinh T Lng
Y
X5
- 182187,991
X5
2,73162098 3X2
X5
1,29965490 3X3
X5
1,11921050 9X4
X5
+ 0,510063388
Ui
+ X 5 (1.1)
t:
Vi =
Y* =
Ui
X5
*
*
*
*
3
2
4
; X2 = X ; X3 =
, X4 =
, X5 =
,
X5
X5
X5
X5
5
X 6* =
X5
Ui
2
2
)= X Var (U i ) = X X 5 = = const i
X5
5
5
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X5
Kinh T Lng
Y
X5
160102 ,6
X5
2,433458 X 2
X5
0,893474 X 3
X5
1,007959 X 4
X5
+ 0,861174
X5
dl=0,894
du=1,812
Kt qu t Eviews ta c : d=1,217115
Kim nh gi thit: H0 khng c t tng quan dng v
dl=0,894 < d=1,217115<du=1,812 nn bc b H0 tc m hnh c t tng quan
dng
M hnh sau khi b bin X5.
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Kinh T Lng
dl=0,998
du=1,676
(1.4)
(1.5)
Ly (1.3)-(1.5), ta c:
Yi=-182187,991(1- )+2,731620983X2 - 2,731620983X2-1+1,299654903X3 -
1,299654903X3-1+1,119210509X4 - 1,119210509X4-1 +
0,510063388X5-1+ Yi-1+ I
(1.6)
0,510063388X5-
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Kinh T Lng
Ta c m hnh sau:
Y=-111390,1-25,46581X2-27,68937X2-1+0,777637X3+0,468798X31
+1,406854X4+0,719138X4-1+0,947090X5-0,055857x5-1+0,168807Y-1
Yi-1=
(1.9)
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Ly (1.7)-(1.9), ta c:
Yi= -182674,4 (1- )+2,729656X2- 2,729656X2-1+1,821528X3- 1,821528X31
+
1,329700X4- 1,329700X4-1+ Yi-1+
(2.1)
Ta c m hnh sau:
Y= -47206,65 + 13,44543X 2 - 12,85444X2-1 + 1,423623X31,371821X3-1 + 1,720486X4 - 1,472518X4-1 + 0,858556Y-1
5.16. Kim nh chn m hnh: (Kim nh Wald).
Ta i kim nh bi ton sau:
KGT:
KGT:
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Ho: 5 =0
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phm dch v bng 0 th tng thu nhp quc dn t gi tr thp nht l -182674,4
t ng/nm
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o
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Kinh T Lng
ng, nh hng n tng thu nhp quc dn GNI nh : xut khu,nhp khu,
lm pht,........
o
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