生產(chǎn)管理知識(shí)_中國(guó)全要素生產(chǎn)率估算與分析課件

中國(guó)全要素生產(chǎn)率估算與分析MeasurementandAnalysisofTFPinChina 鄭京海哥德堡大學(xué)經(jīng)濟(jì)系 瑞典 JinghaiZhengDepartmentofEconomicsGothenburgUniversitySweden 內(nèi)容提要 生產(chǎn)率概念的由來(lái)全要素生產(chǎn)率的估算與拆分全要素生產(chǎn)率與企業(yè)改革全要素生產(chǎn)率與可持續(xù)經(jīng)濟(jì)增長(zhǎng)中國(guó)省際全要素生產(chǎn)率增長(zhǎng)變化的實(shí)證分析前蘇聯(lián)和亞洲四小龍的案例影響全要素生產(chǎn)率增長(zhǎng)的因素中國(guó)經(jīng)濟(jì)增長(zhǎng)模式的轉(zhuǎn)變 一 生產(chǎn)率概念的由來(lái) 1 投入產(chǎn)出率 Totalfactorproductivityistheaverageproductofallinputs itistheratiooftheoutputtoanindexofinputs LettheindexofinputsbedenotedasX Thentotalfactorproductivity TFP isTFP y XDifferentiatingbothsideslogarithmicallywithrespecttotimegives 以成本份額加權(quán)平均 Ifdefine Notice 以成本在產(chǎn)值中的比重加權(quán) Divisiaindex 2 生產(chǎn)函數(shù)與技術(shù)進(jìn)步 Astablerelationshipbetweenoutput inputs andtimeexists Rateoftechnicalchangeisdefinedas Divisiaindexesandrateoftechnicalchange Totaldifferentiationof withrespecttotimeyields Dividingthroughbyygives Underprofitmaximization outputelassticityequalsinputSharesintotalrevenue or Divisiainputindex 應(yīng)用實(shí)例 技術(shù)進(jìn)步與總量生產(chǎn)函數(shù) Solow 1957 增長(zhǎng)核算公式 Technicalchangeisashiftintheproductionfunction 3 管理 技術(shù) 效率與全要素生產(chǎn)率 Farrell 1957 技術(shù)效率度量一般化的Farrell技術(shù)效率度量 F rsund Hjalmarsson 1979 數(shù)據(jù)包絡(luò)分析 DEA 模型CCR模型 Charnes Cooper Rhodes 1978 BCC模型 Banker Charnes Cooper 1984 ADD模型 Charnes etal 1985 DEA模型與回歸模型的比較 TheCCRratiomodel inputoriented 1978 ThelineartransformationoftheCCRratio forarepresentativesolution Thedualtothelineartransformation Envelopmentsurfacefortheinput orientedCCRmodel TheOutput OrientedCCRmodel Suportinghyperplanefortheoutput orientedCCRmodel RestrictionsonparametersinDEA CRS norestrictionsVRS Nonincreasingreturnstoscale NIRS CRS NIRS andVRS GeneralstatisticsabouttheDEAbibliographydatabase Tavaresa 2002 DEApublicationsnumberbytype DEApublicationsnumberbyyear Authorstatistics 二 全要素生產(chǎn)率的估算與拆分 增長(zhǎng)核算法 DevisiaIndex 生產(chǎn)函數(shù)估算法平均生產(chǎn)函數(shù)法 技術(shù)進(jìn)步 前沿生產(chǎn)函數(shù)法 技術(shù)效率 Malmquist指數(shù)法拆分 paneldata 技術(shù)進(jìn)步技術(shù)效率改善規(guī)模效率變化 技術(shù)效率 距離函數(shù) DEA 和Malmquist生產(chǎn)率指數(shù)之間的關(guān)系 Technicalefficiency Farrell 1957 Technicalprogress Sollow 1957 Distancefunction Shephard 1970 DEA Charnes Cooper Rhodes 1978 TFPdecomposition Nishimizu Page 1982 Malmquistindex Caves et al 1982 MalmquistTFPindexdecomposition F reetal 1994 TechnicalEfficiency 1957 TechnicalProgress 1957 DistanceFunction 1970 DEA 1978 T rnqvistIndex 1976 GeometricMeanofMalmquistIndexes 1982 MalmquistIndex 1982 TFPDecomposition 1982 MalmquistTFPIndexdecomposition 1992 1994 Devisiaindex Farrellmeasure Shephard CCR Diewert CCD Nishimizu Page F reetal FGNZ CCD Paneldata Stochasticfrontier Deterministicparametricfrontier Timetrend aroadmap Malmquist生產(chǎn)率指數(shù)的定義 Malmquist生產(chǎn)率指數(shù)的拆分 TheMalmquistoutput basedindexoftotalfactorproductivityandoutputdistancefunctions 生產(chǎn)率拆分的幾何意義 經(jīng)驗(yàn)估算的實(shí)施 線性規(guī)劃 模型1 經(jīng)驗(yàn)估算的實(shí)施 線性規(guī)劃 模型2 三 全要素生產(chǎn)率與企業(yè)改革 Zheng Liu Bigsten 2003 六百多家國(guó)有企業(yè) 1980 1994 采用Malmquist指數(shù)法拆分生產(chǎn)率樣本企業(yè)的技術(shù)效率普遍較低 50 70 盡管生產(chǎn)率增長(zhǎng)顯著 但以技術(shù)進(jìn)步為主大型國(guó)企技術(shù)進(jìn)步率明顯高于其他企業(yè)最佳實(shí)踐企業(yè)多位于沿海地區(qū)工資激勵(lì)和職工學(xué)歷對(duì)生產(chǎn)率有促進(jìn)作用 ModelSelectionProcess Determinantsoftechnicalefficiencyandbestpractice Zheng Liu Bigsten 2003 Determinantsofproductivitygrowth efficiencychange andtechnicalprogress Probabilityofproductivitygrowth efficiencychange andtechnicalprogress 四 全要素生產(chǎn)率與可持續(xù)經(jīng)濟(jì)增長(zhǎng) Solow增長(zhǎng)模型顯示在推動(dòng)人均GDP增長(zhǎng)的兩個(gè)要素 資本和生產(chǎn)率之間 資本驅(qū)動(dòng)型的增長(zhǎng)是不可持續(xù)的 也就是說(shuō) 在資本勞動(dòng)比達(dá)到一定水平后 人均GDP的增長(zhǎng)會(huì)出現(xiàn)停滯 盡管進(jìn)一步增加儲(chǔ)蓄率可以打破這一停滯 但經(jīng)過(guò)一個(gè)時(shí)期后仍會(huì)在另一個(gè)人均GDP水平上出現(xiàn)新的停滯 這是由于在此類模型中人們通常假定資本的邊際產(chǎn)出率遞減 更為主要的是儲(chǔ)蓄率不可能無(wú)限地增加 而由不斷地提高生產(chǎn)率來(lái)帶動(dòng)的增長(zhǎng)則是可持續(xù)性的 這是因?yàn)閺睦碚撋现v生產(chǎn)率的提高可以是無(wú)限的 TheSolow Swan經(jīng)濟(jì)增長(zhǎng)模型 withtechnicalchange 人均資本裝備率的動(dòng)態(tài)方程 穩(wěn)態(tài)人均收入取決于技術(shù)進(jìn)步率 TFP 集約型與粗放式增長(zhǎng)模式的區(qū)別 AfewclarificationsontheconceptofTFP G TFPgrowthoccurswhentechnologyprogressesandefficiencyimproves Theformerisusuallyalong runconceptinthecontextofgrowththeory andthelattercanbeashort runphenomenon AhighTFPgrowthisnotnecessarilyprofitable TFPgrowthshouldnotbeusedasatargetineconomicplanning butmightbeestimatedforforecastingpurpose AhighTFPgrowthmaynotbealwaysdesirable butoneshouldbedefinatelyworriedwithasustainedperiodoflowornegativegrowthinTFP 五 中國(guó)省際全要素生產(chǎn)率的實(shí)證分析 改革時(shí)期的省際數(shù)據(jù) 1979 2001 Malmquist指數(shù)法1978 95年間為省際TFP高增長(zhǎng)期 4 6 技術(shù)進(jìn)步為主1996 01年期出現(xiàn)省際TFP低增長(zhǎng)期 0 6 技術(shù)進(jìn)步速度減慢 技術(shù)效率有所下降 總體經(jīng)濟(jì)效率 工業(yè)中存在的問(wèn)題 PolicyburdensSub optimalscaleinproductionLimitedcapacitytoinnovateWeakfinancialdisciplineShelteredfirmsvs Lessfavoredfirms 總體經(jīng)濟(jì)效率 金融系統(tǒng)存在的問(wèn)題 CreditisinsufficientlyallocatedLackofexternaldisciplineItisstillmostlystateownedLargeproportionofNon performingloansAviciouscircle SOE financialsector SOE financialsector 總體經(jīng)濟(jì)效率 省際生產(chǎn)的政治經(jīng)濟(jì)因素 TwentyyearsofeconomicreforminthePRChaveresultedinafragmentedinternalmarketwithfiefdomscontrolledbylocalofficialswhoseeconomicandpoliticaltiestoprotectedindustryresemblethoseoftheLatinAmericaneconomiesofpastdecades Young 2000 The Discovery ofRecentProductivitySlowDown Source Hu Zheng StateoftheNationReprot 2004 Unit TFPGrowthanditsComponentsduringDifferentPeriods BestPracticeProvincesoverTime 1979 2001 Shiftsoffrontiersandchangesinthedistributionofcapital laborratios RegionalEfficiencydistributioninChina 1979 RegionalEfficiencydistributioninChina 1990 RegionalEfficiencydistributioninChina 2001 六 前蘇聯(lián)和亞洲四小龍的案例 粗放型增長(zhǎng)方式與衰退性經(jīng)濟(jì)危機(jī) 粗放經(jīng)營(yíng)的最嚴(yán)重后果是社會(huì)生產(chǎn)效率低并不斷下降 使整個(gè)國(guó)民經(jīng)濟(jì)變成一種 耗費(fèi)型 經(jīng)濟(jì) 戈?duì)柊蛦谭虺姓J(rèn) 就工業(yè)生產(chǎn)效率來(lái)說(shuō) 蘇聯(lián)比美國(guó)落后3 5 就農(nóng)業(yè)生產(chǎn)效率來(lái)說(shuō) 蘇聯(lián)比美國(guó)落后4 5 這就是說(shuō) 蘇聯(lián)的工業(yè)生產(chǎn)效率只及美國(guó)的40 農(nóng)業(yè)生產(chǎn)效率只及美國(guó)的20 蘇聯(lián)解體前的30年 社會(huì)生產(chǎn)效率的重要指標(biāo) 基金產(chǎn)值率明顯下降 1960年每盧布固定生產(chǎn)基金生產(chǎn)的國(guó)民收入為72戈比 1988年降為36戈比 下降50 投資效率也呈現(xiàn)同樣的趨勢(shì) 每盧布基本建設(shè)投資的工業(yè)產(chǎn)值增長(zhǎng)額 1961 1965年為1 04盧布 1971 1975年降為83戈比 1981 1985年又降為44戈比 這些數(shù)字表明 在蘇聯(lián)要獲得同樣的產(chǎn)出 80年代比60年代需要加倍的投入才能達(dá)到 社會(huì)生產(chǎn)的單位增長(zhǎng)須靠投資的加倍增長(zhǎng)來(lái)維持 這種不斷擴(kuò)大的倍增的耗費(fèi)是任何經(jīng)濟(jì)都承受不起的 總有一天當(dāng)投資不能相應(yīng)加倍增長(zhǎng)時(shí) 或投資減少時(shí) 生產(chǎn)就會(huì)減速 停滯以至負(fù)增長(zhǎng) 摘自 超級(jí)大國(guó)的崩潰 蘇聯(lián)解體原因探析 作者 許新等 1 SovietEconomicGrowth 1928 1985 Ofer 1987 Growthrecordscompared annualgrowthrates ExplaininggrowthinSovietUnion 1928 85 Sovietgrowthisgeneratedbyhighrisesininputsanddeclininggrowthofoverallinputproductivity Duringtheentireperiodinputsgrewat3 2 andcontributed76 oftotalGNPgrowth Factorproductivitygrew1 1 ayear acccountingforonly24 oftotalgrowth Therelativecontributionofinputstogrowthgrewto80percentinthepostwarperiodandbecameitssolecomponentfrom1970on whenproductivitycompletelystagnatedorevenretreated Extensivegrowthandproductivity ThepatternofSovietgrowthiscalledextensivegrowthintheSovietandWesternliterature Itsmaincharacteristicisingeneratinggrowthmostlythroughtheexpansionofinputsandonlymarginallythroughrisesinproductivity EmphasisoninputgrowthhasbeenastratgicdecisionofSovietpolicymakersfromthebeginning therelativelysmallcontributionofproductivitygrowth isclearlyanundesirableandunintendedoutcoome 2 TheEastAsianproductivitydebate Krugman 1994 ThenewlyindustrializingcountriesofAsia liketheSovietUnionofthe1950s haveachievedrapidgrowthinlargepartthroughanastonishingmobilizationofresources Onceoneaccountsfortheroleofrapidlygrowinginputsinthsecountries growth onefindslittlelefttoexplain Asiangrowth likethatoftheSovietUnioninitshigh growthera seemstobedrivenbyextraordinarygrowthininputslikelaborandcapitalratherthanbygainsinefficiency TheEastAsiancases Young 1995 HongKong 1961 1991 Singapore 1966 1990 TFPgrowth SouthKorea 1960 1990 TFPgrowth Taiwan 1966 1990 Young sconclusion Onceoneaccountsforthedramaticriseinfactorinputs onearrivesatestimatedtotalfactorproductivitygrowthratesthatarecloselyapproximatedbythehistoricalperformanceofmanyoftheOECDandLatinAmericaneconomies WhilethegrowthofoutputandmanufacturingexportsinthenewlyindustrializingcountriesofEastAsiaisvirtuallyunprecedented thegrowthoftotalfactorproductivityintheseeconomiesisnot 3 China WorldBank 1997 ThreefeaturesofChina srapidgrowthThefirstisitsregionaldimentionThesecondisthesharpcyclicalpatternofeconomicgrowth ThethirdnoteworthfeatureofChina sgrowthsince1978isitsrelianceonproductivitygrowth China2020 WorldBank 1997 RelativetootherrapidlygrowingAsianeconomies China sgrowthhasbeenlessdependentonvolumeincreasesininputsofcapitalandlabor Consider forexample growthinthestockofpysicalcapital InmostcountriesgrowthincapitalinputsexceedsGDPgrowth oftenbyasubstantialmargin InChinathereverseoccurred suggestingthatfactorsotherthancapitalaccumulationhavebeenimportantdeterminantsofGDPgrowth AccountingforChina sgrowth Young 2003 AcceptingallthenumbersthestatisticiansofthePRCproduce butmakingsystematicadjustmentsusingtheirowndata Ishowthatonecana Reducethegrowthrateduringthereformperiodtolevelspreviouslyexperiencedbyotherrapidlygrowingeconomies sothatb Onceonetakesintoaccountrisinglaborforceparticipation thetransferoflaboroutofagriculture andimprovementsineducationalattainment TFPgrowthinthenon agriculturaleconomyisfoundtobe1 4 peryear arespectableperformance butbynomeansextraordinary Young 2003 Chinesegrowthrates 1978 1998 Source Young 2003 TotalfactorproductivitychangeinChina sfarmingsector 1952 1989 Wen 1993 FivestudieswereinvolvedTang 1982 Lin 1990 Hayami Ruttan 1985 Wiens 1982 Wong 1986 Factorshares TFPestimateswerecompared China sagriculture Wen1993 ProductivityinChineseindustry 1980 1996 Jeffeson etal 2000 Long termproductivityincrease withgrowthratesdecliningduringthe1990 s Productivityoutcomesoutsidethestateandcollectivesectorsaremodest withsharholdingenterprisessufferingproductivitydeclines AverageannualgrowthofTFP 1980 1996 胡鞍鋼 近年來(lái) 資本深化 加速 在1995 2001年間 中國(guó)GDP年增長(zhǎng)率為8 2 低于1978 1995年的增長(zhǎng)率 9 8 人均GDP增長(zhǎng)率為7 3 也低于1978 1995年期間的水平 8 4 勞動(dòng)生產(chǎn)率年增長(zhǎng)率為7 0 略低于前一時(shí)期 7 2 資本存量增長(zhǎng)率為11 8 明顯高于前一時(shí)期 9 3 就業(yè)增長(zhǎng)為1 2 更是低于前一時(shí)期 2 4 人力資本 指15歲以上人口受教育年限 為2 8 略高于前一時(shí)期 為2 2 資本生產(chǎn)率為負(fù)增長(zhǎng) 3 6 而前一時(shí)期為0 5 人均勞動(dòng)力占資本存量年增長(zhǎng)率為10 6 為建國(guó)以來(lái)最高 最快 說(shuō)明 資本深化 過(guò)程加速 張軍 過(guò)度投資和過(guò)度競(jìng)爭(zhēng)導(dǎo)致低效率 中國(guó)經(jīng)濟(jì)在經(jīng)歷了20世紀(jì)80年代的增長(zhǎng)和1992 1994年的超常規(guī)增長(zhǎng)之后 資本形成中所累積的一系列低效率問(wèn)題就開始顯露端倪 導(dǎo)致這個(gè)結(jié)果出現(xiàn)的主要原因是那個(gè)眾所周知的過(guò)度投資和過(guò)度競(jìng)爭(zhēng)的混合型轉(zhuǎn)軌體制 由于過(guò)度的投資和過(guò)度的競(jìng)爭(zhēng) 企業(yè)的技術(shù)選擇顯示出資本替代勞動(dòng)的偏差 使技術(shù)路徑逐步偏離了要素的自然結(jié)構(gòu) 資本 勞動(dòng)比率持續(xù)上升 加快了資本的深化過(guò)程 導(dǎo)致了投資收益率的持續(xù)而顯著的惡化 認(rèn)為中國(guó)改革期間導(dǎo)致了國(guó)內(nèi)市場(chǎng)分割 地區(qū)經(jīng)濟(jì)生產(chǎn)已經(jīng)背離了自身的比較優(yōu)勢(shì) Yang2000 China sproductivityslowdown Evidencefromprovincialdata 1979 2001 TFPgrowthanditscomponents Source Zheng Hu 2004 Meansareweightedaverages 七 影響全要素生產(chǎn)率增長(zhǎng)的因素 PhysicalcapitalHumancapitalLaborforcereallocationEconomicreformOpennessSocialcapitalInfrastructureFinance ResearchandDevelopmentFDIPublichealthIndustrialstructureOwnershipstructureEnvironmentalpolicyGovernmentefficiency 八 中國(guó)經(jīng)濟(jì)增長(zhǎng)模式的轉(zhuǎn)變 今后中國(guó)要加快經(jīng)濟(jì)增長(zhǎng)模式的轉(zhuǎn)變 關(guān)鍵問(wèn)題不在于是否實(shí)現(xiàn)高增長(zhǎng) 而在于實(shí)現(xiàn)什么樣的高增長(zhǎng) 即高質(zhì)量高增長(zhǎng)模式 這包括 由低效率 高增長(zhǎng)轉(zhuǎn)向高效率 高增長(zhǎng) 由不公平高增長(zhǎng)轉(zhuǎn)向公平