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为了研究地区农业用水总量与用水结构动态变化响应关系,深化调控农业产业结构与农业用水结构,基于水足迹理论,采用VAR（2）模型建立了脉冲响应函数以及方差分解,研究了济南市1997―2014年农业水足迹变化情况以及农业水足迹构成之间的响应关系。结果表明,济南市农业绿水、蓝水、灰水足迹呈现逐年递增趋势,其中1997―2009年为快速上升阶段,2009―2014年为平稳上升阶段;种植业水足迹与农业水足迹之间不存在黏滞性,渔业水足迹与农业水足迹之间存在负响应关系;影响济南市农业水足迹的重要因素依次为种植业水足迹、畜牧业水足迹、林业水足迹、渔业水足迹。总之,通过适当减少高耗水种植业和畜牧业生产、增加渔业产品产量、制定长期的农业用水规划,并进一步优化农业用水结构,方可实现农业水资源的可持续利用与发展。

A small-scale, but highly-stylized dynamic stochastic general equilibrium model is estimated by the maximum likelihood method using Chinese quarterly data. Model specifications and parameter equalities between various competing model variants are addressed by formal statistical hypothesis tests, while implications for business cycle fluctuations are evaluated via a variance decomposition experiment, second-moments matching, and some out-of-sample forecast exercises. It is highlighted that the monetary authority takes an aggressive stance to the current inflation pressure (there is a significant lagged response), while leaving less attention to changes in aggregate output. Variance decomposition reveals that large percentages of variations in real and nominal variables are explained by the highly volatile preference and potential output shock, respectively. When nominal and real frictions as well as additional shocks are included, overall our estimated model can successfully reproduce the stylized facts from actual data of Chinese business cycles and frequently can even outperform those forecasts from an unconstrained VAR.

已有方差-协方差分量估计（VCE）的粗差探测是对残差检验,而VCE的本质是利用残差的二阶量来估计它的二阶中心矩,因此更合理的方法应该对残差二阶量检验。由最小二乘残差估值导出了一组服从标准正态分布的等效残差;然后从等效残差的VCE基本方程出发,分别采用χ2统计量和正态积Np统计量检验等效残差的平方及其乘积。结果表明,采用正态分布统计量以置信水平α检验等效残差相当于采用χ2统计量以相等的置信水平检验等效残差的平方,而以小于α的置信水平采用Np统计量检验等效残差的乘积。比较基于残差和残差二阶量的粗差剔除的VCE结果,两者的方差分量估值等价,但基于残差二阶量粗差剔除的VCE能更有效地估计协方差。