我国宏观经济指标周期波动相关性的互谱分析
2001-09-15分类号:F222.33
【部门】东北财经大学金融系
【摘要】Applying cross spectral analysis,this thesis examines the correlations and timing differences among periodical fluctuations within China's macroeconomic variables,then classifies the variables into leading,coincident and lagged economic indicators.
【关键词】经济周期波动 互谱分析 相干谱 相位谱
【基金】
【所属期刊栏目】统计研究
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