我国经济周期波动性与阶段性之间关联的非对称性检验——Plucking模型对中国经济的实证研究
2005-08-15分类号:F224
【部门】吉林大学数量经济研究中心 吉林大学 吉林大学
【摘要】In this paper we used the Plucking model to test the asymmetric patterns in China's business cycle. We find the evidences that there is a significant plucking effect in output growth. The negative shock to output is not able to influence the growth trend in long run. The growth could return to its trend more quickly after the economy recoveries from the contracting phase in business cycle. These empirical findings suggest that the macroeconomic control has play the roles of stabilizing economy, and the abilities of keeping rapid and stable growth have been enforced.
【关键词】经济周期 区制转移 状态空间模型
【基金】国家自然科学基金项目(70471016);; 教育部重大项目(02JAZJD790007);; 吉林大学人文社会科学精品项目(2003JP005)资助。
【所属期刊栏目】统计研究
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