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基于1992~2012年季度GDP数据,论文使用包含非对称性冲击且设定趋势成分、周期成分的冲击间存在相关性的未察成分模型,对中国实际产出的波动进行了分析。研究表明论文采用的模型很好地刻画了经济运行的典型特征;实际产出的周期性波动存在明显的非对称性;实际产出的周期性波动来源于趋势成分冲击和周期成分冲击的共同作用;结合经济在不同状态的持续时间、转换概率及潜在经济增长率来看,经济增长具备可持续性。
Based on the quarterly GDP data from 1992 to 2012, this paper analyzes the fluctuation of China’s real output by using the unobtrusive component model that contains the asymmetry impact and sets the trend component and the periodic component impact. The research shows that the model used in the dissertation shows the typical features of economic operation well. The cyclical fluctuation of actual output has obvious asymmetry. The cyclical fluctuation of actual output comes from the combination of trend component shock and period component shock ; In view of the duration of the economy in different states, the probability of conversion and the potential economic growth rate, economic growth is sustainable.