中国经济周期波动特征分析:滤波方法的应用被引量：95

The Business Cycle in China

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摘要现代经济的两大主流问题就是增长和波动的问题。就波动问题而言 ,经验分析对于其理论研究具有重要意义 ,特别是对于更有效的研究波动的根源 ,发现波动传播放大机制 ,为理论模型提供实际参照等有重大意义。而且 ,经验分析不单是进行理论研究的基础 ,也是经济周期理论本身的重要组成部分。现在对中国经济周期的经验研究很少 ,本文选取中国 5 0年的经济数据 ,试验性的讨论了适合中国数据特征的滤波工具 ,对中国经济的商业周期特征进行了分析。分析发现 ,中国经济周期既服从大部分的一般性周期特征 ,又有相对的独特性。本文同时也验证了 Lucas的一个估计。 Empirical business cycle analysis is the foundation of the economic research and also the important part of the real business cycle theory. The paper uses China's data in the last 50 years to analyze the business-cycle characteristics, and finds the unique characteristics of the Chinese business-cycle. We compare the different filters and select the pertinent one to analyze the Chinese annual data. We have also studied the relationship between the Chinese economy and developed economies.

作者陈昆亭周炎龚六堂

机构地区山东大学经济研究中心北京大学光华管理学院

出处《世界经济》 CSSCI 北大核心 2004年第10期47-56,共10页 The Journal of World Economy

关键词中国经济周期波动滤波方法商业周期特征宏观经济总量经济分析

分类号 F124.8 [经济管理—世界经济]

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