摘要
基于非线性MS(M)-AR(p)模型,对中国工业经济周期进行波动测度与阶段性划分,研究发现:中国工业经济除了个别年份均徘徊在"中速增长区制"与"快速增长区制"之间;中国工业经济处于"低速增长区制""中速增长区制"及"快速增长区制"时,具有明显的惰性特征,倾向于保持所处区制状态不变,工业经济维持"中速增长"的可能性最大,保持"低速增长"的可能性最小,维系"快速增长"的可能性居中;工业增加值增速相对较低时对应较小的不确定性,工业增加值增速处于较高水平时也相应地会面临更大的风险。
Based on MS(M)-AR(P)model,the study conducted a wave measure and phased division of the Chinese economic cycle.It found that:In addition to a few years,the industrial economy in China has been between the"medium growth"and the"rapid growth".When China industrial economy is in the three regime,all of them have obvious inert characteristics,which tend to keep the state of the regime system.The possibility of"medium growth"is the greatest,"low growth"is the least and the"rapid growth"is in the middle.When the growth rate is low,it corresponds to a smaller uncertainty.When the growth rate is high,it will also face greater risks.
作者
闫超
杜睿
隋建利
YAN Chao;DU Rui;SUI Jian-li(Quantitative Research Center of Economics,Jilin University,Changchun 130012)
出处
《软科学》
CSSCI
北大核心
2019年第4期11-15,共5页
Soft Science
基金
国家自然科学基金面上项目(71573104)
教育部重点研究基地重大项目(16JJD790014)
教育部人文社会科学研究项目(15YJC790123)
