中国实际GDP序列的非对称性度量和统计检验
财经研究 2002 年 第 28 卷第 01 期, 页码:70 - 75
摘要
参考文献
摘要
通过引进表示经济衰退的解释变量 ,我们检验了中国实际季度GDP序列当中存在的非对称性 ,说明这些非对称性主要是由模型的非线性结构形成的。实际GDP序列当中的非对称性表明随机扰动在经济周期的不同阶段具有不同的持续性和波动性 ,因此顺周期与反周期的经济政策具有不同的作用效果。
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[2]刘树成论中国经济增长与波动的新态势[J]中国社会科学,2000(1)
[3]BeaudryP ,andKoop,G ,1993.DoRecessionsPermanentlyChangeOutput?[J]JournalofMonetaryEco nomics,31:149-163.
[4]BeverageS ,Nelson,C ,1981.A NewApproachtoDecompositionofEconomicTimeSeriesintoPermanentandTransitoryComponentswithParticularAttentiontoMeasurementoftheBusinessCycie[J]JournalofMonetaryEconomics7:151-174.
[5]Blanchard,O J ,1981,WhatisLeftoftheMultiplier accelerator?[C]AmericanEconomicAssociationPapersandProceedings,71:150-154.
[6]Campbell,J Y ,andMankiw,N G ,AreOutputFluctuationTransitory?[J]QuarterlyJournalofEcono mics,102:857-880.
[7]Cover,J P ,1992.AsymmetricEffectsofPositiveandNegativeMoneySupplyShocks[J]TheQuarterlyJournalofEconomics,Novermber:1261-1282.
[8]Daniel,E S ,1993,BusinessCycleAsymmetry:A DeeperLook[M]EconomicInquiry,Vol,XXXI.
[9]Hess,G D ,Iwata.S ,1997.AsymmetricPersistenceinGDP ?Adeeperlookatdepth.[J]JournalofMonetaryEconomics40:535-554.
引用本文
刘金全. 中国实际GDP序列的非对称性度量和统计检验[J]. 财经研究, 2002, 28(1): 70–75.
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