中国经济周期的非对称性问题研究
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财经研究 2005 年 第 31 卷第 04 期, 页码：14 - 22
摘要
参考文献
摘要
经济周期的非对称性对于经济周期的研究具有非常重要的意义。文章利用HP滤波和时间趋势剔除技术对中国主要宏观经济变量的对数序列(季度)进行了长期趋势的剥离,得到了反映中国经济周期性波动的周期成分;区分了关于经济周期的两种类型的非对称:深度型(DEEP)非对称和陡峭型(STEEP)非对称;利用Sichel(1993)提出的对经济周期非对称性的检验方法,对中国的主要宏观经济变量进行了非对称性的检验,结果发现了实际GDP(对数)等经济变量中周期性非对称的证据。实际GDP(对数)序列出现周期性非对称的原因是多方面的,实证研究表明价格在经济周期的不同阶段表现出了非对称性调整,而价格的非对称性调整会导致对社会资源的非对称配置,进而导致经济周期的非对称性。
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[11]刘金全货币政策作用的有效性和非对称性研究[J]管理世界,2002,(3)
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[14]张守一中国经济周期的特殊原因与波动格局分析[J]经济研究,1995,(4)
引用本文
徐大丰, 朱平芳, 刘弘. 中国经济周期的非对称性问题研究[J]. 财经研究, 2005, 31(4): 14–22.
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