中国经济周期的非对称性问题研究
5372 
3787
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。
[1]A Carvey andA JaegerDetrending, stylized facts and the business cycle[J]Journal ofAppliedEconometrics,vol8,1993,231~247
[2]Beverage,S NelsonC A new approach to decomposition of economic time series intopermanent and transitory components with particular attention to measurement of thebusiness cycle[J]Journal ofMonetaryEconomics,Vol7,1980
[3]DouglasLlaxton,GuyMeredith, andDavidRoseAsymmetric effects of economic activity on inflation[J]IMF staff papers1995,344~374
[4]Daniel,E SichelBusiness cycle asymmetry:A deeper look[J]EconomicInquiryVolXXXI,April,1993,224~236
[5]Falk,B Evidence on the asymmetric behavior of economic time series over the businesscycle[J]Journal ofPoliticalEconomyVol94,October1986
[6]JamesPeeryCoverAsymmetric effects of positive and negative money supply shocks[J]QuarterlyJournal ofEconomics,1988,1261~1282
[7]KeithBlackburn andMortenO RavnBusiness cycle in theUnitedKingdom:Facts andFictions[J]Economica,Vol59,1992,383~401
[8]MichaeiP ClementsHans martinKrolzigBusiness cycle asymmetries:Characterizationand testing based on markov switching autoregressions[J]Journal ofBusiness&Eco nomicStatistics196~211,2003
[9]Neftci,S Are economic time series asymmetric over the business cycle[J]Journal ofPoliticalEconomy92April1984
[10]刘金全,范剑青中国经济周期的非对称性和相关性研究[J]经济研究,2001,(5)
[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)
[12]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)
[13]胡永刚当代西方经济周期理论[M]上海:上海财经大学出版社,2002
[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)
[2]Beverage,S NelsonC A new approach to decomposition of economic time series intopermanent and transitory components with particular attention to measurement of thebusiness cycle[J]Journal ofMonetaryEconomics,Vol7,1980
[3]DouglasLlaxton,GuyMeredith, andDavidRoseAsymmetric effects of economic activity on inflation[J]IMF staff papers1995,344~374
[4]Daniel,E SichelBusiness cycle asymmetry:A deeper look[J]EconomicInquiryVolXXXI,April,1993,224~236
[5]Falk,B Evidence on the asymmetric behavior of economic time series over the businesscycle[J]Journal ofPoliticalEconomyVol94,October1986
[6]JamesPeeryCoverAsymmetric effects of positive and negative money supply shocks[J]QuarterlyJournal ofEconomics,1988,1261~1282
[7]KeithBlackburn andMortenO RavnBusiness cycle in theUnitedKingdom:Facts andFictions[J]Economica,Vol59,1992,383~401
[8]MichaeiP ClementsHans martinKrolzigBusiness cycle asymmetries:Characterizationand testing based on markov switching autoregressions[J]Journal ofBusiness&Eco nomicStatistics196~211,2003
[9]Neftci,S Are economic time series asymmetric over the business cycle[J]Journal ofPoliticalEconomy92April1984
[10]刘金全,范剑青中国经济周期的非对称性和相关性研究[J]经济研究,2001,(5)
[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)
[12]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)
[13]胡永刚当代西方经济周期理论[M]上海:上海财经大学出版社,2002
[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.
导出参考文献，格式为：
