摘要
在中国当前的转轨经济体制中,投资的自发性波动直接影响着宏观经济的周期波动,本文通过不同的趋势分解方法,采用谱分析方法、互相关系数和Granger指标等描述了中国投资波动的典型事实,并利用二阶加速模型对投资波动形成的内生机制进行了检验和分析。
In the period of system-transfering in China, the spontaneous fluctuation of investment affects the business cycle of China directly, This paper uses methods of statistics and econometrics to describe the stylized fact, and with the model of SOA to test and analyze the endogenetic forming mechanism of investment.
基金
国家社会科学规划基金资助项目(03BTJ007)
