我国经济增长与失业的非线性关系研究

Research on the Nonlinear Link between Growth and Unemployment of China

本文选取我国改革开放以来（1978～2004）的年度GDP增长率与城镇登记失业率数据，使用HP滤波方法将我国的GDP增长率和失业率数据分解为趋势部分和波动部分，并应用门限估计法对变量的波动部分进行回归。结果发现，在以往的研究中被人们认为严重背离奥肯定律的我国经济增长和失业率的互逆关系，在我国存在非线性的表现形式，产出的变动可以引起失业率的非对称性的变动。具体来看，当经济处于衰退期（产出缺口为负）时，经济增长和失业之间存在互逆的关系；当经济处于扩张期（产出缺口为正）时，经济增长对失业有正向的拉动效应，且当期失业率受到前两期失业率的影响。

Using the Chinese annual data from 1978 to 2004, we extract the cyclical output and cyclical registered urban unemployment rate by HP filter, and make threshold regression. The result implies that there is a nonlinear relationship between the GDP gap and the unemployment gap. When the economy is in a recession （defined as the negative output gap）, the coefficient of cyclical of output and cyclical of unemployment is negative. When the economy is in an expansion （defined as the positive output gap）, the coefficient of cyclical of output and cyclical of unemployment is positive, and growth of GDP has a positive effect on employment, and the rate of unemployment has statistically significant lag- 2 autocorrelation.