我国经济周期阶段性划分与经济增长走势分析被引量：38

Recognition of Phases of China's Business Cycle and Forecasting for the Growth Trend

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摘要本文基于门限自回归模型方法对我国1990年1季度至2007年3季度经济增长率进行研究,识别和检验我国经济周期呈现的基本特征,并对我国经济增长走势进行分析,研究发现:三区制门限自回归模型适合于描述我国经济周期波动,进而刻画了我国经济增长呈现出的低速增长—适速增长—高速增长—适速增长—低速增长周期规律;经济周期三阶段性可由拐点8.2和9.71进行划分;通过非线性预测,点预测结果表明经济增长率将在未来两年内可能出现持续下降态势,但仍会高于10%的高位上运行,而区间预测结果则显示未来12个季度内我国经济增长率将主要在7%—13%的区间运行。 This paper uses the threshold autoregressive model to describe the China＇s business cycle from the first quarter of 1990 to fourth quarter of 2006. We find that China＇s business cycle changes from low growth to suitable growth and fast growth, and at last return to low growth. The threshold values of these three kinds of growth are 8.20% and 9.71%. With the nonlinear forecasting technique, the point forecast suggests that the growth rate will fall persistently in the future 8 quarters, and the interval forecast shows that it will run in area from 7% to 13%.

作者刘金全郑挺国

机构地区吉林大学数量经济研究中心

出处《中国工业经济》 CSSCI 北大核心 2008年第1期32-39,共8页 China Industrial Economics

基金国家自然科学基金项目"经济周期波动非线性和非对称性机制的动态计量研究"(批准号70471016) 国家社会科学基金项目"新经济周期波动态势下保持经济持续和谐发展的经济政策机制研究"(批准号05BJL019) 教育部人文社会科学重点研究基地2005年度重大研究项目"经济政策机制与经济周期波动之间关联性和相依性的计量研究"(批准号05JJD790078)

关键词经济周期经济增长门限自回归非线性预测 business cycle economic growth threshold autoregressive nonlinear forecast

分类号 F124.8 [经济管理—世界经济]

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参考文献14

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