摘要
1999年以来我国商品市场已经经历了三轮景气波动,目前正处于第三次景气波动的上升期。通过VAR模型对商品市场先行合成指数、一致合成指数、先行扩散指数以及一致扩散指数的预测,结合各指标的数据特征分析,可以判断2008年上半年我国商品市场仍保持快速发展,这一轮景气波动的波峰在2008年6月左右到来,并于2009年8月左右完成该轮景气周期。
Since 1999, our commodity market has experienced three cycles and now it is on expansion. We forecast four prosperity indexes by VAR model. With the analysis of the characteristics of these indexes, we conclude that our commodity market will be still on expansion in the early half of 2008. The peak of this cycle will come on June, 2008 and the trough on August, 2009.
出处
《财经理论与实践》
CSSCI
北大核心
2008年第6期81-86,共6页
The Theory and Practice of Finance and Economics
基金
国家社科基金项目(06BJY096)
