摘要
本文采用独立成份分析(简称ICA)方法,利用经济增长率、通货膨胀率和失业率等三个主要的宏观经济指标,对我国经济周期进行了测量,发现1978年以来,我国经历了四个完整的周期,从2005年起进入第五个周期。论文还对多变量经济周期测量方法与单变量测量方法进行了比较,发现多变量测量方法优于单变量测量方法。
The paper measures Chinese business cycle using GDP growth rate, inflation rate, and unemployment rate based on Independent Component Analysis （ICA）. It is found that Chinese economy has passed through four complete business cycles since 1978, and entered the fifth cycle from 2005. Besides, the comparison of the measurement results verifies that the multivariate measurement is superior to the univariate one.
出处
《统计研究》
CSSCI
北大核心
2009年第5期3-8,共6页
Statistical Research
关键词
经济周期
测量
多变量
ICA
business cycle
measurement
multivariate
ICA
