中国经济周期的阶段性划分和经济波动的非对称性——基于马尔可夫区制转移模型的研究被引量：14

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摘要文章对中国1990年1月至2007年12月经济周期波动进行研究,识别和检验中国经济周期的基本特征,发现三区制马尔可夫区制转移模型对于刻画中国经济周期波动比较适合,刻画了中国经济增长呈现出的适速增长、快速增长、高速增长的阶段性规律,同时发现中国经济周期在区制转移概率上的非对称性;对转移概率的估计表明中国经济增长在"适速增长阶段"的稳定性最强、持续期最长,经济周期向该阶段转移的概率也最大。

作者刘金全李庆华

机构地区吉林大学数量经济研究中心

出处《社会科学战线》 CSSCI 北大核心 2009年第6期85-90,共6页 Social Science Front

基金教育部人文社会科学重点研究基地2008年度重大项目(08JJD790133) 教育部国际金融危机应对研究应急课题(2009JYJR014)

关键词经济周期经济增长 MS模型非对称性

分类号 F124.8 [经济管理—世界经济]

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参考文献15

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