台湾经济结构突变、周期波动和经济增长

Structural Break,Business Cycle and Economic Growth in Taiwan

本文运用结构突变理论,在检验台湾GDP序列的平稳性后,建立台湾GDP序列的拟合模型,实证检验支持台湾GDP序列在1974、1981、2001年产生结构突变,且潜在GDP函数发生了变化。通过分离GDP序列的趋势成分和周期成分,运用周期成分对台湾经济周期波动进行分析。研究发现,台湾经济周期波动主要受世界经济景气和台湾经济发展策略的影响。发生结构突变后台湾经济增长趋势发生变化,这与台湾经济的发展阶段和相应采取的经济发展策略密切相关。论文最后对未来台湾经济增长趋势做出预测。

Using structural break theory,this paper examines the unit root of Taiwan's GDP time series.The result shows that Taiwan' s GDP time series is a trend stationary process with structural break.By detrending the GDP time series,the paper gets the residual series.Using the residual series the paper analyzes the Taiwan's business cycle,and finds that Taiwan's business cycle can be influenced by the world business cycle and Taiwan's economic strategies.The developing stage and the economic strategies are correlative with the trend of Taiwan's economic growth with structural break.Finally,the paper forecast Taiwan's economic growth in the future.