中国宏观经济周期波动的协动性与非对称性研究被引量：2

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摘要文章利用多变量动态的Markov机制转换的状态空间模型,结合中国1992年第1季度至2009年第2季度的宏观经验数据对我国经济周期波动的协动性与非对称性进行了分析。分析表明:1992年以来,我国经济总体运行较为平稳,协动性特征显著但非对称性特征不明显,进而揭示出了此期间我国经济周期波动的特征与运行规律,从而为我国的宏观调控政策提供了一定的启示。

作者唐晓彬向蓉美

机构地区成都信息工程学院统计学院国家统计局统计信息技术与数据挖掘重点开发实验室西南财经大学统计学院

出处《统计与决策》 CSSCI 北大核心 2012年第6期127-129,共3页 Statistics & Decision

基金国家统计局统计信息技术与数据挖掘重点开放实验室开放课题资助(2011ZHDI02) 成都信息工程学院科研基金资助项目(KYTZ201116)

关键词经济周期波动协动性非对称性多变量动态Markov机制转换模型

分类号 O212 [理学—概率论与数理统计]

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