中国省际人均实际GDP平稳性研究

Study on Stationarity of Chinese Provincial Real GDP Per Capita

中国省际人均实际GDP是否平稳,对研究宏观经济政策效果及促进各省经济发展具有重要意义。采用非对称指数平滑转移自回归的单位根检验方法,考察了1952—2011年中国30个省份的年度人均实际产出的平稳性特征。结果显示,中国有11个省份非线性全局平稳在具有平稳性特征的省市中,上海、陕西和新疆3省人均产出变量向均衡调整的过程具有非对称特征,给出了实证结果的经济学解释和政策性含义。

Studying on the stationarity in provincial real GDP per capita of China, was of great importance in evaluating the effect of government policies, as well as developing the national economy. This paper applied asymmetric exponential smooth transition autoregressive to examine the sta- tionarity for real GDP per capita of Chinese 30 provinces from year 1952 to year 2011. The empirical results indicated that 11 provinces were nonlinear stationary. Furthermore, the real GDP per capita of Shanghai, Shanxi and Xinjiang appeared asymmetric feature in adjusting to its stable state.