金融危机过程中不同类型国家经济发展的差异性比较——基于函数数据分析方法

Impact of US Financial Crisis on Different Types of Countries:Based on Functional Data Analysis

在这次金融危机的发生、发展以及危机后的复苏阶段,不同类型国家的经济发展进程表现出不同的特征。本文采用函数数据分析方法,对不同类型国家的经济发展过程进行比较分析,并通过对各类国家经济发展速度之间差异的显著性进行动态检验,发现不同类型国家在经济发展速度、经济衰退的时间、经济衰退的程度以及经济的复苏状况等方面并不同步,但总体来看,金融危机削弱了发达国家和新兴国家之间经济发展差异的显著程度。

During the entire period of the 2007-2009 global financial crisis, different types of countries showed different characteristics in their economic development process. In this paper, the method of Functional Analysis of Variance （FANOVA） is applied to make a comparative study on the economic development process of different types of countries, including the differences on the economic growth rate, the time of the economy recession, the extent of the recession and the recovery situation of the economy. Moreover, the paper per- forms a dynamic test on the significance of the difference on the economic growth rate during the whole stage. It was found that the finan- cial crisis has weakened the difference of economic performance between developed countries and emerging countries.