基于滤波技术的首都旅游贸易发展趋势与周期研究

Empirical Research on the Cycle of Beijing Tourism Trade

运用HP滤波技术,实证拟合了首都旅游贸易的发展趋势和周期.在对时间序列分离出趋势和周期之后,采用多项式拟合给出了趋势值的经验回归表达式,在此基础上,分析了剔除趋势后的贸易周期特征.研究表明,改革开放的前10年,首都旅游贸易的出口周期性表现并不明显;之后至今的20年,则呈现显著周期特征,周期长度大约5-7年,但这种周期变化也不具有稳定性.对比我国经济发展历程,首都旅游贸易出口周期与宏观经济增长周期高度一致,显示出其对宏观经济发展具有高度敏感性,因此必须重视宏观经济减速给首都旅游贸易带来的衰退影响.另外,重大事件对首都旅游贸易的影响也不容忽视.

In this paper, we adopt the method of HP filer to analysis the trend and cycle of Beijing tourism trade. We adopt the method of polynomial fit to estimate the expression of the trend and get the cycle series. According to our research, from 1978 to 1990, there were no obvious cycles in the tourism trade; then from 1991 till now, there exists several cycles which last about 5 to 7 years. Compared to the cycle of GDP （Lang Li-hua and Zhang Lian-cheng, 2011） we find that from 1991, the cycle of tourism trade in Beijing is extremely similar with the cycle of GDP. Each phase of the cycles were almost appeared at the same time point, which means that the cycle of tourism trade is highly sensitive to the cycle of GDP. At the same time, some events might make the cycle of tourism trade different from the cycle of GDP. So the government must take measures to guarantee the healthy development of tourism trade of Beijing when carry out macro-control.