期刊文献+

经济增长随机收敛性的非线性实证检验——以东亚经济共同体为例

A Nonlinear Empirical Test of Stochastic Convergence of Economic Growth——A Case Study of EAEC
下载PDF
导出
摘要 以东亚经济共同体各国同中国的相对实际人均GDP为研究对象,采用非线性单位根检验及有放回的残差抽样Bootstrap方法,检验其经济随机收敛性(细化为长期收敛和过程收敛),以期科学考察经济的动态增长。实证结果表明:同中国相比,东亚经济共同体各国人均相对产出序列均具有明显的非线性时序特征,且超过一半的国家人均产出序列相对中国来说处于非线性收敛中。此研究为未来东亚经济一体化的构建及缩小国际区域经济差距,提供了新的依据。 With the relative real per capita GDP of the East Asian Economic Community (EAEC) countries and China as the research object, this paper uses nonlinear unit root test and residual sampling "Bootstrap" to test their economic stochastic convergence (long-term convergence and process convergence) to observe economic dynamic growth. The results show that, compared with China, per capita relative output sequences of EAEC countries have obvious nonlinear characteristics, and the per capita output sequences of over half of EAEC countries are in nonlinear convergence. This study provides a new basis to promote economic integration in East Asia and narrow regional economic gaps in the future.
作者 王琨
机构地区 嘉兴学院商学院
出处 《嘉兴学院学报》 2017年第3期31-36,共6页 Journal of Jiaxing University
基金 亚洲国际基金会项目"自贸区发展与亚洲共同体研究"
关键词 经济增长 随机收敛 非线性 东亚经济共同体 economic growth stochastic convergence nonlinear East Asian Economic Community
  • 相关文献

参考文献1

二级参考文献18

  • 1梁琪,滕建州.中国宏观经济和金融总量结构变化及因果关系研究[J].经济研究,2006,41(1):11-22. 被引量:83
  • 2Dickey , D1 , Fuller , W1 , 1979 , "Distribution of the Estimators for Autoregressive Time Series with a Unit Root", Journal of the American Statistical Association , 74.
  • 3Nelson , C. R. , and Plosser , C. , 1982 , "Trends and Random Walks in Macroeconomic Time Series : Some Evidence and Implications", Journal of Monetary Economics , 10.
  • 4Cochrane , J. H , 1988 , "How Big Is the Random Walk in GNP?", The Journal of Political Economy, 96 ( 5).
  • 5Pert'on , P. 1989 , "The Great Crash , the Oil Price Shock , and the Unit Root Hypothesis", Econometfica , 57.
  • 6Zivot , E. , and Andrews , D. , 1992 , "Further Evidence on the Greet Crash , the Oil2price Shock , and the Unit2root Hypothesis", Journal of Business and Economic Statistics , 10.
  • 7hansdaine , R. , and Papell, D. , 1997, "Multiple Trend Breaks and the Unit - root Hypothesis", The Re- view of Economies and Statistics , 79.
  • 8Li , X. M. , 2000 , "The Great Leap Forward , Economic Reforms , and the Unit Root Hypothesis : Testing for Breaking Trend Functions in China' s GDP Data", Journal of Comparative Economies , 28.
  • 9Li , X. M. , 2005 , "China' s Economic Growth : What do We Learn from Multiple2break Unit Root Tests"? Scottish Journal of Political Economy , 52.
  • 10Smyth , R. , and Inder B. , 2004 , "Is Chinese Provincial Real GDP per capita Non2stationtuy ? Evidence from Multiple Trend Break Unit Root Tests", China Econonfic Review, 15.

共引文献4

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部