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动态奥肯定律理论在中美数据中的检验与比较
引用本文:张五六. 动态奥肯定律理论在中美数据中的检验与比较[J]. 贵州财经学院学报, 2012, 30(4): 16-21
作者姓名:张五六
作者单位:华侨大学数量经济研究院,福建厦门 361021
基金项目:华侨大学人才引进科研启动费项目
摘    要:在完善动态奥肯定律理论的基础上,采用HP方法获得中美产出波动及失业波动数据,并进行了实证分析,其结果表明:美国存在动态奥肯定律,产出波动滞后期值对失业波动存在显著影响,经济周期中产出波动对失业波动存在显著差异的长期乘数作用;中国不存在动态奥肯定律。中美动态奥肯定律存在的差异性可能在于中美之间的资源禀赋、市场机制、数据可靠性的不同,并以此提出相应建议。

关 键 词:动态奥肯定律理论  产出波动  失业波动  经济周期  
收稿时间:2012-06-01

Dynamic Okun ' s Law: Test and Comparison with Chinese and US Data
ZHANG Wu-liu. Dynamic Okun ' s Law: Test and Comparison with Chinese and US Data[J]. Journal of Guizhou College of Finance and Economics, 2012, 30(4): 16-21
Authors:ZHANG Wu-liu
Affiliation:ZHANG Wu-liu(Institute for Quantitative Economics,Huaqiao University,Xiamen,Fujian 361021,China)
Abstract:On the basis of improved dynamic Okun’s law,this paper uses the HP approach to obtain Chinese and US data of output and unemployment fluctuations and makes an empirical analysis.The findings are as follows: Dynamic Okun’s law is true for the US,with significant effect of lagged values of output fluctuations on unemployment fluctuations and long-term multiplier effect of output fluctuations in business cycles on unemployment fluctuations.But it is not true for China.This disparity may stem from their differences in resource endowment,market mechanism and data reliability.Recommendations are given accordingly.
Keywords:dynamic Okun’s law  output fluctuation  unemployment fluctuation  business cycle
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