| 我国实际产出序列非对称性和非线性特征的统计检验——基于时域形变模型的检验分析 |
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| 引用本文： | 赵海英,刘金全,刘汉.我国实际产出序列非对称性和非线性特征的统计检验——基于时域形变模型的检验分析[J].技术经济,2008,27(11):105-109. |
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| 作者姓名： | 赵海英 刘金全 刘汉 |
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| 作者单位： | 1. 吉林大学,经济学院,长春,130012
2. 吉林大学,数量经济研究中心,长春,130012 |
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| 基金项目： | 吉林大学"985工程""经济分析与预测哲学社会科学创新基地"资助 |
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| 摘 要： | 实际产出序列的非对称性和非线性是经济周期波动的重要动态特征。本文利用时间序列的时域形变检验方法分析我国实际产出序列。研究发现:我国实际产出序列存在一定程度的非对称性和非线性;我国实际产出序列的扩张过程无论是在幅度方面还是持续性方面均强于紧缩过程。这意味着现阶段我国经济增长具有高位持续的趋势,本轮经济周期将形成高位底部并具有拖长的倾向。
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| 关 键 词： | 实际产出 非对称性 非线性 时域形变 |
Statistical Test on Characteristics of Asymmetry and Non-linearity in Chinese Real Output Series:Test Analysis Based on Time Deformation Model |
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| Zhao Haiying,Liu Jinquan,Liu Han.Statistical Test on Characteristics of Asymmetry and Non-linearity in Chinese Real Output Series:Test Analysis Based on Time Deformation Model[J].Technology Economics,2008,27(11):105-109. |
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| Authors: | Zhao Haiying Liu Jinquan Liu Han |
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| Institution: | Zhao Haiying1,Liu Jinquan2,Liu Han2(1.Economics School,Jilin University,Changchun 130012,China,2.Quantitative Research Center of Economics,China) |
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| Abstract: | The asymmetry and non-linearity in real output is one of important dynamic characteristics in economic cycle fluctuation.This paper employs the diagnostic test of time deformation to analyze Chinese real output time series.The result shows that:Chinese real output time series has the characteristics of asymmetric and non-linear in a certain degree;the range and the persistence in the expansion process of Chinese real output series are stronger than those in the tightening process,which means that China's ec... |
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| Keywords: | real output asymmetry non-linearity time deformation |
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