中国经济增长的周期性波动研究及其产业结构特征(1992~2010年).pdfVIP

中国经济增长的周期性波动研究及其产业结构特征 ( 1992~ 2010 ) 3 中国经济增长的周期性波动研究及其 产业结构特征 ( 1992~ 2010 年) 王 宇 蒋 彧 ( 南京大学商学院) 本文使用基于贝叶斯方法的结构突变模型, 研究了1992~ 2010 我国 经济增长的周期性波动特征研究发现, 该阶段我国经济增长分别经历了一次六阶 段的U 形中长周期和一次三阶段的V 形短周期, 国际经济环境的变化对我国经济 的影响日益显著, 同时经济增长的波动存在季度性通过对三次产业 GDP 增长率 的分析, 我们还发现三者之间存在着较大偏离, 第二产业对我国经济增长的周期性 波动起着决定性的影响, 同时第二第三产业之间的关联性在不断增强 贝叶斯方法 结构突变 经济周期 三大产业 F0641 A A Study of Economic Growths Periodic Fluctuation in China and the Characteristics of ts ndustrial Structure: 1992~ 2010 Abstract: T his paper studies the characteristics of eco omic growths periodic fluctuatio i Chi a from 1992 to 2010, i cludi g partitio method a d persist- e ce, w ith a structural mutatio model based o Bayesia methodThe time series of Chi as GDP show s that its eco omic growth w e t through o e six-staged U- shaped medium a d o e three-staged V-shaped short busi ess cycle respectivelyAt the same time, the eco omic growths periodic fluctuatio has the follow i g char- acteristics: cha ges of i ter atio al busi ess e viro me t have more sig ifica t im- pacts o Chi as eco omy a d the fluctuatio of eco omic growth exhibits disti ct seaso al atureAt last, the a alysis of growth rate of the three major i dustries show s that there exists sig ifica t diverge ce amo g their periodic fluctua- tio sSeco dary i dustry has the critical effect o the fluctuatio of eco omic growth a d the correlatio betwee these tw o sectors also becomes higher w ith the eco omic developme t Key words: Bayesia M ethod; Structural Mutatio ; Busi ess Cycle; T hree Major I dustries ( : 08AJY029) 4 数量经济技术经济研究 2011 第7 期 , 30 1978~ 2010 , GDP 97% ( , 2009) , , , ,