中国分省GDP数据诊断分析.pdfVIP

山/ 西/ 财/ 经/ 大/ 学/ 学/ 报 2009 2 Jou nal of ShanXi Finance and Economics Unive sity Feb . , 2009 31 2 Vol. 31 No. 2 中国分省GDP 数据诊断分析 1 2 刘小二, 谢月华 ( 1. 厦门大学 经济学院, 福建 厦门361005; 2. 中国人民银行 赣州市中心支行, 江西 赣州34 1000) [ ] GDP 是衡量国民经济发展状况的一个最重要的指标, GDP 统计的真实性历来是社会各界关注的焦点文章假 设GDP 虚增是各省有关部门根据适应性预期对数据进行调整的结果, 并利用主成分分析面板数据的有关方法来对我国各省 GDP 是否存在虚增, 各地区的 GDP 虚增部分是否有 关联 效应进行了检验 [ ] GDP 数据; 适应性预期; 面板数据; CSD 检验 [ ] F222. 1 [ ] A [ ] 1007- 9556( 2009) 02- 0028- 06 Diagnosis and Analysis of GDP of Each Province in China 1 2 LIU Xiao- e , XIE Yue- hua ( 1. School of Economics, Xiamen Unive sity, Xiamen 361005; 2. Ganzhou Cent al Bank, Renmin Bank of China, Ganzhou 341000, China ) Abstract: GDP is the most impo tant indicato to measu e the development of national economy and its accu acy is the focus of attention of all secto s of society. This pape assumes that GDP exagge ation of each p ovince is the esult of the elated depa tment! s adjustment based on adaptive expectations, this pape uses P incipal Component Analysis, panel data to analyze whethe the e is exagge ation in each p ovince and whethe GDP exagge ation of each p ovince is co elated. Key Words: GDP data; adaptive expectations; panel data; CSD test , , , (∀#2005 3 , 14 ) 2005 , GDP 10. 2%, , , , 12% , ( ∀#2007 1 19 ) , , , , 17% , , , 2008 , : ( ∀#2006 9 ) , ( 2005 3 7 ) , ; : 2004 , GDP ( ) , , GDP , 3. 9 , ; 26 582 : ,