中国GDP指数对BDI指数的吸引力研究

BDI指数是衡量国际间贸易情况的重要指标之一,近年来中国经济的飞速发展使得其GDP指数对BDI指数的影响力与日俱增.从吸引子角度对中国GDP指数对BDI指数的吸引力进行了研究,通过拟合BDI和GDP指数的变化轨道,应用微积分分析两者吸引关系,得到GDP指数对BDI指数相应的吸引力.利用该吸引力对GDP数据构建新的BDI波动率并建立对比GARCH模型,同时考察了其它随机因素对BDI指数的作用.研究结果表明:中国GDP指数对BDI指数存在吸引力,它们间的这种关系可能成为研究经济危机的一种手段.

Empirical Research on the Attraction Force of China's GDP Across BDI

Baltic Dry Index (BDI) is one of the major indexes for international commercial trade,and these years,China's fast growing Gross Domestic Product (GDP) enables its more powerful emphasis on BDI.Thus,the attraction force of China's GDP across BDI was studied.The BDI and GDP's changing tracks were fitted by different functions and their attraction relationship was explored through calculus analysis for determining the corresponding attraction force.The attraction mentioned above was used to rebuild the BDI corresponding to the GDP data,and the GARCH model for contrast was introduced then.Meanwhile,in the research,the random interference was also taken into consideration.The conclusions indicate that China's GDP indeed attracts BDI,which may provide a cogent method for economic crisis study.