| 中国宏观经济发展预期不确定性量化分析初探 |
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| 引用本文： | 吴国富,孙传忠.中国宏观经济发展预期不确定性量化分析初探[J].系统工程理论与实践,1996,16(7):50-62. |
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| 作者姓名： | 吴国富 孙传忠 |
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| 作者单位： | 中国科学院应用数学所人口与经济开放研究实验室 |
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| 摘 要： | 本文首次给出了宏观经济系统预期不确定性的定义，并提出了利用一类ＡＲＣＨ模型对宏观经济系统预期不确定性进行定量分析的方法。最后给出了实证分析的应用例子.
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| 关 键 词： | 预期不确定性 条件异方差性 定量分析 |
| 收稿时间： | 1996-01-16 |
An Approach to the Quantitative Analysis of Forecasting Uncertainty of Macro-economic System |
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| Wu Guofu,Sun Chuanzhong.An Approach to the Quantitative Analysis of Forecasting Uncertainty of Macro-economic System[J].Systems Engineering —Theory & Practice,1996,16(7):50-62. |
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| Authors: | Wu Guofu Sun Chuanzhong |
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| Institution: | Open Lab.On Population and Economic Development Institute of Applied Mathematics,Academia Sinica, Beijing 100080 |
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| Abstract: | In this paper we first give the definition of forecasting uncertainty of macro-economic system. And we proposed a quantitative analysis method based on the ARCH class models. Finally an empirical results for case of China are presented. |
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| Keywords: | forecasting uncertainty conditional heteroskedasticity quantitative analysis |
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