| 中国经济系统周期结构 |
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| 引用本文： | 李莉,杨忠直,陈宏民.中国经济系统周期结构[J].上海交通大学学报,2008,42(9). |
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| 作者姓名： | 李莉 杨忠直 陈宏民 |
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| 作者单位： | 上海交通大学安泰经济与管理学院,上海,200052 |
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| 摘 要： | 采用1978~2004年中国年度GDP数据,引进一种新的周期存在性检验技术,结合谱分析方法来研究中国经济周期的结构.由于数据长度的局限,只考虑是否存在3~4 a的Kitchin周期和7~10 a的Juglar周期.检验结果表明,在我国的GDP数据中存在1个Juglar周期.滤波后数据的谱密度曲线也进一步证实了这个结论.
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| 关 键 词： | 经济系统 经济周期 周期结构 滤波 中国经济 |
Cyclical Structure of Business Cycles in China |
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| LI Li,YANG Zhong-zhi,CHEN Hong-min.Cyclical Structure of Business Cycles in China[J].Journal of Shanghai Jiaotong University,2008,42(9). |
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| Authors: | LI Li YANG Zhong-zhi CHEN Hong-min |
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| Abstract: | The structure of business cycles in China was studied by employing a formal test developed recently for cyclical structure and using spectral analysis techniques with annual GDP data over the period 1978~2004.Only a three-to four-year cycle(Kichin cycle) and a seven-to ten-year cycle(Juglar cycle) are considered since our data are short.Two different data filters are used for enhancing robustness.The results show that there exists a Juglar cycle in GDP data in China.The plots of estimated spectra for both filters conform to this conclusion. |
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| Keywords: | economic system business cycle periodic structure filters Chinese economy |
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