我国总产出波动中的动态结构变化度量与检验——基于1952-2005年经济周期的实证研究  

The Studies of Dynamic Structure Changes and Statistical Tests on China's Aggregate Output Fluctuating Path between 1952 and 2005

作　　者：周建[1] 

机构地区：[1]上海财经大学经济学院,上海200433

出　　处：《财经研究》2008年第9期4-16,共13页Journal of Finance and Economics

基　　金：教育部人文社科规划项目(05JC790104)

摘　　要：文章运用多种参数稳定性检验方法研究我国总产出的动态变化路径,发现我国总产出序列具有明显的结构变化特征,获得了我国总产出的结构变化点估计。在此基础上,文章采用具有内生结构变化点的单位根检验方法,结合我国宏观经济运行事实,对我国1952-2005年总产出的动态特征进行了研究,结果发现总产出是围绕多个结构变化点的分段趋势平稳序列,并且准确地给出了自1952年以来的总产出结构变化时间。总产出服从分段趋势平稳过程的结论,对宏观经济运行预测、政策主导下的长期经济发展战略和短期经济稳定措施是否有效,提高宏观管理政策水平以及总产出与其他总量间因果关系的研究具有重要启示。The paper studies the dynamic fluctuating path of China＇s aggregate production by using various methods of parameter stability test. The results show that the series of China＇s aggregate output is obviously featured by structure changes, and then we gets the estimated structure change point of aggregate output. With the real macro economy in China, the paper adopts unit root test method that embodies endogenous variables and analyzes the dynamic features of aggregate output from 1952 to 2005. It finds that the series of China＇s aggregate output is a series of piecewise trend stationary centering on multiple structure change points and points out the precise structure change time of aggregate output since 1952. The above conclusions have significant enlightenment for us in increasing the efficiency of long-term economic development strategies and short-term economic stable measures led by economic forecast and policies, improving the macroeconomic management policy level and studying the causality relationships between aggregate output and other variables.

关 键 词：计量模型 总产出 结构变化 波动路径 分段趋势平稳 

分 类 号：F124.8[经济管理—世界经济] F224.0