中国经济增长的周期性波动研究及其产业结构特征(1992～2010年)  

A Study of Economic Growth's Periodic Fluctuation in China and the Characteristics of Its Industrial Structure:1992～2010

作　　者：王宇[1] 蒋彧[1] 

机构地区：[1]南京大学商学院

出　　处：《数量经济技术经济研究》2011年第7期3-17,共15页Journal of Quantitative & Technological Economics

基　　金：国家社会科学基金重点项目"我国应对国际金融风险的对策研究"的资助(编号:08AJY029)

摘　　要：本文使用基于贝叶斯方法的结构突变模型,研究了1992～2010年我国经济增长的周期性波动特征。研究发现,该阶段我国经济增长分别经历了一次六阶段的U形中长周期和一次三阶段的V形短周期,国际经济环境的变化对我国经济的影响日益显著,同时经济增长的波动存在季度性。通过对三次产业GDP增长率的分析,我们还发现三者之间存在着较大偏离,第二产业对我国经济增长的周期性波动起着决定性的影响,同时第二、第三产业之间的关联性在不断增强。This paper studies the characteristics of economic growth＇s periodic fluctuation in China from 1992 to 2010, including partition method and persistence, with a structural mutation model based on Bayesian method. The time series of China＇s GDP shows that its economic growth went through one six- staged U - shaped medium and one three- staged V- shaped short business cycle respective- ly. At the same time, the economic growth＇s periodic fluctuation has the following characteristics, changes of international business environment have more significant impacts on China＇s economy and the fluctuation of economic growth exhibits distinct seasonal nature. At last, the analysis of growth rate of the three major industries shows that there exists significant divergence among their periodic fluctuations. Secondary industry has the critical effect on the fluctuation of economic growth and the correlation between these two sectors also becomes higher with the economic development.

关 键 词：贝叶斯方法 结构突变 经济周期 三大产业 

分 类 号：F064.1[经济管理—政治经济学]