谱分析方法及其在经济周期研究中的应用——以美国经济周期波动(1930-2009)的谱分析为例  

Spectral Analysis Method and Its Application in the Study of Business Cycle——A Case Study of Spectral Analysis on the Business Cycle in the USA(1930-2009)

作　　者：王悦[1] 

机构地区：[1]四川大学经济学院

出　　处：《财经科学》2011年第11期34-43,共10页Finance & Economics

基　　金：国家社科基金项目(项目编号:09BJY002)<美国金融危机对中国的影响及应对措施研究>;2009年四川大学青年教师科研启动基金(哲社类)项目(项目编号:09QN007)<当前金融危机与经济周期的互动关系研究>的阶段性成果

摘　　要：谱分析方法弥补了时域分析的不足,它把经济时间序列分解为具有不同振幅、相位和频率的数个周期分量的叠加,通过比较各周期分量的相对重要性,找出原序列中隐含的各个主要周期分量,从而为说明经济周期波动的内在机制、经济周期波动的监测预警及其对策研究提供依据。根据该方法确定的各主要周期长度值,还可建立周期波动序列的三角函数叠加拟合模型,并可通过该模型实现对经济波动的预测。本文介绍了谱分析方法的原理,并运用此方法对美国1930年至2009年间的经济周期进行了研究。Spectral analysis method can make up the deficiency in time-domain analysis,which decomposes a time series into several cyclical components with different amplitude,phase and frequency.With this method,one can compare the relative importance of each cyclical component,which helps to offer basis for clarifying the inherent mechanism,monitoring,early warning and countermeasures of economic cyclical fluctuation.Besides,one can also establish trigonometric function fitting models of economic cyclical fluctuation series,with which one can forecast economic fluctuation.This article introduces theory of spectral analysis method,and studies the economic cycle of year 1930 to 2009 in USA,finds that there is a major cycle with the length of 7 to 8 years between 1930 and 2009,and there is also a minor cycle with the length of 3 years.The study then investigates the reason of the major cycle and minor cycle in the economic fluctuation of USA.

关 键 词：谱分析方法 经济周期 三角函数 

分 类 号：F171.2[经济管理—世界经济]