基于HP滤波理论的河南经济预警系统研究  

A Study of the Economic Early Warning System in Henan Province Based on HP Filter Factors

作　　者：赵科翔[1] 

机构地区：[1]河南财经政法大学经济学院,河南郑州450002

出　　处：《南阳师范学院学报》2012年第5期15-18,22,共5页Journal of Nanyang Normal University

基　　金：河南省政府决策研究课题"河南省宏观经济波动分析与经济监测预警构建(A188)"的部分研究成果

摘　　要：文章采用协整和HP滤波的分析方法,对河南省1978—2009年间的年度数据进行趋势分解,并进一步确定预警指标区域,利用预警信号灯合成指数的方法对河南省的经济运行状况进行预警。经检验,年度预警正确率达到90%以上,预警方法有效。By adopting methods of co-integration and HP filter factor analyses, this paper attempts a trend decomposition of the annual economic data collected between 1978 and 2009 in Henan Province and further identifies the areas where early warning indicators dwell. In light of the composite index of early warning signal lamp, early warning tests are conducted for the prediction of economic operating conditions in Henan Province. After proof-tests, the early warning tests witness an accuracy of over 90%, testifying to the efficacy of the early warning system.

关 键 词：经济预警 预警信号灯 HP滤波 

分 类 号：F124.8[经济管理—世界经济]