中国经济周期的非对称性  

Asymmetric Properties of Business Cycles in China

作　　者：饶晓辉[1] 

机构地区：[1]江西财经大学经济学院,江西南昌330013

出　　处：《经济经纬》2012年第6期136-140,共5页Economic Survey

基　　金：国家社会科学基金项目(10BGL056);教育部人文社科基金项目(09YJC790126);江西省高校人文社科项目(JJ0909);江西财经大学校级重点课题(201005)

摘　　要：笔者采用Clements和Krolzig参数检验方法,利用我国1979年第1季度～2009年第4季度实际季度GDP增长率数据,对我国经济周期的深度、尖度及陡度型非对称、经济周期的划分以及持续性等特征进行实证分析。结果表明,我国经济周期具有陡度型非对称特征,但并不具备深度型和尖度型非对称特征;我国经济从低速增长状态转移到高速增长状态的可能性较大,远远大于经济从低速增长状态转移到适速增长状态的可能性;经济处于适速增长阶段的持续性最高,处于高速增长阶段的持续性次之,而低速阶段持续性最低,且它具有一定的惰性但又具有较高的概率转向高速增长阶段。This paper analyzes the asymmetric properties of business cycles with Clements and Krolzig＇ s parametric tests by investiga- ting the partition method, persistence characteristics, and three types of asymmetry： deepness, steepness and sharpness, based on GDP growth rate data from 1979Q1 to 2009Q4 in China. The results show that non-deep and non-sharp property is not applicable to Chinese business cycle and Clements and Krolzig＇ s parametric tests strongly accept steepness ; The probability of a low-growth regime followed by a high-growth regime is more likely than the probability of a low-growth regime preceded by a normal-growth regime. Final- ly, the duration for staying in the normal-growth is longest among three regimes.

关 键 词：经济周期 深度 陡度 尖度 持续性 

分 类 号：F222.3[经济管理—国民经济]