中国经济转型成本的非线性特征及其实证研究  

The Empirical Research on the Nonlinear Characteristics of the China's Economic Transition Costs

作　　者：李庭辉[1] 郑玉航[2] 彭佳颖[2] 

机构地区：[1]湖南第一师范学院,湖南长沙410205 [2]湖南大学金融与统计学院,湖南长沙410079

出　　处：《上海金融》2014年第1期16-22,116,共7页Shanghai Finance

基　　金：国家社科基金项目<中国经济转型成本的统计研究>(12CTJ003)

摘　　要：基于1978-2011年中国经济转型成本综合评价指数数据,通过结构突变的单位根检验,本文分析了中国经济转型成本的阶段性转变点;接着,构建时变-Logistic平滑转换自回归模型(TV-LSTAR),分析我国经济转型成本的非线性变化趋势。实证结果表明中国经济转型成本在1996年前后发生了阶段性转变,以1996年为界中国经济转型成本波动可以显著地区分为两个阶段:转型初期的成本下降期、转型中后期的成本上升期。By investigating the history of economic development,we find that whether in developed or newly industrialized countries,the economic development depends on the transition of resource allocation or economic development mode.Based on comprehensive evaluation index data of China's economic transition costs during 1978-2011,and through a structural break unit root test,the paper analyzes the stage-transition point of China's economic transition costs.Then,by build time-varying-Logistic smooth transition autoregressive model(TV-LSTAR),the paper analyzes the nonlinear trends of the China's economic transition costs.The empirical results show that China's economic transition costs have a periodic change in 1996,which divides China's economic transition costs fluctuation into two stages:a period of cost reduction at the beginning of the transition,and a period of cost rising in the middle and late of the transition.

关 键 词：中国经济 经济转型成本 阶段性转变 非线性 转型特征 

分 类 号：F222[经济管理—国民经济]