中国省际季度GDP强影响性特征的协同效应和共振效应  

The Coordination Effects and Resonance Effects on Strong Influential Features of China's Provincial Quarterly GDP

作　　者：周建[1] 张敏[2] 

机构地区：[1]上海财经大学经济学院 [2]上海海事大学经济管理学院

出　　处：《数量经济技术经济研究》2016年第3期41-58,共18页Journal of Quantitative & Technological Economics

基　　金：国家自然科学基金(71071092);2011年度教育部"新世纪优秀人才支持计划"(NCET-11-0680);上海市浦江人才计划资助(11PJC065)项目的阶段性研究成果

摘　　要：本文首次基于现代前沿的宏观经济统计诊断理论从空间和时间二维角度对我国30个省份季度GDP的强影响性特征的协同效应和共振效应进行了实证分析。主要结论为,我国省际季度GDP存在着明显的强影响性特征。整体上看,在四种空间权重矩阵下样本期内所得到的每个季度的诊断统计量数值都十分接近,且其变动趋势高度一致。我国省际季度GDP强影响性特征呈现明显的多峰型特征。各省份季度GDP强影响性特征存在着显著的空间关联机制和正向协同效应,各省份强影响性特征会显著受到共同因子的正向影响,它们之间存在着显著的共振效应,我国省际季度GDP强影响性特征主要出现在第4季度,而第1季度不显著,第2季度、第3季度弱于第4季度而强于第1季度。The present literatures neglect influences diagnostics for GDP during resear- ches such as economic growth and forecasting. The paper studies on the coordination effects and resonance effects for China＇s 30 provincial quarterly GDP data. The main findings are as following. There exist obviously strong influences, and the features are similar and robust under the four weight matrices. The influences data focus on the years of 2008, 2009, 2011, 2012, 2013, and the year of 2013 is the most. At the same time, the fourth quarter is the most appearing, which is 58.3%. There exist coordination effects and resonance effects for provincial influences, and influences are appearing in the fourth quarter while the first quar- ter is not obvious. Those in the second and the third quarters are more weak than that in the fourth quarter, but more strong than that in the first quarter.

关 键 词：中国省际季度 GDP 强影响性 统计诊断 协同效应 空间面板模型 

分 类 号：F224.0[经济管理—国民经济]