中国区域经济周期收敛特征研究  

Chinese Regional Business Cycles Convergence Characteristics

作　　者：朱建平[1,2,3] 陈宇晟 梁振杰 ZHU Jian-ping;CHEN Yu-sheng;LIANG Zhen-jie(School of Economics,Xiamen University,Xiamen 361005,China;School of Management,Xiamen University,Xiamen 361005,China;Data Mining Research Center,Xiamen University,Xiamen 361005,China)

机构地区：[1]厦门大学经济学院统计系,福建厦门361005 [2]厦门大学管理学院,福建厦门361005 [3]厦门大学数据挖掘研究中心,福建厦门361005

出　　处：《数理统计与管理》2021年第5期859-873,共15页Journal of Applied Statistics and Management

摘　　要：本文从波动维度出发,基于中国大陆30个省区2000年到2018年9月季度GDP数据,通过加权标准差与WMP检验分析了中国省区与地区经济周期的收敛显著水平及其动态变化特征;使用区制转移模型考察了经济周期收敛的阶段性特征;最后使用波动贡献率指数分析了东中西地区经济冲击的关键来源省区。研究结果表明,中国省区间经济周期包含了发散与收敛并存,逐步收敛与急速发散三个阶段,呈现先收敛后发散的U型变化特征;同时,收敛的阶段性特征经济周期时间维度上的阶段息息相关,在考察时期内,这种关联性逐渐由收敛先行转为二者同步变化;三个阶段的发散与收敛均是显著的,且具有较强的非对称性;经济周期波动并没有固定的主要来源,波动最高的区域随时间变化而变化,东中西地区内部波动的显著变化呈现频率递减而幅度递增的趋势,地区间的波动发散特征显著,并没有全局收敛的证据;大部分的经济周期发散现象来源于少数省区的大幅度波动与阶段错位。From the volatility dimension,this paper dynamically analyzed the significant level of convergence among Chinese provinces5 and regions,business cycles based on the weighted standard deviation and WMP test using the quarterly GDP data of 30 provinces in China from 2000 to September 2018.Then with the regimes transforming model,we examined the phase characteristics of business cycles convergence;Finally,using the volatility contribution rate index,we analyzed the key sources of economic shocks in the East,Central and West regions.The results of the provincial study showed that the Chinese provincial economic cycle contains three stages in the sample period:Both divergence and convergence,the gradual convergence and rapid divergence,showing the characteristics of the U-type changing.At the same time,the phases of the convergence is closely related with the periodic characteristics of the business cycles.During the sample period,this correlation gradually turns from convergence ahead to synchronous;Both the divergence and convergence of the three stages are significant and have strong asymmetry;Economic cycle fluctuations do not have a fixed main source,and the areas with the highest fluctuations change with time.The significant changes in the three regions5 internal fluctuations showed a trend of decreasing frequency and increasing amplitude.There is significant divergence between regions and no evidence of global convergence;Most of the business cycle fluctuation divergence comes from a small number of provinces’great fluctuation and phase dislocation.

关 键 词：区域经济 周期收敛 阶段性特征 标准差检验 

分 类 号：F061.5[经济管理—政治经济学] O212[理学—概率论与数理统计]