中国物流产业与经济增长的协同性——基于Markov区制转移模型  

Synchronization of Logistic Industry Development and Economic Growth in China:Based on Markov Regime Switching Model

作　　者：尚华 杨文光 韩元良 SHANG Hua;YANG Wen-guang;HAN Yuan-liang(College of Science,North China Institute of Science and Technology,Sanhe 065201,China)

机构地区：[1]华北科技学院理学院,河北三河065201

出　　处：《数学的实践与认识》2021年第18期67-74,共8页Mathematics in Practice and Theory

基　　金：国家自然科学基金(11801173);中央高校基本科研业务费(3142020023);华北科技学院概率论与数理统计校级重点学科资助项目(06DV09)。

摘　　要：利用1991-2019年中国物流产业和国内生产总值的年度数据,基于"二区制"马尔科夫区制转移模型,研究了物流产业和经济增长的动态转变过程,识别和划分了中国物流产业和经济增长的阶段,并分析了两者在不同阶段的协同性.结果表明,物流产业和经济增长均具有高速增长期和低速增长期两个区制转移特征;物流产业在高速增长期的波动性明显高于经济增长,而在低速增长期的波动性和经济增长的相当;物流产业和经济增长具有动态协同性.This paper studies the dynamic process of logistic industry and economic growth based on the "two-regimes" Markov-switching autoregression model,and identifies and divides the two stages of logistic industry and economic growth,and analyzes the synchronization between the two in different stages using the annual data of China’s logistics industry and GDP from 1991 to 2019.The results show that the logistics industry and economic growth both have two switching regimes:a period of high-speed growth and a period of low-speed growth;the volatility of the logistics industry in the period of high-speed growth is significantly higher than that of economic growth,while in the period of low-speed growth the volatility is Equivalent;The logistics industry and economic growth are dynamically synchronized.

关 键 词：物流产业 经济增长 协同性 MS-AR模型 

分 类 号：F259.2[经济管理—国民经济] F224F124