价格贸易条件对经济增长影响的实证研究——基于混频数据马尔科夫区制转移模型  

Research on the Fluctuation of Economic Growth from the Perspective of Net Barter Terms of Trade:Based on A Markov Regime Switching Model

作　　者：王文胜 常晓颖 WANG Wen-sheng;CHANG Xiao-ying(School of Economics,Hangzhou Dianzi University,Hangzhou 310018,China)

机构地区：[1]杭州电子科技大学经济学院,浙江杭州310018

出　　处：《数学的实践与认识》2022年第1期140-147,共8页Mathematics in Practice and Theory

基　　金：国家自然科学基金项目(11671115)。

摘　　要：为研究不同经济增速状态下价格贸易条件对经济增速的影响,基于1994年1月至2018年12月的月度价格贸易条件及1994年1季度至2018年4季度的季度实际GDP增长率的混频数据,建立马尔科夫区制转移模型并进行实证分析.研究结果表明:在经济平稳增长状态,价格贸易条件情况改善对我国经济增速有正向影响.在经济快速增长状态,伴随着价格贸易条件情况恶化,经济增速有所提升,但作用不明显.采用马尔科夫区制转移模型研究我国GDP增长率序列更具合理性.A Markov regime switching model based on mixed frequency data including economic growth rate(quarterly data) and net barter terms of trade(NBTT)(monthly data) is established to study the impact of NBTT on the economic growth.The results show that NBTT had a statistically significant positive impact on the economic growth of China when the economic growth rate had a lower level.When the economic growth rate had a higher level,NBTT had a negative impact on the economic growth although the coefficients were not statistically significant.It is more reasonable to use the Markov regime switching model to study economic growth rate.

关 键 词：价格贸易条件 经济增长 马尔科夫区制转移模型 混频数据 

分 类 号：F224[经济管理—国民经济] F752.6F124