中国经济韧性的时空敛散与异质分化特征——基于马尔科夫区制转移混频动态因子模型的识别  

The Spatiotemporal Convergence and Divergence,Heterogeneous Differentiation Characteristics of Economic Resilience in China:Identification Based on a Markov Switching Mixed-frequency Dynamic Factor Model

作　　者：隋建利[1] 李悦欣 刘金全[1] Sui Jianli;Li Yuexin;Liu Jinquan(School of Business and Management,Jilin University)

机构地区：[1]吉林大学商学与管理学院

出　　处：《管理世界》2024年第3期16-36,73,共22页Journal of Management World

基　　金：国家社会科学基金重大项目“新发展格局下中国经济韧性的形成机理、动态评价与政策协同研究”(基金号:21&ZD073)的资助。

摘　　要：经济韧性是经济抵御外部不确定性冲击,实现经济复苏与可持续发展的能力体现。本文通过抵抗力韧性与恢复力韧性视角,从理论层面深入剖析经济韧性内涵,并构建异质性扩张与收缩的马尔科夫区制转移混频动态因子模型,基于经济扩张与经济收缩视阈,探究中国省际、区域、国家经济韧性的时空敛散及异质分化特征。研究发现:扩张期国家经济抵抗力韧性较低,“量”的恢复力韧性较高,东部地区经济抵抗力韧性不足,中西部地区具备一定“量”的抵抗力韧性,恢复力韧性不足。调整期西部与东北地区经济韧性下降存在时滞。收缩期国家与东部地区经济平稳性凸显,恢复力韧性增强。恢复期国家与东部地区经济扩张态势由降转升,“质”的抵抗力韧性与恢复力韧性提高,中西部与东北地区恢复力韧性未见增加;广东省、山西省、辽宁省和川渝地区对区域经济韧性的贡献突出。第三产业对经济韧性的贡献日益增强,东部地区产业“质”的韧性较高。实体经济对经济韧性起主要作用,技术市场发展初具规模,数字经济抗风险、助复苏优势有所显现,但是尚未成为经济结构的主导。本文的研究对巩固增强中国经济韧性,促进经济韧性的省际、区域协调,实现经济高质量发展与中国式现代化具有参考价值。Economic resilience is the ability of economy to resist impact of external uncertainties and achieve economic recovery and sustainable development.Based on the perspective of resistance resilience and recovery resilience,we deeply analyze the connotation of economic resilience from the theoretical level,and construct a Markov switching mixed-frequency dynamic factor model with heterogeneous expansion and contraction.This model aims to investigate spatiotemporal convergence and divergence,as well as heterogeneous differentiation characteristics of Chinese provincial,regional and national economic resilience through the perspective of economic expansion and economic contraction.We find that:In expansion period,national economic resistance resilience is low,and recovery resilience based on"quantity"is high.The east lacks economy resistance resilience,in contrast,the middle and the west exhibit a certain degree of resistance resilience based on"quantity"but fall short in terms of recovery resilience.In adjustment period,there is a lag in the decline of western and northeastern economic resilience.In contraction period,national and eastern economic stability is prominent,recovery resilience is enhanced as well.In recovery period,national and eastern economic expansion trend have changed from downward to upward,and resistance resilience and recovery resilience based on"quality"has improved,while central,western and northeastern recovery resilience doesn't increase.Guangdong in the east,Shanxi in the middle,Sichuan and Chongqing in the west and Liaoning in the northeast contribute more to regional economic resilience.The contribution of tertiary industry to economic resilience is increasingly strengthening.The"quality"of eastern industry resilience is high,while central,western and northeastern resilience of industrial chain is insufficient.Real economy plays a major role in economic resilience,and the development of technology market has begun to take shape.Digital economy has shown its advantages in countering risks a

关 键 词：经济韧性 时空敛散 异质分化 经济扩张与经济收缩 混频识别 

分 类 号：F124[经济管理—世界经济] F224