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Statistical Analysis Of Business Cycle In Our Country

Posted on:2005-07-04Degree:MasterType:Thesis
Country:ChinaCandidate:Z W LvFull Text:PDF
GTID:2156360125458840Subject:Statistics
Abstract/Summary:PDF Full Text Request
Economic fluctuation is the phenomena of upper and lower fluctuations appearing repeatedly in the national economical operation , it is an important part in macroeconomics to the research of economic fluctuation, as the important part of the research on the economics of western, the research of business cycle has already had a history of more than 100 years, various kinds of the theory about business cycle which were based on explanation and descriptive statistics about business cycle was developed. Studying the foreign theory of business cycle, serious research are made in practice, and we should be familiar with and grasp the mechanism and law of its change, according to the actual conditions of our country, draw lessons from and develop the theory of foreign business cycle, study the characteristic and law of the economic fluctuation of our country, and serve for the socialist economic construction of our country.Because business cycle of foreign countries has a long history, economic fluctuation of different period have its era characteristic, this text has systematically reviewed the important theory of business cycle abroad according to the order of time, from three aspects, that is the attitude and view of the phenomenon to economic fluctuation of socialism, empirical research on business cycle and the reason and mechanism of business cycle, this paper has explained the state in the research on business cycle of our country in detail, according to the actual fluctuation situation of the gross domestic product of our country, and this text probes into characteristic of business cycle of our country, carries out comparative research on business cycle by the watershed of china's reform, and utilizes the spectral analysis to analyze the gross domestic product of our country, find out the latent cycle in business cycle of our country, at last this paper has set up the econometrics model of trigonometric function to measure the economic fluctuation of our country.As is known to all that endogenous factors and exogenous factors act on together to any economic fluctuation, China's economic fluctuation is affected by economy inherent conduction mechanism and external shock together, and we can follow the analytical frame of the inherent conduction mechanism and external shock mechanism. From different angle this text finds and classifies the factors which influence the business cycle of our country, research is made on the inherent conductionmechanism, such as multiplier-acceleration model, industrial relation and upper limit-lower limit mechanism, which influence business cycle, this paper has explained in detail four kinds of the external shock mechanism which influence business cycle of our country, and adopts vector autoregression model to systematically analyze economic fluctuation mechanism of our country, specially study the effect which economic fluctuation abroad affects the economic fluctuation of our country, and draws the conclusion that American economic development is the important reason that affects the economic of our country, this paper also adopts the method of variance analysis in vector autoregression model, draws the conclusion that the inherent conduction mechanism and investment in fixed assets are the main factors that influence economic fluctuation of our country, according to the actual conditions of economic fluctuation of our country, this text puts forward the corresponding countermeasure of macroscopic and microcosmic.
Keywords/Search Tags:Business cycle, Spectral analysis, Multiplier-acceleration model, Vector autoregression model, Monetary policy
PDF Full Text Request
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