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Analysis And Forecast GDP Of Our Country

Posted on:2007-12-23Degree:MasterType:Thesis
Country:ChinaCandidate:Y P XuFull Text:PDF
GTID:2189360185484054Subject:Applied Mathematics
Abstract/Summary:PDF Full Text Request
In the process of economic development, GDP is an important factor for a country. Gross Domestic Product is the products for a country or an area in a period, for example, a year., and it is the best index for the economic of a country. Gross Domestic Product can be decided into four parts: consume investment consume of government and export.This article will analysis and forecast GDP from three aspects. The first, find the rules in the inner from revealing the rule of GDP itself; The second, find some important factors which can affect the increasing of GDP, and reveal the relationship of themselves. And the last, from finding new profession ,for example, stock, reveal the affect to GDP.In the first character, introduce some important achievements and the method which the author use. In the second character, reveal the rules of GDP itself, and reveal the important affect of the reform opening to GDP. build the model AR(P),And use the FPE rule : FPE=(N+p)/(N-p)σ_n~2,we can obtain p when FPE isthe minimum .which σ_n~2 = E(ε_t~2). And forecast the GDP from the year2000 to 2004, and compare it with the practicality. In the thirdcharacter, use the cointegration theory to reveal the relationshipbetween GDP and export, import, investment, talent. First , reveal why we use the four variability (Export, Import, Investment and talent) formrelation figure. The second ,reveal the cointegration of the five variabilityfrom unit root examination and Johansen examination which exam many variability.The third, use Error Correction Model (ECM):to obtain the relation of the five variability, and the last , forest the GDP of the year 2004 to 2005 ,and compare it with the practicality. In the forth character, describe the affect of stock to increasing...
Keywords/Search Tags:the Time Series, GDP, Cointegration, Granger
PDF Full Text Request
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