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Markov Shift Method Application

Posted on:2012-08-22Degree:MasterType:Thesis
Country:ChinaCandidate:M M WangFull Text:PDF
GTID:2219330374453548Subject:Applied Mathematics
Abstract/Summary:PDF Full Text Request
The structure change and the cyclical fluctuation are two fundamental modes of the economical movement, the social economy system is precisely realizes the economical stable growth in the structure change and the cyclical fluctuation and the sustained development. The cyclical fluctuation is refers to the market economy activity from the recovery, the expansion, to contract unceasingly to declines the intrinsic change rule which in this redundant process manifests. The structure change is refers to adapt the economical development, three industrial structure layout continual readjustment. But looking from the short-term, this question turned the industrial structure short-term adjustment question as well as the economic output fluctuation question. Under certain engineering factor, an economic system forms certain industrial structure through the specialization and the social division of labor, The economical development leads the industrial structure the change and promotes unceasingly, In the different development phase, presents the different industrial structure correspondingly, and industrial structure's change also has the very tremendous influence to the economic growth.In the economic cycle fluctuation's different period, the economical contraction earlier period as well as the economic expansion later period, easily unbalancedly has the influence to the industry, Therefore these two stages are we carry on the stage which the structural adjustment must grasp with emphasis. Therefore the research, in our country economy fluctuation, the industrial structure to the economical fluctuation's influence is very important. Only then has been clear about between the two's relations, can in the economy stable, in the health developing process, promotion industrial structure optimization and promotion.This article first seeks the more accurate measure method, with studies the industrial structure and our country economic growth and the economical fluctuation in the different cyclical stage relatedness and the degree. Then, through the examination consideration utilization suitable state space model, studies each industry to our country economic growth contribution dynamic tendency and the gradual characteristic.
Keywords/Search Tags:Markov shift model, Periodic fluctuation, Asymmetry, Bayesian method
PDF Full Text Request
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