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Economic Cycle Analysis Of Characteristics Of The Fluctuation Of The Model Building And Applied Research

Posted on:2013-05-09Degree:MasterType:Thesis
Country:ChinaCandidate:Z P ShanFull Text:PDF
GTID:2249330395970969Subject:Applied Mathematics
Abstract/Summary:PDF Full Text Request
Economic cycle fluctuation question has been the focus of the academic circle economy, economists not only proposes a lot of interpretation economic cycle of fluctuation in reason and nature of the classical theory, also trying to quantitatively measure economic cycle waves, and to explore the characteristics and laws. Economic cycle theory research of the economic cycle formation and its conduction mechanism, and the answers to these questions will eventually as the theoretical basis of the economic policies.This paper in the absorption and at home and abroad in recent years relevant economic cycle research foundation, through the qualitative research and the method of combining quantitative research on our country’s economic cycle fluctuations and analyze the characteristics of the province. First of all, this paper use Eviews6.0software since the founding of the main economic variables in the time series unit root test, analysis of China’s economic growth trend of random characteristics. Based on the pulse response function ARMA model we measure method to our country the output data carried on the real diagnosis analysis get:the impact of reform and opening up in China to the output of the before and after all the influence of with persistence. Second, using c-d production function based on regression analysis and logarithm type Granger causality test that in1953-2007GDPR SIR and the correlation between the highest, about0.98; In every industry between, SIR and TIR the correlation between the supreme, is about0.78. Third, based on the finite difference method, BP filtering method and HP filtering method of China’s economic cycle stages division and use the volatility of the zou mutations inspection to point to China’s economic cycle fluctuations on the characteristics of the stability test that the economic fluctuation before reform and opening up by the "dramatic" after the reform and opening to the "gentle" change, our country economy the ability to resist risk in gradually strengthened. Reform and opening up in China’s economic cycle before and after the basic characteristics of the fluctuation of the structural changes happened,1978is the structure point mutations. The fourth, from regional, provincial economic Angle examines the characteristics of China’s economic cycle fluctuations, through the variance decomposition of dynamic factors analysis technology of China’s provinces macro economic fluctuations, explore the economic features of each province and dynamic factors influence the relationship between. Through the provincial macro economic data empirical and inspection of the model and method is scientific and reasonable.
Keywords/Search Tags:economic cycle fluctuation, the unit root test, zou pointmutations inspection, dynamic factors, variance decomposition
PDF Full Text Request
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