频带分析方法在我国景气周期波动中的应用

统计研究 ›› 2007, Vol. 24 ›› Issue (10): 57-60.

频带分析方法在我国景气周期波动中的应用

石柱鲜黄红梅吴泰岳

吉林大学商学院

收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2007-10-15 发布日期:2007-10-15

Application of Frequency Band Method on Business Cycle Fluctuation in China

Shi Zhuxian ;Huang Hongmei; Wu Taiyue

Received:1900-01-01 Revised:1900-01-01 Online:2007-10-15 Published:2007-10-15

摘要/Abstract

摘要： 摘　　要:本文介绍了国外最近提出的基于频带分析的景气指标选择方法。本文首先利用带通滤波分离出我国实际GDP增长率的循环要素并把它作为基准指标，然后利用文中介绍的频带分析方法选择一致指标。在选择一致指标时发现，利用频带分析方法选择的固定资产投资指标，在时域上却未被入选。这表明选择指标时频带选择方法比时域选择方法选择范围更广。本文还分别基于频带方法和时域方法构造一致合成指数，这两者都能够较好地拟合GDP增长率的波动情况，但使用频带方法得到的结果略好一些

Abstract: Abstract:This paper introduces a new method to choose cycle index based on frequency band, First, this paper makes use of band-pass filter to separate the cyclical component of GDP growth rate in China, takes it as benchmark index, and then uses frequency band method to choose coincident index, In the process of choosing coincident index, fixed assets investment index is selected in frequency domain but not in time domain, which shows that frequency domain method is more wider than time domain method. When composite index is set up by frequency band method and time domain method, both methods can make goodness of GDP growth rate fluctuation, but frequency band method is better than time domain method.

Key words: Key words:Business cycle fluctuation, Coincident composite index, Frequency band approach

石柱鲜黄红梅吴泰岳. 频带分析方法在我国景气周期波动中的应用[J]. 统计研究, 2007, 24(10): 57-60.

Shi Zhuxian, Huang Hongmei, Wu Taiyue. Application of Frequency Band Method on Business Cycle Fluctuation in China[J]. Statistical Research, 2007, 24(10): 57-60.