关键词: 省际GDP, 强影响性, 空间效应, 形成机制, Cook距离

Abstract: This paper uses the latest diagnostic theory for macroeconomic data and spatial panel data models, has an empirical analysis on influence diagnostics of China’s provincial GDP, which contain the data of 30 provinces from 1999 to 2011, and further takes the Beveridge-Nelson decomposition to explore its formation mechanism. The main results are: China’s provincial GDP have significant spatial effect and influential observations, and the sample of every year has different impact on the whole sample. Meanwhile, influential observations of China’s provincial GDP have significant formation mechanism, the stochastic component is the main source and cycle component also plays an important part. The above results have very important policy implications, and further give practical reference for government to smooth fluctuations in economy and improve macroeconomic policy-making to achieve stable and rapid growth.

Key words: Provincial GDP, Influence Diagnostics, Spatial Effect, Formation Mechanism, Cook’s Distance