统计研究 ›› 2005, Vol. 22 ›› Issue (8): 38-6.

• 论文 • 上一篇    下一篇

我国经济周期波动性与阶段性之间关联的非对称性检验——Plucking模型对中国经济的实证研究

刘金全; 刘志刚; 于冬   

  1. 吉林大学
  • 收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2005-08-15 发布日期:2005-08-15

  • Received:1900-01-01 Revised:1900-01-01 Online:2005-08-15 Published:2005-08-15

关键词: 经济周期, 区制转移, 状态空间模型

Abstract: In this paper we used the Plucking model to test the asymmetric patterns in China s business cycle. We find the evidences that there is a significant plucking effect in output growth. The negative shock to output is not able to influence the growth trend in long run. The growth could return to its trend more quickly after the economy recoveries from the contracting phase in business cycle. These empirical findings suggest that the macroeconomic control has play the roles of stabilizing economy, and the abilities of keeping rapid and stable growth have been enforced.