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	中国经济周期条件波动性特征的统计分析; Statistical Analysis on the Conditional Fluctuation Characteristics of Chinese Business Cycle
	曾五一 ; 张立
	2010-03
关键词	经济周期 条件波动性 ARCH族模型 business cycle the conditional fluctuation characteristics autoregressive conditional heteroskedasticity（ARCH） family models
英文摘要	在ARCH族模型动态地刻画了中国经济周期的条件波动性特征的基础上,分析了有关经济变量的波动机制、波动率对经济变量条件均值的影响程度与方向以及经济变量在扩张阶段和紧缩阶段波动力度差异等问题。得出以下主要结论:中国经济周期波动具有条件异方差性、持续性和非对称性的特征;经济的稳定有利于经济产出的持续增长;财政政策具有稳定经济、促进经济产出增长率提高的效应,而且这种效应具有一定的持续性与滞后性;国外需求受国内经济影响较小,具有其自身的发展规律。Based on the ARCH family models, the paper describes the conditional fluctuation characteristics of Chinese business cy cle dynamically, and analyzes the fluctuation mechanisms of the economic variables and the impacts on conditional means which their volatility make, as well as the differences of volatility intensity between the stages of expansion and contraction. The paper draws the main conclusions as follows: Chinese business cycle is characterized with conditional heteroskedasticity, continuity and non- symmetry; the stability of economic promotes the g rowth rate of economic output; financial policy has the positive ef fects on promoting the growth rate of economic output but this effect has a certain continuity and lagging nature; foreign demand has it s own development law , w hich was less affected by the domestic economy.
语种	中文
出版者	统计与信息论坛编辑部
内容类型	期刊论文
源URL	[http://dspace.xmu.edu.cn/handle/2288/8630]
专题	经济学院－已发表论文
推荐引用方式 GB/T 7714	曾五一,张立. 中国经济周期条件波动性特征的统计分析, Statistical Analysis on the Conditional Fluctuation Characteristics of Chinese Business Cycle[J],2010.
APA	曾五一,&张立.(2010).中国经济周期条件波动性特征的统计分析..
MLA	曾五一,et al."中国经济周期条件波动性特征的统计分析".(2010).

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