上海交通大学学报

上海交通大学学报（自然版）

• 管理科学 • 上一篇    下一篇

我国地区经济周期波动的同步化实证分析

杨忠直，李莉   

  1. (上海交通大学 安泰经济与管理学院， 上海 200052)
  • 收稿日期:2009-01-08 修回日期:1900-01-01 出版日期:2010-03-30 发布日期:2010-03-30

Empirical Study on Spectrum Analysis of Business Cycle Synchronization in Chinese Regions

YANG Zhongzhi，LI Li   

  1. (Antai College of Economic and Management, Shanghai Jiaotong University, Shanghai 200052, China)
  • Received:2009-01-08 Revised:1900-01-01 Online:2010-03-30 Published:2010-03-30

摘要： 采用我国6个经济划分区1952~2004年度GDP数据，通过频域方法分析了我国地区经济周期波动的同步化趋势.根据非线性过程——锁相理论，运用Granger因果关系检验、脉冲反应函数以及方差分解等证明了我国地区经济波动之间发生锁相的必要条件.结果表明，我国地区经济周期的同步化程度十分显著，相关程度达到0.786，造成这种现象的主要原因在于我国地区经济波动之间具有非线性锁相发生的必要条件，即其具有锁相机制.

关键词: 经济周期, 波动同步化, 谱分析

Abstract: The business cycle synchronization in Chinese six regions was discussed by using techniques in frequency domain with natural logarithm of annual GDP data over period 1952-2004. Several researchers proposed that regional business cycles synchronize due to a nonlinear “phaselocking” process and one can test the necessary condition for phaselock to support the phaselocking hypothesis. According to this theory, empirical evidence to support the necessary conditions for phaselocking in Chinese regional business fluctuations was presented by use of Granger causality tests, Vector autoregressive(VAR) impulse response functions, variance decompositions and tests for nonlinearities. The results suggest that regional business cycle synchronization may be due to a nonlinear phaselocking progress.

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