我国总产出的动态特征研究——基于最小拉格朗日乘数单位根检验的实证分析被引量：13

The Stationarity of Chinese Outputs:Evidence from Minimum LM Unit-root Testing

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摘要本文采用最新的结构断点最小拉格朗日乘数单位根检验，对我国1952～2004年间总产出的动态特征进行了研究，结果发现所有总量都是围绕着一个或两个结构断点的分段趋势平稳的。总产出服从分段趋势平稳过程的结论，对宏观经济运行预测、政策主导下的长期经济发展战略和短期经济稳定措施是否有效，以及总产出与其他总量间因果关系的研究具有重要启示。 This paper applies minimum multiple LM unit-root testing to Chi- nese output over the period of 1952-2004. It is found that all series can be more accurately characterized as a segmented-trend-stationary process around one or two structural breaks as opposed to a stochastic unit root process with breaks. The conclusions have important implications for policy-makers to formulate economic forecasts, long-term growth strategy and short-run stabilization policies as well as causality analysis among series.

作者梁琪滕建州

机构地区南开大学经济学院东北师范大学数学与统计学院

出处《数量经济技术经济研究》 CSSCI 北大核心 2006年第6期55-61,共7页 Journal of Quantitative & Technological Economics

关键词总产出结构断点最小LM单位根检验分段趋势平稳 Gross Output Multiple Breakpoints Minimum LM Unit-root Test Segmented-trend-stationary

分类号 F224.0 [经济管理—国民经济]

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参考文献13

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