经济周期波动的监测与预警系统

发布时间：2018-11-03 09:00

【摘要】： 众所周知，经济并非直线式地稳步增长，而是在周期波动中渐升，即在扩张和收缩或在繁荣和萧条的交替中发展。经济波动剧烈或萧条严重时，出现危机，给社会经济带来严重的损失，甚至巨大灾难。经济周期波动监测预警是指围绕经济循环波动这一特定经济现象所展开的一整套经济监测、经济评价、经济预测和政策选择的理论和方法体系。本论文正是以此出发，在第一章中讨论了经济增长与经济波动之间的关系，阐明了经济周期的涵义，并介绍了解释经济周期发生原因的各种理论；同时着重说明了我国经济周期波动的轨迹、特征及产生原因；论述了我国地区经济周期波动的特征和原因。本论文的第二章介绍了作为时差关系参照系的基准循环的确定方法，构造了经济周期波动的监测预警指标体系，阐明了先行、同步、滞后指标的划分标准和扩散指数的编制方法、扩散指数的作用以及扩散指数与总量波动的关系；讨论了合成指数的编制方法。第三章介绍了灰色系统理论中灰色关联分析的方法，并将该方法应用到指标时差分析中；阐明了灰色系统理论中灰色波形预测的方法，并将该方法应用到经济循环指数预测中。第四章介绍了预警信号系统的设计方法，并确定了各指标的预警界限。第五章说明了经济周期波动监测预警计算机软件系统的总体设计思想，详细地介绍了各子系统的功能。最后，在第六章中把建立的经济周期波动监测预警系统应用于1998年—2001年我国宏观经济监测分析，进行了实证研究。本文的主要创新点可以概括为以下几个方面： (1) 将灰色关联分析方法引入经济波动监测预警研究，，得到了一套较为科学、合理的经济波动监测预警指标体系。 (2) 成功地将灰色系统的波形预测方法运用到经济循环指数预测中，得到了与实际经济波动高度吻合的结果。 (3) 建立了经济周期波动预警信号系统，在此基础上确定了各指标的预警界限。研制了经济周波动监测预警计算机系统，并对其功能，工作流程，总体设计思想以及相应的设备配置作了较详尽的说明。 (4) 将已建立的经济周期波动监测预警系统应用于1998年—2001年我国宏观经济监测分析，进行实证研究。一方面，通过景气指数系统监测经济波动情况：另一方面，通过预警信号系统预告经济运行形势，取得了有实际应用价值的成果。
[Abstract]:It is well known that the economy does not grow steadily in a straight line, but rises in cyclical fluctuations, that is, in expansion and contraction or in the alternations of booms and depressions. When the economic fluctuation or depression is severe, the crisis will bring serious loss to the social economy, even great disaster. Economic cycle fluctuation monitoring and warning refers to a set of theories and methods of economic monitoring, economic evaluation, economic prediction and policy choice around the specific economic phenomenon of economic cycle fluctuation. The first chapter discusses the relationship between economic growth and economic fluctuation, clarifies the meaning of economic cycle, and introduces various theories to explain the cause of economic cycle. At the same time, the track, characteristics and causes of the economic cycle fluctuation in China are emphatically explained, and the characteristics and reasons of the regional economic cycle fluctuation in China are discussed. The second chapter of this paper introduces the method of determining the reference cycle as the reference frame of the time-difference relation, constructs the index system of monitoring and warning of the economic cycle fluctuation, and clarifies the leading, synchronization, and so on. The classification standard of lag index and the compilation method of diffusion index, the function of diffusion index and the relation between diffusion index and total fluctuation; The method of compiling synthetic index is discussed. In the third chapter, the grey correlation analysis method in grey system theory is introduced, and the method is applied to the analysis of index time difference, and the grey waveform prediction method in grey system theory is expounded, and the method is applied to the prediction of economic cycle index. In chapter 4, the design method of early warning signal system is introduced, and the early warning limits of each index are determined. The fifth chapter explains the general design idea of the computer software system of economic cycle fluctuation monitoring and warning, and introduces the functions of each subsystem in detail. Finally, in the sixth chapter, the economic cycle fluctuation monitoring and warning system is applied to the macro-economic monitoring and analysis of China from 1998 to 2001, and an empirical study is carried out. The main innovations of this paper can be summarized as follows: (1) introducing the grey correlation analysis method into the study of economic fluctuation monitoring and early warning, a set of relatively scientific, Reasonable economic fluctuation monitoring and early warning index system. (2) the grey system waveform prediction method is successfully applied to the prediction of economic cycle index, and the result is in good agreement with the actual economic fluctuation. (3) the early warning signal system of economic cycle fluctuation is established, and the early warning limit of each index is determined. A computer system for monitoring and warning of economic weekly fluctuation is developed, and its function, workflow, general design idea and the corresponding equipment configuration are explained in detail. (4) the established monitoring and warning system of economic cycle fluctuation is applied to the macro-economic monitoring and analysis of China from 1998 to 2001, and the empirical research is carried out. On the one hand, the economic fluctuation is monitored by the boom index system; on the other hand, the early warning signal system is used to predict the economic running situation, and the results of practical application are obtained.
【学位授予单位】：南京航空航天大学
【学位级别】：硕士
【学位授予年份】：2003
【分类号】：F01

【引证文献】