中美经济波动同步性及贸易驱动效应研究

发布时间：2018-05-30 18:38

本文选题：经济周期波动 + 同步性　；参考：《统计与决策》2014年12期

【摘要】：文章分别在中周期和短周期视角下,通过测算中国和美国GDP增长率的滚动相关系数研究中美经济同步性特征。在中周期视角下,我国与美国的经济周期波动在21世纪后表现出持续显著的同步性特征,通过可变参数模型求解FR方程,认为中美双边贸易强度的增加导致了两国经济同步性的提高。但基于短周期视角,发现中美经济周期波动同步性并不稳定,来自中国经济自身的特殊冲击会导致两国经济短期内出现反向波动。当前,在美国经济增速放缓的外部冲击下,我国经济增速出现同步下滑,但只要我国仍然采取适度宽松的经济政策拉动内需,我国经济仍然可能实现平稳健康增长。
[Abstract]:In this paper, the characteristics of economic synchronism between China and the United States are studied by measuring the rolling correlation coefficient of GDP growth rate between China and the United States from the perspective of medium period and short period. From the perspective of mid-cycle, the business cycle fluctuations between China and the United States show a continuous and significant synchronism after the 21st century. The FR equation is solved by variable parameter model. It is believed that the increase of bilateral trade between China and the United States leads to the economic synchronism between the two countries. However, based on the short cycle perspective, it is found that the synchronism of the Chinese and American economic cycles is not stable, and the special shocks from the Chinese economy itself will lead to reverse fluctuations in the short term between the two economies. At present, under the external impact of the slowdown of American economic growth, China's economic growth rate has declined synchronously, but as long as China still adopts moderately loose economic policies to stimulate domestic demand, China's economy may still achieve steady and healthy growth.
【作者单位】：吉林大学数量经济研究中心;东北财经大学数学与数量经济学院;
【基金】：国家社科基金重大招标项目(10zd&010) 教育部人文社会科学青年基金项目(12YJC790184)
【分类号】：F171.2;F124;F752.7;F224

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