基于混频MF-VAR模型的中国海洋经济增长研究

发布时间：2018-05-27 18:50

本文选题：海洋经济 + MF-VAR模型　；参考：《资源科学》2016年10期

【摘要】：由于中国海洋经济相关指标月度数据和季度数据未定期公布,所以以年度低频海洋经济样本数据进行分析时会因样本数据过短而结果不精确。本文构建了海洋经济增长混频MF-VAR模型,根据2005-2013年中国海洋经济增长实时数据对模型进行最优选取和参数估计,与基准模型进行测度对比,探索混频数据模型在海洋经济领域的应用。研究结果表明:(1)MF-VAR模型在测度中国海洋经济增长方面误差相对较小,且多变量MF-VAR模型拟合效果优于GOP与CIFA、GOP与VFH的单变量MF-VAR模型,说明海洋经济的周期波动受到各方面因素的影响,仅是影响程度大小不同;(2)相对于基准模型,MF-VAR模型在短期预测方面具有精准性的比较优势,随着预测步数的增加,估计和预测精度下降;(3)不论是单变量还是多变量MF-VAR模型,估计和预测的MSE均低于对应同频数据基准模型,因此混频数据模型不仅可以解决样本长度较短的问题,而且在提取海洋经济高频数据信息方面具有显著优势,可提高海洋经济分析的准确度和及时性。
[Abstract]:Because the monthly and quarterly data of China's marine economic indicators are not published regularly, the analysis of the annual low-frequency marine economic sample data will be inaccurate because the sample data is too short. In this paper, the mixed MF-VAR model of marine economic growth is constructed, and the optimal selection and parameter estimation of the model are carried out according to the real time data of China's marine economic growth from 2005 to 2013, and compared with the benchmark model. To explore the application of mixing data model in marine economy. The results show that the MF-VAR model has a relatively small error in measuring the growth of marine economy in China, and the fitting effect of the multivariate MF-VAR model is better than that of the univariate MF-VAR model of GOP and CIFA GOP and VFH, indicating that the periodic fluctuations of the marine economy are affected by various factors. Compared with the benchmark model, MF-VAR model has a comparative advantage of accuracy in short-term prediction. With the increase of prediction steps, the accuracy of estimation and prediction decreases with the increase of the number of prediction steps) whether it is a single variable or a multivariable MF-VAR model. The estimated and predicted MSE are lower than the corresponding data reference model, so the mixed data model can not only solve the problem of short sample length, but also have a significant advantage in extracting the high-frequency data information of marine economy. It can improve the accuracy and timeliness of marine economic analysis.
【作者单位】：中国海洋大学经济学院;中国海洋大学海洋与大气学院;
【基金】：国家社会科学基金重大项目(14ZDB151) 国家海洋公益项目(201405029-1) 教育部哲学社会科学发展报告培育项目(13JBGP005)
【分类号】：P74;F224

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