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中国产出缺口的实时估计及其可靠性研究
id: 2116
Date: 20131014
status: published
Times:
Magazines
2010年第10期,p129-142
Author
郑挺国, 王霞
Content
本文在收集和整理实时数据的基础上,选用六种常用的退势方法对我国1992—2010年季度实时GDP实施了多种形式的产出缺口估计,对产出缺口修正进行分解,并进一步分析了产出缺口实时估计的可靠性。研究表明,不同方法对产出缺口的测度结果存在显著差异,产出缺口修正在实时估计中起重要作用,数据修正效应明显存在,从而反映了近年来我国GDP数据修正频繁和核算方法不断完善的实际情况。更重要的是,研究发现在这些退势方法中,Clark (1987) 不可观测成分模型对产出缺口的测度最为可靠,并可以对我国经济周期阶段进行较好的划分,反映我国宏观经济运行的基本态势,而其他方法的产出缺口估计不可信,尤其是HP滤波。
JEL-Codes
Keywords
产出缺口 实时估计 最终估计 数据修正 可靠性
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