| 关于贸易周期的多维预警——多维指数构建及多维分析方法的应用 |
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| 引用本文： | 郑桂环,赵琳.关于贸易周期的多维预警——多维指数构建及多维分析方法的应用[J].系统科学与数学,2011,31(2). |
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| 作者姓名： | 郑桂环 赵琳 |
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| 作者单位： | 1. 中国人民银行调查统计司,北京,100800
2. 中国科学院数学与系统科学研究院,北京,100190 |
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| 基金项目： | 国家自然科学基金青年基金项目(70903067) |
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| 摘 要： | 基于先行指标体系研究贸易周期,对于探测周期的拐点有重要的作用,进一步对出口、进口周期之间的关系以及出口、进口与经济周期之间的关系进行研究,将可以探测系统的拐点.然而,目前传统的景气分析方法只能针对一个经济周期进行分析,不能同时考虑多个周期的联动关系.而多维周期分析方法能够同时分析多个周期之间的动态关系及其演变过程,从而全面地反应经济周期的运行规律.本文首先对多维周期的分析方法进行了理论上的介绍;其次,运用FHLR方法构建了我国贸易周期的多维一致指数;然后,运用多维方法对贸易周期及其与重要经济变量的关系进行了多维分析,得出了一些重要结论.
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| 关 键 词： | 贸易周期 多维分析 多维指数 |
THE MULTI-DIMENSIONAL ANALYSIS OF CHINESE TRADE CYCLE-THE CONSTRUCTION OF MULTI-DIMENSIONAL INDEX AND THE APPLICATION OF MULTI-DIMENSIONAL ANALYSIS METHOD |
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| ZHENG Guihuan,ZHAO Lin.THE MULTI-DIMENSIONAL ANALYSIS OF CHINESE TRADE CYCLE-THE CONSTRUCTION OF MULTI-DIMENSIONAL INDEX AND THE APPLICATION OF MULTI-DIMENSIONAL ANALYSIS METHOD[J].Journal of Systems Science and Mathematical Sciences,2011,31(2). |
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| Authors: | ZHENG Guihuan ZHAO Lin |
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| Institution: | ZHENG Guihuan Department of Statistics and Analysis.The People's Bank of China,Beijing 100800 ZHAO Lin Academy of Mathematics and Systems Science,Chinese Academy of Sciences,Beijing 100190 |
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| Abstract: | The leading indicators approach can be used to study the trade cycle for probing the turning point.It also has important significance in investigating the relationship between the export cycle and the import cycle as well as the relationship between the trade cycle and the economic cycle.However,the traditional business cycle analysis can only work with a single business cycle,but fail to describe the interaction relationships among number of cycles.The multi-dimensional theory can solve the above problems ... |
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| Keywords: | The trade cycle multi-dimensional analysis multi-dimensional index |
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