本文選題：季度GDP　切入點：趨勢周期分解　出處：《暨南大學》2017年碩士論文　論文類型：學位論文

【摘要】：我國經(jīng)濟發(fā)展逐步進入新常態(tài),國內(nèi)和國際環(huán)境變得更復雜,對我國經(jīng)濟的運行規(guī)律的研究顯得尤為重要。本文首先總結(jié)了經(jīng)濟周期分解模型和產(chǎn)出缺口價格效應(yīng)的相關(guān)文獻,以及簡略地歸納了經(jīng)濟周期理論的發(fā)展歷史。在趨勢周期分解模型中,注意到彈性傅立葉形式所具備的優(yōu)點,本文使用了在URUC模型的基礎(chǔ)上對趨勢項加入了彈性傅立葉形式的FFF-UC對我國從1997Q1到2016Q3的GDP進行了趨勢周期分解,并通過分別分析URUC和FFF-UC模型產(chǎn)出缺口的轉(zhuǎn)折點和產(chǎn)出缺口對通貨膨脹的預(yù)測能力,發(fā)現(xiàn)FFF-UC模型對于我國季度GDP的趨勢周期分解具有一定的優(yōu)勢,所以本文選取了FFF-UC模型對我國GDP進行趨勢周期分解。產(chǎn)出缺口的價格效應(yīng)是指研究經(jīng)濟增長和物價穩(wěn)定兩大經(jīng)濟目標的關(guān)系,本文使用了FFF-UC模型分解得到的產(chǎn)出缺口,利用Gordon模型分別研究我國消費品和資本品的產(chǎn)出缺口效應(yīng)。本文的研究發(fā)現(xiàn):(1)在樣本期間內(nèi),我國經(jīng)歷了九個經(jīng)濟周期,經(jīng)濟波動頻繁,但從2010年以來周期波動的幅度有所減緩;從2016年第一季度開始處于經(jīng)濟周期的下行階段。(2)消費品和資本品價格都具有正向的價格慣性。對于供給沖擊方面的因素,相對于消費品價格來說,資本品價格對原油價格的變化更為敏感。產(chǎn)出缺口對消費品和資本品的價格效應(yīng)存在一定的差異,從綜合來看,資本品的價格對產(chǎn)出缺口更敏感。
[Abstract]:China's economic development has gradually entered the new normal, and the domestic and international environment has become more complex, so it is particularly important to study the law of economic operation in China. Firstly, this paper summarizes the economic cycle decomposition model and the relevant literature on the effect of output gap price. And briefly summarizes the history of the development of the business cycle theory. In the trend cycle decomposition model, the advantages of the elastic Fourier form are noted, In this paper, the trend periodic decomposition of GDP from 1997 Q1 to 2016Q3 in China is carried out by using the FFF-UC with elastic Fourier form on the basis of URUC model. By analyzing the turning point of output gap in URUC and FFF-UC models and the predictive ability of output gap to inflation, it is found that FFF-UC model has some advantages for the trend cycle decomposition of quarterly GDP in China. Therefore, this paper selects the FFF-UC model to decompose the trend cycle of GDP in China. The price effect of output gap is to study the relationship between economic growth and price stability. This paper uses the FFF-UC model to decompose the output gap. The Gordon model is used to study the output gap effect of consumer goods and capital goods in China. Since 2010, however, the range of cyclical fluctuations has slowed; since in the first quarter of 2016, the price of both consumer goods and capital goods has been in the downward phase of the economic cycle, and prices of both consumer goods and capital goods have positive price inertia. Compared with the price of consumer goods, the price of capital goods is more sensitive to the change of crude oil price, and the output gap has some difference on the price effect of consumer goods and capital goods, and the price of capital goods is more sensitive to the output gap.
【學位授予單位】：暨南大學
【學位級別】：碩士
【學位授予年份】：2017
【分類號】：F124.8

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