本文選題：粒子濾波 + 經(jīng)濟(jì)周期��； 參考：《統(tǒng)計(jì)與決策》2014年19期

【摘要】：為了準(zhǔn)確地刻畫中國經(jīng)濟(jì)周期的特征,文章運(yùn)用正則化輔助粒子濾波方法估計(jì)了一個狀態(tài)轉(zhuǎn)移概率具有隨機(jī)時變性的區(qū)制轉(zhuǎn)移狀態(tài)空間模型。研究表明,中國經(jīng)濟(jì)周期具有區(qū)制轉(zhuǎn)移、經(jīng)濟(jì)波動及振幅的非對稱性,并且區(qū)制轉(zhuǎn)移概率具有顯著的隨機(jī)時變性;與非隨機(jī)時變轉(zhuǎn)移概率的模型相比,具有隨機(jī)時變轉(zhuǎn)移概率的模型對經(jīng)濟(jì)增長率的預(yù)測更為準(zhǔn)確。
[Abstract]:In order to accurately depict the characteristics of China ' s economic cycle , this paper estimates a state space model with stochastic time - variability using the regularization - assisted particle filtering method . The study shows that China ' s economic cycle has the asymmetry of zone - system transfer , economic fluctuation and amplitude , and the probability of zone - made transfer has significant stochastic time - variability .

【作者單位】： 鄭州大學(xué)商學(xué)院;華中科技大學(xué)經(jīng)濟(jì)學(xué)院;
【基金】：國家自然科學(xué)基金資助項(xiàng)目(71171090)
【分類號】：F224;F124.8
，

本文編號：1805500