节点文献
基于时间序列匹配性的GDP数据质量评估研究
The Assessment of GDP Data Quality Based On Time Series Matching
【摘要】 GDP数据质量对宏观经济监测具有基础性作用,以GPD数据质量评估有GDP数据渐进稳定性、GDP和GDP增长率趋势长期趋同性、影响因素不同但数据表现的长期趋势一致性三个基本假设,以基本假设为基础,分别构建GDP和GDP增长率的确定性与随机性时间序列模型,分析1981~2009年中国GDP数据质量,发现中国GDP数据质量总体上较好,同时具有显著的阶段性特点。
【Abstract】 The data quality of GDP is playing an important role in macroeconomic monitoring.There are three basic assumptions including that the GDP data system is asymptotically stable,relative and absolute number have a long term growth convergence and the data has a consistency of the long term trend.The certain and random time series models of GDP and the growth of GDP respectively have been established.After the analysis of China’s GDP data quality from 1981 to 2009 by these models,it is found that the quality is good,and notable periodic features are disclosed.
- 【文献出处】 财经理论与实践 ,The Theory and Practice of Finance and Economics , 编辑部邮箱 ,2012年01期
- 【分类号】F222.33;F224
- 【被引频次】8
- 【下载频次】580