基于时间序列匹配性的GDP数据质量评估研究
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引用本文:李庭辉,薛丽娜.基于时间序列匹配性的GDP数据质量评估研究[J].财经理论与实践,2012,(1):119-123
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作者单位
李庭辉,薛丽娜 (1. 湖南大学 金融与统计学院湖南 长沙4100792. 湖南第一师范学院 经济管理系湖南 长沙410205) 
中文摘要: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。
中文关键词:匹配性  GDP数据质量  评估
 
The Assessment of GDP Data Quality Based On Time Series Matching
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.
keywords:Consistency  GDP data quality  Assessment
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