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基于HP滤波理论的河南经济预警系统研究

赵科翔

南阳师范学院学报2012,Vol.11Issue(5):15-18,22,5.
南阳师范学院学报2012,Vol.11Issue(5):15-18,22,5.

基于HP滤波理论的河南经济预警系统研究

A Study of the Economic Early Warning System in Henan Province Based on HP Filter Factors

赵科翔1

作者信息

  • 1. 河南财经政法大学经济学院,河南郑州450002
  • 折叠

摘要

Abstract

By adopting methods of co-integration and HP filter factor analyses, this paper attempts a trend decomposition of the annual economic data collected between 1978 and 2009 in Henan Province and further identifies the areas where early warning indicators dwell. In light of the composite index of early warning signal lamp, early warning tests are conducted for the prediction of economic operating conditions in Henan Province. After proof-tests, the early warning tests witness an accuracy of over 90%, testifying to the efficacy of the early warning system.

关键词

经济预警/预警信号灯/HP滤波

Key words

economic early warning system/signal lamp/HP filter factor

分类

管理科学

引用本文复制引用

赵科翔..基于HP滤波理论的河南经济预警系统研究[J].南阳师范学院学报,2012,11(5):15-18,22,5.

基金项目

本文为河南省政府决策研究课题“河南省宏观经济波动分析与经济监测预警构建(A188)”的部分研究成果 ()

南阳师范学院学报

OACHSSCD

1671-6132

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