1889-1984年个体生产序列的周期行为

The Cyclical Behavior of Individual Production Series, 1889-1984

Quarterly Journal of Economics · 1991
被引 70
人大 A+FT50ABS 4*

中文导读

利用38个年度个体生产序列(1889-1984年)的波动性、持续性和联动性统计,分析不同时期商品生产波动的规模、来源和相关性,并讨论其对总体经济行为的影响。

Abstract

This paper uses simple summary statistics to analyze the volatility, persistence, and comovement of 38 annual individual production series for the period 1889–1984. It seeks to identify the size, source, and correlation of fluctuations in the production of specific commodities within various sample periods and to analyze possible changes in these characteristics over time. The paper also discusses the implications of the behavior of individual production series for the behavior of the aggregate economy within the prewar, interwar, and postwar eras.

生产序列波动经济周期商品生产时间序列分析