英国工业生产的趋势与周期,1700-1913

Trends and Cycles in British Industrial Production, 1700-1913

Journal of the Royal Statistical Society. Series A: Statistics in Society · 1989
被引 89 · 同刊同年前 10%
ABS 3

中文导读

构建了1700-1913年英国工业生产的新指数,利用卡尔曼滤波的结构时间序列模型分解趋势与周期,并与传统指数比较,讨论对英国经济增长史的意义。

Abstract

A new index of industrial production for Britain for the years 1700 to 1913 is constructed. Using a structural time series model estimated via the Kaiman filter, the index is decomposed into its trend and cycle components. These are then compared with those obtained from using traditionally available indices and the implications for the historiography of British economic growth during the 18th and 19th century are discussed.

经济史宏观经济学时间序列分析工业经济