金融研究
金融研究
금융연구
Journal of Financial Research
2012年
2期
1~17
,共null页
经济周期 NBER 预测
經濟週期 NBER 預測
경제주기 NBER 예측
Business cycles; NBER; Economic forecast
本文考察了自20世纪50年代以来计量经济学在经济周期研究方面近四十年的发展历程。文章指出,随着时序统计方法的引人和推广,传统的NBER经济周期分析方法与H—CC(Haavelmo—Cowles Commission)方法逐步融合,并成为经济周期研究的主要手段。鉴于计量模型在预测经济衰退时表现仍欠佳,文章对这种融合从方法论上做了批判性的评价。
本文攷察瞭自20世紀50年代以來計量經濟學在經濟週期研究方麵近四十年的髮展歷程。文章指齣,隨著時序統計方法的引人和推廣,傳統的NBER經濟週期分析方法與H—CC(Haavelmo—Cowles Commission)方法逐步融閤,併成為經濟週期研究的主要手段。鑒于計量模型在預測經濟衰退時錶現仍欠佳,文章對這種融閤從方法論上做瞭批判性的評價。
본문고찰료자20세기50년대이래계량경제학재경제주기연구방면근사십년적발전역정。문장지출,수착시서통계방법적인인화추엄,전통적NBER경제주기분석방법여H—CC(Haavelmo—Cowles Commission)방법축보융합,병성위경제주기연구적주요수단。감우계량모형재예측경제쇠퇴시표현잉흠가,문장대저충융합종방법론상주료비판성적평개。
This study examines the evolution of econometric research in business cycle analysis mainly during the 1960 -90 periods. It shows how the research was dominated by an assimilation of the tradition of NBER business cycle analysis by the Haavelmo - Cowles Commission approach, catalyzed by time - series statistical methods. Methodological consequences of the assimilation are critically evaluated in light of the meagre achievement of the research in predicting the current global recession.