经济管理
經濟管理
경제관리
Economic Management Journal(EMJ)
2014年
11期
113~123
,共null页
旅游经济周期 旅游经济增长 非线性MS(M)-AR(p)模型 非线性预测
旅遊經濟週期 旅遊經濟增長 非線性MS(M)-AR(p)模型 非線性預測
여유경제주기 여유경제증장 비선성MS(M)-AR(p)모형 비선성예측
tourism economic cycle ; tourism economic growth ; nonlinear MS ( M ) - AR (p) model ; nonlinear forecast
本文基于国内和国际旅游收入增长率年度数据,利用非线性MS(M)-AR(p)模型,刻画中国旅游经济周期多阶段性的复杂动态变迁过程,并对未来三年内中国旅游经济增长的可能走势及其所处区制进行预测。结论表明:(1)中国旅游经济周期处于“中速增长区制”的可能性最大、持续性最强,处于“快速增长区制”的可能性最小、持续性最弱,处于“低速增长区制”的可能性居中、持续性也居中;(2)国内旅游经济在2000--2003年、2008--2010年处于“低速增长区制”,在2004年、2011年处于“快速增长区制”,在1996--1999年、2005--2007年、2012--2013年处于“中速增长区制”;(3)国际旅游经济在1989--1990年、2002--2003年、2008--2013年处于“低速增长区制”,在1991—1995年、2004年处于“快速增长区制”,在1982--1988年、1996--2001年、2005—2007年处于“中速增长区制”;(4)国内旅游经济增长率将在2014年达到17.10%,在2015年攀升至17.80%,在2016年提高到18.06%。在未来三年,虽然国内旅游经济增长率仍将维系在“中速增长区制”中,但却呈现出由“中速增长区制”向“低速增长区制”变迁的征候;(5)国际旅游经济增长率将在2014年达到11.99%,在2015年上升至13.96%,在2016年上浮至15.98%。在未来三年,尽管国际旅游经济增长率表现出由“低速增长区制”向“中速增长区制”和“快速增长区制”变迁的征兆,但仍将在“低速增长区制”中徘徊。
本文基于國內和國際旅遊收入增長率年度數據,利用非線性MS(M)-AR(p)模型,刻畫中國旅遊經濟週期多階段性的複雜動態變遷過程,併對未來三年內中國旅遊經濟增長的可能走勢及其所處區製進行預測。結論錶明:(1)中國旅遊經濟週期處于“中速增長區製”的可能性最大、持續性最彊,處于“快速增長區製”的可能性最小、持續性最弱,處于“低速增長區製”的可能性居中、持續性也居中;(2)國內旅遊經濟在2000--2003年、2008--2010年處于“低速增長區製”,在2004年、2011年處于“快速增長區製”,在1996--1999年、2005--2007年、2012--2013年處于“中速增長區製”;(3)國際旅遊經濟在1989--1990年、2002--2003年、2008--2013年處于“低速增長區製”,在1991—1995年、2004年處于“快速增長區製”,在1982--1988年、1996--2001年、2005—2007年處于“中速增長區製”;(4)國內旅遊經濟增長率將在2014年達到17.10%,在2015年攀升至17.80%,在2016年提高到18.06%。在未來三年,雖然國內旅遊經濟增長率仍將維繫在“中速增長區製”中,但卻呈現齣由“中速增長區製”嚮“低速增長區製”變遷的徵候;(5)國際旅遊經濟增長率將在2014年達到11.99%,在2015年上升至13.96%,在2016年上浮至15.98%。在未來三年,儘管國際旅遊經濟增長率錶現齣由“低速增長區製”嚮“中速增長區製”和“快速增長區製”變遷的徵兆,但仍將在“低速增長區製”中徘佪。
본문기우국내화국제여유수입증장솔년도수거,이용비선성MS(M)-AR(p)모형,각화중국여유경제주기다계단성적복잡동태변천과정,병대미래삼년내중국여유경제증장적가능주세급기소처구제진행예측。결론표명:(1)중국여유경제주기처우“중속증장구제”적가능성최대、지속성최강,처우“쾌속증장구제”적가능성최소、지속성최약,처우“저속증장구제”적가능성거중、지속성야거중;(2)국내여유경제재2000--2003년、2008--2010년처우“저속증장구제”,재2004년、2011년처우“쾌속증장구제”,재1996--1999년、2005--2007년、2012--2013년처우“중속증장구제”;(3)국제여유경제재1989--1990년、2002--2003년、2008--2013년처우“저속증장구제”,재1991—1995년、2004년처우“쾌속증장구제”,재1982--1988년、1996--2001년、2005—2007년처우“중속증장구제”;(4)국내여유경제증장솔장재2014년체도17.10%,재2015년반승지17.80%,재2016년제고도18.06%。재미래삼년,수연국내여유경제증장솔잉장유계재“중속증장구제”중,단각정현출유“중속증장구제”향“저속증장구제”변천적정후;(5)국제여유경제증장솔장재2014년체도11.99%,재2015년상승지13.96%,재2016년상부지15.98%。재미래삼년,진관국제여유경제증장솔표현출유“저속증장구제”향“중속증장구제”화“쾌속증장구제”변천적정조,단잉장재“저속증장구제”중배회。
This paper aims at depicting particular patterns of Chinese tourism economic cycle, evaluating the possibility of multi-stage transformation and forecasting the growth trend and phase of Chinese tourism industry in the next three years. Based on historical data of domestic and international tourism revenue growth, this study adopts the non-linear MSM (M) - AR (p) model and reaches the following conclusions : ( 1 ) An estimation on the time series of domestic and international tourism revenue growth with a MSM (3) - AR (p) model shows that the empirical study using this model to estimate Chinese tourism economic cycle is appropriate, effective and reliable. The proof is, on one hand, that the estimated model means satisfy all the constraints on parameters ( i. e. the model estimates minimum mean in"low growth phase", maximum mean in"moderate growth phase" and intermediate mean in" fast growth phase" ). On the other hand, the auto-regression coefficient estimations lation of current deviation of demeaned domestic tourism revenue growth and its 1-yearcorrelation between current deviation and its two-year-lagged dicates that Chinese tourism economic growth show a large positive correlagged deviation, while the deviation is also positive but relatively small. This in- gradually approaches its mean level. In addition, this study finds that the possibility that Chinese tourism economy growth falls into"moderate growth phase" is the highest and this phase has greatest continuity, while the possibility and continuity of"fast growth phase" and" low growth phase" are respectively lowest and medium. (2) The"low growth phase'of Chinese tourism economy growth was mainly experienced during the years 2000 ~ 2003 and 2008 -2010, during which years major events happened such as 911 attacks, SARS, Wenchuan earthquake and the global financial crisis. The cumulated length of this phase was 6. 9 years, adding up to 39.03% of the investigated time period. Under the support and stimulation of a series of government policies, Chinese tourism economy experienced short periods of" fast growth phase" in 2004 after SARS had been conquered and in 2011 after the world stepped into" post financial crisis" period. The phase accumulated to 2.0 years ( 11.57% of the whole investigated period). During the years 1996 - 1999, 2005 - 2007 and 2012 - 2013, Chinese tourism was in the" moderate growth phase". The length accumulated to 9. 1 years and 49.90% of the total investigated time period. It is indicated that usually the"moderate growth phase" corresponds to periods with relatively fewer uncertain external shocks and steady tourism economy growth. (3) International tourism revenue growth change and shift many times between"low growth phase", "moderate growth phase'and"fast growth phase". International tourism economy experienced" low growth phase" mainly during the years 1989 - 1990 when Chinese economy structure underwent adjustment and optimization, in the years 2002 ~ 2003 when 911 attack and SARS spread, and 2008 ~ 2013 when Wenchuan earthquake and international financial crisis occurrence, which added to an accumulative length of 10. 8 years and 37.48% of the whole investigated period. The international tourism economy "fast growth phase" appeared in the years 1991 -1995 and 2004, with an accumulative length of 6. 1 years and 21.47% of the investigated period while" moderate growth phase" was experienced in 1982 - 1988, 1996 - 2001 and 2005 -2007 which accumulated to a length of 15 years and 41.05% of the total investigated time period. (4) The forecasted domestic tourism revenue growth rates in the next three years are 17. 10% in 2014, 17. 80% in 2015 and 18.06% in 2016. Although domestic tourism economy will remain in the"moderate growth phase'in the coming three years, we should be aware of the signs indicating a transformation into" low growth phase". (5) The forecasted international tourism revenue growth rates in the next three years are 11.99% in 2014, 13.96% in 2015 and 15.98% in 2016. Although there is increasing possibility of transforming into" moderate growth phase" or"fast growth phase", international tourism economy will remain in low growth phase" in the coming three years. This finding indicates that China should implement effective policies in order to confront the continuous global growth expectations at low levels.