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针对Nelson(2008)的周期之谜给出如下定理:当序列的方差比大于1时,BN周期成分的符号应反号,蒙特卡罗仿真实验结果也证实了理论定理。本文进而分解我国GDP的周期,结果表明GDP的方差比为1.97,所以周期成分的符号应反号,样本期内共经历6轮周期,这6轮周期源于主要的随机冲击,具有波动幅度较大、持续时间存在明显差异的特征。
The theorem for the cycle of Nelson (2008) gives the following theorem: when the variance ratio of the sequence is greater than 1, the sign of the BN period component should be inverted, and the Monte Carlo simulation results also confirm the theorem. In this paper, we decompose our country’s GDP cycle. The result shows that the variance ratio of GDP is 1.97. Therefore, the sign of the periodic component should be inverted sign. During the sample period, it experiences a total of 6 cycles. The 6 cycles originate from the main random impact, Large, duration of the obvious differences between the characteristics.