On the probability distribution of economic growth

Par Stockhammar; Lars-Erik Oiler

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On the probability distribution of economic growth

机译：论经济增长的概率分布

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Department of Statistics, Stockholm University, Stockholm, Sweden;Department of Statistics, Stockholm University, Stockholm, Sweden;%Three important and significantly heteroscedastic gross domestic product series are studied. Omnipresent heteroscedasticity is removed and the distributions of the series are then compared to normal, normal mixture and normal-asymmetric Laplace (NAL) distributions. NAL represents a skewed and leptokurtic distribution, which is in line with the Aghion and Howitt [ 1 ] model for economic growth, based on Schum-peter's idea of creative destruction. Statistical properties of the NAL distributions are provided and it is shown that NAL fits the data better than the alternatives.

机译：瑞典斯德哥尔摩，斯德哥尔摩大学统计系；瑞典斯德哥尔摩，斯德哥尔摩大学统计系；％研究了三个重要且显着异方差的国内生产总值序列。去除无处不在的异方差，然后将该系列的分布与正态，正态混合和正态不对称拉普拉斯（NAL）分布进行比较。基于Schum-peter的创造性破坏思想，NAL代表了偏态的和轻快的分布，与Aghion和Howitt [1]的经济增长模型一致。提供了NAL分布的统计属性，并且显示NAL比其他方法更适合数据。

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来源
《Journal of applied statistics》 |2011年第10期|p.2023-2041|共19页
作者
Par Stockhammar; Lars-Erik Oiler;
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作者单位

Department of Statistics, Stockholm University, Stockholm, Sweden;

Department of Statistics, Stockholm University, Stockholm, Sweden;

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正文语种 eng
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关键词
the aghion-howitt model; asymmetric innovations; mixed normal-asymmetric laplace distribution; kernel density estimation; method of moments estimation;

机译：aghion-howitt模型;不对称的创新;混合正不对称拉普拉斯分布;核密度估计;矩估计方法;

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3. Probability distributions of outputs of stochastic economic dispatch [J] . Shahirinia A. H., Soofi E. S., Yu D. C. International Journal of Electrical Power & Energy Systems . 2016,第Octa期

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7. The aim of the present work is to test the predictive power of the term spread in forecasting real economic growth rates and recession probabilities in Italy. According to the most recent literature, the relationship between the term spread and economic growth rates is modelled as a nonlinear one and specifically the Logistic Smooth Transition model is used, while a probit model is implemented to forecast recession probabilities. In both applications evidence supports a relevant informative content of the spread in Italy. [O] . Costanza Torricelli, Marianna Brunetti 100

机译：本工作的目的是测试预测意大利实际经济增长率和经济衰退概率的预测能力。根据最新的文献，术语差价和经济增长率之间的关系被建模为非线性关系，特别是使用Logistic平滑过渡模型，而实施概率模型来预测衰退概率。在这两个申请中，证据支持意大利传播的相关信息内容。

On the probability distribution of economic growth

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