基于Markov区制转移模型的我国军民融合发展研究
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摘要
通过构建军民融合概念股收盘价和交易量的Markov区制转移模型,对军民融合概念股价格变动状况进行了分析,之后对二者的动态关系进行了脉冲响应分析和预测,发现我国军民融合发展在2014年下半年至2015年间处于繁荣期,之后进入了稳定期,且收盘价格处在低水平和高水平阶段的持续期较为一致.对于收盘价和交易量的预测,则发现在2017年下半年二者走势都呈现出不超越前期水平的上升,最终趋于平稳,说明现阶段我国军民融合的发展已趋于成熟.
This paper constructs the Markov regime switching model of civil military integration stocks closing price and trading volume, and analysis the price fluctuation of the civil military integration stocks.Then this paper predicts the dynamic relationship between the two above, finding that the boom period of China's civil military integration development is in the second half of 2014 to 2015. And following a stable period, the closing price duration is uniform both at a low level and high level. For the closing price and trading volume forecast is found in the second half of 2017, the two trends both show the rise of no higher than the previous level, and ultimately stabilized, indicating that the integration of China's military and civilian development has matured at current stage.
This paper constructs the Markov regime switching model of civil military integration stocks closing price and trading volume, and analysis the price fluctuation of the civil military integration stocks.Then this paper predicts the dynamic relationship between the two above, finding that the boom period of China's civil military integration development is in the second half of 2014 to 2015. And following a stable period, the closing price duration is uniform both at a low level and high level. For the closing price and trading volume forecast is found in the second half of 2017, the two trends both show the rise of no higher than the previous level, and ultimately stabilized, indicating that the integration of China's military and civilian development has matured at current stage.
引文
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[20]蔡楠,方颖.半参数Star模型的估计及应用[J].系统工程理论与实践,2014(02):273-281.
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[22]Hamilton J D.A new approach to the economic analysis of nonstationary time series and the business cycle[J].Econometrica:Journal of the Econometric Society,1989:357-384.
[2]赵澄谋,姬璃宏,刘洁等.世界典型国家推进军民融合的主要做法分析[J].科学学与科学技术管理,2005(10):26-31.
[3]朱庆林,揭力勤,朱华珍.军民融合研究:视角选择与理论框架重构[J].中国军转民,2013(12):17-19.
[4]杨志坚.协同视角下的军民融合路径研究[J].科技进步与对策,2013,30(4):99-102.
[5]于川信.军民融合创新发展的理性思考[J].装备学院学报,2014,25(1):4-8.
[6]贺琨,曾立.军民融合机理的范围经济解释[J].科技进步与对策,2015(9):110-415.
[7]旷毓君,孟斌斌.基于军-民“两部门”新古典经济棋型的军民融合研究[J].科技进步与对策,2015(21):140-144.
[8]贾玫.关于构建“西三角”军民融合自主创新体系的研究[D].四川:四川省社会科学院,2009.
[9]杨忠民.推进军工企业军民融合式发展[J].新湘评论,2010(19):4-6.
[10]孙延东.中国特色军民融合式发展道路研究[J].军事经济研究,2010(11):5-7.
[11]卢周来,于连坤,姜鲁鸣.世界各主要国家军民融合建设评介[J].军事经济研究,2011(2):67-71.
[12]任胜君.中国军工企业军民融合发展路径探析[J].中国军转民,2011(4):36-39.
[13]魏岗,金利民,杨虎林.军工企业怎样推进军民融台[J].经营与管理,2012(8):49-50.
[14]吕海军,甘志霞.我国军民两用高技术产业创新的现状问题及政策建议[J].科技进步与对策,2005,22(11):97-99.
[15]严剑峰.内外兼修培育军民融合型企业创新主体[J].中国军转民,2006(4):52-57.
[16]郭坚.我国军民两用技术产业链延伸研究[J].南京理工大学学报(社会科学版),2011,24(3):18-22.
[17]董晓辉.军民融合:国家大学科技因发展棋式的新探索[J].科技与经济,2012,25(4):60-64.
[18]王亚玲.军民科技融合发展的制约因素及对策研究[J].西安交通大学学报(社会科学版),2012,32(4):57-62.
[19]Sims C A.Macroeconomics and reality[J].Econometrica:Journal of the Econometric Society,1980:1-48.
[20]蔡楠,方颖.半参数Star模型的估计及应用[J].系统工程理论与实践,2014(02):273-281.
[21]Fallahi F.Causal Relationship Between Energy Consumption(EC)and GDP:A Markov-switching(MS)Causality[J].Energy,2011(7):4165-4170.
[22]Hamilton J D.A new approach to the economic analysis of nonstationary time series and the business cycle[J].Econometrica:Journal of the Econometric Society,1989:357-384.