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通过利用Enders和Lee(2004,2012b)提出的非线性Fourier单位根方法对东亚地区六个国家1961~2011年的实际人均GDP进行平稳性检验,旨在检验东亚国家实际人均GDP是否为非线性平稳过程。实证分析结果表明:与传统单位根检验的功效过低,倾向于接受原假设不同,非线性Fourier单位根检验方法拒绝了单位根的原假设。因此,六个国家实际人均GDP为一个非线性的平稳过程,而这样一个过程也真实地表现了实际人均GDP的数据生成过程,暗示了各国在经济发展过程中采取的稳定化政策是有效的,从而各国经历了非线性平稳增长过程。
By using the nonlinear Fourier unit root method proposed by Enders and Lee (2004, 2012b), the paper tests the stationarity of real GDP per capita of six countries in East Asia from 1961 to 2011, and tests whether the real per capita GDP of East Asian countries is non-linear and stable process. The results of empirical analysis show that, compared with the traditional unit root test, the hypothesis is too low and the original hypothesis is different. The non-linear Fourier root test method rejects the null hypothesis of unit root. Therefore, the real per capita GDP of the six countries is a non-linear and steady process. Such a process also truly represents the data generation process of real GDP per capita, suggesting that the stabilization policies adopted by various countries in the process of economic development are effective, As a result, all countries experienced non-linear and steady growth.