Journal of Guangxi Normal University(Natural Science Edition) ›› 2020, Vol. 38 ›› Issue (2): 156-164.doi: 10.16088/j.issn.1001-6600.2020.02.018

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A Comparative Study on the Contribution of Credit Allocationto Regional Economies of China Using Null Space Pursuit

KONG Wen1, HU Xiyuan2*   

  1. 1. Institute of Minsheng Bank, Beijing 100191, China;
    2. Institute of Automation,Chinese Academy of Sciences, Beijing 100190, China
  • Received:2019-04-02 Published:2020-04-02

Abstract: Signal separation approaches are often used for time series analysis because the extracted subcomponents of a complex signal can be helpful for analyzing its trend and periodicity. In recent years, with the emergence of adaptive signal separation algorithms, such as Null Space Pursuit (NSP) and Empirical Mode Decomposition (EMD), those methods have been widely used in the field of economic and financial time series analysis. The statistical data of loan/deposit and GDP have characteristics of developing trend and periodical fluctuation. Based on the NSP method, in this paper, a multi-scale study is conducted on the dynamic of regional economic disparity of 31 provinces in China during 2005-2017, and the volatility mechanism is investigated in the view of credit scale.

Key words: null space pursuit, regional economies, loan-to-deposit ratio, GDP, economic growth

CLC Number: 

  • TN911.6
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