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51.
本文分析了广东省外贸出口与进口、FDI、出口对象国的经济增长及人民币名义汇率等影响因素的长期均衡关系,然后分析了短期中广东省外贸出口量对各影响因素波动的反应。得出结论:长期中,广东省出口额与外国收入、进口额、人民币名义汇率之间存在着正相关关系,而短期内进口额和人民币名义汇率对出口影响较大。 相似文献
52.
This paper estimates time specific values for China's long-run equilibrium exchange rate and develops measures of the direction and extent of misalignment based on a reduced-form real effective exchange rate (REER) model. An appropriately specified long-run equilibrium model is estimated and tested following Johansen and Juselius (1990) procedures, which is then used to construct an estimated time path for long-run equilibrium exchange rate values.Unit root tests indicated that each series can be considered as I(1) and that there was one cointegrating relationship linking the RMB series with its “fundamentals” – openness, money supply, productivity and government spending – with long-run elasticities of (0.41), (0.97), (0.51) and (0.75), respectively. The estimated error-correction model of REER determination showed that during China's latest exchange rate regime (from 2005:Q3) the RMB was undervalued by an average of 6.7 percent, which is modest compared to related studies.Estimation of the associated short-run error correction model shows that the error correction term has a statistically significant value of 0.85, implying that the actual real effective exchange rates would converge relatively quickly (just over one quarter, on average) towards their long-run equilibrium level in the absence of central bank intervention. 相似文献
53.
都市圈经济辐射效应的协方差分析——以上海都市圈为例 总被引:1,自引:0,他引:1
基于县级市数据,通过协方差分析等统计方法,研究了上海都市圈内中心城市对周边城市的经济辐射效应以及对相关市场的带动效应。结论表明,上海对其都市圈内的城市有显著的经济辐射效应,对相关市场的带动效应明显。 相似文献
54.
We analyze market shares for each public transport mode in total public transport ridership for the multimodal public transportation system of Athens, Greece. This analysis provides useful information for making investment decisions concerning the public transport infrastructure and for allocating subsidies. Due to the non-stationary properties of the data, cointegration techniques are applied to investigate the long run equilibrium relationships. Error Correction Models are implemented to estimate short run dynamics as well as the speed of adjustment from the short to the long run. Results suggest that fare and GDP are the main determinants of the public transport mode shares both in the short and in the long run. Findings also indicate the role of total ridership fluctuations in explaining variations in public transport mode shares. 相似文献
55.
Using a panel from the Russian Longitudinal Monitoring Survey (1994–2004), this paper investigates to what extent Russian households have been able to maintain their living standards while suffering income shocks. Consumption smoothing is modelled by means of an equilibrium correction mechanism, which disentangles short‐run dynamics and long‐run equilibrium adjustments. GMM estimation is used to control for individual household effects in the presence of dynamics. Additionally, we differentiate between food and non‐food consumption, positive and negative shocks, rural and urban areas, and several levels of poverty risk. We find that dynamics are important in the consumption equation, and that estimates are sensitive to imputation errors in home food production. No strong claims can be made regarding heterogeneity in smoothing behaviour. 相似文献
56.
高校特困生是大学生中的弱势群体,由于经济拮据,容易产生自卑、迷茫、孤独、敏感、多疑、敌对、偏执、焦虑等心理问题。本文通过调查分析,提出积极开展心理健康教育,建立多层面的立体交叉的心理咨询与治疗体系,完善经济资助机制,丰富校园文化等矫正策略。 相似文献
57.
Hollander, Park and Proschan (1986) proposed a test of new is better than used of a specified age. It is based on large sample normality of the test statistic. There is, however, no study in the literature on its actual size for small and moderate sample sizes. To shed some lights on this, the results of a Monte Carlo simulation study as well as two real data examples are reported and these indicate that the test can have a quite liberal size, especially for small to moderate sample sizes. In order to improve on this weakness, a modified test is proposed and studied. It is noticed that this modified test seems to over-correct the original test to an extent that it becomes unduly conservative sometimes. Hence we propose another modification that combines the original test and the modified test turns out to have its size quite close to the nominal level and is therefore preferable to both the original and modified tests. 相似文献
58.
目前中国的城市旅游发展存在一种盲目扩张的现象,部分城市想通过扩大旅游业的投入(如大量兴建五星级酒店)来获取更多的旅游产出(收入),衡量一个城市旅游投入与旅游产出的比例关系是否合理是值得深入探讨的一个问题。因此本文构建了基于DEA方法的城市旅游投入产出效率即城市旅游经营效率进行评价模型,在模型中引入了修正系数的概念,以对不同区域的城市由于发展环境的不同造成的旅游产出的误差进行修正。最后对评价模型的适用进行了总结,并对未来的研究进行了展望。 相似文献
59.
Modelling the spot prices of various coffee types 总被引:1,自引:0,他引:1
We investigate long-run relationships among the spot prices of four coffee types. Two cointegrating vectors emerge: one between the prices of Arabica coffee varieties, and the other one between Unwashed Arabicas and Robusta. A persistence profile analysis shows a more rapid adjustment to equilibrium for the first compared to the second vector due to the fact that the former involves the Arabica coffees, which are more homogeneous. Adjustment is relatively fast, implying that economic forces act rapidly and discrepancies in the equilibrium relationships are short-lived. We also find evidence of non-linear adjustment back to equilibrium; when prices are too high, adjustment takes place at a slower rate than when they are too low. 相似文献
60.
Kent Friberg 《Empirical Economics》2007,32(1):161-184
The purpose of this study is to investigate whether wage-setting in certain sectors of the Swedish economy affects wage-setting
in other sectors. The theoretical background is the Scandinavian model of inflation, which states that wage-setting in the
sectors exposed to international competition lead wage-setting in the sheltered sectors of the economy. The Johansen maximum
likelihood cointegration approach is applied to quarterly data on Swedish sector wages for the period 1980:1–2002:2. Different
vector error correction (VEC) models are created, based on assumptions as to which sectors are exposed to international competition
and which are not. Granger causality tests are then carried out in the different restricted/unrestricted VEC models to test
for sector wage leadership. The Granger causality tests provide strong evidence for the presence of intersectoral wage causality,
but no evidence of a wage-leading role for the internationally exposed manufacturing sector.
相似文献