| 外部冲击与奥肯定律的存在性和非线性 |
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| 引用本文： | 陈宇峰,俞剑,陈启清. 外部冲击与奥肯定律的存在性和非线性[J]. 经济理论与经济管理, 2011, 0(8): 42-52 |
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| 作者姓名： | 陈宇峰 俞剑 陈启清 |
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| 作者单位： | 1. 浙江工商大学经济学院, 浙江 杭州 310018;2. 安徽大学经济学院, 安徽 合肥 230039;3. 中央党校经济学部, 北京 100091 |
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| 基金项目： | 教育部人文社会科学应急项目(2009JYJR020); 浙江省哲学社会科学基金重点项目(10CGJJ01Z); 浙江省高校人文社会科学重点研究基地项目(浙江工商大学金融学) |
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| 摘 要： | 本文在传统的线性奥肯定律和平滑转换回归模型基础上,构建了一个非线性奥肯定律模型,结合国际油价的外部供给冲击,系统地考察了奥肯定律这一经验规律在我国的存在性和非线性。研究结果表明,传统的线性奥肯定律在我国已经失效,但呈现出明显的非线性特征,经济扩张和经济收缩对失业的影响具有截然不同的非对称效应。考虑到外部供给冲击的影响,奥肯定律会出现一定程度的偏移,而且呈现出线性与非线性特征的频繁转换。
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| 关 键 词： | 奥肯定律 非线性 LSTAR 国际油价冲击 |
| 收稿时间： | 2011-07-01 |
THE IMPACT OF EXTERNAL SHOCKS TO THE EXISTENCE AND NONLINEARITY OF OKUN'S LAW |
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| CHEN Yu-feng YU Jian CHEN Qi-qing. THE IMPACT OF EXTERNAL SHOCKS TO THE EXISTENCE AND NONLINEARITY OF OKUN'S LAW[J]. Economic Theory and Business Management, 2011, 0(8): 42-52 |
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| Authors: | CHEN Yu-feng YU Jian CHEN Qi-qing |
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| Affiliation: | 1. School of Economics, Zhejiang Gongshang University, Hangzhou 310018, China;2. School of Economics, Anhui University, Hefei 230039, China;3. Department of Economics, Party School of the Central Committee of C. P. C., Beijing 100091, China |
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| Abstract: | Based on the traditional linear Okun's law and smooth transition regression model,this paper established a nonlinear model of Okun's law,and systematically investigated the existence and nonlinearity of Okun's law in China with the international oil price shocks.The empirical results indicated that the Okun's law became invalid and presented nonlinearity in China and the impact of economic expansion and recession to unemployment exhibited an entire different asymmetric effect.Okun's law presented certain le... |
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| Keywords: | Okun's law nonlinearity LSTAR international oil price shock |
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