| “泛珠三角”少数民族聚居地区与发达地区的CPI波动性研究 |
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| 引用本文： | 苏东旭,赵剑辉.“泛珠三角”少数民族聚居地区与发达地区的CPI波动性研究[J].特区经济,2011(3):29-30. |
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| 作者姓名： | 苏东旭 赵剑辉 |
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| 作者单位： | 华南理工大学工商管理学院;华南理工大学理学院; |
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| 摘 要： | 本文中广西省和云南省被选取为"泛珠三角"少数民族聚居地的代表,广东省为"泛珠三角"发达地区的代表。利用3个省份的CPI数据,建立三元时变相关的广义自回归条件方差模型。通过分析3个省份CPI的波动性特征以及它们的时变相关系数,有助于研究"泛珠三角"经济带中的少数民族聚居地区与发达地区经济发展的波动性情况。
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| 关 键 词： | CPI 波动 TV-GARCH模型 BEKK模型 |
Pan pearl river delta minority gathering district and developed district CPI fluctuation research |
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| Su Dong Xu Zhao Jian Hui.Pan pearl river delta minority gathering district and developed district CPI fluctuation research[J].Special Zone Economy,2011(3):29-30. |
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| Authors: | Su Dong Xu Zhao Jian Hui |
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| Institution: | Su Dong Xu Zhao Jian Hui |
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| Abstract: | Guangxi Province and Yunnan Province were selected as delegates of the ethnic minority areas,and Guangdong Province was selected as a delegate of the developed areas in the Pan-Pearl River Delta Economic belt in this paper.And then CPI data of these provinces were used to build a generalized autoregressive conditional variance model of ternary time-varying correlation.Volatility characteristics of the CPI in three provinces and their time-varying correlation coefficients can be obtained.They can help us to ... |
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| Keywords: | CPI volatility TV-GARCH BEKK |
| 本文献已被 CNKI 维普 等数据库收录！ |
