我国货币、价格、真实部门之间的信息传导研究被引量：8

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摘要本文旨在通过5个宏观经济变量实证研究1999年1月￣2005年6月间中国货币、价格和真实部门间的信息传导。协整VAR分析及其相关的假设检验表明样本期内中国的5个宏观经济变量之间存在长期均衡关系。在此基础上,本文采用定向非循环图解法原理(DAGP)技术和多元动态因果检验揭示了中国5个宏观经济变量之间的因果联接,从而得出了一些有关中国宏观经济变量之间动态因果关系的新结论。

作者陈浪南陈强

机构地区中山大学经济研究所中山大学岭南学院

出处《管理世界》 CSSCI 北大核心 2006年第3期15-20,39,共7页 Journal of Management World

基金教育部人文社会科学重点研究基地重大项目国家社科基金课题(03AJY008) 国家自然科学基金项目(70473106) 中大"985工程"创新基地广东省普通高校人文社会科学重点研究基地经费资助成果之一。

关键词宏观经济变量信息传导协整VAR 定向非循环图解法数据驱动方差分解

分类号 F224 [经济管理—国民经济]

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参考文献12

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二级参考文献28

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