摘要
采用格兰杰因果检验和多元GARCH模型,定量分析1999年至2017年之间我国稀土出口价格与日本进口价格之间的溢出效应.通过分析稀土定价权的动态演变过程,为稀土政策的有效性提供判断依据,并且提出相应的对策建议.
Granger causality test and multivariate GARCH model were used to quantitatively analyze the spillover effect between China's rare earth export price and Japanese import price between 1999 and 2017.By analyzing the dynamic evolution process of rare earth pricing power,it has provided judgment basis for the effectiveness of rare earth policy,and proposed corresponding countermeasures.
作者
严佳佳
郭丽平
苏毅鸿
AN Jiajia;GUO Liping;SU Yihong(School of Economics and Management,Fuzhou University,Fuzhou,Fujian 350108,China;School of Finance and Economics,Fuzhou University of Foreign Studies,Fuzhou,Fujian 350202,China)
出处
《福州大学学报（自然科学版）》
CAS
北大核心
2019年第5期592-597,共6页
Journal of Fuzhou University(Natural Science Edition)
基金
国家社科基金资助项目(18VDL012)
国家自然科学基金资助项目(71573043)
