中国经济费雪效应的实证研究:1987-2007——基于多个国家和地区的面板数据分析被引量：6

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摘要文章利用1987-2007年中国和日本等10个国家的通货膨胀率和利率数据,分别使用相应的检验方法对这些数据进行面板单位根和面板协整检验,得出中国存在部分费雪效应的结论。然后使用FMOLS和DOLS分别对中国费雪方程进行估计,进一步证实:中国在样本期内不存在完全费雪效应,而只有部分费雪效应,且费雪效应大小大约在0.5-0.7之间。

作者袁申国

机构地区广东外语外贸大学经贸学院国际经贸研究中心

出处《经济问题探索》 CSSCI 北大核心 2009年第6期8-13,共6页 Inquiry Into Economic Issues

基金广东外语外贸大学2008年度校级青年基金项目资助

关键词费雪效应横截面相关面板单位根面板协整

分类号 F124 [经济管理—世界经济] F224 [经济管理—国民经济]

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