改进后的邹至庄检验的应用研究——以美国个人可支配收入和个人储蓄数据为例

面对模型形式设定不合适导致邹至庄检验灵敏度下降的问题,提出改进方法,以提高邹至庄检验的灵敏度。并使用改进后的邹至庄检验来分析经济政策效果的作用时间以及经济系统之间的协动性。实证结果显示:运用改进后的检验方法可以有效地对经济波动周期作出阶段性描述和划分,也能对政策效果的作用时间进行有效估计。同时,经济系统之间变化的协动性也得到有效度量。

As a result of un - proper model forms, we face the question that Chow＇ s test has bad detection performance, we use a method to improve its performance of the Chow＇ s test and we are able to surpass its present detection level. On the other hand,we can apply the Chow＇ s test of improvement into analyzing the policy effects and co- movement between economic sys- tems. Empirical results show that we can use new test result to describe and divide economic fluctuation cycle. And we are able to estimate the period of a particular economic policy effect. Moreover, the co - movement between them is effectively measured, too. It is our conclusion, the new test result is that employing the break interval will be able to divide economic fluctuation cycle and estimate the duration of the economic policy effect, and the co - movement between economic systems is effectively meas- ured as well.