摘要
The main purpose of this paper is to investigate the statistical analysis of J\|effect in trade balance of Mexico in 1989\|1995.Sparse coefficients modeling has been successfully introduced for the model construction of J\|effect.Based on the model,the recovery period index is easy to define and the policy experiment also may be carried out by orthogonal experiment design.The results show that the develuation of Pesos and the short interest rate are over adjusted but the economic and financial policy during that period were basically correct.\;Finally,J\|effects between Mexico and Japan are compared,it seems that the recovery period of developing countries will be longer than the industry countries.
The main purpose of this paper is to investigate the statistical analysis of J\|effect in trade balance of Mexico in 1989\|1995.Sparse coefficients modeling has been successfully introduced for the model construction of J\|effect.Based on the model,the recovery period index is easy to define and the policy experiment also may be carried out by orthogonal experiment design.The results show that the develuation of Pesos and the short interest rate are over adjusted but the economic and financial policy during that period were basically correct.\;Finally,J\|effects between Mexico and Japan are compared,it seems that the recovery period of developing countries will be longer than the industry countries.
出处
《北京大学学报（自然科学版）》
CAS
CSCD
北大核心
2000年第1期142-148,共7页
Acta Scientiarum Naturalium Universitatis Pekinensis
基金
国家自然科学基金
北大联证金融实验室资助
云南省院校教育合作项目资助
关键词
J-效应
汇率
稀疏系数模型
J \|effect
international trade balance
sparse coefficients modeling
