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广东省城镇居民资产财富效应非对称性的TVAR模型检验——兼论建立广义价格目标函数的调控目标

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摘要 财富效应丰富了消费函数理论的研究。本文借助专门研究非线性问题的TVAR模型,以广东省城镇居民1981-2014年的数据为样本,既研究整体资产的财富效应,也对金融资产和住房资产财富效应进行比较。研究表明,居民整体资产和住房资产及金融资产的财富效应微弱,且均存在非对称性。为促进财富效应,本文提出建立包括资产价格在内的广义价格目标函数的主张。
作者 骆锎源
出处 《现代商业》 2016年第24期54-55,共2页 Modern Business
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