居民储蓄的长期均衡和短期波动——中国:1991—2000年的实证分析
2001-11-15分类号:F124.8
【部门】浙江大学管理学院 浙江大学管理学院 浙江大学管理学院
【摘要】This paper empirically analyzes the residents' deposit during the 1991\_2000 sample periodin China by the latest time series approach.The Cointegration test studies a possible long\|term equilibrium relationship between the residents' deposit and the determinants such as income,price,interest rate and capital market.The Beta coefficient and elasticity coefficient are also studied.The short\|term influences of those determinants are studied by the Error Correction Model,which can describe the mechanism of the adjustment toward long\|term equilibrium.This paper shows that the residents' deposit in China has some new features during this period.
【关键词】居民储蓄 长期均衡 短期波动 协整检验 误差修正模型
【基金】国家自然科学基金项目(7990 0 0 2 5 );; 社会科学基金项目 (OOCJY0 0 3);; 教育部人文社会科学重点研究基地重大课题项目 (2 0 0 0ZDXM790 0 0 9)资助。
【所属期刊栏目】统计研究
文献传递