1980-2006年东亚经济波动的原因——基于面板VAR的分析
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财经研究 2009 年 第 35 卷第 11 期, 页码：60 - 71
摘要
参考文献
摘要
东亚经济波动及其协同性的存在已得到学术界的认同,文章通过构建面板向量自回归模型,检验了6种冲击对东亚经济波动的影响,并考察了宏观经济各变量在面对冲击时的动态反应,以及汇率和通货膨胀对经济波动的传导作用。研究表明,国内的供给冲击、汇率冲击,国外的利率冲击、需求冲击都会对东亚经济波动产生较大影响,汇率是外部冲击的重要传导渠道,而通胀是内部冲击的重要传导渠道。随着东亚经济一体化进程的推进和金融市场不断开放,东亚各经济体对外部需求变动和世界利率变动所产生的冲击应予以重视。
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[3]吴丹,邹颖娟.国际直接投资与东亚国家间贸易的互补性关系分析[J].工业技术经济,2006,(7):146-148.
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[11]Shin K,Wang Y.Trade integration and business cycle synchronization in East Asia[J].Asian Economic Papers,2003,2:1-20.
引用本文
车维汉, 王茜. 1980-2006年东亚经济波动的原因——基于面板VAR的分析[J]. 财经研究, 2009, 35(11): 60–71.
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