發(fā)布時間：2019-01-10 11:40

【摘要】：文章使用我國1997Q1至2015Q2的季度數(shù)據(jù),通過長期協(xié)整檢驗和非對稱性效應(yīng)檢驗,證實變量之間存在協(xié)整關(guān)系,并得出FDI、熱錢和GDP增長率對我國通貨膨脹率均存在非對稱效應(yīng)的結(jié)論。此外,還對傳統(tǒng)的ARDL與基于非線性假設(shè)的NARDL進行了比較,并利用修正后的NARDL模型刻畫出我國通脹率與FDI凈流入量和經(jīng)濟增長速度間的非線性關(guān)系。
[Abstract]:Using the quarterly data from 1997Q1 to 2015Q2 in China, this paper proves that there is a cointegration relationship between variables through long-term cointegration test and asymmetric effect test, and obtains FDI,. The conclusion that both hot money and GDP growth rate have asymmetric effect on inflation rate in China. In addition, the traditional ARDL is compared with the NARDL based on nonlinear hypothesis, and the nonlinear relationship between the inflation rate and the net inflow of FDI and the economic growth rate in China is described by using the modified NARDL model.
【作者單位】： 華僑大學(xué)數(shù)量經(jīng)濟研究院;
【基金】：中央高校基本科研業(yè)務(wù)費專項基金資助項目(華僑大學(xué)哲學(xué)社會科學(xué)青年學(xué)者成長工程項目)(16SKGC-QT04)
【分類號】：F822.5
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本文編號：2406262