| 基于DAG方法的物价波动国际间传导研究 |
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| 引用本文： | 吴文锋,靳莹.基于DAG方法的物价波动国际间传导研究[J].中国管理科学,2008(Z1). |
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| 作者姓名： | 吴文锋 靳莹 |
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| 作者单位： | 上海交通大学安泰经济与管理学院; |
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| 基金项目： | 上海市哲学社会科学规划课题(2005BJB015) |
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| 摘 要： | 有向无环图DAG分析法能克服误差修正ECM模型存在的参数经济意义不明显或者过度识别问题。采用DAG方法研究了中国、美国、欧盟、日本和香港这五个全球重要经济体物价波动的传导关系。结果发现,美国和欧盟之间存在双向的物价波动传导,中国受到美国和日本物价波动的传导。另外,除了引导香港之外,中国并不影响其他3个经济体。因此,中国通缩出口或中国通胀出口论并不成立。
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| 关 键 词： | DAG方法 物价波动 国际传导 |
The International Transmission of CPI:a DAG Analysis |
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| WU Wen-feng,JIN Ying.The International Transmission of CPI:a DAG Analysis[J].Chinese Journal of Management Science,2008(Z1). |
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| Authors: | WU Wen-feng JIN Ying |
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| Institution: | WU Wen-feng,JIN Ying (Antai College of Economics & Management,Shanghai Jiao Tong University,Shanghai 200052,China) |
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| Abstract: | As the Directed Acyclic Graph(DAG)method can solve the existing problems of ECM model,we analyze the international transmission of price fluctuation among China,USA,European Union,Japan and Hong Kong using DAG.Our results show that USA and EU have bi-directional transmission each other,CPI of China was led by USA and Japan,and China price fluctuation only lead that of Hong Kong.Our results show that China was not the root cause of global deflation or global inflation. |
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| Keywords: | DAG CPI international transmission |
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