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中国主要宏观变量的非参数稳定性检验

Author

Listed:
  • 蔡楠
  • 蔡宗武
  • 方颖

Abstract

基于非参数广义F 检验与Wild Bootstrap 的方法，本文对从1997年1月到2010年12月共92个中国主要月度宏观经济变量的双变量关系进行稳定性检验。检验结果表明，在所有8370 组双变量关系中，有超过70%的比例是显著不稳定的。

Suggested Citation

  • 蔡楠 & 蔡宗武 & 方颖, 2013. "中国主要宏观变量的非参数稳定性检验," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    • Handle: RePEc:wyi:wpaper:002043
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