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間接調(diào)控模式下貨幣政策有效性的實(shí)證分析畢業(yè)論文(編輯修改稿)

2025-07-19 15:16 本頁(yè)面
 

【文章內(nèi)容簡(jiǎn)介】 03 2005M04 1692005M05 2005M06 2005M07 2005M08 162005M09 2005M10 2005M11 2005M12 2006M01 2006M02 82006M03 2006M04 2006M05 2006M06 2006M07 2006M08 2006M09 2006M10 2006M11 2006M12 2007M01 2007M02 2007M03 2007M04 2007M05 2007M06 2007M07 182007M08 2007M09 2007M10 2007M11 2007M12 2008M01 2008M022008M032008M042008M05162008M06162008M072008M082008M09 2008M10 2008M11 2008M12 2009M01 112009M02 112009M03 2009M04 2009M05 2009M06 2009M07 2009M08 2009M09 162009M10 2009M11 2009M12 2010M01 2010M02 2010M03 2010M04 2010M05 212010M06 2010M07 2010M08 2010M09 2010M10 2010M112010M12 2011M01 2011M02 2011M032011M04 注:所有數(shù)據(jù)來(lái)自國(guó)家統(tǒng)計(jì)局、中國(guó)人民銀行及東方財(cái)富網(wǎng) 圖1 CPI單位根檢驗(yàn)結(jié)果Null Hypothesis: CPI has a unit rootExogenous: NoneLag Length: 3 (Automatic based on SIC, MAXLAG=11)tStatisticProb.*Augmented DickeyFuller test statisticTest critical values:1% level5% level10% level*MacKinnon (1996) onesided pvalues.Augmented DickeyFuller Test EquationDependent Variable: D(CPI)Method: Least SquaresDate: 06/15/11 Time: 10:53Sample (adjusted): 2005M05 2011M04Included observations: 72 after adjustmentsVariableCoefficientStd. ErrortStatisticProb.CPI(1)D(CPI(1))D(CPI(2))D(CPI(3))RsquaredMean dependent varAdjusted Rsquared. dependent var. of regressionAkaike info criterionSum squared residSchwarz criterionLog likelihoodDurbinWatson stat圖2:Q單位根檢驗(yàn)結(jié)果Null Hypothesis: Q has a unit rootExogenous: ConstantLag Length: 0 (Automatic based on SIC, MAXLAG=11)tStatisticProb.*Augmented DickeyFuller test statisticTest critical values:1% level5% level10% level*MacKinnon (1996) onesided pvalues.Augmented DickeyFuller Test EquationDependent Variable: D(Q)Method: Least SquaresDate: 06/15/11 Time: 10:55Sample (adjusted): 2005M02 2011M04Included observations: 75 after adjustmentsVariableCoefficientStd. ErrortStatisticProb.Q(1)CRsquared
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