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@JunFlight23 通货膨胀与货币供应量关系的研究最好是从哪些指标和怎样的模型进行研究呢 #131

Closed haoawesome closed 9 years ago

haoawesome commented 9 years ago

你好。我是一名大四学生。因为最近在写一篇关于“通货膨胀与货币供应量关系的实证分析”的论文。我主要想问一下,对于这个关系的研究最好是从哪些指标和怎样的模型进行研究呢。希望您 能给我一点意见。谢谢~

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haoawesome commented 9 years ago

money supply , inflation, related

http://www.caogen.com/blog/Infor_detail.aspx?id=0&articleId=47096

https://www.frbatlanta.org/filelegacydocs/DwyHaf.pdf Are Money Growth and Inflation Still Related? (1999)

haoawesome commented 9 years ago

http://jcibr.webs.com/archives/volume-2014/issue-2-march/Article-V-3-N-2-092013JCIBR0040.pdf

GDP GROWTH, MONEY GROWTH, EXCHANGE RATE AND INFLATION IN GHANA * ANTHONY CHIARAAH†& PAUL KWAME NKEGBE

Journal of Contemporary Issues in Business Research Volume 3, Issue No. 2, 2014

haoawesome commented 9 years ago

http://www.imf.org/external/pubs/ft/weo/2014/01/pdf/text.pdf World Economic Outlook - IMF (2014)

haoawesome commented 9 years ago

http://pubfin.nccu.edu.tw/faculty/jackwu/ETP%20Econ%20Lecture%20Note%2030%20Winter%202014.ppt MONEY GROWTH AND INFLATION ETP Economics 102, Jack Wu

haoawesome commented 9 years ago

http://statistics.gov.my/portal/download_journals/files/2014/Volume1/Inflation_Money_Supply_and_Economic_Growth.pdf INFLATION, MONEY SUPPLY AND ECONOMIC GROWTH: A CAUSALITY ANALYSIS FOR MALAYSIA Rosmarina Ramli

haoawesome commented 9 years ago

http://www.wiso.uni-hamburg.de/repec/hepdoc/macppr_4_2013.pdf Money Growth and Inflation: evidence from a Markov Switching Bayesian VAR (2013) Gianni Amisano Roberta Colavecchio

haoawesome commented 9 years ago

http://www.kansascityfed.org/PUBLICAT/ECONREV/econrevarchive/1978/4q78dewa.pdf

Monetary Growth, Inflation, and - Federal Reserve Bank

haoawesome commented 9 years ago

https://www.imf.org/external/pubs/ft/wp/2008/wp0853.pdf Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs Helge Berger and Pär Österholm

haoawesome commented 9 years ago

问: 通货膨胀与货币供应量关系的研究最好是从哪些指标和怎样的模型进行研究呢 答: http://memect.co/y7Tnj8H 可以先从 Jack Wu 的讲义开始看,然后看一些最近的论文,从中理解他们使用的指标与模型。

haoawesome commented 9 years ago

student projects http://www.econ.ucsb.edu/~llad/econ240af02/group_2.ppt The Effect of Money Supply on Inflation

haoawesome commented 9 years ago

模型有线性回归,贝叶斯,马尔可夫 等。 这个是Bi-variate Linear Regression 的教程 http://www.zu.ac.ae/main/files/contents/research/training/bivariateandmultiplelinearregression.pdf

haoawesome commented 9 years ago

这个自学完全没有方向[泪] ◆◆

我做的是关于时间序列数据的,模型涉及的大多是需要做VAR模型

haoawesome commented 9 years ago

VAR model vector autoregression (VAR) is an econometric model used to capture the linear interdependencies among multiple time series. VAR models generalize the univariate autoregression (AR) models by allowing for more than one evolving variable. All variables in a VAR are treated symmetrically in a structural sense (although the estimated quantitative response coefficients will not in general be the same); each variable has an equation explaining its evolution based on its own lags and the lags of the other model variables. VAR modeling does not require as much knowledge about the forces influencing a variable as do structural models with simultaneous equations: The only prior knowledge required is a list of variables which can be hypothesized to affect each other intertemporally.

http://en.wikipedia.org/wiki/Vector_autoregression

http://cran.r-project.org/web/packages/vars/vignettes/vars.pdf

http://www.mathworks.com/help/econ/var-models.html

http://faculty.washington.edu/ezivot/econ584/notes/varModels.pdf

haoawesome commented 9 years ago

http://www.columbia.edu/~so33/SusDev/Lecture_8.pdf Lecture 8: Serial Correlation Prof. Sharyn O’Halloran Sustainable Development U9611 Econometrics II

haoawesome commented 9 years ago

http://bbs.pinggu.org/thread-621118-1-1.html http://bbs.pinggu.org/thread-2952397-1-1.html

http://s.pinggu.org/search.php?mod=forum&searchid=15457&orderby=lastpost&ascdesc=desc&searchsubmit=yes&kw=VAR%C4%A3%D0%CD