摘要
This paper empirically analyzes the residents’ deposit during the 1991\2000 sample periodin China by the latest time series approach.The Cointegration test studies a possible long\|term equilibrium relationship between the residents’ deposit and the determinants such as income,price,interest rate and capital market.The Beta coefficient and elasticity coefficient are also studied.The short\|term influences of those determinants are studied by the Error Correction Model,which can describe the mechanism of the adjustment toward long\|term equilibrium.This paper shows that the residents’ deposit in China has some new features during this period.
This paper empirically analyzes the residents' deposit during the 1991\_2000 sample periodin China by the latest time series approach.The Cointegration test studies a possible long\|term equilibrium relationship between the residents' deposit and the determinants such as income,price,interest rate and capital market.The Beta coefficient and elasticity coefficient are also studied.The short\|term influences of those determinants are studied by the Error Correction Model,which can describe the mechanism of the adjustment toward long\|term equilibrium.This paper shows that the residents' deposit in China has some new features during this period.
出处
《统计研究》
CSSCI
北大核心
2001年第11期17-23,共7页
Statistical Research
基金
国家自然科学基金项目(7990 0 0 2 5 )
社会科学基金项目 (OOCJY0 0 3)
教育部人文社会科学重点研究基地重大课题项目 (2 0 0 0ZDXM790 0 0 9)资助。
