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欠发达地区货币政策传导阻滞问题研究 被引量:4

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作者 宋剑锋
出处 《武汉金融》 北大核心 2002年第12期22-24,共3页 Wuhan Finance
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  • 1赵昌文,杜江,杨记军.中国股市股指收益序列的结构性变点与重大事件反应-基于ICSS:MV算法的实证研究[C].第四届中国经济学年会参会论文.2004.12:1-15.
  • 2Booth, N. B., and Smith, A. F. M. A Bayesian Approach to Retrospective Identification of Change-Points [ J ]. Journal of Econometrics, 1982(19) :7 -22.
  • 3Bos, Theodore, and Pongsak Hoontrakul. Estimation of Mean and Variance Episodes in the Price Return of the Stock Exchange of Thailand [ J ]. Financial Risk and Financial Management, 2002 (16) : 535 -554.
  • 4Chow, G. C. Tests of Equality Between Subsets of Coefficients in Two Linear Regression Models. Econometrica, 1960:591-605.
  • 5Hsu, D. A. A Bayesian Robust Detection of Shift in the Risk Structure of Stock Market Returns [ J ]. Journal of the American Statistical Association, 1982 ( 77 ) : 39-29.
  • 6Inclan, C. Detection of Multiple Changes of Variance Using Posterior Odds [ J ]. Journal of Business & Economic Statistics, t993 ( 11 ) :289-300.
  • 7Inclan, Carla, and George C. Tiao. Use of Cumulative Sums of Squares for Retrospective Detection of Changes in Variance [ J ]. 3ournal of the American Statistical Association, 1994 (89) : 913 -923.
  • 8Yao, Y. C. Estimating the Number of Change-Points by Schwarzs Criterion[ J ]. Statistics and Probability Letters, 1988 (6): 181-187.
  • 9S. Riley. C. Fraser, C. A. Donnelly, et al. Transmission dynamics of the etiological agent of SARS in Hong Kong: impact of public health interventions.Science, 2003,300(20):1961-1966.
  • 10M. Lipsitch, T. Cohen, B.Cooper, et al. Transmission dynamics and control of severe acute respiratory syndrome. Science, 2003,300(20):1966-1970.

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