在数据丰富的环境中衡量工人汇款的宏观经济影响

Applied Financial Economics Letters Pub Date : 2007-11-01 DOI:10.1080/17446540600993878

Carlos Vargas‐Silva

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引用次数: 6

摘要

本文使用墨西哥的85个月时间序列来研究工人汇款的宏观经济影响。估计方法基于Bernanke等人使用的两步因子增广向量自回归方法。(2005)。结果表明，墨西哥向内汇款对价格、股票市场、利率和各种经济活动指标都有积极影响。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Measuring the macroeconomic impact of workers’ remittances in a data-rich environment

This article uses 85 monthly time series from Mexico to study the macroeconomic impact of workers’ remittances. The estimation approach is based on the two-step factor augmented vector autoregression methodology used by Bernanke et al . (2005). The results show that Mexico's inward remittances have a positive impact on prices, the stock market, interest rates and various measures of economic activity.

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Applied Financial Economics Letters

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