国际贸易中的滞后检验

ERN: Other Microeconomics: Welfare Economics & Collective Decision-Making (Topic) Pub Date : 2016-05-01 DOI:10.1111/rode.12243

Ricardo Sávio Denadai, V. Teles

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引用次数: 2

摘要

本文提出了一种新的检验强滞后的方法，即在宏观层面，在国际贸易中。捕获迟滞效应的变量基于一个理论模型，该模型使用状态空间模型进行校准，以确定每个时间点的参数。然后将这些变量应用于具有断点的协整检验，从而可以验证滞后效应在确定长期平衡中是否必不可少。

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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A Test for Hysteresis in International Trade

The article suggests a new test for strong hysteresis, that is, at the macro level, in international trade. The variables that capture the effects of hysteresis are based on a theoretical model with calibrations using a state–space model to determine the parameters for each point in time. These variables are then applied to a cointegration test with breaks, where it is possible to verify whether the hysteresis effect is essential in determining the long‐term equilibrium.

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ERN: Other Microeconomics: Welfare Economics & Collective Decision-Making (Topic)

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