摘要
为了拓展交易费用定量研究的领域,有必要对我国体制转型时期交易费用变动的动态机制和传导路径进行实证分析。根据研究目的和数据特征,借助基于向量自回归(VAR)模型的脉冲响应函数和方差分解方法,可以具体测算交易费用对经济增长变动和对体制转型程度的变动的敏感程度,进而比较二者对交易费用变动的贡献率大小。
In order to expand the field of quantitative research on transaction cost, it＇s necessary to make an empirical analysis on the dynamic mechanism and conduction path of transaction cost of economy system of China in the period of economic system transformation. By the methods of pulse response function and variance decomposition based on vector autoregression （VAR） model, we can calculate the sensitive intensity of the transaction cost to the economic growth changes and the degree of system transition, and compare the contribution rates of these two factors to the transaction cost.
出处
《财经研究》
CSSCI
北大核心
2006年第12期121-129,共9页
Journal of Finance and Economics
基金
国家社会科学基金项目(04CTJ004)
关键词
交易费用
VAR模型
动态机制
传导路径
transaction cost
VAR model
dynamic mechanism
conduction path
