题名

基於BMA方法的長期經濟增長因素確定－一個研究綜述

并列篇名

Determinants of Long-term Growth Based on BMA Approach-A Literature Review

DOI

10.6704/JMSSD.2008.5.4.37

作者

路征(Zheng Lu)；鄧翔(Xiang Deng)

关键词

BMA ； BACE ； 經濟增長 ； BMA ； BACE ； Ecomomic Growth

期刊名称

管理科學與統計決策

卷期/出版年月

5卷4期（2008 / 12 / 01）

页次

37 - 42

内容语文

繁體中文
中文摘要

將貝葉斯統計理論引入經濟學研究具有重要的理論與實踐價值，並已被國外經濟研究者廣泛應用於經濟研究中。BACE方法是基於BMA(Bayesian Model Averaging)的一個改進，由Doppelhofer等提出並利用其研究長期經濟增長因素的確定，認為許多的潛在因素與經濟增長相關，從而支持了Sala-i-Martin而不是Ross Levine和David Renelt的研究結論。
英文摘要

It has important theory and practice value to introduce Bayesian Theory into economic research, and actually, Bayesian Theory was used diffusely by foreign economic researchers. BACE is an improvement approach based on BMA, Doppelhofe etc. advanced this approach and used it to research determinants of long-term growth. They found that a good number of economic variables had robust partial correlation with long-run growth, and this conclusion supported Sala-i-Martin's viewpoint but not Ross Levine and David Renelt's.
主题分类 基礎與應用科學 > 統計
社會科學 > 管理學
参考文献
  1. Adrian E. Raftery,David Madigan,Jennifer A. Hoeting(1997).Bayesian Model Averaging for Linear Regression Models.Journal of the American Statistical Association,92(437),179-191.
  2. Gernot Doppelhofer.Ronald I. Miller.
  3. Itzhak Venezia(1983).A Bayesian Approach to the Optimal Growth Period Problem: A Note.The Journal of Finance,XXXⅧ(1)
  4. Jennifer. A. Hoeting,David Madigan,Adrian E. Raftery,Chris T. Volinsky(1999).Bayesian Model Averaging: A Tutorial.Statistical Science,14(4),382-417.
  5. Jonathan H. Wright(2003).Bayesian Model Averaging and Exchange Rate Forecasts.International Finance Discussion Papers, Number, 779.
  6. Jonathan H. Wright(2003).Forecasting U.S. Inflation by Bayesian Model Averaging.International Finance Discussion Papers, Number, 780.
  7. Peter Kennedy(1986).The Bayesian Approach to Research in Economic Education.Journal of Economic education,winter
  8. Robert J. Barro(1991).Economic Growth in a Cross Section of Countries.Quarterly Journal of Economics,106(2),407-443.
  9. Ross Levine,David Renelt(1992).A Sensitivity Analysis of Cross-Country Growth Regressions.the American Economic Review,82(4)
  10. X. Sala-i-Martin(2000).Determinants of Long-term Growth: a Bayesian Averaging of Classical Estimates (BACE) Approach.NBER Working Paper 7750.
  11. Xavier X. Sala-i-Martin(1997).I Just Ran Four Million Regressions.NBER Working Paper #6252.
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