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机构地区:[1]西安交通大学经济与金融学院,陕西西安710061
出 处:《数理统计与管理》2009年第1期135-142,共8页Journal of Applied Statistics and Management
摘 要:关于美国旅华的研究多为描述性的定性研究,定量研究较少,且对美国旅华需求的研究鲜见。因此,本文首先提出影响美国旅华需求的因素假设,然后通过Johansen协整分析,构建出相应协整模型,同时验证了假设。进一步通过Granger因果关系检验,表明影响因素的假设是有效的。从而得出结论:美国旅华需求对在华生活相对价格变化、人民币兑美元汇率变化都缺乏弹性,而对美国总人口变化及美国人均收入变化率的变化非常敏感.Research about the inbound tourism from United States to China almost focused on descriptive and qualitative aspects, but the quantitative studies and studies on American tourism demand for China are still blank. Therefore, this paper first presented the assumptions about influencing factors of American tourism demand for China, constructed a corresponding cointegration model through Johansen cointegration analysis and then verified these assumptions. Furthermore, the Granger causality test proved that assumptions about influencing factors are valid. Thus conclusions naturally come out as follows: the American tourism demand for China is inelastic to the change of Chinese living relative price and the change in the RMB exchange rate against US dollar, but it is significantly sensitive to the change of United States' total population and the change of per capita income in United States.
关 键 词:美国旅华需求 影响因素 Johansen协整分析 GRANGER因果检验
分 类 号:O212[理学—概率论与数理统计]
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