Tác động của mức độ mở của của nền kinh tế đến chỉ số lạm phát của việt nam

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-oOo - MINH - NĂM 2013 nh : : 60340201 – NĂM 2013 – Tác giả Tôi qua Nhân đây, tr GIỚI THIỆU 2 5 CHƯƠNG ỦA MỨC ĐỘ MỞ CỬ Ế ĐẾN LẠM PHÁT 1.1 Mối quan hệ tỷ giá hối đoái lạm phát – lý thuyết Ngang giá sứa mua (PPP): 1.1.1.Quy luật giá: 1.1.2 Lý thuyết ngang giá sức mua (PPP) - mối quan hệ lạm phát, giá hàng hoá xuất nhập tỷ giá hối đoái: 1.1.3 Đườ 11 1.3 Các chứng thực nghiệm tác động mức độ mở cửa kinh tế đến lạm phát 12 13 17 20 CHƯƠNG 21 21 ứu: 21 : 22 22 25 CHƯƠNG 26 26 26 27 27 29 31 31 32 33 33 34 35 35 35 36 37 37 41 CHƯƠNG 42 42 i i i 1- i 2- xx 3- xxiv xxvi 1- xxvi 2- xxvi 3- xxvii DANH 24 25 26 28 29 37 38 ADB Asian Developing Bank ADF - Fuller Augmented Dickey Fuller test IMF International Monetary Fund GMM Generalized Method of Moment WB Ngân World Bank IFS International Financial Statistic FAO Food and Agriculture Organization of the United Nations OLS Ordinary Least Square tác động mức độ mở cửa Bài nghiên cứu nhằm mụ kinh tế đến lạ ệt Nam cách hồ p GMM (Generalized Method of Moments) Arellano Bond (1991) ạn 2000 – 2012 Kết n số liệ ực nghiệm cho thấy tác động chiều mức độ mở cửa kinh tế đến lạm phát, thổi phồng lạm phát Kết ới cung tiền m2, nợ nước biế GDP ợ ỷ giá hối đoái, xiv Null Hypothesis: D(I) has a unit root Exogenous: Constant Lag Length: (Automatic based on SIC, MAXLAG=10) Augmented Dickey-Fuller statistic Test critical values: 1% level 5% level 10% level t-Statistic Prob.* -7.051028 0.0000 test -3.568308 -2.921175 -2.598551 *MacKinnon (1996) one-sided p-values Augmented Dickey-Fuller Test Equation Dependent Variable: D(I,2) Method: Least Squares Date: 09/19/13 Time: 10:51 Sample (adjusted): 52 Included observations: 50 after adjustments Variable Coefficient Std Error t-Statistic Prob D(I(-1)) C -1.017571 0.117224 0.144315 0.126517 -7.051028 0.926551 0.0000 0.3588 R-squared Adjusted R-squared S.E of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) 0.508786 0.498552 0.886851 37.75219 -63.92244 49.71699 0.000000 Mean dependent var S.D dependent var Akaike info criterion Schwarz criterion Hannan-Quinn criter Durbin-Watson stat 3.48E-17 1.252384 2.636898 2.713378 2.666022 2.000629 xv Biến ầu (Oil): Null Hypothesis: OIL has a unit root Exogenous: Constant Lag Length: (Automatic based on SIC, MAXLAG=10) Augmented Dickey-Fuller statistic Test critical values: 1% level 5% level 10% level t-Statistic Prob.* -1.286131 0.6288 test -3.571310 -2.922449 -2.599224 *MacKinnon (1996) one-sided p-values Augmented Dickey-Fuller Test Equation Dependent Variable: D(OIL) Method: Least Squares Date: 09/19/13 Time: 10:51 Sample (adjusted): 52 Included observations: 49 after adjustments Variable Coefficient Std Error t-Statistic Prob OIL(-1) D(OIL(-1)) D(OIL(-2)) C -0.079253 0.366481 -0.382984 5.407215 0.061621 0.133718 0.138388 3.600596 -1.286131 2.740707 -2.767460 1.501756 0.2050 0.0088 0.0082 0.1401 R-squared Adjusted R-squared S.E of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) 0.262297 0.213117 10.30661 4780.176 -181.7481 5.333387 0.003136 Mean dependent var S.D dependent var Akaike info criterion Schwarz criterion Hannan-Quinn criter Durbin-Watson stat 1.068844 11.61878 7.581555 7.735989 7.640147 1.932808 xvi Null Hypothesis: D(OIL) has a unit root Exogenous: Constant Lag Length: (Automatic based on SIC, MAXLAG=10) Augmented Dickey-Fuller statistic Test critical values: 1% level 5% level 10% level t-Statistic Prob.* -6.681472 0.0000 test -3.571310 -2.922449 -2.599224 *MacKinnon (1996) one-sided p-values Augmented Dickey-Fuller Test Equation Dependent Variable: D(OIL,2) Method: Least Squares Date: 09/19/13 Time: 10:53 Sample (adjusted): 52 Included observations: 49 after adjustments Variable Coefficient Std Error t-Statistic Prob D(OIL(-1)) D(OIL(-1),2) C -1.098383 0.436749 1.188854 0.164392 0.132858 1.496003 -6.681472 3.287328 0.794687 0.0000 0.0019 0.4309 R-squared Adjusted R-squared S.E of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) 0.498928 0.477142 10.37963 4955.888 -182.6325 22.90158 0.000000 Mean dependent var S.D dependent var Akaike info criterion Schwarz criterion Hannan-Quinn criter Durbin-Watson stat -0.135578 14.35456 7.576837 7.692663 7.620781 1.957130 xvii Null Hypothesis: FDI has a unit root Exogenous: Constant Lag Length: (Automatic based on SIC, MAXLAG=10) Augmented Dickey-Fuller statistic Test critical values: 1% level 5% level 10% level t-Statistic Prob.* -1.189070 0.6724 test -3.565430 -2.919952 -2.597905 *MacKinnon (1996) one-sided p-values Augmented Dickey-Fuller Test Equation Dependent Variable: D(FDI) Method: Least Squares Date: 09/19/13 Time: 10:53 Sample (adjusted): 52 Included observations: 51 after adjustments Variable Coefficient Std Error t-Statistic Prob FDI(-1) C -0.066643 0.124318 -1.189070 1.388868 0.2401 0.1712 R-squared Adjusted R-squared S.E of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) 0.028046 0.008210 0.247049 2.990627 -0.039126 1.413888 0.240143 0.056046 0.089510 Mean dependent var S.D dependent var Akaike info criterion Schwarz criterion Hannan-Quinn criter Durbin-Watson stat 0.026154 0.248069 0.079966 0.155724 0.108915 1.925198 Null Hypothesis: D(FDI) has a unit root Exogenous: Constant Lag Length: (Automatic based on SIC, MAXLAG=10) t-Statistic Prob.* xviii Augmented Dickey-Fuller test statistic Test critical values: 1% level 5% level 10% level -6.928203 -3.568308 -2.921175 -2.598551 0.0000 *MacKinnon (1996) one-sided p-values Augmented Dickey-Fuller Test Equation Dependent Variable: D(FDI,2) Method: Least Squares Date:09/19/13 Time: 10:54 Sample (adjusted): 52 Included observations: 50 after adjustments Variable Coefficient Std Error t-Statistic Prob D(FDI(-1)) C -1.000000 0.026154 0.144338 0.036004 0.0000 0.4711 R-squared Adjusted R-squared S.E of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) 0.500000 0.489583 0.253185 3.076921 -1.244584 48.00000 0.000000 -6.928203 0.726415 Mean dependent var S.D dependent var Akaike info criterion Schwarz criterion Hannan-Quinn criter Durbin-Watson stat T -1.07E-17 0.354385 0.129783 0.206264 0.158908 2.000000 (NEER): Null Hypothesis: NEER has a unit root Exogenous: Constant Lag Length: (Automatic based on SIC, MAXLAG=10) Augmented Dickey-Fuller statistic Test critical values: 1% level 5% level 10% level t-Statistic Prob.* 0.606410 0.9886 test -3.565430 -2.919952 -2.597905 xix *MacKinnon (1996) one-sided p-values Augmented Dickey-Fuller Test Equation Dependent Variable: D(NEER) Method: Least Squares Date: 09/19/13 Time: 11:40 Sample (adjusted): 2000Q2 2012Q4 Included observations: 51 after adjustments Variable Coefficient Std Error t-Statistic Prob NEER(-1) C 0.013194 -87.15476 0.021757 364.9867 0.606410 -0.238789 0.5470 0.8123 R-squared Adjusted R-squared S.E of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) 0.007449 -0.012807 303.9695 4527476 -362.9090 0.367733 0.547042 Mean dependent var S.D dependent var Akaike info criterion Schwarz criterion Hannan-Quinn criter Durbin-Watson stat 132.6667 302.0415 14.31016 14.38592 14.33911 2.202036 Null Hypothesis: DNEER) has a unit root Exogenous: Constant Lag Length: (Automatic based on SIC, MAXLAG=10) t-Statistic Prob.* Augmented Dickey-Fuller test statistic -7.517797 Test critical values: 1% level -3.568308 5% level -2.921175 10% level -2.598551 0.0000 *MacKinnon (1996) one-sided p-values Augmented Dickey-Fuller Test Equation Dependent Variable: D(NEER,2) Method: Least Squares Date: 09/19/13 Time: 11:42 Sample (adjusted): 2000Q3 2012Q4 Included observations: 50 after adjustments xx Variable Coefficient Std Error t-Statistic Prob D(NEER(-1)) C -1.082117 145.9720 0.143941 47.56178 -7.517797 3.069104 0.0000 0.0035 R-squared 0.540746 Adjusted R-squared 0.531178 S.E of regression 306.8166 Sum squared resid 4518548 Log likelihood -356.2389 F-statistic 56.51727 Prob(F-statistic) 0.000000 2- Mean dependent var S.D dependent var Akaike info criterion Schwarz criterion Hannan-Quinn criter Durbin-Watson stat -0.460000 448.0999 14.32956 14.40604 14.35868 1.979407 Johansen: Included observations: 49 after adjustments Trend assumption: Linear deterministic trend Series: INF OPEN M2 NEER FDEBT OIL Lags interval (in first differences): to Unrestricted Cointegration Rank Test (Trace) Hypothesized No of CE(s) Eigenvalue Trace Statistic 0.05 Critical Value Prob.** None * At most * At most At most At most At most 0.806890 0.627988 0.452326 0.115773 0.073040 0.006143 168.5818 88.00163 39.54896 10.04732 4.018318 0.301928 95.75366 69.81889 47.85613 29.79707 15.49471 3.841466 0.0000 0.0009 0.2390 0.9796 0.9021 0.5827 Trace test indicates cointegrating eqn(s) at the 0.05 level * denotes rejection of the hypothesis at the 0.05 level **MacKinnon-Haug-Michelis (1999) p-values Unrestricted Cointegration Rank Test (Maximum Eigenvalue) Hypothesized No of CE(s) Eigenvalue None * At most * 0.806890 0.627988 Max-Eigen 0.05 Statistic Critical Value 80.58019 48.45267 40.07757 33.87687 Prob.** 0.0000 0.0005 xxi At most * At most At most At most 0.452326 0.115773 0.073040 0.006143 29.50164 6.029007 3.716390 0.301928 27.58434 21.13162 14.26460 3.841466 0.0280 0.9823 0.8880 0.5827 Max-eigenvalue test indicates cointegrating eqn(s) at the 0.05 level * denotes rejection of the hypothesis at the 0.05 level **MacKinnon-Haug-Michelis (1999) p-values Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I): INF 0.188416 -0.371678 -0.504358 0.053279 -0.146330 0.003613 OPEN 2.215058 13.38285 6.546592 3.715070 -4.329144 -2.046988 M2 0.060667 -0.225226 0.013730 -0.012927 -0.048311 0.052377 NEER 0.000916 -0.001239 -0.000468 0.000516 0.000203 0.000987 FDEBT -0.762444 0.199886 0.107499 0.098970 -0.077315 -0.085386 OIL 0.027387 -0.012190 0.035303 -0.089714 0.042382 0.007588 0.009383 0.011356 0.639638 -37.00649 0.018925 3.084184 0.114872 -0.020261 0.020030 -0.000749 0.464105 -0.035764 12.84480 16.23916 0.313907 0.121562 0.044766 0.296764 Unrestricted Adjustment Coefficients (alpha): D(INF) D(OPEN) D(M2) D(NEER) D(FDEBT) D(OIL) -0.193811 -0.068893 0.477120 -94.66268 3.595395 0.280383 -0.319304 -0.090169 2.466782 29.98993 -0.409918 -5.729592 0.832890 -0.027959 -0.901382 -6.407948 0.804336 3.131378 Cointegrating Equation(s): Log likelihood -827.6819 Normalized cointegrating coefficients (standard error in parentheses) INF OPEN M2 NEER FDEBT 1.000000 11.75620 0.321983 0.004864 -4.046597 (5.44964) (0.08775) (0.00065) (0.31377) Adjustment coefficients (standard error in parentheses) D(INF) -0.036517 (0.04451) D(OPEN) -0.012981 (0.00478) D(M2) 0.089897 (0.13599) D(NEER) -17.83598 OIL 0.145352 (0.04654) xxii D(FDEBT) D(OIL) (7.84558) 0.677430 (0.09312) 0.052829 (0.41586) Cointegrating Equation(s): Log likelihood -803.4556 Normalized cointegrating coefficients (standard error in parentheses) INF OPEN M2 NEER FDEBT 1.000000 0.000000 0.391883 0.004487 -3.182949 (0.05887) (0.00049) (0.24131) 0.000000 1.000000 -0.005946 3.21E-05 -0.073463 (0.00202) (1.7E-05) (0.00830) OIL 0.117648 (0.03070) 0.002357 (0.00106) Adjustment coefficients (standard error in parentheses) D(INF) 0.082161 -4.702500 (0.09584) (3.11974) D(OPEN) 0.020533 -1.359317 (0.00845) (0.27494) D(M2) -0.826951 34.06941 (0.24548) (7.99117) D(NEER) -28.98257 191.6673 (17.2225) (560.637) D(FDEBT) 0.829788 2.478131 (0.20392) (6.63806) D(OIL) 2.182391 -76.05718 (0.82645) (26.9032) Cointegrating Equation(s): Log likelihood -788.7047 Normalized cointegrating coefficients (standard error in parentheses) INF OPEN M2 NEER FDEBT 1.000000 0.000000 0.000000 0.002005 -1.590840 (0.00040) (0.21826) 0.000000 1.000000 0.000000 6.97E-05 -0.097619 (1.6E-05) (0.00872) 0.000000 0.000000 1.000000 0.006333 -4.062718 (0.00109) (0.59974) Adjustment coefficients (standard error in parentheses) OIL -0.006368 (0.02998) 0.004238 (0.00120) 0.316462 (0.08237) xxiii D(INF) -0.337913 (0.11898) 0.034635 (0.01289) -0.372332 (0.37230) -25.75067 (27.0302) 0.424115 (0.30755) 0.603055 (1.25048) 0.750089 (2.73920) -1.542356 (0.29687) 28.16842 (8.57123) 149.7171 (622.299) 7.743791 (7.08050) -55.55732 (28.7890) 0.071593 (0.04249) 0.015745 (0.00461) -0.539014 (0.13297) -12.58537 (9.65372) 0.321488 (0.10984) 1.350456 (0.44660) Cointegrating Equation(s): Log likelihood -785.6902 D(OPEN) D(M2) D(NEER) D(FDEBT) D(OIL) Normalized cointegrating coefficients (standard error in parentheses) INF OPEN M2 NEER FDEBT 1.000000 0.000000 0.000000 0.000000 -5.857429 (2.31271) 0.000000 1.000000 0.000000 0.000000 -0.245973 (0.08079) 0.000000 0.000000 1.000000 0.000000 -17.53939 (7.25917) 0.000000 0.000000 0.000000 1.000000 2127.879 (1142.49) Adjustment coefficients (standard error in parentheses) D(INF) -0.337413 0.784949 0.071472 (0.11937) (2.82118) (0.04256) D(OPEN) 0.035240 -1.500168 0.015598 (0.01288) (0.30432) (0.00459) D(M2) -0.338252 30.54473 -0.547282 (0.36673) (8.66730) (0.13074) D(NEER) -27.72234 12.23542 -12.10699 (26.8070) (633.561) (9.55703) D(FDEBT) 0.425123 7.814099 0.321244 (0.30856) (7.29253) (0.11001) D(OIL) 0.767378 -44.09936 1.310587 (1.20705) (28.5275) (0.43033) Cointegrating Equation(s): Log likelihood -783.8320 -0.000167 (0.00031) 6.75E-05 (3.3E-05) -0.001866 (0.00094) -0.140000 (0.06906) 0.003436 (0.00079) 0.007480 (0.00311) OIL 0.866422 (0.36234) 0.034586 (0.01266) 3.073305 (1.13732) -435.2876 (178.997) xxiv Normalized cointegrating coefficients (standard error in parentheses) INF OPEN M2 NEER FDEBT 1.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1.000000 Adjustment coefficients (standard error in parentheses) D(INF) -0.354223 0.287654 0.065922 (0.12160) (2.91223) (0.04321) D(OPEN) 0.032309 -1.586881 0.014630 (0.01299) (0.31120) (0.00462) D(M2) -0.406165 28.53555 -0.569704 (0.37201) (8.90931) (0.13218) D(NEER) -29.60192 -43.37155 -12.72753 (27.4262) (656.837) (9.74476) D(FDEBT) 0.379189 6.455149 0.306079 (0.31411) (7.52277) (0.11161) D(OIL) 0.760827 -44.29316 1.308425 (1.23667) (29.6172) (0.43940) -0.000144 (0.00031) 7.16E-05 (3.3E-05) -0.001772 (0.00094) -0.137389 (0.06946) 0.003500 (0.00080) 0.007489 (0.00313) 3- Sample: 2000:1 2012:4 Lags: Null Hypothesis: OPEN does not Granger Cause INF INF does not Granger Cause OPEN Obs F-Statistic 48 4.46690 5.74092 Prob 0.0046 0.0010 OIL -0.126466 (0.03567) -0.007109 (0.00167) 0.100217 (0.10860) -74.59251 (21.9743) -0.169509 (0.02256) 0.165528 (0.14562) 0.031073 (0.01556) 0.059822 (0.44549) 72.82509 (32.8439) -2.759156 (0.37616) -0.720640 (1.48096) xxv M2 does not Granger Cause INF INF does not Granger Cause M2 48 3.94497 0.08888 0.0088 0.9854 NEER does not Granger Cause INF INF does not Granger Cause NEER 48 1.80703 1.20294 0.1470 0.3250 FDEBT does not Granger Cause INF INF does not Granger Cause FDEBT 48 1.97111 5.04370 0.1181 0.0023 OIL does not Granger Cause INF INF does not Granger Cause OIL 48 8.63093 1.44242 4.E-05 0.2384 M2 does not Granger Cause OPEN OPEN does not Granger Cause M2 48 1.71244 0.20057 0.1668 0.9365 NEER does not Granger Cause OPEN OPEN does not Granger Cause NEER 48 0.69093 0.16634 0.6027 0.9542 FDEBT does not Granger Cause OPEN OPEN does not Granger Cause FDEBT 48 6.19457 3.96642 0.0006 0.0085 OIL does not Granger Cause OPEN OPEN does not Granger Cause OIL 48 11.3117 1.90690 3.E-06 0.1287 NEER does not Granger Cause M2 M2 does not Granger Cause NEER 48 0.82016 0.48007 0.5202 0.7501 FDEBT does not Granger Cause M2 M2 does not Granger Cause FDEBT 48 0.14679 3.35483 0.9633 0.0188 OIL does not Granger Cause M2 M2 does not Granger Cause OIL 48 1.10372 4.21453 0.3685 0.0062 FDEBT does not Granger Cause NEER NEER does not Granger Cause FDEBT 48 1.59378 1.77252 0.1953 0.1540 OIL does not Granger Cause NEER NEER does not Granger Cause OIL 48 1.12439 0.95426 0.3591 0.4433 OIL does not Granger Cause FDEBT FDEBT does not Granger Cause OIL 48 12.5712 1.70678 1.E-06 0.1681 xxvi P quy: 1Dependent Variable: INF Method: Generalized Method of Moments Sample (adjusted): 2001:1 2012:4 Included observations: 48 after adjustments Kernel: Bartlett, Bandwidth: Fixed (3), No prewhitening Simultaneous weighting matrix & coefficient iteration Convergence achieved after: 67 weight matrices, 68 total coef iterations Instrument list: INF(-1) OPEN(-1) OPEN(-2) OPEN(-3) OPEN(-4) M2(-1) M2( -2) M2(-3) M2(-4) NEER(-1) NEER(-2) NEER(-3) NEER(-4) FDEBT(-1) FDEBT(-2) FDEBT(-3) FDEBT(-4) OIL(-1) OIL(-2) OIL(-3) OIL(-4) Variable Coefficient C INF(-1) OPEN M2 NEER FDEBT OIL 2.352696 0.693141 3.765946 -0.044921 -0.000576 0.101566 0.028716 R-squared Adjusted R-squared S.E of regression Durbin-Watson stat 0.862149 0.841976 2.660313 0.939430 Std Error t-Statistic 1.607308 1.463749 0.027236 25.44953 0.874555 4.306127 0.012252 -3.666396 0.000116 -4.986366 0.035122 2.891792 0.008726 3.290665 Mean dependent var S.D dependent var Sum squared resid J-statistic Prob 0.1509 0.0000 0.0001 0.0007 0.0000 0.0061 0.0021 8.794546 6.692239 290.1679 0.153133 xxvii 2Dependent Variable: INF Method: Generalized Method of Moments Date: 01/02/14 Time: 14:19 Sample (adjusted): 2001:1 2012:4 Included observations: 48 after adjustments Kernel: Bartlett, Bandwidth: Fixed (3), No prewhitening Simultaneous weighting matrix & coefficient iteration Convergence achieved after: 73 weight matrices, 74 total coef iterations Instrument list: INF(-1) OPEN(-1) OPEN(-2) OPEN(-3) OPEN(-4) M2(-1) M2( -2) M2(-3) M2(-4) FDEBT(-1) FDEBT(-2) FDEBT(-3) FDEBT(-4) NEER( -1) NEER(-2) NEER(-3) NEER(-4) OIL(-1) OIL(-2) OIL(-3) OIL(-4) 3- Variable Coefficient C INF(-1) OPEN M2 FDEBT NEER OIL OPGD 22.45577 0.742195 3.628817 -0.077848 0.082673 -0.001882 0.022740 7.21E-07 R-squared Adjusted R-squared S.E of regression Durbin-Watson stat 0.857703 0.832801 2.736457 0.862345 Std Error t-Statistic 4.839765 4.639848 0.020553 36.11131 0.693170 5.235102 0.014120 -5.513157 0.029010 2.849813 0.000310 -6.068402 0.007656 2.970228 1.75E-07 4.128991 Mean dependent var S.D dependent var Sum squared resid J-statistic Prob 0.0000 0.0000 0.0000 0.0000 0.0069 0.0000 0.0050 0.0002 8.794546 6.692239 299.5279 0.136694 (3): Dependent Variable: INF Method: Generalized Method of Moments Sample (adjusted): 2001:1 2012:4 Included observations: 48 after adjustments Kernel: Bartlett, Bandwidth: Fixed (3), No prewhitening Simultaneous weighting matrix & coefficient iteration Convergence not achieved after: 499 weight matrices, 500 total xxviii coef iterations Instrument list: INF(-1) OPEN(-1) OPEN(-2) OPEN(-3) OPEN (-4) M2(-1) M2( -2) M2(-3) M2(-4) NEER(-1) NEER(-2) NEER(-3) NEER(-4) FDEBT(-1) FDEBT(-2) FDEBT(-3) FDEBT(-4) OIL(-1) OIL(-2) OIL(-3) OIL(-4) Variable Coefficient C INF(-1) OPEN M2 NEER FDEBT OIL FDI -4.211374 0.596980 2.458817 0.032080 -0.000157 0.027823 0.087597 -3.410332 R-squared Adjusted R-squared S.E of regression Durbin-Watson stat 0.813746 0.781151 3.130715 0.857515 Std Error t-Statistic 2.482856 -1.696181 0.035310 16.90699 1.091451 2.252797 0.013367 2.399947 0.000165 -0.953117 0.045728 0.608449 0.012545 6.982629 0.602684 -5.658577 Mean dependent var S.D dependent var Sum squared resid J-statistic Prob 0.0976 0.0000 0.0298 0.0211 0.3463 0.5463 0.0000 0.0000 8.794546 6.692239 392.0551 0.169987 ... Trong lạm phát có xu hướng tăng xu kinh tế ngày mở cửa nêu trên, vấn đề đặt ra: Liệu mức độ mở cửa kinh tế Việt Nam ngày tăng thời gian qua có tác động đế biến độ lạm phát nước hay không? Nế độ. .. Zakaria, 2010) (2005) ngắn hạn, mở cửa khơng có vai trò hạn chế lạm phát, chế tỷ giá hối đối có tác động mạnh đến lạm phát, lạm phát trì mức hiệu thông qua hợp tác kinh tế hội nhập hoạch định sách... (2009) ứu thực nghiệm cho tác động ròng gia tăng tổng kim ngạch xuất nhập GDP, đo lường mức độ mở cử ế ộng làm giảm lạm phát hầu hết kinh tế phát chiều ối quan hệ mức độ mở cửa lạm nghiên cứu Pakistan
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Xem thêm: Tác động của mức độ mở của của nền kinh tế đến chỉ số lạm phát của việt nam , Tác động của mức độ mở của của nền kinh tế đến chỉ số lạm phát của việt nam , DANH MỤC TỪ VIẾT TẮT, Đóng góp của luận văn, CHƯƠNG 1: TỔNG QUAN LÝ THUYẾT VỀ TÁC ĐỘNG CỦA MỨC ĐỘ MỞ CỬA CỦA NỀN KINH TẾ ĐẾN LẠM PHÁT, TÀI LIỆU THAM KHẢO

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